Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 170,506
Positions
30,872 68,369 1,903 40,782 24,778 5,265 31,419 32,037 9,014 13,060 3,040 1,784 36,407 24,316
Changes from: August 31, 2021 Total Change is: 67
-580 2,462 181 2,271 -1,952 -216 -3,759 43 827 -769 1,751 162 1,950 -3,191
Percent of Open Interest Represented by Each Category of Trader
18.1 40.1 1.1 23.9 14.5 3.1 18.4 18.8 5.3 7.7 1.8 1.0 21.4 14.3
Number of Traders in Each Category Total Traders: 96
9 6 6 14 14 9 18 23 16 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 44,573
Positions
14,788 1,736 821 2,157 12,827 1,422 13,537 6,743 556 475 642 7 10,810 19,819
Changes from: August 31, 2021 Total Change is: 1,513
3,598 -3,356 808 -687 526 -99 -2,621 827 108 0 0 7 399 2,692
Percent of Open Interest Represented by Each Category of Trader
33.2 3.9 1.8 4.8 28.8 3.2 30.4 15.1 1.2 1.1 1.4 0.0 24.3 44.5
Number of Traders in Each Category Total Traders: 49
7 . . . 14 6 11 11 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 201,389
Positions
59,870 55,915 11,737 52,557 61,873 3,310 29,549 31,768 5,802 8,446 5,124 0 30,118 25,860
Changes from: August 31, 2021 Total Change is: 7,379
1,849 -1,241 6,281 1,211 -4,025 274 -7,315 4,781 3,958 -5 18 0 1,126 -2,667
Percent of Open Interest Represented by Each Category of Trader
29.7 27.8 5.8 26.1 30.7 1.6 14.7 15.8 2.9 4.2 2.5 0.0 15.0 12.8
Number of Traders in Each Category Total Traders: 118
8 9 7 18 28 14 20 23 20 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 204,435
Positions
92,070 1,492 9,688 43,864 82,791 5,021 29,624 65,059 4,559 700 659 13 18,896 35,153
Changes from: August 31, 2021 Total Change is: 10,436
-5,703 -1,969 9,685 2,257 -5,382 -124 1,187 5,120 3,180 0 0 13 -59 -87
Percent of Open Interest Represented by Each Category of Trader
45.0 0.7 4.7 21.5 40.5 2.5 14.5 31.8 2.2 0.3 0.3 0.0 9.2 17.2
Number of Traders in Each Category Total Traders: 127
11 . 6 17 28 11 25 39 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 696,734
Positions
42,340 376,699 14,854 406,694 122,155 29,319 51,065 82,340 8,736 40,702 6,615 4,772 98,252 51,244
Changes from: August 31, 2021 Total Change is: -8,376
-8,152 17,424 5,833 4,300 -10,181 -1,057 -5,096 -11,869 -6,323 -560 390 -368 3,047 -2,225
Percent of Open Interest Represented by Each Category of Trader
6.1 54.1 2.1 58.4 17.5 4.2 7.3 11.8 1.3 5.8 0.9 0.7 14.1 7.4
Number of Traders in Each Category Total Traders: 308
17 12 14 109 42 44 40 43 25 33 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 32,796
Positions
468 9,630 1,263 12,131 4,778 2,662 475 7,384 1,468 800 0 0 13,529 5,611
Changes from: August 31, 2021 Total Change is: 2,171
0 4 1,263 15 -1,832 0 0 3,586 266 0 0 0 627 -1,116
Percent of Open Interest Represented by Each Category of Trader
1.4 29.4 3.9 37.0 14.6 8.1 1.4 22.5 4.5 2.4 0.0 0.0 41.3 17.1
Number of Traders in Each Category Total Traders: 28
. . . 12 5 7 . 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 33,023
Positions
1,565 1,200 3,419 5,616 19,777 1,553 11,633 1,545 1,095 0 975 0 8,142 3,459
Changes from: August 31, 2021 Total Change is: 4,435
21 0 3,419 1 -5 22 -1,116 0 1,042 0 0 0 1,046 -43
Percent of Open Interest Represented by Each Category of Trader
4.7 3.6 10.4 17.0 59.9 4.7 35.2 4.7 3.3 0.0 3.0 0.0 24.7 10.5
Number of Traders in Each Category Total Traders: 28
. . . 6 10 4 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 173,484
Positions
75,143 3,679 1,467 42,463 81,178 3,907 21,528 46,247 1,733 7,247 2,310 0 19,996 32,963
Changes from: August 31, 2021 Total Change is: -8,600
4,688 523 -478 -1,048 -5,950 -326 -17,547 1,790 -117 1,044 -690 0 5,184 -3,352
Percent of Open Interest Represented by Each Category of Trader
43.3 2.1 0.8 24.5 46.8 2.3 12.4 26.7 1.0 4.2 1.3 0.0 11.5 19.0
Number of Traders in Each Category Total Traders: 86
12 4 . 11 14 7 12 28 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 52,717
Positions
234 23,473 2 32,385 0 0 12,048 26,097 788 4,464 1,241 92 2,704 1,024
Changes from: August 31, 2021 Total Change is: 2,895
234 -79 2 532 -128 -43 927 2,475 737 223 -283 48 235 166
Percent of Open Interest Represented by Each Category of Trader
0.4 44.5 0.0 61.4 0.0 0.0 22.9 49.5 1.5 8.5 2.4 0.2 5.1 1.9
Number of Traders in Each Category Total Traders: 60
. 5 . 16 0 0 21 5 . 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 180,540
Positions
2,588 104,875 2,179 79,972 4,681 1,364 71,909 32,817 9,672 5,482 22,230 111 7,263 2,611
Changes from: August 31, 2021 Total Change is: 27,255
-3,348 11,316 1,374 6,712 636 -160 16,164 8,560 4,989 1,258 1,040 -73 339 -427
Percent of Open Interest Represented by Each Category of Trader
1.4 58.1 1.2 44.3 2.6 0.8 39.8 18.2 5.4 3.0 12.3 0.1 4.0 1.4
Number of Traders in Each Category Total Traders: 170
. 11 4 25 8 . 62 28 18 13 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 25,433
Positions
1,031 1,696 0 8,246 2,413 0 8,200 18,050 2 4,771 1,540 0 3,183 1,732
Changes from: August 31, 2021 Total Change is: -15,883
25 -15,769 -2,075 2,091 38 0 -8,316 9,716 -7,524 187 -405 -56 -215 192
Percent of Open Interest Represented by Each Category of Trader
4.1 6.7 0.0 32.4 9.5 0.0 32.2 71.0 0.0 18.8 6.1 0.0 12.5 6.8
Number of Traders in Each Category Total Traders: 68
. . 0 12 5 0 18 14 . 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 58,075
Positions
10,184 19,604 8,405 8,531 9,111 1,240 20,005 11,543 3,932 647 235 27 5,104 3,978
Changes from: August 31, 2021 Total Change is: 9,779
-1,889 6,714 7,941 1,438 -2,224 -141 606 -2,891 554 80 -7 5 1,185 -172
Percent of Open Interest Represented by Each Category of Trader
17.5 33.8 14.5 14.7 15.7 2.1 34.4 19.9 6.8 1.1 0.4 0.0 8.8 6.8
Number of Traders in Each Category Total Traders: 90
7 5 5 14 12 5 35 12 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 23,028
Positions
3,239 4,789 1,940 5,707 3,355 0 6,886 7,372 3,616 328 377 2 1,310 1,577
Changes from: August 31, 2021 Total Change is: 4,870
-164 37 1,915 3,353 -97 0 -3,594 -504 3,360 -10 55 0 10 104
Percent of Open Interest Represented by Each Category of Trader
14.1 20.8 8.4 24.8 14.6 0.0 29.9 32.0 15.7 1.4 1.6 0.0 5.7 6.8
Number of Traders in Each Category Total Traders: 39
. . 4 4 . 0 8 14 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 53,390
Positions
16,716 19,947 796 14,845 1,788 823 8,403 7,675 1,715 267 15,010 0 9,825 5,638
Changes from: August 31, 2021 Total Change is: -1,248
1,087 -663 160 -3,299 62 633 -1,908 -2,621 1,237 159 -185 0 685 131
Percent of Open Interest Represented by Each Category of Trader
31.3 37.4 1.5 27.8 3.3 1.5 15.7 14.4 3.2 0.5 28.1 0.0 18.4 10.6
Number of Traders in Each Category Total Traders: 109
18 16 4 25 7 6 22 15 12 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 106,780
Positions
33,432 39,893 1,592 29,690 3,575 1,646 16,806 15,350 3,430 534 30,019 0 19,650 11,275
Changes from: August 31, 2021 Total Change is: -2,495
2,173 -1,326 320 -6,597 123 1,265 -3,816 -5,242 2,473 318 -370 0 1,369 262
Percent of Open Interest Represented by Each Category of Trader
31.3 37.4 1.5 27.8 3.3 1.5 15.7 14.4 3.2 0.5 28.1 0.0 18.4 10.6
Number of Traders in Each Category Total Traders: 109
18 16 4 25 7 6 22 15 12 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 39,814
Positions
3,691 36,618 100 28,812 0 902 3,272 1,723 78 0 0 0 2,959 393
Changes from: August 31, 2021 Total Change is: -2,383
1,170 -675 -100 -4,603 0 7 695 -1,600 78 0 0 0 370 -93
Percent of Open Interest Represented by Each Category of Trader
9.3 92.0 0.3 72.4 0.0 2.3 8.2 4.3 0.2 0.0 0.0 0.0 7.4 1.0
Number of Traders in Each Category Total Traders: 38
6 7 . 19 0 4 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 611,152
Positions
41,844 152,215 53,343 258,845 74,384 54,558 43,905 72,058 58,546 24,107 72,976 1,024 74,980 72,047
Changes from: August 31, 2021 Total Change is: 9,859
1,954 6,447 3,175 -76 -2,192 2,062 2,556 -1,239 4,076 -1,134 2,020 -1,209 -1,544 -3,280
Percent of Open Interest Represented by Each Category of Trader
6.8 24.9 8.7 42.4 12.2 8.9 7.2 11.8 9.6 3.9 11.9 0.2 12.3 11.8
Number of Traders in Each Category Total Traders: 526
31 35 33 165 76 105 68 92 62 32 27 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 45,641
Positions
18,956 3,625 74 1,000 0 0 22,541 18,751 200 0 1,100 0 2,870 21,891
Changes from: August 31, 2021 Total Change is: -437
290 735 0 0 0 0 -1,300 2,050 -100 0 300 0 673 -3,422
Percent of Open Interest Represented by Each Category of Trader
41.5 7.9 0.2 2.2 0.0 0.0 49.4 41.1 0.4 0.0 2.4 0.0 6.3 48.0
Number of Traders in Each Category Total Traders: 23
6 . . . 0 0 4 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 33,392
Positions
12,639 26,327 0 15,862 6,148 0 2,537 447 0 0 0 0 2,354 470
Changes from: August 31, 2021 Total Change is: -420
-395 -156 0 85 2,055 0 166 -184 0 0 0 0 -276 -2,135
Percent of Open Interest Represented by Each Category of Trader
37.9 78.8 0.0 47.5 18.4 0.0 7.6 1.3 0.0 0.0 0.0 0.0 7.0 1.4
Number of Traders in Each Category Total Traders: 23
6 7 0 6 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 28,484
Positions
13,026 25,047 0 11,782 0 145 1,017 2,236 31 0 0 0 2,483 1,025
Changes from: August 31, 2021 Total Change is: -75
-764 22 0 651 0 0 0 167 0 0 0 0 38 -264
Percent of Open Interest Represented by Each Category of Trader
45.7 87.9 0.0 41.4 0.0 0.5 3.6 7.9 0.1 0.0 0.0 0.0 8.7 3.6
Number of Traders in Each Category Total Traders: 33
4 9 0 13 0 . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,827,555
Positions
215,914 844,424 164,873 1,289,224 371,919 272,788 286,800 446,517 111,750 120,535 359,382 5,120 360,551 250,782
Changes from: August 31, 2021 Total Change is: 51,480
8,357 28,598 15,836 -380 -10,959 10,308 33,771 -1,952 6,388 -9,671 4,598 -2,046 -11,083 709
Percent of Open Interest Represented by Each Category of Trader
7.6 29.9 5.8 45.6 13.2 9.6 10.1 15.8 4.0 4.3 12.7 0.2 12.8 8.9
Number of Traders in Each Category Total Traders: 526
32 34 31 165 76 105 70 90 59 32 27 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 34,161
Positions
15,830 28,960 0 10,856 498 2,496 825 1,199 102 0 0 0 4,052 906
Changes from: August 31, 2021 Total Change is: 341
2,853 -2,309 0 -4,626 0 2,476 -2 -193 0 0 0 0 -360 367
Percent of Open Interest Represented by Each Category of Trader
46.3 84.8 0.0 31.8 1.5 7.3 2.4 3.5 0.3 0.0 0.0 0.0 11.9 2.7
Number of Traders in Each Category Total Traders: 35
7 7 0 14 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 25,898
Positions
630 25,358 0 20,582 0 0 343 0 0 0 0 0 4,343 540
Changes from: August 31, 2021 Total Change is: -94
364 -115 0 -59 0 0 -254 0 0 0 0 0 -145 21
Percent of Open Interest Represented by Each Category of Trader
2.4 97.9 0.0 79.5 0.0 0.0 1.3 0.0 0.0 0.0 0.0 0.0 16.8 2.1
Number of Traders in Each Category Total Traders: 27
. 12 0 12 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 25,102
Positions
9,207 18,464 0 11,841 0 2,075 0 0 0 0 0 0 1,979 4,563
Changes from: August 31, 2021 Total Change is: 4,377
7,746 -907 0 -5,208 0 2,075 -200 -208 0 0 0 0 -36 3,417
Percent of Open Interest Represented by Each Category of Trader
36.7 73.6 0.0 47.2 0.0 8.3 0.0 0.0 0.0 0.0 0.0 0.0 7.9 18.2
Number of Traders in Each Category Total Traders: 20
5 7 0 8 0 . 0 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 23,823
Positions
3,064 22,026 0 16,347 0 392 1,197 457 0 0 0 0 2,823 948
Changes from: August 31, 2021 Total Change is: -4,912
-40 -2,260 0 -4,750 0 -145 0 -669 0 0 0 0 23 -1,838
Percent of Open Interest Represented by Each Category of Trader
12.9 92.5 0.0 68.6 0.0 1.6 5.0 1.9 0.0 0.0 0.0 0.0 11.8 4.0
Number of Traders in Each Category Total Traders: 23
. 10 0 7 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 124,518
Positions
2,388 0 0 24,800 0 76 5,911 79,315 3,575 2,302 0 0 85,466 41,552
Changes from: August 31, 2021 Total Change is: -9,774
2,388 -1,125 0 614 0 -1 -2,231 -7,541 611 -1,098 0 -12 -10,045 -1,706
Percent of Open Interest Represented by Each Category of Trader
1.9 0.0 0.0 19.9 0.0 0.1 4.7 63.7 2.9 1.8 0.0 0.0 68.6 33.4
Number of Traders in Each Category Total Traders: 20
. 0 0 6 0 . 4 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 42,730
Positions
3,998 12,918 176 24,037 21,377 1,702 2,607 2,845 98 0 0 0 10,112 3,614
Changes from: August 31, 2021 Total Change is: -722
6 -132 31 -961 481 -303 -294 -666 31 0 -297 0 768 133
Percent of Open Interest Represented by Each Category of Trader
9.4 30.2 0.4 56.3 50.0 4.0 6.1 6.7 0.2 0.0 0.0 0.0 23.7 8.5
Number of Traders in Each Category Total Traders: 66
. 6 . 31 15 9 5 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 453,868
Positions
121,375 49,278 5,329 199,746 151,362 39,434 41,288 130,192 9,078 6,421 47,021 44 31,153 22,130
Changes from: August 31, 2021 Total Change is: -758
-2,656 3,229 -446 819 -4,418 1,020 -5,917 -251 2,916 2,442 -1,555 -77 1,141 -1,176
Percent of Open Interest Represented by Each Category of Trader
26.7 10.9 1.2 44.0 33.3 8.7 9.1 28.7 2.0 1.4 10.4 0.0 6.9 4.9
Number of Traders in Each Category Total Traders: 328
31 12 7 84 55 53 45 71 28 11 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 31,723
Positions
5,616 29,339 0 20,909 463 0 2,223 702 0 1,435 0 0 1,540 1,219
Changes from: August 31, 2021 Total Change is: -436
32 -1,120 0 -2,068 0 0 48 -15 -6 1,435 0 0 123 705
Percent of Open Interest Represented by Each Category of Trader
17.7 92.5 0.0 65.9 1.5 0.0 7.0 2.2 0.0 4.5 0.0 0.0 4.9 3.8
Number of Traders in Each Category Total Traders: 30
. 8 0 13 . 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 26,393
Positions
275 7,994 126 13,922 0 9 661 7,476 64 0 2,360 53 11,283 8,311
Changes from: August 31, 2021 Total Change is: 4,737
0 1,754 126 3,377 -216 -54 -1,196 2,230 -1,690 -1,118 119 14 5,278 2,454
Percent of Open Interest Represented by Each Category of Trader
1.0 30.3 0.5 52.7 0.0 0.0 2.5 28.3 0.2 0.0 8.9 0.2 42.7 31.5
Number of Traders in Each Category Total Traders: 30
. . . 13 0 . . 6 . 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 62,546
Positions
14,538 8,946 1,513 11,073 3,442 724 23,565 9,433 1,977 2,181 2,739 31 6,944 33,741
Changes from: August 31, 2021 Total Change is: 5,481
2,378 1,909 -112 2,465 -489 283 1,765 419 167 -568 1,932 31 -928 1,341
Percent of Open Interest Represented by Each Category of Trader
23.2 14.3 2.4 17.7 5.5 1.2 37.7 15.1 3.2 3.5 4.4 0.0 11.1 53.9
Number of Traders in Each Category Total Traders: 74
9 8 7 10 5 6 23 14 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 413,055
Positions
34,490 242,313 10,225 270,842 88,625 56,388 18,569 6,878 1,042 11,099 4,604 0 10,400 2,980
Changes from: August 31, 2021 Total Change is: 110
-2,607 1,190 114 4,392 7,574 -487 -1,704 -905 191 13 -5,570 0 198 -1,997
Percent of Open Interest Represented by Each Category of Trader
8.3 58.7 2.5 65.6 21.5 13.7 4.5 1.7 0.3 2.7 1.1 0.0 2.5 0.7
Number of Traders in Each Category Total Traders: 186
13 14 7 78 42 42 21 9 6 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,044,700
Positions
90,995 469,899 5,306 660,329 294,018 125,102 77,274 72,559 7,798 41,716 51,102 3,461 32,719 15,455
Changes from: August 31, 2021 Total Change is: -27,142
1,535 -3,573 2,103 -5,565 -30,446 -3,479 -13,356 13,026 1,131 -715 -8,160 2,397 -11,193 -141
Percent of Open Interest Represented by Each Category of Trader
8.7 45.0 0.5 63.2 28.1 12.0 7.4 6.9 0.7 4.0 4.9 0.3 3.1 1.5
Number of Traders in Each Category Total Traders: 402
26 22 12 157 73 81 52 35 24 25 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 237,139
Positions
31,807 171,335 42,180 17,155 7,397 2,636 128,687 330 12,981 1,161 217 11 521 52
Changes from: August 31, 2021 Total Change is: 44
6 259 -461 -826 0 0 859 0 254 -32 0 0 244 -8
Percent of Open Interest Represented by Each Category of Trader
13.4 72.3 17.8 7.2 3.1 1.1 54.3 0.1 5.5 0.5 0.1 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 90
11 22 16 13 . . 30 . 7 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 46,866
Positions
13,018 8,628 307 12,679 8,610 849 9,029 14,913 930 1,766 2,575 86 8,201 9,967
Changes from: August 31, 2021 Total Change is: 746
-868 370 5 -293 -224 -81 800 229 346 -29 3 2 864 97
Percent of Open Interest Represented by Each Category of Trader
27.8 18.4 0.7 27.1 18.4 1.8 19.3 31.8 2.0 3.8 5.5 0.2 17.5 21.3
Number of Traders in Each Category Total Traders: 292
29 21 7 55 48 40 42 61 30 11 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 234,329
Positions
65,092 43,138 1,533 63,395 43,051 4,247 45,146 74,565 4,652 8,830 12,877 429 41,005 49,837
Changes from: August 31, 2021 Total Change is: 3,731
-4,342 1,848 23 -1,465 -1,121 -403 4,002 1,146 1,729 -145 14 11 4,321 484
Percent of Open Interest Represented by Each Category of Trader
27.8 18.4 0.7 27.1 18.4 1.8 19.3 31.8 2.0 3.8 5.5 0.2 17.5 21.3
Number of Traders in Each Category Total Traders: 292
29 21 7 55 48 40 42 61 30 11 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 117,609
Positions
0 9,473 29 498 265 0 65,922 63,270 584 3,760 4,936 338 46,478 38,714
Changes from: August 31, 2021 Total Change is: -299
0 -2,147 29 -8 265 0 5,594 1,150 -307 -370 -1,298 38 -5,275 1,971
Percent of Open Interest Represented by Each Category of Trader
0.0 8.1 0.0 0.4 0.2 0.0 56.1 53.8 0.5 3.2 4.2 0.3 39.5 32.9
Number of Traders in Each Category Total Traders: 28
0 . . . . 0 12 . . 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,212,310
Positions
5,531 116,396 3,858 589,635 289,186 237,033 82,071 312,020 25,030 85,861 42,473 113 183,178 186,201
Changes from: August 31, 2021 Total Change is: -12,830
-408 813 -639 -4,835 9,754 -159 3,020 5,916 -27,783 15,916 -3,279 0 2,058 2,547
Percent of Open Interest Represented by Each Category of Trader
0.5 9.6 0.3 48.6 23.9 19.6 6.8 25.7 2.1 7.1 3.5 0.0 15.1 15.4
Number of Traders in Each Category Total Traders: 184
5 19 4 55 36 55 15 38 17 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,255,373
Positions
27,840 87,107 1,709 676,027 272,539 197,014 98,287 502,383 32,224 68,078 16,128 78 154,116 146,191
Changes from: August 31, 2021 Total Change is: -8,097
0 1,732 791 3,153 5,969 1,471 -718 3,005 -14,866 -383 -1,420 -16 2,471 -4,763
Percent of Open Interest Represented by Each Category of Trader
2.2 6.9 0.1 53.9 21.7 15.7 7.8 40.0 2.6 5.4 1.3 0.0 12.3 11.6
Number of Traders in Each Category Total Traders: 159
. 12 . 73 28 60 7 26 14 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,951,070
Positions
58,821 130,921 17,824 770,427 501,245 327,336 481,970 666,092 49,311 100,781 121,245 1,261 143,339 135,835
Changes from: August 31, 2021 Total Change is: -343
4,206 -2,587 -8,846 14,598 -8,846 -1,010 -4,684 31,833 -11,513 9,729 3,039 -3,715 892 1,302
Percent of Open Interest Represented by Each Category of Trader
3.0 6.7 0.9 39.5 25.7 16.8 24.7 34.1 2.5 5.2 6.2 0.1 7.3 7.0
Number of Traders in Each Category Total Traders: 305
16 30 14 95 40 77 47 41 27 18 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,904,836
Positions
204,952 215,888 45,526 1,487,545 1,359,428 781,843 715,158 507,527 122,853 191,962 290,216 10,126 344,871 571,429
Changes from: August 31, 2021 Total Change is: -41,621
-16,863 -30,484 331 8,746 12,565 -2,279 -58,001 6,123 -22,587 61,851 -1,227 -17,224 4,405 13,161
Percent of Open Interest Represented by Each Category of Trader
5.2 5.5 1.2 38.1 34.8 20.0 18.3 13.0 3.1 4.9 7.4 0.3 8.8 14.6
Number of Traders in Each Category Total Traders: 452
23 37 18 81 119 112 59 85 43 18 30 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,446,999
Positions
104,800 27,502 5,215 434,322 511,126 177,199 499,684 331,253 30,094 75,365 69,593 355 119,965 294,662
Changes from: August 31, 2021 Total Change is: -6,091
-6,805 -2,909 289 -13,887 -2,999 -2,262 4,656 -16,338 3,818 11,060 13,864 0 -2,960 446
Percent of Open Interest Represented by Each Category of Trader
7.2 1.9 0.4 30.0 35.3 12.2 34.5 22.9 2.1 5.2 4.8 0.0 8.3 20.4
Number of Traders in Each Category Total Traders: 157
5 6 5 25 64 53 22 20 15 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,449,352
Positions
61,635 186,329 22,480 1,749,149 856,436 701,520 192,034 901,907 137,988 302,951 223,404 441 281,154 418,847
Changes from: August 31, 2021 Total Change is: -23,585
3,728 215 -8,765 17,107 -17,942 6,994 -25,008 28,592 -12,853 3,501 -15,849 -76 -8,213 -3,901
Percent of Open Interest Represented by Each Category of Trader
1.8 5.4 0.7 50.7 24.8 20.3 5.6 26.1 4.0 8.8 6.5 0.0 8.2 12.1
Number of Traders in Each Category Total Traders: 321
12 27 12 83 68 85 33 63 34 12 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 995,151
Positions
307,475 158,264 358,668 34,368 4,434 14,220 48,948 210,741 205,490 0 10,078 0 25,982 33,256
Changes from: August 31, 2021 Total Change is: -69,890
17,281 3,278 -47,404 -889 -587 3,600 -7,614 12,305 -35,978 0 -301 0 1,114 -4,803
Percent of Open Interest Represented by Each Category of Trader
30.9 15.9 36.0 3.5 0.4 1.4 4.9 21.2 20.6 0.0 1.0 0.0 2.6 3.3
Number of Traders in Each Category Total Traders: 95
19 34 45 . . . 12 22 28 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,802,360
Positions
3,027,346 1,592,700 1,973,306 712,542 1,448,413 877,987 2,407,380 2,914,838 2,884,118 89,532 107,821 186,553 643,596 816,624
Changes from: August 31, 2021 Total Change is: 147,434
-16,278 75,237 28,071 45,757 42,925 -27,437 41,848 -75,062 93,302 -1,385 -726 -515 -15,929 11,639
Percent of Open Interest Represented by Each Category of Trader
23.6 12.4 15.4 5.6 11.3 6.9 18.8 22.8 22.5 0.7 0.8 1.5 5.0 6.4
Number of Traders in Each Category Total Traders: 240
32 40 65 22 14 32 43 53 86 7 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 755,818
Positions
284,580 212,756 207,126 22,171 31,629 4,199 70,842 121,930 154,827 287 11,490 11,659 127 202
Changes from: August 31, 2021 Total Change is: 32,602
16,137 21,128 5,497 1,289 3,437 -470 -4,892 -11,376 13,984 37 -513 967 53 -52
Percent of Open Interest Represented by Each Category of Trader
37.7 28.1 27.4 2.9 4.2 0.6 9.4 16.1 20.5 0.0 1.5 1.5 0.0 0.0
Number of Traders in Each Category Total Traders: 116
26 22 30 4 . . 15 26 33 6 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 127,287
Positions
32,387 42,447 23,783 9,764 3,634 300 29,277 25,689 30,708 542 200 421 105 105
Changes from: August 31, 2021 Total Change is: -11,330
-16,115 -3,444 1,405 -1,430 -930 -1 9,320 -3,805 -4,244 20 0 -284 -1 -27
Percent of Open Interest Represented by Each Category of Trader
25.4 33.3 18.7 7.7 2.9 0.2 23.0 20.2 24.1 0.4 0.2 0.3 0.1 0.1
Number of Traders in Each Category Total Traders: 70
10 18 12 . . . 13 20 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 147,643
Positions
1,050 56,376 0 1,470 1,829 0 6,116 42,645 46,123 92,873 591 0 11 79
Changes from: August 31, 2021 Total Change is: 5,804
0 6,930 0 -169 0 0 307 -1,452 316 5,340 0 0 10 10
Percent of Open Interest Represented by Each Category of Trader
0.7 38.2 0.0 1.0 1.2 0.0 4.1 28.9 31.2 62.9 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 30
. 7 0 . 4 0 . 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 6,659
Positions
302 161 44 621 378 9 1,684 4,990 182 1,923 210 44 1,850 641
Changes from: August 31, 2021 Total Change is: 297
-24 22 -14 -81 8 0 -126 193 31 337 -37 44 130 50
Percent of Open Interest Represented by Each Category of Trader
4.5 2.4 0.7 9.3 5.7 0.1 25.3 74.9 2.7 28.9 3.2 0.7 27.8 9.6
Number of Traders in Each Category Total Traders: 81
. 4 . 8 . . 24 23 8 15 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 22,540
Positions
1,860 0 0 79 0 0 9,052 18,951 1,499 4,098 924 499 5,453 667
Changes from: August 31, 2021 Total Change is: 7,903
1,860 -231 0 1 0 0 4,691 8,018 -555 986 612 137 783 -78
Percent of Open Interest Represented by Each Category of Trader
8.3 0.0 0.0 0.4 0.0 0.0 40.2 84.1 6.7 18.2 4.1 2.2 24.2 3.0
Number of Traders in Each Category Total Traders: 120
. 0 0 . 0 0 19 7 6 75 14 4
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Traders in Financial Futures - Futures Only Positions as of September 7, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,272
Positions
118 99 59 57 30 0 1,088 3,626 133 1,377 28 2 1,438 295
Changes from: August 31, 2021 Total Change is: 243
0 -50 59 0 -28 0 -5 260 37 184 -2 -26 -6 -7
Percent of Open Interest Represented by Each Category of Trader
2.8 2.3 1.4 1.3 0.7 0.0 25.5 84.9 3.1 32.2 0.7 0.0 33.7 6.9
Number of Traders in Each Category Total Traders: 51
. . . . . 0 18 13 5 11 . .
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Traders in Financial Futures - Futures Only Positions as of September 7, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 46,368
Positions
3,389 23,037 0 10,503 2,699 846 15,815 13,403 2,763 4,974 1,141 64 8,014 2,415
Changes from: August 31, 2021 Total Change is: -2,469
500 1,127 0 -2,160 993 75 723 -4,657 228 -2,324 -618 10 479 373
Percent of Open Interest Represented by Each Category of Trader
7.3 49.7 0.0 22.7 5.8 1.8 34.1 28.9 6.0 10.7 2.5 0.1 17.3 5.2
Number of Traders in Each Category Total Traders: 117
. . 0 14 5 . 21 27 10 36 9 .
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Traders in Financial Futures - Futures Only Positions as of September 7, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 323,430
Positions
59,213 14,218 10,719 114,247 96,717 26,965 37,683 95,384 37,966 5,954 4,375 9,533 21,150 27,553
Changes from: August 31, 2021 Total Change is: 11,522
-322 898 -1,764 6,196 276 547 -2,757 2,140 7,386 -483 611 2,857 -138 -1,429
Percent of Open Interest Represented by Each Category of Trader
18.3 4.4 3.3 35.3 29.9 8.3 11.7 29.5 11.7 1.8 1.4 2.9 6.5 8.5
Number of Traders in Each Category Total Traders: 184
14 11 21 17 38 26 30 45 39 7 13 12
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Traders in Financial Futures - Futures Only Positions as of September 7, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 38,570
Positions
3,206 7,960 45 23,331 4,578 0 4,764 25,644 101 6,619 156 0 504 86
Changes from: August 31, 2021 Total Change is: -2,984
16 0 0 -3,625 0 0 843 -2,781 -306 34 105 0 54 -2
Percent of Open Interest Represented by Each Category of Trader
8.3 20.6 0.1 60.5 11.9 0.0 12.4 66.5 0.3 17.2 0.4 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 50
. 4 . 13 4 0 7 4 . 14 . 0
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Updated September 10, 2021