Traders in Financial Futures - Futures Only Positions as of September 14, 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 175,708
Positions
32,528 67,001 9,121 39,807 25,145 5,666 36,405 34,071 4,440 13,135 3,517 1,097 33,509 25,650
Changes from: September 7, 2021 Total Change is: 5,202
1,656 -1,368 7,218 -975 367 401 4,986 2,034 -4,574 75 477 -687 -2,898 1,334
Percent of Open Interest Represented by Each Category of Trader
18.5 38.1 5.2 22.7 14.3 3.2 20.7 19.4 2.5 7.5 2.0 0.6 19.1 14.6
Number of Traders in Each Category Total Traders: 96
9 5 8 13 16 8 19 21 17 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 45,513
Positions
23,384 1,741 0 2,624 14,161 1,399 8,551 6,794 32 475 642 0 9,048 20,744
Changes from: September 7, 2021 Total Change is: 940
8,596 5 -821 467 1,334 -23 -4,986 51 -524 0 0 -7 -1,762 925
Percent of Open Interest Represented by Each Category of Trader
51.4 3.8 0.0 5.8 31.1 3.1 18.8 14.9 0.1 1.0 1.4 0.0 19.9 45.6
Number of Traders in Each Category Total Traders: 48
6 . 0 . 15 5 11 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 142,607
Positions
12,017 30,300 778 49,887 57,546 2,959 36,127 21,349 237 8,006 5,129 0 32,596 24,309
Changes from: September 7, 2021 Total Change is: -58,782
-47,853 -25,615 -10,959 -2,670 -4,327 -351 6,578 -10,419 -5,565 -440 5 0 2,478 -1,551
Percent of Open Interest Represented by Each Category of Trader
8.4 21.2 0.5 35.0 40.4 2.1 25.3 15.0 0.2 5.6 3.6 0.0 22.9 17.0
Number of Traders in Each Category Total Traders: 107
5 10 . 17 26 11 24 17 8 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 192,088
Positions
96,137 20,272 51 44,771 77,215 6,886 19,829 55,113 1,764 700 1,097 0 21,950 29,690
Changes from: September 7, 2021 Total Change is: -12,347
4,067 18,780 -9,637 907 -5,576 1,865 -9,795 -9,946 -2,795 0 438 -13 3,054 -5,463
Percent of Open Interest Represented by Each Category of Trader
50.0 10.6 0.0 23.3 40.2 3.6 10.3 28.7 0.9 0.4 0.6 0.0 11.4 15.5
Number of Traders in Each Category Total Traders: 125
8 5 . 19 28 13 25 35 14 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 653,102
Positions
20,864 360,165 1,246 410,293 120,563 27,310 48,022 74,166 6,680 43,404 6,144 5,013 90,270 51,815
Changes from: September 7, 2021 Total Change is: -43,632
-21,476 -16,534 -13,608 3,599 -1,592 -2,009 -3,043 -8,174 -2,056 2,702 -471 241 -7,982 571
Percent of Open Interest Represented by Each Category of Trader
3.2 55.1 0.2 62.8 18.5 4.2 7.4 11.4 1.0 6.6 0.9 0.8 13.8 7.9
Number of Traders in Each Category Total Traders: 304
13 14 7 108 40 44 37 49 25 33 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 28,553
Positions
0 11,491 0 12,558 5,832 2,661 0 3,664 0 800 0 0 12,534 4,905
Changes from: September 7, 2021 Total Change is: -4,243
-468 1,861 -1,263 427 1,054 -1 -475 -3,720 -1,468 0 0 0 -995 -706
Percent of Open Interest Represented by Each Category of Trader
0.0 40.2 0.0 44.0 20.4 9.3 0.0 12.8 0.0 2.8 0.0 0.0 43.9 17.2
Number of Traders in Each Category Total Traders: 22
0 . 0 12 6 7 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 34,253
Positions
1,685 1,186 3,691 5,711 19,340 1,570 11,772 1,545 1,771 0 975 0 8,053 4,175
Changes from: September 7, 2021 Total Change is: 1,230
120 -14 272 95 -437 17 139 0 676 0 0 0 -89 716
Percent of Open Interest Represented by Each Category of Trader
4.9 3.5 10.8 16.7 56.5 4.6 34.4 4.5 5.2 0.0 2.8 0.0 23.5 12.2
Number of Traders in Each Category Total Traders: 27
. . . 6 9 4 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 164,727
Positions
93,715 4,734 99 41,594 84,763 3,728 4,679 39,108 1,020 3,517 2,250 0 16,375 29,025
Changes from: September 7, 2021 Total Change is: -8,757
18,572 1,055 -1,368 -869 3,585 -179 -16,849 -7,139 -713 -3,730 -60 0 -3,621 -3,938
Percent of Open Interest Represented by Each Category of Trader
56.9 2.9 0.1 25.3 51.5 2.3 2.8 23.7 0.6 2.1 1.4 0.0 9.9 17.6
Number of Traders in Each Category Total Traders: 80
9 5 . 11 15 7 5 29 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 68,115
Positions
389 23,442 11,695 31,654 0 0 12,775 27,098 0 4,699 903 4,166 2,737 811
Changes from: September 7, 2021 Total Change is: 15,398
155 -31 11,693 -731 0 0 727 1,001 -788 235 -338 4,074 33 -213
Percent of Open Interest Represented by Each Category of Trader
0.6 34.4 17.2 46.5 0.0 0.0 18.8 39.8 0.0 6.9 1.3 6.1 4.0 1.2
Number of Traders in Each Category Total Traders: 62
. 5 . 16 0 0 22 6 0 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 176,776
Positions
114 115,769 618 85,919 5,604 1,788 74,718 26,317 665 5,593 23,433 148 7,213 2,434
Changes from: September 7, 2021 Total Change is: -3,764
-2,474 10,894 -1,561 5,947 923 424 2,809 -6,500 -9,007 111 1,203 37 -50 -177
Percent of Open Interest Represented by Each Category of Trader
0.1 65.5 0.3 48.6 3.2 1.0 42.3 14.9 0.4 3.2 13.3 0.1 4.1 1.4
Number of Traders in Each Category Total Traders: 171
. 13 . 25 8 6 62 27 10 15 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 24,174
Positions
1,051 1,709 0 7,884 2,436 0 7,158 16,487 203 4,748 1,561 0 3,130 1,778
Changes from: September 7, 2021 Total Change is: -1,259
20 13 0 -362 23 0 -1,042 -1,563 201 -23 21 0 -53 46
Percent of Open Interest Represented by Each Category of Trader
4.3 7.1 0.0 32.6 10.1 0.0 29.6 68.2 0.8 19.6 6.5 0.0 12.9 7.4
Number of Traders in Each Category Total Traders: 61
. . 0 11 5 0 16 12 . 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 35,667
Positions
2,978 14,380 0 8,413 10,129 1,327 16,381 5,929 205 463 346 27 5,873 3,324
Changes from: September 7, 2021 Total Change is: -22,408
-7,206 -5,224 -8,405 -118 1,018 87 -3,624 -5,614 -3,727 -184 111 0 769 -654
Percent of Open Interest Represented by Each Category of Trader
8.3 40.3 0.0 23.6 28.4 3.7 45.9 16.6 0.6 1.3 1.0 0.1 16.5 9.3
Number of Traders in Each Category Total Traders: 85
. 9 0 13 11 5 32 13 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 15,430
Positions
2,570 1,537 0 7,700 3,486 0 2,102 7,875 860 685 324 0 1,513 1,348
Changes from: September 7, 2021 Total Change is: -7,598
-669 -3,252 -1,940 1,993 131 0 -4,784 503 -2,756 357 -53 -2 203 -229
Percent of Open Interest Represented by Each Category of Trader
16.7 10.0 0.0 49.9 22.6 0.0 13.6 51.0 5.6 4.4 2.1 0.0 9.8 8.7
Number of Traders in Each Category Total Traders: 36
4 . 0 5 4 0 5 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 60,533
Positions
17,205 21,844 4,879 12,393 1,849 2,087 10,918 7,180 1,820 433 15,081 7 10,793 5,787
Changes from: September 7, 2021 Total Change is: 7,143
489 1,898 4,083 -2,452 62 1,264 2,515 -495 105 166 72 7 968 149
Percent of Open Interest Represented by Each Category of Trader
28.4 36.1 8.1 20.5 3.1 3.4 18.0 11.9 3.0 0.7 24.9 0.0 17.8 9.6
Number of Traders in Each Category Total Traders: 118
18 16 10 26 7 8 26 18 16 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 121,065
Positions
34,409 43,688 9,757 24,786 3,698 4,174 21,836 14,360 3,640 865 30,162 13 21,585 11,573
Changes from: September 7, 2021 Total Change is: 14,285
977 3,795 8,165 -4,904 123 2,528 5,030 -990 210 331 143 13 1,935 298
Percent of Open Interest Represented by Each Category of Trader
28.4 36.1 8.1 20.5 3.1 3.4 18.0 11.9 3.0 0.7 24.9 0.0 17.8 9.6
Number of Traders in Each Category Total Traders: 118
18 16 10 26 7 8 26 18 16 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 44,996
Positions
3,977 31,746 5,272 26,726 1,403 1,685 2,331 2,149 1,925 0 0 0 3,080 816
Changes from: September 7, 2021 Total Change is: 5,182
286 -4,872 5,172 -2,086 1,403 783 -941 426 1,847 0 0 0 121 423
Percent of Open Interest Represented by Each Category of Trader
8.8 70.6 11.7 59.4 3.1 3.7 5.2 4.8 4.3 0.0 0.0 0.0 6.8 1.8
Number of Traders in Each Category Total Traders: 39
6 7 4 19 . 4 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 655,925
Positions
41,383 152,226 61,531 248,621 74,916 72,165 45,253 64,125 72,882 24,394 76,277 2,118 87,579 79,685
Changes from: September 7, 2021 Total Change is: 44,773
-462 11 8,188 -10,224 532 17,607 1,348 -7,934 14,336 287 3,301 1,094 12,599 7,637
Percent of Open Interest Represented by Each Category of Trader
6.3 23.2 9.4 37.9 11.4 11.0 6.9 9.8 11.1 3.7 11.6 0.3 13.4 12.1
Number of Traders in Each Category Total Traders: 524
32 33 40 165 74 106 75 83 84 33 28 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 45,572
Positions
18,300 4,725 0 1,000 0 0 22,721 14,632 300 100 0 0 3,151 25,915
Changes from: September 7, 2021 Total Change is: -69
-656 1,100 -74 0 0 0 180 -4,119 100 100 -1,100 0 281 4,024
Percent of Open Interest Represented by Each Category of Trader
40.2 10.4 0.0 2.2 0.0 0.0 49.9 32.1 0.7 0.2 0.0 0.0 6.9 56.9
Number of Traders in Each Category Total Traders: 21
5 . 0 . 0 0 5 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 41,372
Positions
10,994 29,614 4,588 15,488 3,112 249 2,411 0 0 0 0 0 7,642 3,809
Changes from: September 7, 2021 Total Change is: 7,980
-1,645 3,287 4,588 -374 -3,036 249 -126 -447 0 0 0 0 5,288 3,339
Percent of Open Interest Represented by Each Category of Trader
26.6 71.6 11.1 37.4 7.5 0.6 5.8 0.0 0.0 0.0 0.0 0.0 18.5 9.2
Number of Traders in Each Category Total Traders: 22
5 8 . 6 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 43,123
Positions
15,217 24,899 6,088 10,833 2,956 503 1,017 2,040 625 0 0 0 8,840 6,012
Changes from: September 7, 2021 Total Change is: 14,639
2,191 -148 6,088 -949 2,956 358 0 -196 594 0 0 0 6,357 4,987
Percent of Open Interest Represented by Each Category of Trader
35.3 57.7 14.1 25.1 6.9 1.2 2.4 4.7 1.4 0.0 0.0 0.0 20.5 13.9
Number of Traders in Each Category Total Traders: 35
4 9 7 12 . . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 3,051,765
Positions
210,741 832,832 212,326 1,238,104 374,581 360,825 281,141 415,947 194,427 121,968 381,886 10,092 422,141 268,849
Changes from: September 7, 2021 Total Change is: 224,210
-5,173 -11,592 47,453 -51,120 2,662 88,037 -5,659 -30,570 82,677 1,433 22,504 4,972 61,590 18,067
Percent of Open Interest Represented by Each Category of Trader
6.9 27.3 7.0 40.6 12.3 11.8 9.2 13.6 6.4 4.0 12.5 0.3 13.8 8.8
Number of Traders in Each Category Total Traders: 524
32 33 39 165 74 106 74 84 82 33 28 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 35,180
Positions
15,762 26,499 4,527 9,408 481 20 828 1,233 1,057 0 0 0 3,578 1,363
Changes from: September 7, 2021 Total Change is: 1,019
-68 -2,461 4,527 -1,448 -17 -2,476 3 34 955 0 0 0 -474 457
Percent of Open Interest Represented by Each Category of Trader
44.8 75.3 12.9 26.7 1.4 0.1 2.4 3.5 3.0 0.0 0.0 0.0 10.2 3.9
Number of Traders in Each Category Total Traders: 35
7 7 7 14 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 34,639
Positions
630 24,461 9,860 18,959 0 0 0 0 0 0 0 0 5,190 318
Changes from: September 7, 2021 Total Change is: 8,741
0 -897 9,860 -1,623 0 0 -343 0 0 0 0 0 847 -222
Percent of Open Interest Represented by Each Category of Trader
1.8 70.6 28.5 54.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 15.0 0.9
Number of Traders in Each Category Total Traders: 25
. 12 6 10 0 0 0 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 22,468
Positions
9,425 18,277 3,237 8,178 0 0 0 0 0 0 0 0 1,628 954
Changes from: September 7, 2021 Total Change is: -2,634
218 -187 3,237 -3,663 0 -2,075 0 0 0 0 0 0 -351 -3,609
Percent of Open Interest Represented by Each Category of Trader
41.9 81.3 14.4 36.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 7.2 4.2
Number of Traders in Each Category Total Traders: 21
6 7 4 7 0 0 0 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 41,406
Positions
3,063 21,681 17,977 15,592 0 392 1,197 342 0 0 0 0 3,185 1,014
Changes from: September 7, 2021 Total Change is: 17,583
-1 -345 17,977 -755 0 0 0 -115 0 0 0 0 362 66
Percent of Open Interest Represented by Each Category of Trader
7.4 52.4 43.4 37.7 0.0 0.9 2.9 0.8 0.0 0.0 0.0 0.0 7.7 2.4
Number of Traders in Each Category Total Traders: 23
4 9 6 7 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 160,168
Positions
16,625 0 0 15,740 1,598 71 7,431 103,716 15,611 2,656 0 0 102,034 39,172
Changes from: September 7, 2021 Total Change is: 35,650
14,237 0 0 -9,060 1,598 -5 1,520 24,401 12,036 354 0 0 16,568 -2,380
Percent of Open Interest Represented by Each Category of Trader
10.4 0.0 0.0 9.8 1.0 0.0 4.6 64.8 9.7 1.7 0.0 0.0 63.7 24.5
Number of Traders in Each Category Total Traders: 21
. 0 0 5 . . 4 9 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 46,193
Positions
3,936 12,810 1,140 23,895 22,005 1,886 3,530 1,865 3 0 0 0 11,803 6,484
Changes from: September 7, 2021 Total Change is: 3,463
-62 -108 964 -142 628 184 923 -980 -95 0 0 0 1,691 2,870
Percent of Open Interest Represented by Each Category of Trader
8.5 27.7 2.5 51.7 47.6 4.1 7.6 4.0 0.0 0.0 0.0 0.0 25.6 14.0
Number of Traders in Each Category Total Traders: 65
. 8 6 29 15 10 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 484,769
Positions
128,031 47,593 17,606 199,312 165,144 44,137 47,764 127,244 9,713 5,851 48,311 410 31,945 24,611
Changes from: September 7, 2021 Total Change is: 30,901
6,656 -1,685 12,277 -434 13,782 4,703 6,476 -2,948 635 -570 1,290 366 792 2,481
Percent of Open Interest Represented by Each Category of Trader
26.4 9.8 3.6 41.1 34.1 9.1 9.9 26.2 2.0 1.2 10.0 0.1 6.6 5.1
Number of Traders in Each Category Total Traders: 322
30 14 14 84 53 51 45 65 27 11 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 50,362
Positions
4,621 28,235 5,609 12,974 463 582 2,296 699 22 1,435 0 0 22,823 14,752
Changes from: September 7, 2021 Total Change is: 18,639
-995 -1,104 5,609 -7,935 0 582 73 -3 22 0 0 0 21,283 13,533
Percent of Open Interest Represented by Each Category of Trader
9.2 56.1 11.1 25.8 0.9 1.2 4.6 1.4 0.0 2.8 0.0 0.0 45.3 29.3
Number of Traders in Each Category Total Traders: 29
. 8 . 12 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 23,351
Positions
0 6,452 0 17,324 0 11 1,041 8,992 0 876 2,661 0 4,099 5,235
Changes from: September 7, 2021 Total Change is: -3,042
-275 -1,542 -126 3,402 0 2 380 1,516 -64 876 301 -53 -7,184 -3,076
Percent of Open Interest Represented by Each Category of Trader
0.0 27.6 0.0 74.2 0.0 0.0 4.5 38.5 0.0 3.8 11.4 0.0 17.6 22.4
Number of Traders in Each Category Total Traders: 31
0 . 0 15 0 . . 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 45,185
Positions
7,551 3,346 315 11,318 3,414 786 15,525 7,534 0 3,127 3,632 7 6,556 26,151
Changes from: September 7, 2021 Total Change is: -17,361
-6,987 -5,600 -1,198 245 -28 62 -8,040 -1,899 -1,977 946 893 -24 -388 -7,590
Percent of Open Interest Represented by Each Category of Trader
16.7 7.4 0.7 25.0 7.6 1.7 34.4 16.7 0.0 6.9 8.0 0.0 14.5 57.9
Number of Traders in Each Category Total Traders: 59
5 7 . 12 5 7 14 10 0 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 448,762
Positions
38,560 231,065 50,992 253,658 89,414 57,714 24,066 7,806 1,105 10,844 1,801 217 11,606 8,648
Changes from: September 7, 2021 Total Change is: 35,707
4,070 -11,248 40,767 -17,184 789 1,326 5,497 928 63 -255 -2,803 217 1,206 5,668
Percent of Open Interest Represented by Each Category of Trader
8.6 51.5 11.4 56.5 19.9 12.9 5.4 1.7 0.2 2.4 0.4 0.0 2.6 1.9
Number of Traders in Each Category Total Traders: 187
15 12 8 76 44 45 23 9 6 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 1,327,868
Positions
90,104 460,398 228,405 652,988 288,488 118,903 71,525 81,602 22,643 41,243 51,513 18,100 83,957 57,816
Changes from: September 7, 2021 Total Change is: 283,168
-891 -9,501 223,099 -7,341 -5,530 -6,199 -5,749 9,043 14,845 -473 411 14,639 51,238 42,361
Percent of Open Interest Represented by Each Category of Trader
6.8 34.7 17.2 49.2 21.7 9.0 5.4 6.1 1.7 3.1 3.9 1.4 6.3 4.4
Number of Traders in Each Category Total Traders: 398
23 22 19 153 71 82 54 35 32 26 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 240,079
Positions
33,258 171,578 43,433 17,323 7,397 2,636 127,559 330 14,435 1,163 217 3 269 50
Changes from: September 7, 2021 Total Change is: 2,940
1,451 243 1,253 168 0 0 -1,128 0 1,454 2 0 -8 -252 -2
Percent of Open Interest Represented by Each Category of Trader
13.9 71.5 18.1 7.2 3.1 1.1 53.1 0.1 6.0 0.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 89
10 23 15 13 . . 29 . 7 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 55,540
Positions
11,967 10,081 4,591 14,290 8,567 2,081 9,731 15,528 2,515 2,085 2,493 190 8,090 9,493
Changes from: September 7, 2021 Total Change is: 8,674
-1,052 1,453 4,284 1,611 -43 1,232 701 615 1,585 319 -82 104 -111 -474
Percent of Open Interest Represented by Each Category of Trader
21.5 18.2 8.3 25.7 15.4 3.7 17.5 28.0 4.5 3.8 4.5 0.3 14.6 17.1
Number of Traders in Each Category Total Traders: 302
26 27 28 60 46 41 39 65 34 14 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 277,699
Positions
59,833 50,404 22,954 71,450 42,837 10,407 48,653 77,642 12,576 10,427 12,465 949 40,450 47,465
Changes from: September 7, 2021 Total Change is: 43,370
-5,259 7,266 21,421 8,055 -214 6,160 3,507 3,077 7,924 1,597 -412 520 -555 -2,372
Percent of Open Interest Represented by Each Category of Trader
21.5 18.2 8.3 25.7 15.4 3.7 17.5 28.0 4.5 3.8 4.5 0.3 14.6 17.1
Number of Traders in Each Category Total Traders: 302
26 27 28 60 46 41 39 65 34 14 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 120,017
Positions
0 4,863 751 496 545 0 64,032 76,206 2,980 3,050 5,064 300 48,408 29,308
Changes from: September 7, 2021 Total Change is: 2,408
0 -4,610 722 -2 280 0 -1,890 12,936 2,396 -710 128 -38 1,930 -9,406
Percent of Open Interest Represented by Each Category of Trader
0.0 4.1 0.6 0.4 0.5 0.0 53.4 63.5 2.5 2.5 4.2 0.2 40.3 24.4
Number of Traders in Each Category Total Traders: 29
0 . . . . 0 13 . 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 1,238,880
Positions
7,195 121,927 5,492 591,571 295,213 233,521 94,742 331,360 24,598 84,010 43,109 120 197,631 183,540
Changes from: September 7, 2021 Total Change is: 26,570
1,664 5,531 1,634 1,936 6,027 -3,512 12,671 19,340 -432 -1,851 636 7 14,453 -2,661
Percent of Open Interest Represented by Each Category of Trader
0.6 9.8 0.4 47.8 23.8 18.8 7.6 26.7 2.0 6.8 3.5 0.0 16.0 14.8
Number of Traders in Each Category Total Traders: 190
7 19 . 56 38 57 20 32 15 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 1,246,498
Positions
29,353 94,664 547 681,056 273,696 193,224 84,319 503,540 23,297 68,081 15,879 44 166,577 141,607
Changes from: September 7, 2021 Total Change is: -8,875
1,513 7,557 -1,162 5,029 1,157 -3,790 -13,968 1,157 -8,927 3 -249 -34 12,461 -4,584
Percent of Open Interest Represented by Each Category of Trader
2.4 7.6 0.0 54.6 22.0 15.5 6.8 40.4 1.9 5.5 1.3 0.0 13.4 11.4
Number of Traders in Each Category Total Traders: 156
. 12 . 71 28 60 8 23 13 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 1,928,586
Positions
41,278 134,315 20,966 789,101 515,285 324,919 462,784 635,246 38,325 101,468 126,014 2,189 147,556 131,327
Changes from: September 7, 2021 Total Change is: -22,484
-17,543 3,394 3,142 18,674 14,040 -2,417 -19,186 -30,846 -10,986 687 4,769 928 4,217 -4,508
Percent of Open Interest Represented by Each Category of Trader
2.1 7.0 1.1 40.9 26.7 16.8 24.0 32.9 2.0 5.3 6.5 0.1 7.7 6.8
Number of Traders in Each Category Total Traders: 311
13 32 10 95 42 79 47 48 26 18 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 3,942,910
Positions
208,168 237,060 38,079 1,456,964 1,396,191 791,320 787,149 494,339 100,601 192,459 296,132 9,710 358,460 579,478
Changes from: September 7, 2021 Total Change is: 38,074
3,216 21,172 -7,447 -30,581 36,763 9,477 71,991 -13,188 -22,252 497 5,916 -416 13,589 8,049
Percent of Open Interest Represented by Each Category of Trader
5.3 6.0 1.0 37.0 35.4 20.1 20.0 12.5 2.6 4.9 7.5 0.2 9.1 14.7
Number of Traders in Each Category Total Traders: 462
15 42 16 83 123 117 65 85 40 14 35 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 1,456,391
Positions
98,140 36,101 7,147 443,692 526,953 168,924 518,361 340,716 16,253 75,365 65,316 645 127,864 294,336
Changes from: September 7, 2021 Total Change is: 9,392
-6,660 8,599 1,932 9,370 15,827 -8,275 18,677 9,463 -13,841 0 -4,277 290 7,899 -326
Percent of Open Interest Represented by Each Category of Trader
6.7 2.5 0.5 30.5 36.2 11.6 35.6 23.4 1.1 5.2 4.5 0.0 8.8 20.2
Number of Traders in Each Category Total Traders: 162
5 8 5 26 64 52 21 22 11 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 3,551,136
Positions
56,692 175,767 20,119 1,832,602 859,467 706,346 240,315 1,031,654 99,357 294,961 225,681 412 300,332 432,333
Changes from: September 7, 2021 Total Change is: 101,784
-4,943 -10,562 -2,361 83,453 3,031 4,826 48,281 129,747 -38,631 -7,990 2,277 -29 19,178 13,486
Percent of Open Interest Represented by Each Category of Trader
1.6 4.9 0.6 51.6 24.2 19.9 6.8 29.1 2.8 8.3 6.4 0.0 8.5 12.2
Number of Traders in Each Category Total Traders: 334
14 25 7 84 68 85 36 73 36 10 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 1,061,119
Positions
325,786 186,095 365,633 37,296 4,434 12,632 63,478 218,632 231,570 0 11,304 0 24,724 30,819
Changes from: September 7, 2021 Total Change is: 65,968
18,311 27,831 6,965 2,928 0 -1,588 14,530 7,891 26,080 0 1,226 0 -1,258 -2,437
Percent of Open Interest Represented by Each Category of Trader
30.7 17.5 34.5 3.5 0.4 1.2 6.0 20.6 21.8 0.0 1.1 0.0 2.3 2.9
Number of Traders in Each Category Total Traders: 100
20 35 47 . . . 13 22 29 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 is11,961,135
Positions
2,991,897 1,411,804 1,792,577 652,125 1,625,684 910,998 1,985,503 2,453,030 2,728,227 71,341 73,335 176,099 652,368 789,381
Changes from: September 7, 2021 Total Change is: -841,225
-35,449 -180,896 -180,729 -60,417 177,271 33,011 -421,877 -461,808 -155,891 -18,191 -34,486 -10,454 8,772 -27,243
Percent of Open Interest Represented by Each Category of Trader
25.0 11.8 15.0 5.5 13.6 7.6 16.6 20.5 22.8 0.6 0.6 1.5 5.5 6.6
Number of Traders in Each Category Total Traders: 235
31 39 66 22 16 30 46 50 83 6 11 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 812,955
Positions
311,751 221,742 212,270 20,545 27,101 10,054 50,582 136,885 180,936 14,313 11,393 12,415 89 159
Changes from: September 7, 2021 Total Change is: 57,137
27,171 8,986 5,144 -1,626 -4,528 5,855 -20,260 14,955 26,109 14,026 -97 756 -38 -43
Percent of Open Interest Represented by Each Category of Trader
38.3 27.3 26.1 2.5 3.3 1.2 6.2 16.8 22.3 1.8 1.4 1.5 0.0 0.0
Number of Traders in Each Category Total Traders: 120
27 23 29 4 . . 15 27 36 6 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 138,202
Positions
33,616 37,809 29,114 8,529 3,642 300 25,815 26,756 39,367 436 200 907 118 107
Changes from: September 7, 2021 Total Change is: 10,915
1,229 -4,638 5,331 -1,235 8 0 -3,462 1,067 8,659 -106 0 486 13 2
Percent of Open Interest Represented by Each Category of Trader
24.3 27.4 21.1 6.2 2.6 0.2 18.7 19.4 28.5 0.3 0.1 0.7 0.1 0.1
Number of Traders in Each Category Total Traders: 71
10 18 13 . . . 12 21 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 14, 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 150,496
Positions
1,050 47,206 0 1,470 1,979 0 7,225 54,516 46,127 94,622 600 0 2 68
Changes from: September 7, 2021 Total Change is: 2,853
0 -9,170 0 0 150 0 1,109 11,871 4 1,749 9 0 -9 -11
Percent of Open Interest Represented by Each Category of Trader
0.7 31.4 0.0 1.0 1.3 0.0 4.8 36.2 30.6 62.9 0.4 0.0 0.0 0.0
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 14, 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 6,620
Positions
357 195 51 502 451 65 1,780 4,496 218 1,612 210 224 1,811 710
Changes from: September 7, 2021 Total Change is: -39
55 34 7 -119 73 56 96 -494 36 -311 0 180 -39 69
Percent of Open Interest Represented by Each Category of Trader
5.4 2.9 0.8 7.6 6.8 1.0 26.9 67.9 3.3 24.4 3.2 3.4 27.4 10.7
Number of Traders in Each Category Total Traders: 73
. 4 . 7 . . 22 19 7 13 . .
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Traders in Financial Futures - Futures Only Positions as of September 14, 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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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 25,482
Positions
3,396 0 0 91 0 0 8,508 20,288 3,342 4,641 827 190 5,314 835
Changes from: September 7, 2021 Total Change is: 2,942
1,536 0 0 12 0 0 -544 1,337 1,843 543 -97 -309 -139 168
Percent of Open Interest Represented by Each Category of Trader
13.3 0.0 0.0 0.4 0.0 0.0 33.4 79.6 13.1 18.2 3.2 0.7 20.9 3.3
Number of Traders in Each Category Total Traders: 109
. 0 0 . 0 0 15 6 7 73 11 4
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Traders in Financial Futures - Futures Only Positions as of September 14, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,195
Positions
214 87 35 62 0 0 981 3,618 118 1,405 0 0 1,380 337
Changes from: September 7, 2021 Total Change is: -77
96 -12 -24 5 -30 0 -107 -8 -15 28 -28 -2 -58 42
Percent of Open Interest Represented by Each Category of Trader
5.1 2.1 0.8 1.5 0.0 0.0 23.4 86.2 2.8 33.5 0.0 0.0 32.9 8.0
Number of Traders in Each Category Total Traders: 48
. . . . 0 0 15 15 4 10 0 0
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Traders in Financial Futures - Futures Only Positions as of September 14, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 44,386
Positions
3,334 26,878 0 10,247 2,214 815 17,425 11,244 469 4,845 1,017 66 7,185 1,683
Changes from: September 7, 2021 Total Change is: -1,982
-55 3,841 0 -256 -485 -31 1,610 -2,159 -2,294 -129 -124 2 -829 -732
Percent of Open Interest Represented by Each Category of Trader
7.5 60.6 0.0 23.1 5.0 1.8 39.3 25.3 1.1 10.9 2.3 0.1 16.2 3.8
Number of Traders in Each Category Total Traders: 114
. . 0 13 6 . 23 22 5 39 8 .
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Traders in Financial Futures - Futures Only Positions as of September 14, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 325,683
Positions
55,998 17,783 13,758 113,899 80,671 28,346 30,287 93,095 47,438 5,881 7,767 10,809 19,267 26,016
Changes from: September 7, 2021 Total Change is: 2,253
-3,215 3,565 3,039 -348 -16,046 1,381 -7,396 -2,289 9,472 -73 3,392 1,276 -1,883 -1,537
Percent of Open Interest Represented by Each Category of Trader
17.2 5.5 4.2 35.0 24.8 8.7 9.3 28.6 14.6 1.8 2.4 3.3 5.9 8.0
Number of Traders in Each Category Total Traders: 177
10 15 21 17 35 27 25 47 40 5 14 12
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Traders in Financial Futures - Futures Only Positions as of September 14, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 39,139
Positions
3,206 7,960 45 15,758 4,506 0 10,617 24,081 975 6,682 63 0 1,856 1,509
Changes from: September 7, 2021 Total Change is: 569
0 0 0 -7,573 -72 0 5,853 -1,563 874 63 -93 0 1,352 1,423
Percent of Open Interest Represented by Each Category of Trader
8.2 20.3 0.1 40.3 11.5 0.0 27.1 61.5 2.5 17.1 0.2 0.0 4.7 3.9
Number of Traders in Each Category Total Traders: 52
. 4 . 12 4 0 8 4 . 16 . 0
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Updated September 17, 2021