Traders in Financial Futures - Futures Only Positions as of October 12, 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 127,827
Positions
9,313 24,127 470 40,243 24,489 5,550 19,473 45,550 2,171 12,477 3,472 906 37,224 21,092
Changes from: October 5, 2021 Total Change is: 7,659
-1,093 5,573 61 5,072 -5,438 -909 2,177 10,263 300 -461 18 -73 2,585 -2,136
Percent of Open Interest Represented by Each Category of Trader
7.3 18.9 0.4 31.5 19.2 4.3 15.2 35.6 1.7 9.8 2.7 0.7 29.1 16.5
Number of Traders in Each Category Total Traders: 110
6 10 4 17 14 9 20 29 14 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 57,341
Positions
40,361 2,085 13 2,418 21,762 1,027 5,081 7,022 6 0 0 0 8,435 25,426
Changes from: October 5, 2021 Total Change is: 1,371
1,542 610 0 -242 -1,546 47 634 258 6 0 -472 0 -616 2,468
Percent of Open Interest Represented by Each Category of Trader
70.4 3.6 0.0 4.2 38.0 1.8 8.9 12.2 0.0 0.0 0.0 0.0 14.7 44.3
Number of Traders in Each Category Total Traders: 52
8 . . . 21 4 8 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 172,829
Positions
52,131 22,961 880 41,359 72,490 5,214 42,275 30,139 3,038 3,154 5,117 0 24,778 32,990
Changes from: October 5, 2021 Total Change is: -9,509
-8,658 187 27 1,028 -12,755 1,628 -2,920 -536 289 0 0 0 -903 1,651
Percent of Open Interest Represented by Each Category of Trader
30.2 13.3 0.5 23.9 41.9 3.0 24.5 17.4 1.8 1.8 3.0 0.0 14.3 19.1
Number of Traders in Each Category Total Traders: 121
7 8 4 15 32 11 24 28 14 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 243,617
Positions
133,145 20,611 70 44,112 102,257 5,662 34,597 73,453 2,239 3,057 132 0 20,735 39,193
Changes from: October 5, 2021 Total Change is: 17,238
9,501 1,286 12 -2,668 8,291 41 5,250 7,276 916 1,857 -602 0 2,329 18
Percent of Open Interest Represented by Each Category of Trader
54.7 8.5 0.0 18.1 42.0 2.3 14.2 30.2 0.9 1.3 0.1 0.0 8.5 16.1
Number of Traders in Each Category Total Traders: 128
11 . 4 18 29 11 23 39 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 695,329
Positions
54,801 315,390 2,687 404,022 145,599 27,692 58,428 122,030 6,839 46,179 7,762 5,948 88,733 61,382
Changes from: October 5, 2021 Total Change is: 1,738
10,301 -3,177 696 -13,809 2,129 2,552 6,773 -1,099 -2,719 -425 1,517 200 -1,831 1,639
Percent of Open Interest Represented by Each Category of Trader
7.9 45.4 0.4 58.1 20.9 4.0 8.4 17.5 1.0 6.6 1.1 0.9 12.8 8.8
Number of Traders in Each Category Total Traders: 324
16 16 6 107 41 44 38 58 24 34 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 30,992
Positions
0 11,631 0 12,693 7,211 2,636 0 3,692 0 800 0 0 14,863 5,822
Changes from: October 5, 2021 Total Change is: 945
0 0 0 33 458 0 0 -18 0 0 0 0 912 505
Percent of Open Interest Represented by Each Category of Trader
0.0 37.5 0.0 41.0 23.3 8.5 0.0 11.9 0.0 2.6 0.0 0.0 48.0 18.8
Number of Traders in Each Category Total Traders: 22
0 . 0 13 5 7 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 28,288
Positions
7,771 0 0 5,040 20,621 1,350 6,548 2,309 1 0 0 0 7,578 4,007
Changes from: October 5, 2021 Total Change is: 174
195 0 0 -21 259 -232 -735 252 1 0 0 0 966 -106
Percent of Open Interest Represented by Each Category of Trader
27.5 0.0 0.0 17.8 72.9 4.8 23.1 8.2 0.0 0.0 0.0 0.0 26.8 14.2
Number of Traders in Each Category Total Traders: 26
4 0 0 5 10 5 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 177,932
Positions
107,526 6,488 420 37,929 78,277 5,188 7,671 50,278 1,513 1,340 5,031 0 16,345 30,737
Changes from: October 5, 2021 Total Change is: -10,759
-4,404 3,009 256 -4,019 -14,252 440 -4,310 1,972 22 -115 745 -500 1,871 -2,451
Percent of Open Interest Represented by Each Category of Trader
60.4 3.6 0.2 21.3 44.0 2.9 4.3 28.3 0.9 0.8 2.8 0.0 9.2 17.3
Number of Traders in Each Category Total Traders: 91
8 7 . 11 20 8 8 29 6 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 54,771
Positions
165 34,345 2 31,774 192 0 14,944 14,697 0 4,696 4,755 0 3,190 780
Changes from: October 5, 2021 Total Change is: 1,858
22 171 0 222 -75 0 427 2,072 0 1,169 0 -80 98 -230
Percent of Open Interest Represented by Each Category of Trader
0.3 62.7 0.0 58.0 0.4 0.0 27.3 26.8 0.0 8.6 8.7 0.0 5.8 1.4
Number of Traders in Each Category Total Traders: 73
. 6 . 16 . 0 29 7 0 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 171,754
Positions
31,572 104,936 596 60,668 7,185 1,926 64,884 30,013 1,697 4,758 21,623 76 5,577 3,702
Changes from: October 5, 2021 Total Change is: 3,635
10,156 -246 -25 -9,828 1,402 -257 4,041 2,222 88 -530 450 -47 37 48
Percent of Open Interest Represented by Each Category of Trader
18.4 61.1 0.3 35.3 4.2 1.1 37.8 17.5 1.0 2.8 12.6 0.0 3.2 2.2
Number of Traders in Each Category Total Traders: 151
6 10 . 17 10 7 39 42 8 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 27,338
Positions
661 1,743 3,406 4,451 7,181 0 12,074 9,833 129 3,457 2,366 6 3,154 2,674
Changes from: October 5, 2021 Total Change is: 4,362
182 0 -78 -959 3,537 -66 6,400 -222 86 -1,299 468 6 90 631
Percent of Open Interest Represented by Each Category of Trader
2.4 6.4 12.5 16.3 26.3 0.0 44.2 36.0 0.5 12.6 8.7 0.0 11.5 9.8
Number of Traders in Each Category Total Traders: 70
. . . 7 6 0 18 16 4 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 37,340
Positions
6,919 11,285 12 5,708 9,541 682 19,474 9,860 526 329 1,147 44 3,646 4,243
Changes from: October 5, 2021 Total Change is: 1,479
1,018 -782 0 -1,536 -1,064 -20 2,110 3,114 -12 -39 -142 14 -56 371
Percent of Open Interest Represented by Each Category of Trader
18.5 30.2 0.0 15.3 25.6 1.8 52.2 26.4 1.4 0.9 3.1 0.1 9.8 11.4
Number of Traders in Each Category Total Traders: 92
5 6 . 10 17 7 32 17 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 14,994
Positions
4,310 1,392 0 5,640 4,952 0 3,226 5,924 49 504 702 2 1,263 1,973
Changes from: October 5, 2021 Total Change is: 716
107 0 0 -11 186 0 550 7 32 100 702 0 -62 -211
Percent of Open Interest Represented by Each Category of Trader
28.7 9.3 0.0 37.6 33.0 0.0 21.5 39.5 0.3 3.4 4.7 0.0 8.4 13.2
Number of Traders in Each Category Total Traders: 33
. . 0 . 4 0 7 11 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 51,020
Positions
15,345 23,442 579 13,495 2,349 477 10,484 2,280 1,433 0 14,953 0 9,209 5,508
Changes from: October 5, 2021 Total Change is: 2,900
-10 2,934 -95 2,661 -462 211 -308 765 177 -242 0 0 506 -629
Percent of Open Interest Represented by Each Category of Trader
30.1 45.9 1.1 26.4 4.6 0.9 20.5 4.5 2.8 0.0 29.3 0.0 18.0 10.8
Number of Traders in Each Category Total Traders: 94
16 13 . 24 6 5 25 6 4 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 102,040
Positions
30,689 46,884 1,158 26,989 4,698 953 20,968 4,560 2,866 0 29,906 0 18,417 11,015
Changes from: October 5, 2021 Total Change is: 5,800
-19 5,868 -190 5,322 -924 421 -615 1,529 354 -484 0 0 1,011 -1,258
Percent of Open Interest Represented by Each Category of Trader
30.1 45.9 1.1 26.4 4.6 0.9 20.5 4.5 2.8 0.0 29.3 0.0 18.0 10.8
Number of Traders in Each Category Total Traders: 94
16 13 . 24 6 5 25 6 4 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 43,174
Positions
6,047 27,141 791 28,878 9,521 1,632 3,137 3,745 0 0 0 0 2,689 344
Changes from: October 5, 2021 Total Change is: -376
288 1,159 -607 -465 3 -3 640 -933 0 0 0 0 -229 5
Percent of Open Interest Represented by Each Category of Trader
14.0 62.9 1.8 66.9 22.1 3.8 7.3 8.7 0.0 0.0 0.0 0.0 6.2 0.8
Number of Traders in Each Category Total Traders: 37
5 8 . 18 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 480,633
Positions
39,638 143,647 13,155 229,000 81,504 60,676 51,414 55,755 6,000 27,116 73,139 1,142 52,492 45,615
Changes from: October 5, 2021 Total Change is: -6,838
669 -1,642 -712 -9,054 2,386 -150 1,214 -2,885 -880 1,858 -1,119 408 -191 -2,244
Percent of Open Interest Represented by Each Category of Trader
8.2 29.9 2.7 47.6 17.0 12.6 10.7 11.6 1.2 5.6 15.2 0.2 10.9 9.5
Number of Traders in Each Category Total Traders: 530
32 35 19 161 82 103 77 81 57 34 28 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 29,328
Positions
10,202 26,518 0 12,842 0 145 2,665 1,259 0 0 0 0 3,474 1,406
Changes from: October 5, 2021 Total Change is: -2,929
-319 -1,419 0 -1,509 0 -1,532 20 -28 0 0 0 0 411 50
Percent of Open Interest Represented by Each Category of Trader
34.8 90.4 0.0 43.8 0.0 0.5 9.1 4.3 0.0 0.0 0.0 0.0 11.8 4.8
Number of Traders in Each Category Total Traders: 32
4 9 0 11 0 . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 2,403,163
Positions
198,188 718,233 65,773 1,145,000 407,518 303,382 257,068 278,775 30,002 135,579 365,693 5,710 262,461 228,077
Changes from: October 5, 2021 Total Change is: -34,190
3,344 -8,212 -3,559 -45,268 11,931 -751 6,072 -14,423 -4,401 9,289 -5,594 2,041 -957 -11,222
Percent of Open Interest Represented by Each Category of Trader
8.2 29.9 2.7 47.6 17.0 12.6 10.7 11.6 1.2 5.6 15.2 0.2 10.9 9.5
Number of Traders in Each Category Total Traders: 530
32 35 19 161 82 103 77 81 57 34 28 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 31,883
Positions
13,485 29,358 0 13,097 481 0 1,619 1,147 96 0 0 0 3,586 801
Changes from: October 5, 2021 Total Change is: 3,811
3,639 4,716 -13 -379 0 0 559 -859 -8 0 0 0 13 -25
Percent of Open Interest Represented by Each Category of Trader
42.3 92.1 0.0 41.1 1.5 0.0 5.1 3.6 0.3 0.0 0.0 0.0 11.2 2.5
Number of Traders in Each Category Total Traders: 39
6 9 0 16 . 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 23,033
Positions
14,236 20,808 0 5,569 1,120 392 1,078 0 0 0 0 0 1,758 713
Changes from: October 5, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
61.8 90.3 0.0 24.2 4.9 1.7 4.7 0.0 0.0 0.0 0.0 0.0 7.6 3.1
Number of Traders in Each Category Total Traders: 20
. 10 0 4 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 39,132
Positions
4,652 7,567 202 20,635 23,401 1,657 2,689 2,284 12 0 0 0 9,285 4,009
Changes from: October 5, 2021 Total Change is: -1,373
8 -845 -114 -896 -864 -136 -317 264 9 0 0 0 73 313
Percent of Open Interest Represented by Each Category of Trader
11.9 19.3 0.5 52.7 59.8 4.2 6.9 5.8 0.0 0.0 0.0 0.0 23.7 10.2
Number of Traders in Each Category Total Traders: 63
5 5 . 26 16 9 7 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 451,967
Positions
102,527 38,002 3,335 208,107 182,565 43,277 47,734 116,089 5,480 11,475 44,357 58 29,974 18,804
Changes from: October 5, 2021 Total Change is: 6,368
3,504 5,371 528 -1,763 7,084 -924 1,837 -3,026 -1,007 3,363 -853 2 828 -807
Percent of Open Interest Represented by Each Category of Trader
22.7 8.4 0.7 46.0 40.4 9.6 10.6 25.7 1.2 2.5 9.8 0.0 6.6 4.2
Number of Traders in Each Category Total Traders: 332
27 15 . 86 60 54 43 67 24 11 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 31,476
Positions
6,168 29,912 0 18,677 466 0 3,791 795 0 1,559 0 0 1,281 303
Changes from: October 5, 2021 Total Change is: 72
0 316 0 -68 0 0 -14 -86 -13 124 0 0 43 -145
Percent of Open Interest Represented by Each Category of Trader
19.6 95.0 0.0 59.3 1.5 0.0 12.0 2.5 0.0 5.0 0.0 0.0 4.1 1.0
Number of Traders in Each Category Total Traders: 31
. 7 0 13 . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 17,548
Positions
0 13,532 0 11,351 0 29 932 283 0 678 488 0 4,558 3,216
Changes from: October 5, 2021 Total Change is: -4,912
0 -341 0 -5,159 0 -43 26 -3,956 0 2 -1,181 0 262 609
Percent of Open Interest Represented by Each Category of Trader
0.0 77.1 0.0 64.7 0.0 0.2 5.3 1.6 0.0 3.9 2.8 0.0 26.0 18.3
Number of Traders in Each Category Total Traders: 24
0 4 0 13 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 56,171
Positions
16,924 2,418 1,074 15,166 2,137 2,997 10,372 7,187 1,061 1,156 569 0 7,421 38,728
Changes from: October 5, 2021 Total Change is: -131
-1,323 175 239 3,953 -2,299 2,299 -4,756 -6,273 209 -1,378 -2,000 0 626 7,519
Percent of Open Interest Represented by Each Category of Trader
30.1 4.3 1.9 27.0 3.8 5.3 18.5 12.8 1.9 2.1 1.0 0.0 13.2 68.9
Number of Traders in Each Category Total Traders: 66
10 4 4 13 4 7 21 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 389,341
Positions
34,968 237,059 3,714 261,186 80,784 49,497 14,677 4,667 1,499 13,232 6,995 233 10,335 4,893
Changes from: October 5, 2021 Total Change is: -5,862
2,246 1,002 -106 -6,412 -906 -1,598 -183 -523 -485 625 -2,519 1 50 -728
Percent of Open Interest Represented by Each Category of Trader
9.0 60.9 1.0 67.1 20.7 12.7 3.8 1.2 0.4 3.4 1.8 0.1 2.7 1.3
Number of Traders in Each Category Total Traders: 182
11 12 6 76 44 41 21 7 5 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 1,104,543
Positions
98,256 508,333 7,375 692,283 355,730 113,833 100,612 61,982 8,463 54,351 25,597 3,592 25,778 19,638
Changes from: October 5, 2021 Total Change is: 3,908
1,936 -10,728 797 16,924 10,724 1,791 -19,866 -9,557 1,505 -3,047 2,445 2,252 1,616 4,679
Percent of Open Interest Represented by Each Category of Trader
8.9 46.0 0.7 62.7 32.2 10.3 9.1 5.6 0.8 4.9 2.3 0.3 2.3 1.8
Number of Traders in Each Category Total Traders: 408
29 17 13 143 88 84 57 34 22 28 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 243,608
Positions
32,508 174,327 46,983 17,180 7,397 2,656 131,214 330 11,676 1,026 177 0 365 62
Changes from: October 5, 2021 Total Change is: -416
1,127 525 -558 105 0 0 -688 0 -397 -97 0 0 92 14
Percent of Open Interest Represented by Each Category of Trader
13.3 71.6 19.3 7.1 3.0 1.1 53.9 0.1 4.8 0.4 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 86
11 23 15 13 . . 27 . 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 46,123
Positions
13,210 11,831 211 12,928 10,214 977 8,303 11,130 823 1,890 2,747 46 7,734 8,146
Changes from: October 5, 2021 Total Change is: 1,093
83 1,681 36 101 415 -35 1,192 -372 -96 -111 -310 6 -83 -231
Percent of Open Interest Represented by Each Category of Trader
28.6 25.7 0.5 28.0 22.1 2.1 18.0 24.1 1.8 4.1 6.0 0.1 16.8 17.7
Number of Traders in Each Category Total Traders: 297
31 17 5 54 61 40 35 61 22 15 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 230,615
Positions
66,051 59,154 1,055 64,642 51,068 4,884 41,517 55,648 4,114 9,452 13,734 230 38,670 40,728
Changes from: October 5, 2021 Total Change is: 5,464
413 8,405 179 507 2,074 -174 5,960 -1,861 -482 -553 -1,551 29 -415 -1,155
Percent of Open Interest Represented by Each Category of Trader
28.6 25.7 0.5 28.0 22.1 2.1 18.0 24.1 1.8 4.1 6.0 0.1 16.8 17.7
Number of Traders in Each Category Total Traders: 297
31 17 5 54 61 40 35 61 22 15 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 66,967
Positions
420 4,826 0 405 0 0 24,502 40,865 2,153 2,247 3,484 25 37,215 15,614
Changes from: October 5, 2021 Total Change is: 13,141
0 1,765 0 42 0 0 6,509 16,296 104 1,360 -1,052 0 5,126 -3,972
Percent of Open Interest Represented by Each Category of Trader
0.6 7.2 0.0 0.6 0.0 0.0 36.6 61.0 3.2 3.4 5.2 0.0 55.6 23.3
Number of Traders in Each Category Total Traders: 25
. . 0 . 0 0 7 5 6 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 1,222,493
Positions
6,728 133,585 3,497 581,471 317,957 259,910 114,969 274,839 11,246 76,592 33,682 159 167,921 187,618
Changes from: October 5, 2021 Total Change is: -9,705
164 4,391 -858 -23,320 13,610 5,896 10,340 -41,858 34 1,462 4,144 30 -3,453 4,906
Percent of Open Interest Represented by Each Category of Trader
0.6 10.9 0.3 47.6 26.0 21.3 9.4 22.5 0.9 6.3 2.8 0.0 13.7 15.3
Number of Traders in Each Category Total Traders: 194
5 21 . 52 43 63 19 37 12 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 1,216,808
Positions
34,433 80,449 717 677,601 286,410 195,603 57,412 455,343 30,476 69,099 12,348 56 151,411 155,406
Changes from: October 5, 2021 Total Change is: -5,736
-11 -5,159 79 -16,484 5,978 1,884 -2,978 -11,935 6,676 420 -1,409 -114 4,792 -1,736
Percent of Open Interest Represented by Each Category of Trader
2.8 6.6 0.1 55.7 23.5 16.1 4.7 37.4 2.5 5.7 1.0 0.0 12.4 12.8
Number of Traders in Each Category Total Traders: 152
4 9 . 69 30 63 8 22 11 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 1,845,270
Positions
96,406 111,326 25,337 653,774 597,277 326,340 449,397 399,210 69,151 94,607 166,462 1,518 128,740 148,649
Changes from: October 5, 2021 Total Change is: 71,796
37,092 13,930 -2,860 -23,373 42,476 3,942 40,399 -46,553 21,927 943 36,512 1,047 -7,321 1,375
Percent of Open Interest Represented by Each Category of Trader
5.2 6.0 1.4 35.4 32.4 17.7 24.4 21.6 3.7 5.1 9.0 0.1 7.0 8.1
Number of Traders in Each Category Total Traders: 317
18 37 10 87 56 79 48 38 31 15 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 4,102,714
Positions
217,356 214,056 27,278 1,379,450 1,482,359 846,348 1,058,990 451,285 123,018 144,738 333,634 4,850 300,686 619,886
Changes from: October 5, 2021 Total Change is: 38,762
29,005 11,037 -1,324 -54,746 42,885 18,350 26,277 -43,464 10,549 1,644 6,565 -1,982 10,989 -3,854
Percent of Open Interest Represented by Each Category of Trader
5.3 5.2 0.7 33.6 36.1 20.6 25.8 11.0 3.0 3.5 8.1 0.1 7.3 15.1
Number of Traders in Each Category Total Traders: 435
23 38 9 75 119 109 55 84 45 16 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 1,478,239
Positions
101,383 31,732 10,594 428,111 525,343 171,483 578,590 347,872 23,454 57,388 80,105 270 106,966 287,386
Changes from: October 5, 2021 Total Change is: 27,281
3,075 3,089 2,038 -351 20,402 -1,215 23,828 -4,178 5,532 -2,468 -70 -37 -3,121 1,720
Percent of Open Interest Represented by Each Category of Trader
6.9 2.1 0.7 29.0 35.5 11.6 39.1 23.5 1.6 3.9 5.4 0.0 7.2 19.4
Number of Traders in Each Category Total Traders: 162
6 8 4 24 66 54 21 25 14 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 3,604,864
Positions
86,811 198,788 14,564 1,856,734 1,014,929 712,994 217,189 808,108 143,282 311,852 222,467 2,581 258,857 487,151
Changes from: October 5, 2021 Total Change is: 33,745
3,110 6,297 -8,206 -12,728 36,255 -4,565 41,885 -14,311 -10,322 14,170 23,063 6 10,395 5,528
Percent of Open Interest Represented by Each Category of Trader
2.4 5.5 0.4 51.5 28.2 19.8 6.0 22.4 4.0 8.7 6.2 0.1 7.2 13.5
Number of Traders in Each Category Total Traders: 339
15 28 7 80 81 85 30 68 30 14 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 1,190,212
Positions
346,573 201,566 402,303 49,472 4,384 14,259 80,651 254,506 274,913 0 5,326 1,087 20,954 31,868
Changes from: October 5, 2021 Total Change is: 77,568
-234 -307 45,361 4,992 -1 720 2,276 10,152 26,550 0 -2,094 1,085 -3,182 -3,898
Percent of Open Interest Represented by Each Category of Trader
29.1 16.9 33.8 4.2 0.4 1.2 6.8 21.4 23.1 0.0 0.4 0.1 1.8 2.7
Number of Traders in Each Category Total Traders: 101
22 32 44 . 4 . 13 24 30 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 is12,837,299
Positions
3,258,289 1,500,077 1,907,709 522,979 1,652,556 1,080,066 2,238,851 2,549,809 3,053,952 46,249 93,735 162,714 566,490 836,681
Changes from: October 5, 2021 Total Change is: 376,102
-64,473 -59,545 143,128 -43,553 36,828 21,421 235,242 113,859 142,185 -24,960 -22,948 -4,911 -27,977 6,085
Percent of Open Interest Represented by Each Category of Trader
25.4 11.7 14.9 4.1 12.9 8.4 17.4 19.9 23.8 0.4 0.7 1.3 4.4 6.5
Number of Traders in Each Category Total Traders: 250
36 38 65 15 22 32 43 65 91 8 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 920,086
Positions
352,892 350,965 175,225 20,359 10,654 32,097 96,165 109,350 212,748 17,103 15,643 12,787 710 617
Changes from: October 5, 2021 Total Change is: 62,124
13,315 20,567 -108 -5,975 4,838 6,327 14,351 622 30,599 2,712 -1,703 559 344 423
Percent of Open Interest Represented by Each Category of Trader
38.4 38.1 19.0 2.2 1.2 3.5 10.5 11.9 23.1 1.9 1.7 1.4 0.1 0.1
Number of Traders in Each Category Total Traders: 130
25 29 36 . 5 . 18 25 37 8 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 170,030
Positions
57,733 34,810 19,254 11,482 2,521 796 38,845 66,557 40,588 166 4,269 1,056 110 179
Changes from: October 5, 2021 Total Change is: 8,539
4,564 -2,749 -432 1,644 -7 0 3,138 7,763 -121 -322 4,021 47 21 17
Percent of Open Interest Represented by Each Category of Trader
34.0 20.5 11.3 6.8 1.5 0.5 22.8 39.1 23.9 0.1 2.5 0.6 0.1 0.1
Number of Traders in Each Category Total Traders: 77
15 16 13 . . . 19 17 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 170,702
Positions
1,050 55,661 0 1,470 1,870 0 9,227 48,823 63,681 95,262 627 0 12 40
Changes from: October 5, 2021 Total Change is: 7,332
0 3,717 0 0 46 0 1,079 -1,460 5,041 1,200 0 0 12 -12
Percent of Open Interest Represented by Each Category of Trader
0.6 32.6 0.0 0.9 1.1 0.0 5.4 28.6 37.3 55.8 0.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 32
. 9 0 . 4 0 . 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 10,918
Positions
485 1,010 153 696 320 9 2,148 6,863 1,293 4,204 211 179 1,751 880
Changes from: October 5, 2021 Total Change is: 2,032
-18 477 75 209 -79 0 438 869 428 732 1 175 -7 86
Percent of Open Interest Represented by Each Category of Trader
4.4 9.3 1.4 6.4 2.9 0.1 19.7 62.9 11.8 38.5 1.9 1.6 16.0 8.1
Number of Traders in Each Category Total Traders: 94
. 7 . 8 . . 26 32 14 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 50,937
Positions
3,665 0 0 117 0 0 26,822 43,164 5,455 9,840 1,107 46 4,992 1,165
Changes from: October 5, 2021 Total Change is: 14,795
470 0 0 12 0 0 11,808 14,455 63 1,943 208 14 485 55
Percent of Open Interest Represented by Each Category of Trader
7.2 0.0 0.0 0.2 0.0 0.0 52.7 84.7 10.7 19.3 2.2 0.1 9.8 2.3
Number of Traders in Each Category Total Traders: 113
. 0 0 . 0 0 14 10 . 68 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,677
Positions
308 102 44 77 21 5 1,328 3,741 180 1,231 22 31 1,473 531
Changes from: October 5, 2021 Total Change is: -59
64 11 8 77 9 -33 86 -151 14 -280 -31 -9 14 123
Percent of Open Interest Represented by Each Category of Trader
6.6 2.2 0.9 1.6 0.4 0.1 28.4 80.0 3.8 26.3 0.5 0.7 31.5 11.4
Number of Traders in Each Category Total Traders: 50
. . . . . . 15 15 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 62,836
Positions
1,114 40,055 0 20,120 953 763 23,391 15,556 1,787 6,321 2,012 232 9,108 1,478
Changes from: October 5, 2021 Total Change is: 5,642
50 4,024 0 824 -339 0 2,858 1,619 206 1,146 413 -7 565 -274
Percent of Open Interest Represented by Each Category of Trader
1.8 63.7 0.0 32.0 1.5 1.2 37.2 24.8 2.8 10.1 3.2 0.4 14.5 2.4
Number of Traders in Each Category Total Traders: 147
. . 0 19 4 . 39 23 6 48 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 329,905
Positions
54,416 23,440 12,542 97,899 81,128 32,089 37,393 80,298 56,893 6,675 3,669 11,280 20,718 28,566
Changes from: October 5, 2021 Total Change is: 22,241
631 1,275 -432 1,947 22,994 -1,888 10,270 -9,718 8,885 1,875 -1,366 2,765 -1,812 -274
Percent of Open Interest Represented by Each Category of Trader
16.5 7.1 3.8 29.7 24.6 9.7 11.3 24.3 17.2 2.0 1.1 3.4 6.3 8.7
Number of Traders in Each Category Total Traders: 182
15 12 21 13 35 25 32 44 54 9 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 12, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 41,361
Positions
3,405 2,817 0 26,053 1,816 1,953 2,748 34,527 0 6,581 151 0 621 97
Changes from: October 5, 2021 Total Change is: 3,624
0 61 -61 3,336 0 0 -12 3,622 0 276 0 0 85 2
Percent of Open Interest Represented by Each Category of Trader
8.2 6.8 0.0 63.0 4.4 4.7 6.6 83.5 0.0 15.9 0.4 0.0 1.5 0.2
Number of Traders in Each Category Total Traders: 48
. . 0 12 4 . 7 6 0 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 15, 2021