Traders in Financial Futures - Futures Only Positions as of October 19, 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 153,912
Positions
8,713 51,340 503 52,885 19,742 5,599 31,787 49,458 2,471 11,860 3,466 1,147 38,947 20,186
Changes from: October 12, 2021 Total Change is: 26,085
-600 27,213 33 12,642 -4,747 49 12,314 3,908 300 -617 -6 241 1,723 -906
Percent of Open Interest Represented by Each Category of Trader
5.7 33.4 0.3 34.4 12.8 3.6 20.7 32.1 1.6 7.7 2.3 0.7 25.3 13.1
Number of Traders in Each Category Total Traders: 113
5 10 5 21 13 8 23 27 14 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 55,600
Positions
39,672 2,113 38 2,833 15,663 635 3,862 12,822 11 0 0 0 8,549 24,318
Changes from: October 12, 2021 Total Change is: -1,741
-689 28 25 415 -6,099 -392 -1,219 5,800 5 0 0 0 114 -1,108
Percent of Open Interest Represented by Each Category of Trader
71.4 3.8 0.1 5.1 28.2 1.1 6.9 23.1 0.0 0.0 0.0 0.0 15.4 43.7
Number of Traders in Each Category Total Traders: 52
9 . . . 16 4 6 15 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 158,961
Positions
30,282 31,359 886 47,387 50,160 4,504 41,964 35,782 2,864 3,154 6,252 0 27,920 27,154
Changes from: October 12, 2021 Total Change is: -13,868
-21,849 8,398 6 6,028 -22,330 -710 -311 5,643 -174 0 1,135 0 3,142 -5,836
Percent of Open Interest Represented by Each Category of Trader
19.0 19.7 0.6 29.8 31.6 2.8 26.4 22.5 1.8 2.0 3.9 0.0 17.6 17.1
Number of Traders in Each Category Total Traders: 120
6 8 4 19 30 12 20 29 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 266,750
Positions
150,285 15,982 73 40,591 111,039 5,242 43,227 90,256 3,035 3,207 127 0 21,090 40,996
Changes from: October 12, 2021 Total Change is: 23,133
17,140 -4,629 3 -3,521 8,782 -420 8,630 16,803 796 150 -5 0 355 1,803
Percent of Open Interest Represented by Each Category of Trader
56.3 6.0 0.0 15.2 41.6 2.0 16.2 33.8 1.1 1.2 0.0 0.0 7.9 15.4
Number of Traders in Each Category Total Traders: 131
11 . 4 15 31 10 23 43 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 679,418
Positions
45,718 315,402 2,815 406,741 150,711 28,076 49,927 103,118 7,849 44,457 7,292 6,072 87,763 58,083
Changes from: October 12, 2021 Total Change is: -15,911
-9,083 12 128 2,719 5,112 384 -8,501 -18,912 1,010 -1,722 -470 124 -970 -3,299
Percent of Open Interest Represented by Each Category of Trader
6.7 46.4 0.4 59.9 22.2 4.1 7.3 15.2 1.2 6.5 1.1 0.9 12.9 8.5
Number of Traders in Each Category Total Traders: 322
14 17 6 108 45 45 43 49 25 34 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 31,327
Positions
599 11,631 0 12,828 7,189 2,599 404 3,671 0 800 0 0 14,097 6,237
Changes from: October 12, 2021 Total Change is: 335
599 0 0 135 -22 -37 404 -21 0 0 0 0 -766 415
Percent of Open Interest Represented by Each Category of Trader
1.9 37.1 0.0 40.9 22.9 8.3 1.3 11.7 0.0 2.6 0.0 0.0 45.0 19.9
Number of Traders in Each Category Total Traders: 24
. . 0 13 5 8 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 24,697
Positions
6,668 0 0 5,905 14,525 1,375 1,299 4,563 766 0 0 0 8,684 3,468
Changes from: October 12, 2021 Total Change is: -3,591
-1,103 0 0 865 -6,096 25 -5,249 2,254 765 0 0 0 1,106 -539
Percent of Open Interest Represented by Each Category of Trader
27.0 0.0 0.0 23.9 58.8 5.6 5.3 18.5 3.1 0.0 0.0 0.0 35.2 14.0
Number of Traders in Each Category Total Traders: 24
4 0 0 6 9 5 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 158,531
Positions
80,283 7,407 366 40,729 62,412 4,223 7,647 51,092 3,050 485 2,980 0 21,748 27,001
Changes from: October 12, 2021 Total Change is: -19,401
-27,243 919 -54 2,800 -15,865 -965 -24 814 1,537 -855 -2,051 0 5,403 -3,736
Percent of Open Interest Represented by Each Category of Trader
50.6 4.7 0.2 25.7 39.4 2.7 4.8 32.2 1.9 0.3 1.9 0.0 13.7 17.0
Number of Traders in Each Category Total Traders: 87
6 8 . 14 15 9 12 27 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 53,589
Positions
120 34,057 2 30,253 174 157 14,490 13,265 0 5,307 4,844 126 3,134 964
Changes from: October 12, 2021 Total Change is: -1,182
-45 -288 0 -1,521 -18 157 -454 -1,432 0 611 89 126 -56 184
Percent of Open Interest Represented by Each Category of Trader
0.2 63.6 0.0 56.5 0.3 0.3 27.0 24.8 0.0 9.9 9.0 0.2 5.8 1.8
Number of Traders in Each Category Total Traders: 74
. 5 . 16 . . 31 5 0 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 164,268
Positions
29,995 103,913 730 64,602 5,762 1,270 54,414 24,889 1,442 5,813 22,372 68 5,934 3,822
Changes from: October 12, 2021 Total Change is: -7,486
-1,577 -1,023 134 3,934 -1,423 -656 -10,470 -5,124 -255 1,055 749 -8 357 120
Percent of Open Interest Represented by Each Category of Trader
18.3 63.3 0.4 39.3 3.5 0.8 33.1 15.2 0.9 3.5 13.6 0.0 3.6 2.3
Number of Traders in Each Category Total Traders: 145
4 8 . 19 7 5 40 40 12 10 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 29,983
Positions
250 1,743 3,086 3,991 8,571 0 13,614 10,016 858 4,623 2,921 26 3,535 2,762
Changes from: October 12, 2021 Total Change is: 2,645
-411 0 -320 -460 1,390 0 1,540 183 729 1,166 555 20 381 88
Percent of Open Interest Represented by Each Category of Trader
0.8 5.8 10.3 13.3 28.6 0.0 45.4 33.4 2.9 15.4 9.7 0.1 11.8 9.2
Number of Traders in Each Category Total Traders: 72
. . . 6 7 0 18 15 . 15 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 37,730
Positions
5,052 11,456 0 5,725 5,961 657 19,972 13,928 800 842 1,404 51 4,631 3,473
Changes from: October 12, 2021 Total Change is: 390
-1,867 171 -12 17 -3,580 -25 498 4,068 274 513 257 7 985 -770
Percent of Open Interest Represented by Each Category of Trader
13.4 30.4 0.0 15.2 15.8 1.7 52.9 36.9 2.1 2.2 3.7 0.1 12.3 9.2
Number of Traders in Each Category Total Traders: 103
5 6 0 11 14 6 38 19 9 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 13,805
Positions
2,235 1,392 0 6,230 2,951 0 2,791 6,451 617 504 698 2 1,426 1,694
Changes from: October 12, 2021 Total Change is: -1,189
-2,075 0 0 590 -2,001 0 -435 527 568 0 -4 0 163 -279
Percent of Open Interest Represented by Each Category of Trader
16.2 10.1 0.0 45.1 21.4 0.0 20.2 46.7 4.5 3.7 5.1 0.0 10.3 12.3
Number of Traders in Each Category Total Traders: 36
. . 0 4 . 0 10 12 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 53,020
Positions
14,812 23,123 806 14,267 1,691 529 11,951 3,964 1,130 823 15,343 0 8,704 6,436
Changes from: October 12, 2021 Total Change is: 2,000
-533 -319 227 772 -658 52 1,467 1,684 -304 823 390 0 -505 928
Percent of Open Interest Represented by Each Category of Trader
27.9 43.6 1.5 26.9 3.2 1.0 22.5 7.5 2.1 1.6 28.9 0.0 16.4 12.1
Number of Traders in Each Category Total Traders: 105
14 16 . 28 5 8 26 9 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 106,040
Positions
29,624 46,246 1,611 28,533 3,382 1,057 23,902 7,928 2,259 1,646 30,686 0 17,408 12,871
Changes from: October 12, 2021 Total Change is: 4,000
-1,065 -638 453 1,544 -1,316 104 2,934 3,368 -607 1,646 780 0 -1,009 1,856
Percent of Open Interest Represented by Each Category of Trader
27.9 43.6 1.5 26.9 3.2 1.0 22.5 7.5 2.1 1.6 28.9 0.0 16.4 12.1
Number of Traders in Each Category Total Traders: 105
14 16 . 28 5 8 26 9 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 42,864
Positions
7,350 25,664 1,673 27,225 9,594 1,559 2,097 3,898 0 0 0 0 2,960 476
Changes from: October 12, 2021 Total Change is: -310
1,303 -1,477 882 -1,653 73 -73 -1,040 153 0 0 0 0 271 132
Percent of Open Interest Represented by Each Category of Trader
17.1 59.9 3.9 63.5 22.4 3.6 4.9 9.1 0.0 0.0 0.0 0.0 6.9 1.1
Number of Traders in Each Category Total Traders: 36
6 7 . 17 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 477,317
Positions
39,976 130,435 14,597 234,592 77,130 59,904 45,642 64,503 5,674 23,968 75,641 1,327 51,636 48,105
Changes from: October 12, 2021 Total Change is: -3,315
339 -13,212 1,443 5,592 -4,373 -772 -5,772 8,748 -326 -3,148 2,502 185 -856 2,489
Percent of Open Interest Represented by Each Category of Trader
8.4 27.3 3.1 49.1 16.2 12.6 9.6 13.5 1.2 5.0 15.8 0.3 10.8 10.1
Number of Traders in Each Category Total Traders: 526
30 33 22 167 75 98 71 88 56 31 31 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 30,185
Positions
10,222 27,714 0 13,697 0 145 2,434 1,243 0 0 0 0 3,687 1,083
Changes from: October 12, 2021 Total Change is: 857
20 1,196 0 855 0 0 -231 -16 0 0 0 0 213 -323
Percent of Open Interest Represented by Each Category of Trader
33.9 91.8 0.0 45.4 0.0 0.5 8.1 4.1 0.0 0.0 0.0 0.0 12.2 3.6
Number of Traders in Each Category Total Traders: 34
4 9 0 13 0 . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 2,386,587
Positions
199,882 652,173 72,987 1,172,961 385,652 299,522 228,208 322,517 28,371 119,840 378,205 6,637 258,179 240,523
Changes from: October 12, 2021 Total Change is: -16,576
1,694 -66,060 7,214 27,961 -21,866 -3,860 -28,860 43,742 -1,631 -15,739 12,512 927 -4,282 12,446
Percent of Open Interest Represented by Each Category of Trader
8.4 27.3 3.1 49.1 16.2 12.6 9.6 13.5 1.2 5.0 15.8 0.3 10.8 10.1
Number of Traders in Each Category Total Traders: 526
30 33 22 167 75 98 71 88 56 31 31 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 33,303
Positions
14,342 30,839 1 13,715 481 0 1,474 1,202 96 0 0 0 3,675 684
Changes from: October 12, 2021 Total Change is: 1,420
857 1,481 1 618 0 0 -145 55 0 0 0 0 89 -117
Percent of Open Interest Represented by Each Category of Trader
43.1 92.6 0.0 41.2 1.4 0.0 4.4 3.6 0.3 0.0 0.0 0.0 11.0 2.1
Number of Traders in Each Category Total Traders: 40
6 9 . 18 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 23,236
Positions
14,580 20,538 0 5,653 1,120 417 859 219 0 0 0 0 1,727 942
Changes from: October 12, 2021 Total Change is: 203
344 -270 0 84 0 25 -219 219 0 0 0 0 -31 229
Percent of Open Interest Represented by Each Category of Trader
62.7 88.4 0.0 24.3 4.8 1.8 3.7 0.9 0.0 0.0 0.0 0.0 7.4 4.1
Number of Traders in Each Category Total Traders: 20
. 10 0 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 40,082
Positions
5,825 8,508 154 20,042 22,184 2,626 2,641 2,933 117 0 0 0 8,677 3,560
Changes from: October 12, 2021 Total Change is: 950
1,173 941 -48 -593 -1,217 969 -48 649 105 0 0 0 -608 -449
Percent of Open Interest Represented by Each Category of Trader
14.5 21.2 0.4 50.0 55.3 6.6 6.6 7.3 0.3 0.0 0.0 0.0 21.6 8.9
Number of Traders in Each Category Total Traders: 69
5 6 . 29 17 9 7 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 457,361
Positions
107,872 47,219 4,012 209,011 176,805 44,741 50,969 120,232 4,154 4,418 41,505 52 32,132 18,641
Changes from: October 12, 2021 Total Change is: 5,394
5,345 9,217 677 904 -5,760 1,464 3,235 4,143 -1,326 -7,057 -2,852 -6 2,158 -163
Percent of Open Interest Represented by Each Category of Trader
23.6 10.3 0.9 45.7 38.7 9.8 11.1 26.3 0.9 1.0 9.1 0.0 7.0 4.1
Number of Traders in Each Category Total Traders: 331
26 17 4 86 61 52 46 65 23 13 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 26,353
Positions
7,395 24,695 0 11,847 466 0 3,791 596 0 1,559 0 0 1,761 596
Changes from: October 12, 2021 Total Change is: -5,123
1,227 -5,217 0 -6,830 0 0 0 -199 0 0 0 0 480 293
Percent of Open Interest Represented by Each Category of Trader
28.1 93.7 0.0 45.0 1.8 0.0 14.4 2.3 0.0 5.9 0.0 0.0 6.7 2.3
Number of Traders in Each Category Total Traders: 29
. 6 0 12 . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 16,977
Positions
0 13,537 0 10,104 0 28 1,138 436 0 674 521 0 5,033 2,455
Changes from: October 12, 2021 Total Change is: -571
0 5 0 -1,247 0 -1 206 153 0 -4 33 0 475 -761
Percent of Open Interest Represented by Each Category of Trader
0.0 79.7 0.0 59.5 0.0 0.2 6.7 2.6 0.0 4.0 3.1 0.0 29.6 14.5
Number of Traders in Each Category Total Traders: 23
0 4 0 11 0 . 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 54,615
Positions
18,494 3,340 1,227 16,151 2,937 3,064 7,886 5,966 1,318 351 569 0 6,124 36,194
Changes from: October 12, 2021 Total Change is: -1,556
1,570 922 153 985 800 67 -2,486 -1,221 257 -805 0 0 -1,297 -2,534
Percent of Open Interest Represented by Each Category of Trader
33.9 6.1 2.2 29.6 5.4 5.6 14.4 10.9 2.4 0.6 1.0 0.0 11.2 66.3
Number of Traders in Each Category Total Traders: 68
13 6 . 13 4 6 19 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 380,943
Positions
30,456 234,707 3,253 264,506 74,683 48,303 12,910 4,490 930 8,791 8,036 229 11,565 6,312
Changes from: October 12, 2021 Total Change is: -8,398
-4,512 -2,352 -461 3,320 -6,101 -1,194 -1,767 -177 -569 -4,441 1,041 -4 1,230 1,419
Percent of Open Interest Represented by Each Category of Trader
8.0 61.6 0.9 69.4 19.6 12.7 3.4 1.2 0.2 2.3 2.1 0.1 3.0 1.7
Number of Traders in Each Category Total Traders: 177
10 12 6 78 41 39 18 9 6 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 1,090,610
Positions
97,429 493,683 6,850 680,712 356,287 111,724 105,245 71,081 4,066 54,772 29,512 3,378 26,434 14,029
Changes from: October 12, 2021 Total Change is: -13,933
-827 -14,650 -525 -11,571 557 -2,109 4,633 9,099 -4,397 421 3,915 -214 656 -5,609
Percent of Open Interest Represented by Each Category of Trader
8.9 45.3 0.6 62.4 32.7 10.2 9.7 6.5 0.4 5.0 2.7 0.3 2.4 1.3
Number of Traders in Each Category Total Traders: 403
29 17 13 149 84 81 53 34 24 25 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 239,978
Positions
32,932 170,921 45,481 17,180 7,397 2,656 127,589 580 12,709 1,026 177 0 405 57
Changes from: October 12, 2021 Total Change is: -3,630
424 -3,406 -1,502 0 0 0 -3,625 250 1,033 0 0 0 40 -5
Percent of Open Interest Represented by Each Category of Trader
13.7 71.2 19.0 7.2 3.1 1.1 53.2 0.2 5.3 0.4 0.1 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 86
11 23 15 13 . . 27 . 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 47,473
Positions
13,618 13,371 214 13,487 8,455 744 9,481 11,526 866 1,712 3,473 21 7,330 8,804
Changes from: October 12, 2021 Total Change is: 1,350
408 1,540 3 559 -1,759 -233 1,177 396 43 -178 726 -25 -404 658
Percent of Open Interest Represented by Each Category of Trader
28.7 28.2 0.5 28.4 17.8 1.6 20.0 24.3 1.8 3.6 7.3 0.0 15.4 18.5
Number of Traders in Each Category Total Traders: 286
30 19 4 55 49 31 39 56 20 13 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 237,365
Positions
68,092 66,853 1,071 67,435 42,274 3,718 47,404 57,630 4,330 8,561 17,364 106 36,648 44,019
Changes from: October 12, 2021 Total Change is: 6,750
2,041 7,699 16 2,793 -8,794 -1,166 5,887 1,982 216 -891 3,630 -124 -2,022 3,291
Percent of Open Interest Represented by Each Category of Trader
28.7 28.2 0.5 28.4 17.8 1.6 20.0 24.3 1.8 3.6 7.3 0.0 15.4 18.5
Number of Traders in Each Category Total Traders: 286
30 19 4 55 49 31 39 56 20 13 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 69,594
Positions
420 4,415 0 429 0 0 37,558 29,086 3,320 1,098 3,315 1 26,768 29,457
Changes from: October 12, 2021 Total Change is: 2,627
0 -411 0 24 0 0 13,056 -11,779 1,167 -1,149 -169 -24 -10,447 13,843
Percent of Open Interest Represented by Each Category of Trader
0.6 6.3 0.0 0.6 0.0 0.0 54.0 41.8 4.8 1.6 4.8 0.0 38.5 42.3
Number of Traders in Each Category Total Traders: 24
. . 0 . 0 0 8 4 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 1,186,553
Positions
4,283 141,464 3,469 570,298 292,407 255,307 102,303 264,324 6,758 82,774 35,297 159 161,202 187,368
Changes from: October 12, 2021 Total Change is: -35,940
-2,445 7,879 -28 -11,173 -25,550 -4,603 -12,666 -10,515 -4,488 6,182 1,615 0 -6,719 -250
Percent of Open Interest Represented by Each Category of Trader
0.4 11.9 0.3 48.1 24.6 21.5 8.6 22.3 0.6 7.0 3.0 0.0 13.6 15.8
Number of Traders in Each Category Total Traders: 197
. 23 . 53 43 63 21 36 18 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 1,216,424
Positions
31,188 75,674 646 667,016 285,585 191,990 77,993 473,417 25,715 69,139 8,653 38 152,699 154,706
Changes from: October 12, 2021 Total Change is: -384
-3,245 -4,775 -71 -10,585 -825 -3,613 20,581 18,074 -4,761 40 -3,695 -18 1,288 -700
Percent of Open Interest Represented by Each Category of Trader
2.6 6.2 0.1 54.8 23.5 15.8 6.4 38.9 2.1 5.7 0.7 0.0 12.6 12.7
Number of Traders in Each Category Total Traders: 143
. 8 . 66 27 59 8 22 11 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 1,991,689
Positions
88,973 122,641 19,489 670,320 687,211 332,274 575,197 400,666 77,004 98,797 183,123 256 129,379 169,025
Changes from: October 12, 2021 Total Change is: 146,419
-7,433 11,315 -5,848 16,546 89,934 5,934 125,800 1,456 7,853 4,190 16,661 -1,262 639 20,376
Percent of Open Interest Represented by Each Category of Trader
4.5 6.2 1.0 33.7 34.5 16.7 28.9 20.1 3.9 5.0 9.2 0.0 6.5 8.5
Number of Traders in Each Category Total Traders: 305
17 31 10 83 55 80 49 34 33 15 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 4,095,300
Positions
248,254 196,320 23,543 1,426,251 1,499,102 867,465 951,212 449,259 133,518 145,896 308,088 3,970 295,191 614,035
Changes from: October 12, 2021 Total Change is: -7,414
30,898 -17,736 -3,735 46,801 16,743 21,117 -107,778 -2,026 10,500 1,158 -25,546 -880 -5,495 -5,851
Percent of Open Interest Represented by Each Category of Trader
6.1 4.8 0.6 34.8 36.6 21.2 23.2 11.0 3.3 3.6 7.5 0.1 7.2 15.0
Number of Traders in Each Category Total Traders: 453
26 38 10 77 124 108 60 85 44 16 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 1,526,764
Positions
108,463 35,959 9,843 417,841 548,315 175,445 625,451 374,023 23,193 57,729 79,479 270 108,529 280,237
Changes from: October 12, 2021 Total Change is: 48,525
7,080 4,227 -751 -10,270 22,972 3,962 46,861 26,151 -261 341 -626 0 1,563 -7,149
Percent of Open Interest Represented by Each Category of Trader
7.1 2.4 0.6 27.4 35.9 11.5 41.0 24.5 1.5 3.8 5.2 0.0 7.1 18.4
Number of Traders in Each Category Total Traders: 164
7 6 5 24 67 56 25 23 12 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 3,637,741
Positions
84,722 217,224 20,688 1,845,692 1,065,799 700,296 281,804 759,886 143,821 304,379 218,526 2,527 253,812 508,974
Changes from: October 12, 2021 Total Change is: 32,877
-2,089 18,436 6,124 -11,042 50,870 -12,698 64,615 -48,222 539 -7,473 -3,941 -54 -5,045 21,823
Percent of Open Interest Represented by Each Category of Trader
2.3 6.0 0.6 50.7 29.3 19.3 7.7 20.9 4.0 8.4 6.0 0.1 7.0 14.0
Number of Traders in Each Category Total Traders: 348
15 28 6 77 81 84 39 72 32 14 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 1,217,775
Positions
356,445 241,150 411,859 47,540 2,904 14,900 85,036 241,707 269,982 12,955 5,196 0 19,058 30,077
Changes from: October 12, 2021 Total Change is: 27,563
9,872 39,584 9,556 -1,932 -1,480 641 4,385 -12,799 -4,931 12,955 -130 -1,087 -1,896 -1,791
Percent of Open Interest Represented by Each Category of Trader
29.3 19.8 33.8 3.9 0.2 1.2 7.0 19.8 22.2 1.1 0.4 0.0 1.6 2.5
Number of Traders in Each Category Total Traders: 107
22 34 48 . . . 13 24 32 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 is12,424,747
Positions
2,655,986 1,437,031 2,053,638 629,424 1,595,814 1,049,083 2,482,496 2,400,261 2,780,094 51,875 87,169 158,364 563,787 863,293
Changes from: October 12, 2021 Total Change is: -412,552
-602,303 -63,046 145,929 106,445 -56,742 -30,983 243,645 -149,548 -273,858 5,626 -6,566 -4,350 -2,703 26,612
Percent of Open Interest Represented by Each Category of Trader
21.4 11.6 16.5 5.1 12.8 8.4 20.0 19.3 22.4 0.4 0.7 1.3 4.5 6.9
Number of Traders in Each Category Total Traders: 243
38 36 65 17 20 34 42 61 88 7 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 976,156
Positions
404,180 370,398 193,623 22,101 19,699 35,414 122,271 184,851 145,360 39,909 13,480 12,001 1,297 1,330
Changes from: October 12, 2021 Total Change is: 56,070
51,288 19,433 18,398 1,742 9,045 3,317 26,106 75,501 -67,388 22,806 -2,163 -786 587 713
Percent of Open Interest Represented by Each Category of Trader
41.4 37.9 19.8 2.3 2.0 3.6 12.5 18.9 14.9 4.1 1.4 1.2 0.1 0.1
Number of Traders in Each Category Total Traders: 130
24 31 37 4 6 . 14 25 35 10 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 189,860
Positions
71,317 47,144 19,741 13,056 2,555 796 33,540 63,694 49,997 86 4,532 1,229 98 172
Changes from: October 12, 2021 Total Change is: 19,830
13,584 12,334 487 1,574 34 0 -5,305 -2,863 9,409 -80 263 173 -12 -7
Percent of Open Interest Represented by Each Category of Trader
37.6 24.8 10.4 6.9 1.3 0.4 17.7 33.5 26.3 0.0 2.4 0.6 0.1 0.1
Number of Traders in Each Category Total Traders: 81
18 16 14 . . . 13 23 27 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 173,254
Positions
1,050 56,428 0 1,470 1,937 0 9,525 48,121 66,077 95,132 627 0 0 64
Changes from: October 12, 2021 Total Change is: 2,552
0 767 0 0 67 0 298 -702 2,396 -130 0 0 -12 24
Percent of Open Interest Represented by Each Category of Trader
0.6 32.6 0.0 0.8 1.1 0.0 5.5 27.8 38.1 54.9 0.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 31
. 8 0 . 4 0 . 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 13,605
Positions
490 1,264 133 839 354 9 2,072 8,317 1,443 4,153 219 598 3,868 1,268
Changes from: October 12, 2021 Total Change is: 2,687
5 254 -20 143 34 0 -76 1,454 150 -51 8 419 2,117 388
Percent of Open Interest Represented by Each Category of Trader
3.6 9.3 1.0 6.2 2.6 0.1 15.2 61.1 10.6 30.5 1.6 4.4 28.4 9.3
Number of Traders in Each Category Total Traders: 100
. 7 . 10 . . 26 32 20 14 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 61,604
Positions
2,290 0 0 162 0 0 36,531 53,345 5,037 11,418 1,446 227 5,939 1,549
Changes from: October 12, 2021 Total Change is: 10,667
-1,375 0 0 45 0 0 9,709 10,181 -418 1,578 339 181 947 384
Percent of Open Interest Represented by Each Category of Trader
3.7 0.0 0.0 0.3 0.0 0.0 59.3 86.6 8.2 18.5 2.3 0.4 9.6 2.5
Number of Traders in Each Category Total Traders: 122
. 0 0 . 0 0 15 9 . 73 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 5,024
Positions
287 58 56 136 0 0 1,428 3,701 196 1,148 222 193 1,580 598
Changes from: October 12, 2021 Total Change is: 347
-21 -44 12 59 -21 -5 100 -40 16 -83 200 162 107 67
Percent of Open Interest Represented by Each Category of Trader
5.7 1.2 1.1 2.7 0.0 0.0 28.4 73.7 3.9 22.9 4.4 3.8 31.4 11.9
Number of Traders in Each Category Total Traders: 53
. . . . 0 0 17 15 5 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 60,731
Positions
1,264 40,733 0 19,922 700 806 21,886 13,051 2,003 6,003 1,385 205 8,642 1,848
Changes from: October 12, 2021 Total Change is: -2,105
150 678 0 -198 -253 43 -1,505 -2,505 216 -318 -627 -27 -466 370
Percent of Open Interest Represented by Each Category of Trader
2.1 67.1 0.0 32.8 1.2 1.3 36.0 21.5 3.3 9.9 2.3 0.3 14.2 3.0
Number of Traders in Each Category Total Traders: 130
. . 0 16 . 4 32 23 7 42 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 361,391
Positions
62,107 20,397 11,260 103,193 103,282 31,149 49,695 87,110 61,981 7,452 4,819 11,864 22,690 29,529
Changes from: October 12, 2021 Total Change is: 31,486
7,691 -3,043 -1,282 5,294 22,154 -940 12,302 6,812 5,088 777 1,150 584 1,972 963
Percent of Open Interest Represented by Each Category of Trader
17.2 5.6 3.1 28.6 28.6 8.6 13.8 24.1 17.2 2.1 1.3 3.3 6.3 8.2
Number of Traders in Each Category Total Traders: 189
15 10 16 15 33 26 42 43 50 11 13 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 19, 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 41,799
Positions
3,731 4,406 0 26,387 679 1,692 2,801 34,777 0 6,595 187 0 593 58
Changes from: October 12, 2021 Total Change is: 438
326 1,589 0 334 -1,137 -261 53 250 0 14 36 0 -28 -39
Percent of Open Interest Represented by Each Category of Trader
8.9 10.5 0.0 63.1 1.6 4.0 6.7 83.2 0.0 15.8 0.4 0.0 1.4 0.1
Number of Traders in Each Category Total Traders: 54
. . 0 13 . . 9 6 0 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 22, 2021