Traders in Financial Futures - Futures Only Positions as of October 26, 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 159,475
Positions
3,679 64,402 3,288 55,000 12,060 5,562 34,849 49,209 2,091 11,808 2,974 1,069 42,129 18,820
Changes from: October 19, 2021 Total Change is: 5,563
-5,034 13,062 2,785 2,115 -7,682 -37 3,062 -249 -380 -52 -492 -78 3,182 -1,366
Percent of Open Interest Represented by Each Category of Trader
2.3 40.4 2.1 34.5 7.6 3.5 21.9 30.9 1.3 7.4 1.9 0.7 26.4 11.8
Number of Traders in Each Category Total Traders: 112
5 9 4 21 13 7 25 26 16 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 54,305
Positions
37,914 1,549 63 3,365 15,157 753 2,670 14,260 180 0 0 0 9,360 22,343
Changes from: October 19, 2021 Total Change is: -1,295
-1,758 -564 25 532 -506 118 -1,192 1,438 169 0 0 0 811 -1,975
Percent of Open Interest Represented by Each Category of Trader
69.8 2.9 0.1 6.2 27.9 1.4 4.9 26.3 0.3 0.0 0.0 0.0 17.2 41.1
Number of Traders in Each Category Total Traders: 49
9 . . . 16 5 4 15 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 156,495
Positions
23,797 33,958 1,008 50,324 41,795 4,735 43,047 35,660 2,984 3,154 7,616 0 27,446 28,739
Changes from: October 19, 2021 Total Change is: -2,466
-6,485 2,599 122 2,937 -8,365 231 1,083 -122 120 0 1,364 0 -474 1,585
Percent of Open Interest Represented by Each Category of Trader
15.2 21.7 0.6 32.2 26.7 3.0 27.5 22.8 1.9 2.0 4.9 0.0 17.5 18.4
Number of Traders in Each Category Total Traders: 119
6 8 4 21 27 13 21 29 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 265,254
Positions
155,437 14,999 99 41,962 102,466 5,005 38,286 98,852 2,945 2,266 124 0 19,254 40,764
Changes from: October 19, 2021 Total Change is: -1,496
5,152 -983 26 1,371 -8,573 -237 -4,941 8,596 -90 -941 -3 0 -1,836 -232
Percent of Open Interest Represented by Each Category of Trader
58.6 5.7 0.0 15.8 38.6 1.9 14.4 37.3 1.1 0.9 0.0 0.0 7.3 15.4
Number of Traders in Each Category Total Traders: 135
11 . 6 17 31 10 24 45 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 680,374
Positions
52,966 308,571 3,863 395,117 152,724 28,387 55,993 106,564 7,770 43,410 7,138 6,185 86,683 59,172
Changes from: October 19, 2021 Total Change is: 956
7,248 -6,831 1,048 -11,624 2,013 311 6,066 3,446 -79 -1,047 -154 113 -1,080 1,089
Percent of Open Interest Represented by Each Category of Trader
7.8 45.4 0.6 58.1 22.4 4.2 8.2 15.7 1.1 6.4 1.0 0.9 12.7 8.7
Number of Traders in Each Category Total Traders: 326
16 16 6 106 46 45 45 53 25 33 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 32,742
Positions
870 11,607 0 12,844 9,092 2,599 2,013 3,671 0 0 0 0 14,416 5,773
Changes from: October 19, 2021 Total Change is: 1,415
271 -24 0 16 1,903 0 1,609 0 0 -800 0 0 319 -464
Percent of Open Interest Represented by Each Category of Trader
2.7 35.4 0.0 39.2 27.8 7.9 6.1 11.2 0.0 0.0 0.0 0.0 44.0 17.6
Number of Traders in Each Category Total Traders: 25
. . 0 13 5 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 23,732
Positions
5,227 0 0 6,568 13,438 1,385 665 4,006 766 0 0 0 9,121 4,137
Changes from: October 19, 2021 Total Change is: -965
-1,441 0 0 663 -1,087 10 -634 -557 0 0 0 0 437 669
Percent of Open Interest Represented by Each Category of Trader
22.0 0.0 0.0 27.7 56.6 5.8 2.8 16.9 3.2 0.0 0.0 0.0 38.4 17.4
Number of Traders in Each Category Total Traders: 25
. 0 0 7 9 5 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 160,011
Positions
74,290 9,600 200 44,680 68,395 2,716 11,431 49,688 3,347 915 2,480 0 22,432 23,585
Changes from: October 19, 2021 Total Change is: 1,480
-5,993 2,193 -166 3,951 5,983 -1,507 3,784 -1,404 297 430 -500 0 684 -3,416
Percent of Open Interest Represented by Each Category of Trader
46.4 6.0 0.1 27.9 42.7 1.7 7.1 31.1 2.1 0.6 1.5 0.0 14.0 14.7
Number of Traders in Each Category Total Traders: 91
8 9 . 14 14 9 12 29 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 53,374
Positions
128 34,035 2 31,583 0 216 12,684 13,417 0 5,556 4,765 0 3,205 939
Changes from: October 19, 2021 Total Change is: -215
8 -22 0 1,330 -174 59 -1,806 152 0 249 -79 -126 71 -25
Percent of Open Interest Represented by Each Category of Trader
0.2 63.8 0.0 59.2 0.0 0.4 23.8 25.1 0.0 10.4 8.9 0.0 6.0 1.8
Number of Traders in Each Category Total Traders: 67
. 5 . 15 0 . 26 6 0 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 162,542
Positions
31,559 104,644 1,073 67,224 3,054 1,376 47,875 25,180 1,006 5,529 22,432 151 6,749 3,626
Changes from: October 19, 2021 Total Change is: -1,726
1,564 731 343 2,622 -2,708 106 -6,539 291 -436 -284 60 83 815 -196
Percent of Open Interest Represented by Each Category of Trader
19.4 64.4 0.7 41.4 1.9 0.8 29.5 15.5 0.6 3.4 13.8 0.1 4.2 2.2
Number of Traders in Each Category Total Traders: 149
5 9 . 21 6 6 47 33 10 9 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 46,073
Positions
269 1,743 13,851 4,159 13,289 45 17,397 10,290 1,907 4,913 1,895 46 3,486 3,007
Changes from: October 19, 2021 Total Change is: 16,090
19 0 10,765 168 4,718 45 3,783 274 1,049 290 -1,026 20 -49 245
Percent of Open Interest Represented by Each Category of Trader
0.6 3.8 30.1 9.0 28.8 0.1 37.8 22.3 4.1 10.7 4.1 0.1 7.6 6.5
Number of Traders in Each Category Total Traders: 67
. . . 7 6 . 15 15 6 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 43,061
Positions
3,340 17,838 0 9,722 3,123 1,307 20,937 15,535 713 1,193 1,264 30 5,819 3,251
Changes from: October 19, 2021 Total Change is: 5,331
-1,712 6,382 0 3,997 -2,838 650 965 1,607 -87 351 -140 -21 1,188 -222
Percent of Open Interest Represented by Each Category of Trader
7.8 41.4 0.0 22.6 7.3 3.0 48.6 36.1 1.7 2.8 2.9 0.1 13.5 7.5
Number of Traders in Each Category Total Traders: 98
. 9 0 17 9 8 33 17 7 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 14,278
Positions
2,166 1,392 0 7,698 2,835 0 1,569 7,018 852 504 568 2 1,487 1,611
Changes from: October 19, 2021 Total Change is: 473
-69 0 0 1,468 -116 0 -1,222 567 235 0 -130 0 61 -83
Percent of Open Interest Represented by Each Category of Trader
15.2 9.7 0.0 53.9 19.9 0.0 11.0 49.2 6.0 3.5 4.0 0.0 10.4 11.3
Number of Traders in Each Category Total Traders: 33
. . 0 4 . 0 5 15 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 54,648
Positions
15,033 22,746 615 15,700 1,620 314 13,107 5,778 944 231 15,647 0 8,707 6,986
Changes from: October 19, 2021 Total Change is: 1,628
221 -377 -191 1,434 -72 -215 1,156 1,814 -186 -593 304 0 3 551
Percent of Open Interest Represented by Each Category of Trader
27.5 41.6 1.1 28.7 3.0 0.6 24.0 10.6 1.7 0.4 28.6 0.0 15.9 12.8
Number of Traders in Each Category Total Traders: 109
14 17 4 24 5 6 29 11 4 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 109,296
Positions
30,065 45,492 1,230 31,400 3,239 627 26,213 11,556 1,887 461 31,293 0 17,413 13,972
Changes from: October 19, 2021 Total Change is: 3,256
441 -754 -381 2,867 -143 -430 2,311 3,628 -372 -1,185 607 0 5 1,101
Percent of Open Interest Represented by Each Category of Trader
27.5 41.6 1.1 28.7 3.0 0.6 24.0 10.6 1.7 0.4 28.6 0.0 15.9 12.8
Number of Traders in Each Category Total Traders: 109
14 17 4 24 5 6 29 11 4 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 42,876
Positions
7,209 25,525 1,461 28,466 9,713 1,559 1,547 4,261 0 0 0 0 2,634 357
Changes from: October 19, 2021 Total Change is: 12
-141 -139 -212 1,241 119 0 -550 363 0 0 0 0 -326 -119
Percent of Open Interest Represented by Each Category of Trader
16.8 59.5 3.4 66.4 22.7 3.6 3.6 9.9 0.0 0.0 0.0 0.0 6.1 0.8
Number of Traders in Each Category Total Traders: 39
5 8 . 19 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 480,961
Positions
38,487 136,291 13,816 233,225 73,374 61,911 46,794 60,969 7,988 23,020 76,902 764 54,955 48,945
Changes from: October 19, 2021 Total Change is: 3,644
-1,489 5,856 -781 -1,367 -3,756 2,007 1,152 -3,535 2,314 -948 1,261 -563 3,319 840
Percent of Open Interest Represented by Each Category of Trader
8.0 28.3 2.9 48.5 15.3 12.9 9.7 12.7 1.7 4.8 16.0 0.2 11.4 10.2
Number of Traders in Each Category Total Traders: 533
31 34 22 166 72 105 71 93 58 31 34 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 31,121
Positions
9,972 29,357 0 13,972 0 0 3,510 697 0 0 0 0 3,667 1,067
Changes from: October 19, 2021 Total Change is: 936
-250 1,643 0 275 0 -145 1,076 -546 0 0 0 0 -20 -16
Percent of Open Interest Represented by Each Category of Trader
32.0 94.3 0.0 44.9 0.0 0.0 11.3 2.2 0.0 0.0 0.0 0.0 11.8 3.4
Number of Traders in Each Category Total Traders: 39
4 11 0 15 0 0 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 2,404,805
Positions
192,437 681,455 69,082 1,166,126 366,871 309,557 233,968 304,844 39,941 115,101 384,512 3,820 274,773 244,723
Changes from: October 19, 2021 Total Change is: 18,218
-7,445 29,282 -3,905 -6,835 -18,781 10,035 5,760 -17,673 11,570 -4,739 6,307 -2,817 16,594 4,200
Percent of Open Interest Represented by Each Category of Trader
8.0 28.3 2.9 48.5 15.3 12.9 9.7 12.7 1.7 4.8 16.0 0.2 11.4 10.2
Number of Traders in Each Category Total Traders: 533
31 34 22 166 72 105 71 93 58 31 34 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 34,926
Positions
13,984 32,318 0 15,108 481 0 2,182 1,078 94 0 0 0 3,558 955
Changes from: October 19, 2021 Total Change is: 1,623
-358 1,479 -1 1,393 0 0 708 -124 -2 0 0 0 -117 271
Percent of Open Interest Represented by Each Category of Trader
40.0 92.5 0.0 43.3 1.4 0.0 6.2 3.1 0.3 0.0 0.0 0.0 10.2 2.7
Number of Traders in Each Category Total Traders: 43
6 9 0 19 . 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 24,007
Positions
14,580 20,892 0 6,768 1,120 458 327 617 0 0 0 0 1,874 920
Changes from: October 19, 2021 Total Change is: 771
0 354 0 1,115 0 41 -532 398 0 0 0 0 147 -22
Percent of Open Interest Represented by Each Category of Trader
60.7 87.0 0.0 28.2 4.7 1.9 1.4 2.6 0.0 0.0 0.0 0.0 7.8 3.8
Number of Traders in Each Category Total Traders: 22
. 10 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 40,554
Positions
5,785 8,413 261 19,476 21,710 2,692 2,634 3,434 3 0 0 0 9,703 4,041
Changes from: October 19, 2021 Total Change is: 472
-40 -95 107 -566 -474 66 -7 501 -114 0 0 0 1,026 481
Percent of Open Interest Represented by Each Category of Trader
14.3 20.7 0.6 48.0 53.5 6.6 6.5 8.5 0.0 0.0 0.0 0.0 23.9 10.0
Number of Traders in Each Category Total Traders: 63
5 6 . 26 16 8 6 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 460,500
Positions
107,316 60,065 3,834 209,596 170,063 43,057 55,144 118,616 4,491 5,021 41,877 32 32,009 18,465
Changes from: October 19, 2021 Total Change is: 3,139
-556 12,846 -178 585 -6,742 -1,684 4,175 -1,616 337 603 372 -20 -123 -176
Percent of Open Interest Represented by Each Category of Trader
23.3 13.0 0.8 45.5 36.9 9.4 12.0 25.8 1.0 1.1 9.1 0.0 7.0 4.0
Number of Traders in Each Category Total Traders: 333
26 17 4 83 60 49 51 64 19 15 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 26,923
Positions
8,147 25,293 0 11,800 466 0 3,851 375 0 1,559 0 0 1,566 789
Changes from: October 19, 2021 Total Change is: 570
752 598 0 -47 0 0 60 -221 0 0 0 0 -195 193
Percent of Open Interest Represented by Each Category of Trader
30.3 93.9 0.0 43.8 1.7 0.0 14.3 1.4 0.0 5.8 0.0 0.0 5.8 2.9
Number of Traders in Each Category Total Traders: 28
. 6 0 12 . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 17,649
Positions
586 12,156 0 10,341 0 28 1,346 2,018 0 674 991 0 4,674 2,456
Changes from: October 19, 2021 Total Change is: 672
586 -1,381 0 237 0 0 208 1,582 0 0 470 0 -359 1
Percent of Open Interest Represented by Each Category of Trader
3.3 68.9 0.0 58.6 0.0 0.2 7.6 11.4 0.0 3.8 5.6 0.0 26.5 13.9
Number of Traders in Each Category Total Traders: 24
. 4 0 10 0 . 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 49,618
Positions
17,418 3,947 1,309 12,904 4,760 608 8,636 7,964 1,040 1,487 282 11 6,205 29,697
Changes from: October 19, 2021 Total Change is: -4,997
-1,076 607 82 -3,247 1,823 -2,456 750 1,998 -278 1,136 -287 11 81 -6,497
Percent of Open Interest Represented by Each Category of Trader
35.1 8.0 2.6 26.0 9.6 1.2 17.4 16.1 2.1 3.0 0.6 0.0 12.5 59.9
Number of Traders in Each Category Total Traders: 75
13 8 . 14 5 5 19 12 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 390,084
Positions
32,288 243,178 3,331 272,843 69,011 45,825 14,066 12,420 526 9,984 9,141 232 10,989 6,420
Changes from: October 19, 2021 Total Change is: 9,141
1,832 8,471 78 8,337 -5,672 -2,478 1,156 7,930 -404 1,193 1,105 3 -576 108
Percent of Open Interest Represented by Each Category of Trader
8.3 62.3 0.9 69.9 17.7 11.7 3.6 3.2 0.1 2.6 2.3 0.1 2.8 1.6
Number of Traders in Each Category Total Traders: 181
10 15 6 79 40 38 17 11 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 1,053,464
Positions
80,193 477,078 6,386 676,036 332,805 114,464 85,031 70,797 4,515 58,624 31,730 1,188 27,027 14,501
Changes from: October 19, 2021 Total Change is: -37,146
-17,236 -16,605 -464 -4,676 -23,482 2,740 -20,214 -284 449 3,852 2,218 -2,190 593 472
Percent of Open Interest Represented by Each Category of Trader
7.6 45.3 0.6 64.2 31.6 10.9 8.1 6.7 0.4 5.6 3.0 0.1 2.6 1.4
Number of Traders in Each Category Total Traders: 400
27 18 12 149 80 78 53 34 22 26 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 238,735
Positions
31,768 170,141 46,435 17,294 7,397 2,656 123,431 580 11,218 1,237 177 0 4,696 131
Changes from: October 19, 2021 Total Change is: -1,243
-1,164 -780 954 114 0 0 -4,158 0 -1,491 211 0 0 4,291 74
Percent of Open Interest Represented by Each Category of Trader
13.3 71.3 19.5 7.2 3.1 1.1 51.7 0.2 4.7 0.5 0.1 0.0 2.0 0.1
Number of Traders in Each Category Total Traders: 86
11 23 15 13 . . 26 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 49,102
Positions
12,987 15,679 226 13,288 7,946 826 11,605 12,778 626 1,859 2,705 23 7,661 8,293
Changes from: October 19, 2021 Total Change is: 1,629
-631 2,309 12 -199 -509 82 2,124 1,252 -240 147 -768 2 332 -511
Percent of Open Interest Represented by Each Category of Trader
26.4 31.9 0.5 27.1 16.2 1.7 23.6 26.0 1.3 3.8 5.5 0.0 15.6 16.9
Number of Traders in Each Category Total Traders: 299
28 21 5 56 50 31 39 60 18 18 27 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 245,510
Positions
64,937 78,396 1,132 66,439 39,731 4,128 58,026 63,888 3,131 9,295 13,524 115 38,307 41,465
Changes from: October 19, 2021 Total Change is: 8,145
-3,155 11,543 61 -996 -2,543 410 10,622 6,258 -1,199 734 -3,840 9 1,659 -2,554
Percent of Open Interest Represented by Each Category of Trader
26.4 31.9 0.5 27.1 16.2 1.7 23.6 26.0 1.3 3.8 5.5 0.0 15.6 16.9
Number of Traders in Each Category Total Traders: 299
28 21 5 56 50 31 39 60 18 18 27 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 77,468
Positions
420 4,636 0 319 0 0 43,713 42,579 1,100 1,793 3,119 4 30,119 26,030
Changes from: October 19, 2021 Total Change is: 7,874
0 221 0 -110 0 0 6,155 13,493 -2,220 695 -196 3 3,351 -3,427
Percent of Open Interest Represented by Each Category of Trader
0.5 6.0 0.0 0.4 0.0 0.0 56.4 55.0 1.4 2.3 4.0 0.0 38.9 33.6
Number of Traders in Each Category Total Traders: 28
. . 0 . 0 0 8 7 4 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 1,173,180
Positions
7,132 139,139 4,304 560,776 284,724 251,437 91,712 268,328 7,427 86,889 34,299 159 163,344 183,363
Changes from: October 19, 2021 Total Change is: -13,373
2,849 -2,325 835 -9,522 -7,683 -3,870 -10,591 4,004 669 4,115 -998 0 2,142 -4,005
Percent of Open Interest Represented by Each Category of Trader
0.6 11.9 0.4 47.8 24.3 21.4 7.8 22.9 0.6 7.4 2.9 0.0 13.9 15.6
Number of Traders in Each Category Total Traders: 189
5 22 4 53 40 60 16 35 15 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 1,217,941
Positions
33,902 84,133 721 667,124 261,335 203,067 61,231 484,945 28,331 70,256 7,989 38 153,271 147,382
Changes from: October 19, 2021 Total Change is: 1,517
2,714 8,459 75 108 -24,250 11,077 -16,762 11,528 2,616 1,117 -664 0 572 -7,324
Percent of Open Interest Represented by Each Category of Trader
2.8 6.9 0.1 54.8 21.5 16.7 5.0 39.8 2.3 5.8 0.7 0.0 12.6 12.1
Number of Traders in Each Category Total Traders: 149
4 8 . 68 26 62 9 24 11 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 2,029,079
Positions
68,718 125,643 19,414 634,530 750,561 364,157 618,243 319,390 98,218 86,925 170,352 515 138,359 180,829
Changes from: October 19, 2021 Total Change is: 37,390
-20,255 3,002 -75 -35,790 63,350 31,883 43,046 -81,276 21,214 -11,872 -12,771 259 8,980 11,804
Percent of Open Interest Represented by Each Category of Trader
3.4 6.2 1.0 31.3 37.0 17.9 30.5 15.7 4.8 4.3 8.4 0.0 6.8 8.9
Number of Traders in Each Category Total Traders: 307
13 31 11 81 62 82 44 38 31 17 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 4,000,227
Positions
233,352 174,779 32,969 1,467,415 1,378,168 840,195 860,536 535,709 114,352 152,833 298,810 11,146 287,429 614,099
Changes from: October 19, 2021 Total Change is: -95,073
-14,902 -21,541 9,426 41,164 -120,934 -27,270 -90,676 86,450 -19,166 6,937 -9,278 7,176 -7,762 64
Percent of Open Interest Represented by Each Category of Trader
5.8 4.4 0.8 36.7 34.5 21.0 21.5 13.4 2.9 3.8 7.5 0.3 7.2 15.4
Number of Traders in Each Category Total Traders: 432
22 34 14 79 116 109 52 87 48 15 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 1,536,861
Positions
99,274 60,246 7,578 416,114 571,626 179,943 648,568 327,182 21,509 56,693 85,209 240 106,942 283,328
Changes from: October 19, 2021 Total Change is: 10,097
-9,189 24,287 -2,265 -1,727 23,311 4,498 23,117 -46,841 -1,684 -1,036 5,730 -30 -1,587 3,091
Percent of Open Interest Represented by Each Category of Trader
6.5 3.9 0.5 27.1 37.2 11.7 42.2 21.3 1.4 3.7 5.5 0.0 7.0 18.4
Number of Traders in Each Category Total Traders: 164
5 9 5 22 69 57 24 21 12 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 3,586,544
Positions
80,639 187,772 10,828 1,885,358 1,015,025 690,348 242,379 838,344 124,713 293,703 222,532 2,677 255,899 494,305
Changes from: October 19, 2021 Total Change is: -51,197
-4,083 -29,452 -9,860 39,666 -50,774 -9,948 -39,425 78,458 -19,108 -10,676 4,006 150 2,087 -14,669
Percent of Open Interest Represented by Each Category of Trader
2.2 5.2 0.3 52.6 28.3 19.2 6.8 23.4 3.5 8.2 6.2 0.1 7.1 13.8
Number of Traders in Each Category Total Traders: 350
13 32 6 76 84 82 36 72 29 12 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 1,293,093
Positions
343,416 278,035 443,230 48,855 3,096 14,810 86,138 202,319 313,555 19,955 5,095 5,189 17,945 27,764
Changes from: October 19, 2021 Total Change is: 75,318
-13,029 36,885 31,371 1,315 192 -90 1,102 -39,388 43,573 7,000 -101 5,189 -1,113 -2,313
Percent of Open Interest Represented by Each Category of Trader
26.6 21.5 34.3 3.8 0.2 1.1 6.7 15.6 24.2 1.5 0.4 0.4 1.4 2.1
Number of Traders in Each Category Total Traders: 109
20 36 48 . . . 14 24 33 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 is12,675,714
Positions
2,591,788 1,435,954 2,127,616 644,169 1,646,968 995,119 2,603,935 2,414,607 2,863,374 73,393 94,693 225,189 551,131 872,194
Changes from: October 19, 2021 Total Change is: 250,967
-64,198 -1,077 73,978 14,745 51,154 -53,964 121,439 14,346 83,280 21,518 7,524 66,825 -12,656 8,901
Percent of Open Interest Represented by Each Category of Trader
20.4 11.3 16.8 5.1 13.0 7.9 20.5 19.0 22.6 0.6 0.7 1.8 4.3 6.9
Number of Traders in Each Category Total Traders: 255
36 38 66 16 21 36 39 69 90 13 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 1,008,078
Positions
394,445 340,240 228,498 22,171 30,566 35,914 126,859 201,437 147,354 40,237 11,432 12,191 409 446
Changes from: October 19, 2021 Total Change is: 31,922
-9,735 -30,158 34,875 70 10,867 500 4,588 16,586 1,994 328 -2,048 190 -888 -884
Percent of Open Interest Represented by Each Category of Trader
39.1 33.8 22.7 2.2 3.0 3.6 12.6 20.0 14.6 4.0 1.1 1.2 0.0 0.0
Number of Traders in Each Category Total Traders: 131
28 28 36 4 6 . 16 26 34 8 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 194,348
Positions
54,445 58,076 40,231 14,151 2,567 806 27,153 30,694 56,429 135 4,414 883 115 248
Changes from: October 19, 2021 Total Change is: 4,488
-16,872 10,932 20,490 1,095 12 10 -6,387 -33,000 6,432 49 -118 -346 17 76
Percent of Open Interest Represented by Each Category of Trader
28.0 29.9 20.7 7.3 1.3 0.4 14.0 15.8 29.0 0.1 2.3 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 80
18 18 15 . . . 17 18 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 177,028
Positions
1,050 56,208 0 1,470 2,018 0 9,231 47,553 70,563 94,702 627 0 12 59
Changes from: October 19, 2021 Total Change is: 3,774
0 -220 0 0 81 0 -294 -568 4,486 -430 0 0 12 -5
Percent of Open Interest Represented by Each Category of Trader
0.6 31.8 0.0 0.8 1.1 0.0 5.2 26.9 39.9 53.5 0.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 30
. 8 0 . 4 0 . 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 16,671
Positions
530 1,485 141 1,794 514 230 3,185 9,423 2,403 2,498 414 1,080 4,810 981
Changes from: October 19, 2021 Total Change is: 3,066
40 221 8 955 160 221 1,113 1,106 960 -1,655 195 482 942 -287
Percent of Open Interest Represented by Each Category of Trader
3.2 8.9 0.8 10.8 3.1 1.4 19.1 56.5 14.4 15.0 2.5 6.5 28.9 5.9
Number of Traders in Each Category Total Traders: 103
. 4 . 8 . . 31 38 23 9 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 65,656
Positions
1,463 0 191 158 0 0 40,491 57,278 4,962 12,420 1,700 211 5,760 1,314
Changes from: October 19, 2021 Total Change is: 4,052
-827 0 191 -4 0 0 3,960 3,933 -75 1,002 254 -16 -179 -235
Percent of Open Interest Represented by Each Category of Trader
2.2 0.0 0.3 0.2 0.0 0.0 61.7 87.2 7.6 18.9 2.6 0.3 8.8 2.0
Number of Traders in Each Category Total Traders: 136
. 0 . . 0 0 16 9 6 86 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 5,230
Positions
383 31 58 141 0 0 1,350 3,931 357 971 193 191 1,779 469
Changes from: October 19, 2021 Total Change is: 206
96 -27 2 5 0 0 -78 230 161 -177 -29 -2 199 -129
Percent of Open Interest Represented by Each Category of Trader
7.3 0.6 1.1 2.7 0.0 0.0 25.8 75.2 6.8 18.6 3.7 3.7 34.0 9.0
Number of Traders in Each Category Total Traders: 53
. . . . 0 0 18 15 6 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 58,993
Positions
1,264 40,782 0 18,002 615 827 20,531 11,478 1,947 7,020 1,427 190 9,212 1,727
Changes from: October 19, 2021 Total Change is: -1,738
0 49 0 -1,920 -85 21 -1,355 -1,573 -56 1,017 42 -15 570 -121
Percent of Open Interest Represented by Each Category of Trader
2.1 69.1 0.0 30.5 1.0 1.4 34.8 19.5 3.3 11.9 2.4 0.3 15.6 2.9
Number of Traders in Each Category Total Traders: 126
. . 0 16 . 4 34 19 6 42 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 337,252
Positions
66,767 17,666 10,410 113,207 116,452 27,660 46,657 86,430 40,146 6,048 4,197 6,691 19,666 27,600
Changes from: October 19, 2021 Total Change is: -24,139
4,660 -2,731 -850 10,014 13,170 -3,489 -3,038 -680 -21,835 -1,404 -622 -5,173 -3,024 -1,929
Percent of Open Interest Represented by Each Category of Trader
19.8 5.2 3.1 33.6 34.5 8.2 13.8 25.6 11.9 1.8 1.2 2.0 5.8 8.2
Number of Traders in Each Category Total Traders: 175
12 12 14 15 34 22 30 47 41 8 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 26, 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 39,560
Positions
3,686 4,309 97 25,295 679 1,692 1,492 32,507 1 6,624 217 0 673 58
Changes from: October 19, 2021 Total Change is: -2,239
-45 -97 97 -1,092 0 0 -1,309 -2,270 1 29 30 0 80 0
Percent of Open Interest Represented by Each Category of Trader
9.3 10.9 0.2 63.9 1.7 4.3 3.8 82.2 0.0 16.7 0.5 0.0 1.7 0.1
Number of Traders in Each Category Total Traders: 52
. . . 13 . . 8 5 . 13 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 29, 2021