Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 267,315
Positions
3,832 132,799 48,361 76,333 10,911 7,007 47,646 31,269 15,527 18,541 1,196 35 50,035 20,210
Changes from: June 8, 2021 Total Change is: 34,643
-386 -2,176 44,104 -4,552 -372 -1,165 -1,742 -6,145 -81 732 -339 -34 -2,233 851
Percent of Open Interest Represented by Each Category of Trader
1.4 49.7 18.1 28.6 4.1 2.6 17.8 11.7 5.8 6.9 0.4 0.0 18.7 7.6
Number of Traders in Each Category Total Traders: 112
4 10 8 26 9 12 29 20 16 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 38,534
Positions
1,842 6,588 394 5,197 7,908 614 14,810 5,668 362 0 640 0 15,315 16,361
Changes from: June 8, 2021 Total Change is: -12,019
-7,893 -3,697 -2,517 -1,188 902 179 2,086 -6,224 -817 0 0 -9 -1,860 165
Percent of Open Interest Represented by Each Category of Trader
4.8 17.1 1.0 13.5 20.5 1.6 38.4 14.7 0.9 0.0 1.7 0.0 39.7 42.5
Number of Traders in Each Category Total Traders: 38
. . . 5 10 5 8 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 173,785
Positions
4,274 56,237 5,020 55,800 42,751 8,420 42,341 18,630 14,697 3,350 6,193 731 39,152 21,106
Changes from: June 8, 2021 Total Change is: -14,430
1,885 1,261 -2,437 -12,597 -1,338 -88 -322 -9,096 -1,663 464 -134 158 170 -1,093
Percent of Open Interest Represented by Each Category of Trader
2.5 32.4 2.9 32.1 24.6 4.8 24.4 10.7 8.5 1.9 3.6 0.4 22.5 12.1
Number of Traders in Each Category Total Traders: 114
5 7 7 23 23 17 29 16 17 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 171,388
Positions
65,499 79 3,551 44,404 45,963 5,997 21,881 67,876 8,774 1,400 598 5 19,878 38,546
Changes from: June 8, 2021 Total Change is: -2,116
8,814 -6,797 -1,142 -1,905 880 -341 -2,135 10,212 -4,104 700 -1 0 -2,001 -823
Percent of Open Interest Represented by Each Category of Trader
38.2 0.0 2.1 25.9 26.8 3.5 12.8 39.6 5.1 0.8 0.3 0.0 11.6 22.5
Number of Traders in Each Category Total Traders: 125
11 . 9 20 25 13 23 40 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 734,285
Positions
16,829 504,056 11,167 459,877 69,150 24,647 49,527 54,164 23,929 43,054 6,261 2,510 102,745 38,401
Changes from: June 8, 2021 Total Change is: -43,838
-7,987 -15,452 -6,400 2,674 1,768 -504 -14,382 -19,755 -1,843 1 2,040 -1,384 -14,012 -2,308
Percent of Open Interest Represented by Each Category of Trader
2.3 68.6 1.5 62.6 9.4 3.4 6.7 7.4 3.3 5.9 0.9 0.3 14.0 5.2
Number of Traders in Each Category Total Traders: 312
12 14 10 118 30 53 42 43 29 35 18 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 28,298
Positions
0 9,554 0 11,474 2,947 2,584 485 5,888 1,196 800 0 0 11,759 6,129
Changes from: June 8, 2021 Total Change is: -320
0 3,724 0 403 -413 1 356 -2,531 -1,033 0 0 0 -47 -68
Percent of Open Interest Represented by Each Category of Trader
0.0 33.8 0.0 40.5 10.4 9.1 1.7 20.8 4.2 2.8 0.0 0.0 41.6 21.7
Number of Traders in Each Category Total Traders: 23
0 . 0 11 4 7 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 25,871
Positions
3,127 4,638 1,199 6,722 11,506 2,214 2,005 1,545 0 0 910 65 10,539 3,794
Changes from: June 8, 2021 Total Change is: -50
427 7 876 129 459 224 -28 0 -655 0 -10 10 -1,033 -961
Percent of Open Interest Represented by Each Category of Trader
12.1 17.9 4.6 26.0 44.5 8.6 7.7 6.0 0.0 0.0 3.5 0.3 40.7 14.7
Number of Traders in Each Category Total Traders: 23
4 . . 6 9 4 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 131,393
Positions
10,561 24,712 1,673 51,554 64,544 1,891 30,818 14,122 4,109 3,649 1,151 0 27,138 19,191
Changes from: June 8, 2021 Total Change is: -23,653
2,113 -11,591 -5,833 397 6,065 116 -10,021 -6,208 -6,894 2,365 418 -1,120 -4,776 1,394
Percent of Open Interest Represented by Each Category of Trader
8.0 18.8 1.3 39.2 49.1 1.4 23.5 10.7 3.1 2.8 0.9 0.0 20.7 14.6
Number of Traders in Each Category Total Traders: 86
7 5 6 21 12 8 23 15 16 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 49,039
Positions
425 15,236 8,811 25,285 217 0 9,075 20,884 866 1,686 770 200 2,691 2,055
Changes from: June 8, 2021 Total Change is: 6,858
212 -868 5,231 1,790 67 0 -36 2,103 -135 158 -47 0 -362 507
Percent of Open Interest Represented by Each Category of Trader
0.9 31.1 18.0 51.6 0.4 0.0 18.5 42.6 1.8 3.4 1.6 0.4 5.5 4.2
Number of Traders in Each Category Total Traders: 58
. 5 . 14 . 0 22 7 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 145,334
Positions
2,971 88,208 776 60,109 6,756 991 68,092 22,735 1,056 4,661 21,649 0 6,678 3,163
Changes from: June 8, 2021 Total Change is: -14,946
1,826 8,980 -2,207 -3,990 3,279 446 4,726 -8,327 -13,781 859 -2,063 0 -2,825 -1,272
Percent of Open Interest Represented by Each Category of Trader
2.0 60.7 0.5 41.4 4.6 0.7 46.9 15.6 0.7 3.2 14.9 0.0 4.6 2.2
Number of Traders in Each Category Total Traders: 161
5 6 . 27 7 7 60 29 7 12 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 40,191
Positions
981 16,751 0 15,767 2,373 120 14,496 15,750 259 4,339 2,879 0 4,229 2,059
Changes from: June 8, 2021 Total Change is: -2,336
0 -2,431 0 430 252 0 -2,443 -326 -37 -461 263 0 175 -56
Percent of Open Interest Represented by Each Category of Trader
2.4 41.7 0.0 39.2 5.9 0.3 36.1 39.2 0.6 10.8 7.2 0.0 10.5 5.1
Number of Traders in Each Category Total Traders: 77
. . 0 14 4 . 20 14 4 10 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 38,018
Positions
3,445 14,302 0 11,768 4,063 819 15,489 13,581 502 134 1,278 20 5,841 3,453
Changes from: June 8, 2021 Total Change is: -7,905
-1,501 -3,480 -720 101 -1,653 -93 -3,080 -674 -1,869 -16 141 -35 -692 477
Percent of Open Interest Represented by Each Category of Trader
9.1 37.6 0.0 31.0 10.7 2.2 40.7 35.7 1.3 0.4 3.4 0.1 15.4 9.1
Number of Traders in Each Category Total Traders: 83
. 4 0 19 7 5 30 15 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 17,502
Positions
2,562 4,890 0 6,822 2,927 0 5,725 8,053 0 687 150 0 1,706 1,482
Changes from: June 8, 2021 Total Change is: -3,861
1,101 4,890 -4,890 507 15 -23 557 -2,544 -1,229 280 0 0 -164 -80
Percent of Open Interest Represented by Each Category of Trader
14.6 27.9 0.0 39.0 16.7 0.0 32.7 46.0 0.0 3.9 0.9 0.0 9.7 8.5
Number of Traders in Each Category Total Traders: 41
. . 0 6 4 0 17 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 59,921
Positions
14,654 20,843 3,589 11,613 1,156 2,365 11,029 7,497 3,770 739 14,330 0 12,164 6,372
Changes from: June 8, 2021 Total Change is: 6,578
475 2,998 2,759 -1,829 15 121 1,092 -1,427 1,412 2 -103 0 2,547 804
Percent of Open Interest Represented by Each Category of Trader
24.5 34.8 6.0 19.4 1.9 3.9 18.4 12.5 6.3 1.2 23.9 0.0 20.3 10.6
Number of Traders in Each Category Total Traders: 112
15 15 9 24 4 7 30 16 17 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 119,841
Positions
29,307 41,685 7,177 23,225 2,312 4,730 22,058 14,994 7,539 1,477 28,659 0 24,328 12,745
Changes from: June 8, 2021 Total Change is: 13,156
950 5,995 5,518 -3,657 29 242 2,183 -2,854 2,823 3 -206 0 5,094 1,609
Percent of Open Interest Represented by Each Category of Trader
24.5 34.8 6.0 19.4 1.9 3.9 18.4 12.5 6.3 1.2 23.9 0.0 20.3 10.6
Number of Traders in Each Category Total Traders: 112
15 15 9 24 4 7 30 16 17 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 38,752
Positions
2,911 26,948 6,625 24,030 0 746 2,150 3,330 34 0 0 0 2,256 1,069
Changes from: June 8, 2021 Total Change is: 7,696
229 0 6,428 1,377 0 -395 209 1,120 34 0 0 0 -186 509
Percent of Open Interest Represented by Each Category of Trader
7.5 69.5 17.1 62.0 0.0 1.9 5.5 8.6 0.1 0.0 0.0 0.0 5.8 2.8
Number of Traders in Each Category Total Traders: 33
4 7 4 16 0 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 785,313
Positions
40,202 166,195 93,534 273,402 81,624 65,628 51,178 76,010 136,979 19,973 69,181 5,259 99,157 90,903
Changes from: June 8, 2021 Total Change is: 63,791
-2,404 6,597 23,539 13,932 -3,032 9,885 -2,364 5,496 11,453 -256 1,703 2,323 7,683 5,827
Percent of Open Interest Represented by Each Category of Trader
5.1 21.2 11.9 34.8 10.4 8.4 6.5 9.7 17.4 2.5 8.8 0.7 12.6 11.6
Number of Traders in Each Category Total Traders: 572
38 32 49 168 87 120 76 98 109 39 34 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 58,661
Positions
16,272 12,199 450 0 0 0 23,923 4,717 8,838 1 801 0 9,176 31,656
Changes from: June 8, 2021 Total Change is: -147
-1,963 -648 21 0 0 0 658 -741 -717 -2 400 -6 1,861 1,543
Percent of Open Interest Represented by Each Category of Trader
27.7 20.8 0.8 0.0 0.0 0.0 40.8 8.0 15.1 0.0 1.4 0.0 15.6 54.0
Number of Traders in Each Category Total Traders: 28
5 4 . 0 0 0 9 8 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 37,581
Positions
3,107 23,303 10,210 17,958 1,819 0 4,177 0 396 0 0 0 1,733 1,853
Changes from: June 8, 2021 Total Change is: 13,265
-32 2,788 10,210 2,345 0 0 130 -886 396 0 0 0 216 757
Percent of Open Interest Represented by Each Category of Trader
8.3 62.0 27.2 47.8 4.8 0.0 11.1 0.0 1.1 0.0 0.0 0.0 4.6 4.9
Number of Traders in Each Category Total Traders: 23
4 9 4 5 . 0 . 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 45,052
Positions
15,208 31,992 8,828 12,450 0 595 2,766 1,949 669 0 0 0 4,536 1,019
Changes from: June 8, 2021 Total Change is: 10,689
716 806 8,758 -113 0 595 -817 -52 493 0 0 0 1,057 89
Percent of Open Interest Represented by Each Category of Trader
33.8 71.0 19.6 27.6 0.0 1.3 6.1 4.3 1.5 0.0 0.0 0.0 10.1 2.3
Number of Traders in Each Category Total Traders: 35
6 8 4 12 0 . 5 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,633,262
Positions
209,274 859,610 375,793 1,367,010 408,118 328,142 261,629 481,817 515,352 99,857 341,900 26,296 449,909 296,234
Changes from: June 8, 2021 Total Change is: 319,691
-19,028 19,401 134,412 69,661 -15,158 49,423 -22,573 23,721 68,313 -1,286 6,498 11,660 29,109 21,421
Percent of Open Interest Represented by Each Category of Trader
5.8 23.7 10.3 37.6 11.2 9.0 7.2 13.3 14.2 2.7 9.4 0.7 12.4 8.2
Number of Traders in Each Category Total Traders: 569
39 31 48 168 87 120 75 96 106 39 34 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 61,435
Positions
3,580 48,948 8,042 40,688 337 126 3,073 1,160 1,296 0 0 0 4,630 1,526
Changes from: June 8, 2021 Total Change is: 8,824
7 -1,257 7,805 -1,093 9 -9 878 0 1,296 0 0 0 -60 980
Percent of Open Interest Represented by Each Category of Trader
5.8 79.7 13.1 66.2 0.5 0.2 5.0 1.9 2.1 0.0 0.0 0.0 7.5 2.5
Number of Traders in Each Category Total Traders: 42
5 7 5 20 . . 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 19,357
Positions
3,425 14,909 2,793 9,382 446 0 0 327 200 0 0 0 3,557 682
Changes from: June 8, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
17.7 77.0 14.4 48.5 2.3 0.0 0.0 1.7 1.0 0.0 0.0 0.0 18.4 3.5
Number of Traders in Each Category Total Traders: 21
. 9 5 5 . 0 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 21,016
Positions
2,661 18,563 1,465 12,030 38 313 1,174 0 0 0 0 0 3,373 637
Changes from: June 8, 2021 Total Change is: 1,110
-30 -146 1,465 -325 0 0 -523 0 0 0 0 0 523 -209
Percent of Open Interest Represented by Each Category of Trader
12.7 88.3 7.0 57.2 0.2 1.5 5.6 0.0 0.0 0.0 0.0 0.0 16.0 3.0
Number of Traders in Each Category Total Traders: 22
. 7 . 7 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Materials Index price)
CFTC Code #13874H Open Interest is 16,144
Positions
1,805 10,578 3,224 7,604 0 131 1,615 249 0 0 0 0 1,765 1,962
Changes from: June 8, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.2 65.5 20.0 47.1 0.0 0.8 10.0 1.5 0.0 0.0 0.0 0.0 10.9 12.2
Number of Traders in Each Category Total Traders: 21
. 8 . 6 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 16,515
Positions
4,962 9,165 1,180 5,251 1,879 368 599 1,216 0 0 0 0 4,155 2,707
Changes from: June 8, 2021 Total Change is: 3,502
0 -312 1,178 371 4 0 274 663 0 0 0 0 1,679 1,969
Percent of Open Interest Represented by Each Category of Trader
30.0 55.5 7.1 31.8 11.4 2.2 3.6 7.4 0.0 0.0 0.0 0.0 25.2 16.4
Number of Traders in Each Category Total Traders: 24
5 8 5 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 234,876
Positions
23,933 3,310 0 21,958 1,619 75 116,951 125,760 27,214 5,393 1,101 50 39,303 75,747
Changes from: June 8, 2021 Total Change is: 34,494
6,091 171 0 -269 416 -53 4,985 4,116 22,473 -285 1,101 50 1,502 6,219
Percent of Open Interest Represented by Each Category of Trader
10.2 1.4 0.0 9.3 0.7 0.0 49.8 53.5 11.6 2.3 0.5 0.0 16.7 32.2
Number of Traders in Each Category Total Traders: 20
. . 0 4 . . . 8 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 53,396
Positions
4,589 15,253 6,616 27,028 20,745 3,156 3,029 2,812 101 0 0 0 8,877 4,713
Changes from: June 8, 2021 Total Change is: 9,171
-38 840 6,371 1,806 35 816 19 935 21 0 0 0 176 153
Percent of Open Interest Represented by Each Category of Trader
8.6 28.6 12.4 50.6 38.9 5.9 5.7 5.3 0.2 0.0 0.0 0.0 16.6 8.8
Number of Traders in Each Category Total Traders: 72
6 9 7 27 15 12 10 5 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 64,382
Positions
13,890 7,023 4,900 11,740 11,120 2,067 13,381 16,421 8,205 1,375 3,288 342 8,482 11,016
Changes from: June 8, 2021 Total Change is: 10,782
-510 620 4,021 681 727 937 2,894 1,059 2,481 -242 -86 123 396 901
Percent of Open Interest Represented by Each Category of Trader
21.6 10.9 7.6 18.2 17.3 3.2 20.8 25.5 12.7 2.1 5.1 0.5 13.2 17.1
Number of Traders in Each Category Total Traders: 322
29 23 27 55 49 39 44 74 54 18 30 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 321,912
Positions
69,449 35,116 24,500 58,701 55,598 10,336 66,904 82,105 41,027 6,875 16,439 1,709 42,410 55,081
Changes from: June 8, 2021 Total Change is: 53,908
-2,550 3,098 20,103 3,407 3,634 4,684 14,472 5,295 12,405 -1,212 -431 617 1,982 4,504
Percent of Open Interest Represented by Each Category of Trader
21.6 10.9 7.6 18.2 17.3 3.2 20.8 25.5 12.7 2.1 5.1 0.5 13.2 17.1
Number of Traders in Each Category Total Traders: 322
29 23 27 55 49 39 44 74 54 18 30 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 163,538
Positions
0 27,409 122 328 0 0 77,157 97,408 8,278 650 4,271 959 76,044 25,091
Changes from: June 8, 2021 Total Change is: 5,494
0 -691 122 -5 0 0 2,916 -2,112 2,376 100 3,318 692 -706 1,790
Percent of Open Interest Represented by Each Category of Trader
0.0 16.8 0.1 0.2 0.0 0.0 47.2 59.6 5.1 0.4 2.6 0.6 46.5 15.3
Number of Traders in Each Category Total Traders: 28
0 . . . 0 0 8 6 9 . 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 505,299
Positions
113,749 83,466 45,464 216,159 150,704 42,006 39,049 94,463 13,041 5,622 51,539 526 29,683 24,089
Changes from: June 8, 2021 Total Change is: 32,577
-5,926 -9,969 41,455 -8,892 -3,794 6,426 -931 -2,929 -1,281 -240 380 284 1,682 2,004
Percent of Open Interest Represented by Each Category of Trader
22.5 16.5 9.0 42.8 29.8 8.3 7.7 18.7 2.6 1.1 10.2 0.1 5.9 4.8
Number of Traders in Each Category Total Traders: 325
27 16 21 95 46 50 41 66 38 10 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 42,419
Positions
6,974 34,622 6,055 24,103 482 0 2,618 437 0 0 0 0 2,669 823
Changes from: June 8, 2021 Total Change is: 6,400
15 -182 6,055 105 -5 0 0 0 0 0 0 0 225 532
Percent of Open Interest Represented by Each Category of Trader
16.4 81.6 14.3 56.8 1.1 0.0 6.2 1.0 0.0 0.0 0.0 0.0 6.3 1.9
Number of Traders in Each Category Total Traders: 31
. 10 4 14 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 15,728
Positions
0 2,911 0 10,379 0 12 431 5,161 0 1,119 2,241 0 3,787 5,403
Changes from: June 8, 2021 Total Change is: -5,718
0 -3,691 0 191 0 0 -5 -5 -1,326 3 294 -1,084 -3,497 94
Percent of Open Interest Represented by Each Category of Trader
0.0 18.5 0.0 66.0 0.0 0.1 2.7 32.8 0.0 7.1 14.2 0.0 24.1 34.4
Number of Traders in Each Category Total Traders: 22
0 . 0 11 0 . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 43,055
Positions
6,037 2,875 325 11,051 3,137 485 15,324 6,161 4 2,025 2,269 0 7,804 27,799
Changes from: June 8, 2021 Total Change is: -5,037
-3,176 -4,291 -1,224 1,062 98 69 2,365 2,952 -1,493 -2,344 558 -607 311 -1,099
Percent of Open Interest Represented by Each Category of Trader
14.0 6.7 0.8 25.7 7.3 1.1 35.6 14.3 0.0 4.7 5.3 0.0 18.1 64.6
Number of Traders in Each Category Total Traders: 45
5 5 . 12 . 4 10 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 458,949
Positions
25,510 238,531 68,011 267,316 63,997 58,042 17,501 13,639 4,613 6,454 8,768 49 11,453 3,299
Changes from: June 8, 2021 Total Change is: 65,423
-545 -3,574 60,530 6,104 -6,408 -2,747 -2,831 9,135 3,685 21 6,057 0 1,206 -1,255
Percent of Open Interest Represented by Each Category of Trader
5.6 52.0 14.8 58.2 13.9 12.6 3.8 3.0 1.0 1.4 1.9 0.0 2.5 0.7
Number of Traders in Each Category Total Traders: 186
11 18 17 78 33 45 21 14 15 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 1,349,341
Positions
103,869 564,498 195,270 670,727 268,438 122,323 92,222 40,008 17,551 38,682 59,075 13,280 95,417 68,898
Changes from: June 8, 2021 Total Change is: 263,133
1,982 -6,983 184,090 -26,696 23,209 16,929 9,051 -12,166 12,295 1,578 -10,820 4,679 59,225 51,900
Percent of Open Interest Represented by Each Category of Trader
7.7 41.8 14.5 49.7 19.9 9.1 6.8 3.0 1.3 2.9 4.4 1.0 7.1 5.1
Number of Traders in Each Category Total Traders: 414
29 22 23 167 66 89 63 24 31 29 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 207,826
Positions
38,933 161,664 27,432 15,826 6,897 2,781 113,015 426 8,411 621 137 0 807 78
Changes from: June 8, 2021 Total Change is: 5,348
4,388 4,889 298 70 150 0 536 0 0 -410 0 0 466 11
Percent of Open Interest Represented by Each Category of Trader
18.7 77.8 13.2 7.6 3.3 1.3 54.4 0.2 4.0 0.3 0.1 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 84
10 19 16 13 . . 30 . . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 1,380,774
Positions
6,468 123,394 31,193 599,881 314,351 273,753 55,168 245,428 117,594 103,409 42,361 12,514 180,794 220,187
Changes from: June 8, 2021 Total Change is: 33,520
-1,174 12,154 7,725 -24,440 -10,958 14,684 6,856 3,681 18,357 1,275 -9,855 4,867 5,369 -7,135
Percent of Open Interest Represented by Each Category of Trader
0.5 8.9 2.3 43.4 22.8 19.8 4.0 17.8 8.5 7.5 3.1 0.9 13.1 15.9
Number of Traders in Each Category Total Traders: 206
9 20 22 60 39 57 15 45 43 12 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 1,216,352
Positions
20,249 106,230 1,246 697,488 301,443 205,497 69,631 411,503 14,269 65,896 22,160 0 142,076 154,004
Changes from: June 8, 2021 Total Change is: 13,423
1,315 1,171 820 2,489 -16,574 7,256 1,610 44,171 -5,063 -2,310 -523 0 7,306 -17,835
Percent of Open Interest Represented by Each Category of Trader
1.7 8.7 0.1 57.3 24.8 16.9 5.7 33.8 1.2 5.4 1.8 0.0 11.7 12.7
Number of Traders in Each Category Total Traders: 158
. 12 . 66 31 57 6 29 13 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 2,126,352
Positions
79,406 124,059 23,139 939,608 435,439 288,035 422,163 995,489 60,448 151,405 78,820 1,214 160,934 119,709
Changes from: June 8, 2021 Total Change is: -7,624
-4,738 -9,303 580 -1,043 -13,208 -2,016 -5,961 -13,952 8,920 -4,925 16,592 -1 1,561 4,764
Percent of Open Interest Represented by Each Category of Trader
3.7 5.8 1.1 44.2 20.5 13.5 19.9 46.8 2.8 7.1 3.7 0.1 7.6 5.6
Number of Traders in Each Category Total Traders: 317
15 29 10 106 30 72 50 50 31 24 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 5,254,398
Positions
164,994 260,885 139,959 1,583,674 1,649,383 856,474 1,228,669 738,924 611,596 229,320 300,450 103,024 336,688 593,703
Changes from: June 8, 2021 Total Change is: 131,402
18,933 -11,655 39,099 -1,088 30,799 16,815 -75,246 25,693 66,137 32,258 -44,681 25,886 8,609 -16,691
Percent of Open Interest Represented by Each Category of Trader
3.1 5.0 2.7 30.1 31.4 16.3 23.4 14.1 11.6 4.4 5.7 2.0 6.4 11.3
Number of Traders in Each Category Total Traders: 476
23 42 45 79 114 112 64 98 99 24 32 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 1,556,218
Positions
105,563 23,674 5,922 492,791 654,591 172,385 572,412 310,083 25,560 69,598 93,767 705 111,282 269,531
Changes from: June 8, 2021 Total Change is: -98,166
-9,557 -2,978 2,394 -565 1,036 -1,181 -68,842 -33,441 -29,373 16,097 -33,688 -43 -7,096 -892
Percent of Open Interest Represented by Each Category of Trader
6.8 1.5 0.4 31.7 42.1 11.1 36.8 19.9 1.6 4.5 6.0 0.0 7.2 17.3
Number of Traders in Each Category Total Traders: 159
9 6 5 20 63 49 28 16 15 4 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 3,849,633
Positions
58,374 150,554 50,646 1,783,873 1,109,762 660,258 396,472 935,021 304,821 263,904 229,136 15,439 315,846 393,995
Changes from: June 8, 2021 Total Change is: 87,086
-11,887 -6,158 -1,382 -847 -3,639 39,412 14,284 39,432 22,077 30,393 213 3,290 -8,255 -6,160
Percent of Open Interest Represented by Each Category of Trader
1.5 3.9 1.3 46.3 28.8 17.2 10.3 24.3 7.9 6.9 6.0 0.4 8.2 10.2
Number of Traders in Each Category Total Traders: 332
14 30 18 79 64 82 39 72 55 11 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 1,048,854
Positions
416,852 170,287 259,930 13,500 5,202 6,978 74,450 314,517 250,812 601 6,886 2,473 23,258 31,769
Changes from: June 8, 2021 Total Change is: -4,067
-53,939 10,172 21,030 0 -43 11 6,584 -57,173 18,322 1 750 1,273 2,651 1,591
Percent of Open Interest Represented by Each Category of Trader
39.7 16.2 24.8 1.3 0.5 0.7 7.1 30.0 23.9 0.1 0.7 0.2 2.2 3.0
Number of Traders in Each Category Total Traders: 102
22 27 43 . . 5 19 21 32 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 is21,712,758
Positions
2,889,910 1,518,672 3,024,823 604,781 1,291,184 1,516,802 1,263,307 1,426,223 11,444,628 37,281 409,373 217,491 713,736 863,563
Changes from: June 8, 2021 Total Change is:-3,653,449
-330,373 -174,831 -350,368 16,374 94,684 -412,735 92,510 -260,319 -2,522,804 -23,466 88,401 -106,665 -15,922 -8,811
Percent of Open Interest Represented by Each Category of Trader
13.3 7.0 13.9 2.8 5.9 7.0 5.8 6.6 52.7 0.2 1.9 1.0 3.3 4.0
Number of Traders in Each Category Total Traders: 306
36 37 69 22 20 34 49 93 113 7 34 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 600,100
Positions
106,391 148,237 192,372 15,085 8,645 3,637 141,863 104,820 133,214 2,678 4,245 4,789 71 141
Changes from: June 8, 2021 Total Change is: 23,218
17,422 7,552 12,275 49 0 35 -2,284 8,438 -3,194 -12 -819 -1,053 -21 -15
Percent of Open Interest Represented by Each Category of Trader
17.7 24.7 32.1 2.5 1.4 0.6 23.6 17.5 22.2 0.4 0.7 0.8 0.0 0.0
Number of Traders in Each Category Total Traders: 115
19 25 26 . 4 . 18 29 35 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 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 215,289
Positions
29,305 72,791 29,056 5,112 8,886 2,256 90,224 48,998 51,173 6,339 253 1,770 54 106
Changes from: June 8, 2021 Total Change is: 24,045
7,880 4,447 2,835 39 -87 0 1,622 8,157 8,678 3,000 -14 -15 6 44
Percent of Open Interest Represented by Each Category of Trader
13.6 33.8 13.5 2.4 4.1 1.0 41.9 22.8 23.8 2.9 0.1 0.8 0.0 0.0
Number of Traders in Each Category Total Traders: 90
11 22 12 . 5 . 20 23 28 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 81,688
Positions
1,050 20,070 0 1,469 2,169 0 1,428 40,592 18,279 59,428 500 0 34 78
Changes from: June 8, 2021 Total Change is: -83,555
0 -33,778 -1 0 25 0 -186 19,706 -69,477 -13,890 -40 0 -1 10
Percent of Open Interest Represented by Each Category of Trader
1.3 24.6 0.0 1.8 2.7 0.0 1.7 49.7 22.4 72.7 0.6 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 26
. 7 0 . 4 0 . 6 . 5 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 7,823
Positions
227 153 50 521 629 5 2,610 5,093 658 1,605 245 187 1,961 803
Changes from: June 8, 2021 Total Change is: -125
-8 -28 10 115 -110 -36 74 111 82 -311 -52 -10 -42 -92
Percent of Open Interest Represented by Each Category of Trader
2.9 2.0 0.6 6.7 8.0 0.1 33.4 65.1 8.4 20.5 3.1 2.4 25.1 10.3
Number of Traders in Each Category Total Traders: 77
. . . 5 . . 25 24 15 11 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 18,230
Positions
0 561 0 210 0 0 1,993 5,699 8,052 2,813 1,925 789 4,373 1,204
Changes from: June 8, 2021 Total Change is: -2,914
0 -380 0 0 0 0 -3,899 -3,311 1,527 249 -1,069 143 -934 176
Percent of Open Interest Represented by Each Category of Trader
0.0 3.1 0.0 1.2 0.0 0.0 10.9 31.3 44.2 15.4 10.6 4.3 24.0 6.6
Number of Traders in Each Category Total Traders: 88
0 . 0 . 0 0 10 8 6 54 13 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,470
Positions
27 63 0 0 75 0 1,448 2,720 42 612 31 113 1,228 426
Changes from: June 8, 2021 Total Change is: -57
0 -4 0 -43 -5 -7 102 58 -17 -99 -67 -32 39 17
Percent of Open Interest Represented by Each Category of Trader
0.8 1.8 0.0 0.0 2.2 0.0 41.7 78.4 1.2 17.6 0.9 3.3 35.4 12.3
Number of Traders in Each Category Total Traders: 42
. . 0 0 . 0 16 13 4 7 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 37,482
Positions
2,301 3,614 1 10,940 11,032 981 9,499 17,294 1,225 5,925 519 27 6,584 2,790
Changes from: June 8, 2021 Total Change is: -12,121
-286 -6,558 0 586 381 -94 -10,185 -1,911 -1,971 1,358 -751 -417 -1,111 -799
Percent of Open Interest Represented by Each Category of Trader
6.1 9.6 0.0 29.2 29.4 2.6 25.3 46.1 3.3 15.8 1.4 0.1 17.6 7.4
Number of Traders in Each Category Total Traders: 107
4 . . 7 10 . 21 23 7 32 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 356,803
Positions
56,870 22,024 14,096 108,952 89,354 34,710 40,672 95,114 62,304 6,810 2,933 10,821 21,568 25,447
Changes from: June 8, 2021 Total Change is: 4,287
-1,102 6,179 476 4,988 471 3,693 -3,140 -1,447 -4,256 447 114 2,402 779 -3,345
Percent of Open Interest Represented by Each Category of Trader
15.9 6.2 4.0 30.5 25.0 9.7 11.4 26.7 17.5 1.9 0.8 3.0 6.0 7.1
Number of Traders in Each Category Total Traders: 175
14 10 17 15 34 23 29 50 52 7 8 11
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Traders in Financial Futures - Options and Futures Combined Positions as of June 15, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 54,346
Positions
4,313 10,659 1,187 37,121 1,203 0 1,414 34,168 6,999 1,462 0 2 1,848 128
Changes from: June 8, 2021 Total Change is: 8,551
-2,006 2,100 1,147 -29 -18 0 816 -1,698 6,999 205 0 1 1,418 20
Percent of Open Interest Represented by Each Category of Trader
7.9 19.6 2.2 68.3 2.2 0.0 2.6 62.9 12.9 2.7 0.0 0.0 3.4 0.2
Number of Traders in Each Category Total Traders: 57
4 5 . 15 . 0 6 7 4 17 0 .
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Updated June 21, 2021