Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 199,739
Positions
26,513 87,555 8,145 44,209 31,240 6,187 39,997 25,022 18,091 17,171 1,288 75 39,349 22,135
Changes from: July 20, 2021 Total Change is: -19,474
-3,098 -4,794 208 1,732 -2,348 -935 -13,141 -4,960 -2,632 -1,614 -760 -127 132 -3,126
Percent of Open Interest Represented by Each Category of Trader
13.3 43.8 4.1 22.1 15.6 3.1 20.0 12.5 9.1 8.6 0.6 0.0 19.7 11.1
Number of Traders in Each Category Total Traders: 106
8 6 6 20 15 15 22 19 16 15 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 47,594
Positions
11,833 5,771 904 2,171 12,662 1,957 19,420 4,625 1,807 475 642 0 9,027 19,226
Changes from: July 20, 2021 Total Change is: 39
-1,274 18 121 -453 -35 429 -64 428 -24 475 0 0 829 -898
Percent of Open Interest Represented by Each Category of Trader
24.9 12.1 1.9 4.6 26.6 4.1 40.8 9.7 3.8 1.0 1.3 0.0 19.0 40.4
Number of Traders in Each Category Total Traders: 48
6 . . . 14 7 12 8 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 209,896
Positions
64,358 50,739 6,797 36,524 58,807 6,099 41,061 32,772 18,309 8,022 5,287 879 27,847 30,206
Changes from: July 20, 2021 Total Change is: -2,654
-1,455 2,024 -703 -591 -2,830 -2,039 1,263 2,019 -506 3,589 -937 352 -2,564 -34
Percent of Open Interest Represented by Each Category of Trader
30.7 24.2 3.2 17.4 28.0 2.9 19.6 15.6 8.7 3.8 2.5 0.4 13.3 14.4
Number of Traders in Each Category Total Traders: 121
6 9 8 16 30 15 25 24 18 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 215,154
Positions
96,898 2,272 3,191 43,135 84,158 6,399 31,009 70,006 13,273 1,570 599 37 19,642 35,220
Changes from: July 20, 2021 Total Change is: 4,455
5,725 -2,890 457 -1,759 9,777 -748 -485 -3,731 857 198 -3 -3 214 739
Percent of Open Interest Represented by Each Category of Trader
45.0 1.1 1.5 20.0 39.1 3.0 14.4 32.5 6.2 0.7 0.3 0.0 9.1 16.4
Number of Traders in Each Category Total Traders: 134
12 4 7 19 29 16 24 36 21 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 737,069
Positions
46,868 382,239 17,180 404,043 114,075 32,023 53,372 83,866 39,587 41,436 6,414 6,404 96,155 55,281
Changes from: July 20, 2021 Total Change is: -7,219
1,334 -11,389 -1,315 -11,206 4,673 1,686 -2,966 23 962 -122 -152 901 3,507 -2,607
Percent of Open Interest Represented by Each Category of Trader
6.4 51.9 2.3 54.8 15.5 4.3 7.2 11.4 5.4 5.6 0.9 0.9 13.0 7.5
Number of Traders in Each Category Total Traders: 319
17 14 13 112 39 54 41 47 31 34 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 29,780
Positions
0 9,613 0 12,114 5,025 2,551 473 4,421 1,196 800 0 0 12,646 6,974
Changes from: July 20, 2021 Total Change is: -455
0 5 0 139 228 -268 -6 -123 0 0 0 0 -320 -297
Percent of Open Interest Represented by Each Category of Trader
0.0 32.3 0.0 40.7 16.9 8.6 1.6 14.8 4.0 2.7 0.0 0.0 42.5 23.4
Number of Traders in Each Category Total Traders: 24
0 . 0 12 5 7 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 27,959
Positions
1,006 1,189 0 5,816 19,188 1,685 12,036 1,545 0 0 975 0 7,416 3,377
Changes from: July 20, 2021 Total Change is: 2,816
559 -4 0 -140 3,187 -469 4,291 0 0 0 0 0 -1,425 102
Percent of Open Interest Represented by Each Category of Trader
3.6 4.3 0.0 20.8 68.6 6.0 43.0 5.5 0.0 0.0 3.5 0.0 26.5 12.1
Number of Traders in Each Category Total Traders: 29
. . 0 6 11 5 6 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 178,939
Positions
48,140 10,147 1,006 41,801 95,241 5,027 51,847 26,739 6,522 5,428 3,064 0 19,168 31,193
Changes from: July 20, 2021 Total Change is: 4,140
2,596 -1,261 -110 1,778 2,951 246 640 -890 787 -10 918 0 -1,787 1,499
Percent of Open Interest Represented by Each Category of Trader
26.9 5.7 0.6 23.4 53.2 2.8 29.0 14.9 3.6 3.0 1.7 0.0 10.7 17.4
Number of Traders in Each Category Total Traders: 99
10 5 6 15 17 11 22 23 13 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 51,749
Positions
382 22,408 0 37,766 100 26 8,923 27,084 41 1,958 903 0 2,653 1,187
Changes from: July 20, 2021 Total Change is: 4,086
-20 76 0 2,744 100 0 1,006 4,369 41 490 -142 -17 -158 -341
Percent of Open Interest Represented by Each Category of Trader
0.7 43.3 0.0 73.0 0.2 0.1 17.2 52.3 0.1 3.8 1.7 0.0 5.1 2.3
Number of Traders in Each Category Total Traders: 48
. 5 0 11 . . 16 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 150,523
Positions
4,729 93,756 506 68,609 7,632 2,114 58,307 18,396 4,787 4,899 20,037 0 6,572 3,295
Changes from: July 20, 2021 Total Change is: 3,947
-1,074 5,498 0 2,354 -248 1,351 -314 -2,725 1,768 166 -1,529 0 -303 -167
Percent of Open Interest Represented by Each Category of Trader
3.1 62.3 0.3 45.6 5.1 1.4 38.7 12.2 3.2 3.3 13.3 0.0 4.4 2.2
Number of Traders in Each Category Total Traders: 149
4 10 . 23 6 5 54 28 19 12 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 43,560
Positions
845 17,480 3,716 16,609 1,519 33 12,287 15,593 1,505 4,894 1,984 18 3,653 1,712
Changes from: July 20, 2021 Total Change is: 3,753
-119 0 3,716 -227 0 33 595 675 -791 409 -46 0 137 166
Percent of Open Interest Represented by Each Category of Trader
1.9 40.1 8.5 38.1 3.5 0.1 28.2 35.8 3.5 11.2 4.6 0.0 8.4 3.9
Number of Traders in Each Category Total Traders: 64
. . . 10 . . 18 14 5 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 44,160
Positions
11,271 14,318 39 5,707 12,041 830 21,204 11,686 517 624 540 22 3,946 4,167
Changes from: July 20, 2021 Total Change is: 353
-96 497 5 2,408 336 -220 -1,383 752 -385 226 -58 2 -205 -576
Percent of Open Interest Represented by Each Category of Trader
25.5 32.4 0.1 12.9 27.3 1.9 48.0 26.5 1.2 1.4 1.2 0.0 8.9 9.4
Number of Traders in Each Category Total Traders: 98
9 . . 13 17 6 33 16 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 18,324
Positions
3,089 4,886 0 4,563 3,135 0 8,664 8,364 1 623 379 0 1,384 1,559
Changes from: July 20, 2021 Total Change is: 1,057
175 10 0 -1,141 238 0 1,925 545 0 0 209 0 98 55
Percent of Open Interest Represented by Each Category of Trader
16.9 26.7 0.0 24.9 17.1 0.0 47.3 45.6 0.0 3.4 2.1 0.0 7.6 8.5
Number of Traders in Each Category Total Traders: 41
. . 0 5 4 0 11 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 51,390
Positions
13,597 20,116 514 16,950 1,606 268 9,679 6,471 869 616 15,255 0 8,898 6,293
Changes from: July 20, 2021 Total Change is: -73
-539 848 -171 3,588 -294 -582 -2,792 832 -295 0 -711 0 719 301
Percent of Open Interest Represented by Each Category of Trader
26.5 39.1 1.0 33.0 3.1 0.5 18.8 12.6 1.7 1.2 29.7 0.0 17.3 12.2
Number of Traders in Each Category Total Traders: 103
11 17 . 26 6 6 27 9 5 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 102,780
Positions
27,193 40,231 1,028 33,900 3,211 535 19,359 12,941 1,738 1,232 30,510 0 17,796 12,586
Changes from: July 20, 2021 Total Change is: -145
-1,078 1,696 -342 7,175 -588 -1,164 -5,583 1,664 -591 0 -1,422 0 1,438 602
Percent of Open Interest Represented by Each Category of Trader
26.5 39.1 1.0 33.0 3.1 0.5 18.8 12.6 1.7 1.2 29.7 0.0 17.3 12.2
Number of Traders in Each Category Total Traders: 103
11 17 . 26 6 6 27 9 5 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 45,393
Positions
1,991 41,446 0 37,259 0 1,360 1,899 2,369 0 0 0 0 2,884 218
Changes from: July 20, 2021 Total Change is: -682
-27 -87 0 -1,208 0 7 386 -517 0 0 0 0 160 -85
Percent of Open Interest Represented by Each Category of Trader
4.4 91.3 0.0 82.1 0.0 3.0 4.2 5.2 0.0 0.0 0.0 0.0 6.4 0.5
Number of Traders in Each Category Total Traders: 35
4 8 0 18 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 688,265
Positions
35,767 150,725 55,623 264,110 79,996 55,614 38,762 74,995 126,311 29,406 64,158 3,490 79,183 77,353
Changes from: July 20, 2021 Total Change is: 13,911
-3,379 -5,389 6,635 -6,483 -2,808 -1,885 -2,115 1,538 10,340 4,824 1,034 57 5,917 4,389
Percent of Open Interest Represented by Each Category of Trader
5.2 21.9 8.1 38.4 11.6 8.1 5.6 10.9 18.4 4.3 9.3 0.5 11.5 11.2
Number of Traders in Each Category Total Traders: 544
32 32 42 165 77 111 74 93 100 43 28 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 40,617
Positions
8,467 3,390 127 1,000 0 0 14,271 11,821 7,043 0 0 0 9,708 18,235
Changes from: July 20, 2021 Total Change is: 8,666
3,937 2,190 -112 1,000 0 0 4,411 2,910 -283 -300 0 0 13 3,961
Percent of Open Interest Represented by Each Category of Trader
20.8 8.3 0.3 2.5 0.0 0.0 35.1 29.1 17.3 0.0 0.0 0.0 23.9 44.9
Number of Traders in Each Category Total Traders: 26
4 . . . 0 0 4 12 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 21,574
Positions
6,697 17,593 3 10,984 2,034 0 1,989 1,259 0 0 0 0 1,901 685
Changes from: July 20, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
31.0 81.5 0.0 50.9 9.4 0.0 9.2 5.8 0.0 0.0 0.0 0.0 8.8 3.2
Number of Traders in Each Category Total Traders: 23
4 7 . 5 . 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 22,177
Positions
10,397 17,448 0 8,166 1,425 145 537 2,143 0 0 0 0 2,932 1,016
Changes from: July 20, 2021 Total Change is: -48
381 261 0 -466 367 0 0 -403 0 0 0 0 37 -273
Percent of Open Interest Represented by Each Category of Trader
46.9 78.7 0.0 36.8 6.4 0.7 2.4 9.7 0.0 0.0 0.0 0.0 13.2 4.6
Number of Traders in Each Category Total Traders: 31
6 7 0 10 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 3,238,238
Positions
183,709 783,888 230,266 1,315,549 399,980 278,069 229,095 422,507 489,701 147,030 320,789 17,448 347,372 295,591
Changes from: July 20, 2021 Total Change is: 26,223
-12,019 -13,335 9,176 -37,415 -14,039 -9,424 1,201 26,969 19,280 25,620 5,171 287 29,517 2,137
Percent of Open Interest Represented by Each Category of Trader
5.7 24.2 7.1 40.6 12.4 8.6 7.1 13.0 15.1 4.5 9.9 0.5 10.7 9.1
Number of Traders in Each Category Total Traders: 541
33 31 40 165 77 111 75 89 97 43 28 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 29,218
Positions
10,036 27,443 13 15,009 498 20 845 682 6 0 0 0 3,289 556
Changes from: July 20, 2021 Total Change is: -2,150
144 -2,086 1 -1,981 0 -110 -284 0 0 0 0 0 80 45
Percent of Open Interest Represented by Each Category of Trader
34.3 93.9 0.0 51.4 1.7 0.1 2.9 2.3 0.0 0.0 0.0 0.0 11.3 1.9
Number of Traders in Each Category Total Traders: 37
7 7 . 18 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 16,913
Positions
2,557 13,298 1 10,704 0 394 1,042 2,771 0 0 0 0 2,215 449
Changes from: July 20, 2021 Total Change is: 4,594
744 4,595 0 3,576 0 -1 0 378 0 0 0 0 275 -378
Percent of Open Interest Represented by Each Category of Trader
15.1 78.6 0.0 63.3 0.0 2.3 6.2 16.4 0.0 0.0 0.0 0.0 13.1 2.7
Number of Traders in Each Category Total Traders: 24
4 9 . 7 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 43,811
Positions
3,969 13,782 142 25,655 21,263 2,272 3,266 2,746 166 0 0 0 8,341 3,440
Changes from: July 20, 2021 Total Change is: -1,295
-146 167 2 -410 -321 -27 -684 177 -77 -203 -649 0 250 -567
Percent of Open Interest Represented by Each Category of Trader
9.1 31.5 0.3 58.6 48.5 5.2 7.5 6.3 0.4 0.0 0.0 0.0 19.0 7.9
Number of Traders in Each Category Total Traders: 70
. 7 . 29 17 10 8 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 467,076
Positions
119,930 37,510 4,498 206,521 182,692 36,813 48,204 118,444 13,158 6,272 47,511 1,279 30,401 25,171
Changes from: July 20, 2021 Total Change is: 4,520
6,165 -2,286 -19 5,761 -532 -2,647 -7,622 13,273 -587 2,371 -6,212 1,026 73 2,504
Percent of Open Interest Represented by Each Category of Trader
25.7 8.0 1.0 44.2 39.1 7.9 10.3 25.4 2.8 1.3 10.2 0.3 6.5 5.4
Number of Traders in Each Category Total Traders: 329
30 9 . 88 57 53 37 76 31 13 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 32,648
Positions
5,895 31,065 0 23,419 482 0 1,829 642 5 0 0 0 1,500 454
Changes from: July 20, 2021 Total Change is: 0
0 0 0 6 0 0 -5 -2 0 0 0 0 -1 2
Percent of Open Interest Represented by Each Category of Trader
18.1 95.2 0.0 71.7 1.5 0.0 5.6 2.0 0.0 0.0 0.0 0.0 4.6 1.4
Number of Traders in Each Category Total Traders: 30
. 8 0 14 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 15,710
Positions
275 1,894 0 9,629 0 4 804 4,864 0 1,118 2,980 0 3,880 5,968
Changes from: July 20, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.8 12.1 0.0 61.3 0.0 0.0 5.1 31.0 0.0 7.1 19.0 0.0 24.7 38.0
Number of Traders in Each Category Total Traders: 20
. . 0 9 0 . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 47,887
Positions
8,631 5,701 593 8,581 4,230 288 19,181 5,467 63 4,391 0 0 6,159 31,545
Changes from: July 20, 2021 Total Change is: 2,536
647 2,499 -44 479 -2,113 -322 196 2,183 22 1,380 0 0 178 311
Percent of Open Interest Represented by Each Category of Trader
18.0 11.9 1.2 17.9 8.8 0.6 40.1 11.4 0.1 9.2 0.0 0.0 12.9 65.9
Number of Traders in Each Category Total Traders: 58
8 7 . 10 5 5 17 6 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 433,666
Positions
42,026 271,244 10,105 295,966 74,670 52,033 14,306 11,844 687 8,323 2,739 0 10,220 10,344
Changes from: July 20, 2021 Total Change is: 244
-2,454 -248 0 12,112 -1,490 -2,783 -7,270 1,064 -119 1,223 -494 0 -465 4,314
Percent of Open Interest Represented by Each Category of Trader
9.7 62.5 2.3 68.2 17.2 12.0 3.3 2.7 0.2 1.9 0.6 0.0 2.4 2.4
Number of Traders in Each Category Total Traders: 189
13 13 7 80 39 40 22 14 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 1,069,489
Positions
95,254 471,377 5,727 680,439 325,746 125,682 83,583 67,538 6,109 40,211 50,258 1,045 31,439 16,007
Changes from: July 20, 2021 Total Change is: 18,969
4,306 -8,314 1,644 10,193 -7,231 12,836 -9,467 19,909 -1,289 606 -1,534 -556 696 3,504
Percent of Open Interest Represented by Each Category of Trader
8.9 44.1 0.5 63.6 30.5 11.8 7.8 6.3 0.6 3.8 4.7 0.1 2.9 1.5
Number of Traders in Each Category Total Traders: 418
29 19 9 165 77 84 54 32 23 28 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 225,009
Positions
35,739 165,083 38,107 17,408 7,097 3,091 118,303 406 10,937 1,104 177 0 320 111
Changes from: July 20, 2021 Total Change is: -1,670
38 -2,424 5,309 9 0 0 -6,399 -5 1,420 -80 0 -1 -1,966 -5,969
Percent of Open Interest Represented by Each Category of Trader
15.9 73.4 16.9 7.7 3.2 1.4 52.6 0.2 4.9 0.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 88
10 22 17 13 . . 29 . 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 55,281
Positions
12,707 7,852 1,070 12,448 9,449 1,182 10,598 15,576 7,207 2,059 2,597 378 7,633 9,971
Changes from: July 20, 2021 Total Change is: 1,206
1,554 -512 66 59 -494 131 -1,662 918 1,405 -159 -134 -39 -150 -136
Percent of Open Interest Represented by Each Category of Trader
23.0 14.2 1.9 22.5 17.1 2.1 19.2 28.2 13.0 3.7 4.7 0.7 13.8 18.0
Number of Traders in Each Category Total Traders: 319
25 20 10 61 50 40 44 68 44 21 29 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 276,404
Positions
63,533 39,260 5,349 62,239 47,246 5,909 52,991 77,882 36,034 10,297 12,984 1,888 38,164 49,853
Changes from: July 20, 2021 Total Change is: 6,029
7,769 -2,558 332 296 -2,468 656 -8,309 4,589 7,025 -794 -668 -197 -750 -682
Percent of Open Interest Represented by Each Category of Trader
23.0 14.2 1.9 22.5 17.1 2.1 19.2 28.2 13.0 3.7 4.7 0.7 13.8 18.0
Number of Traders in Each Category Total Traders: 319
25 20 10 61 50 40 44 68 44 21 29 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 74,075
Positions
456 1,354 0 322 278 0 23,125 39,007 1,528 3,180 3,803 446 45,017 27,659
Changes from: July 20, 2021 Total Change is: 10,415
-10 -219 0 61 -64 0 8,859 17,357 -378 -870 106 120 2,632 -6,507
Percent of Open Interest Represented by Each Category of Trader
0.6 1.8 0.0 0.4 0.4 0.0 31.2 52.7 2.1 4.3 5.1 0.6 60.8 37.3
Number of Traders in Each Category Total Traders: 26
. . 0 . . 0 11 . 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 1,325,939
Positions
9,131 113,453 33,589 579,075 305,413 263,021 72,359 290,124 83,045 71,165 39,070 10,092 204,462 188,134
Changes from: July 20, 2021 Total Change is: -130,712
-860 11,556 -39,790 21,520 5,671 -30,856 -1,682 -15,155 -54,615 -30,585 -3,177 -75 6,232 -4,271
Percent of Open Interest Represented by Each Category of Trader
0.7 8.6 2.5 43.7 23.0 19.8 5.5 21.9 6.3 5.4 2.9 0.8 15.4 14.2
Number of Traders in Each Category Total Traders: 196
8 17 19 59 44 62 13 36 38 10 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 1,235,364
Positions
30,066 104,842 332 705,757 281,284 187,670 68,936 477,075 21,859 68,418 22,794 272 152,054 139,235
Changes from: July 20, 2021 Total Change is: 10,766
1,823 -3,057 161 22,742 -7,934 -7,960 -4,612 29,243 8 -3,490 -1,375 0 2,094 1,680
Percent of Open Interest Represented by Each Category of Trader
2.4 8.5 0.0 57.1 22.8 15.2 5.6 38.6 1.8 5.5 1.8 0.0 12.3 11.3
Number of Traders in Each Category Total Traders: 163
. 13 . 74 28 56 8 27 9 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,975,726
Positions
57,091 152,709 11,287 839,558 520,411 329,858 424,505 659,433 53,395 114,509 111,376 4,350 141,173 132,906
Changes from: July 20, 2021 Total Change is: -40,341
-6,545 -6,821 -4,166 -8,669 28,083 8,081 -20,210 -49,351 -8,274 -1,470 -11,840 4,176 -3,265 -229
Percent of Open Interest Represented by Each Category of Trader
2.9 7.7 0.6 42.5 26.3 16.7 21.5 33.4 2.7 5.8 5.6 0.2 7.1 6.7
Number of Traders in Each Category Total Traders: 309
16 32 9 93 46 75 40 48 23 17 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 4,660,818
Positions
169,706 238,249 139,299 1,468,670 1,491,721 876,844 960,200 542,226 424,170 187,105 302,931 42,916 391,909 602,464
Changes from: July 20, 2021 Total Change is: -398,311
-9,764 -22,009 -84,153 14,832 -26,603 -44,615 -117,691 41,555 -190,561 33,601 -12,075 -37,094 37,134 -22,757
Percent of Open Interest Represented by Each Category of Trader
3.6 5.1 3.0 31.5 32.0 18.8 20.6 11.6 9.1 4.0 6.5 0.9 8.4 12.9
Number of Traders in Each Category Total Traders: 456
21 37 38 85 116 121 59 92 88 18 28 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 1,488,304
Positions
104,405 28,491 6,782 488,462 564,274 180,210 501,042 367,162 5,046 74,847 64,198 830 126,680 271,311
Changes from: July 20, 2021 Total Change is: -17,926
-11,974 1,410 1,036 26,590 -20,203 -7,006 -18,183 81 159 -10,886 2,854 0 2,338 3,743
Percent of Open Interest Represented by Each Category of Trader
7.0 1.9 0.5 32.8 37.9 12.1 33.7 24.7 0.3 5.0 4.3 0.1 8.5 18.2
Number of Traders in Each Category Total Traders: 164
7 7 5 25 65 51 29 17 9 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 3,700,603
Positions
33,435 243,593 50,892 1,700,216 1,017,208 707,405 379,778 780,666 236,070 278,128 207,705 12,874 301,804 444,190
Changes from: July 20, 2021 Total Change is: -62,924
-12,019 4,337 -20,708 -32,435 -35,553 -13,770 36,557 80,619 -49,855 29,179 -3,042 -6,279 6,407 -18,672
Percent of Open Interest Represented by Each Category of Trader
0.9 6.6 1.4 45.9 27.5 19.1 10.3 21.1 6.4 7.5 5.6 0.3 8.2 12.0
Number of Traders in Each Category Total Traders: 345
11 32 25 81 75 87 45 68 55 11 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 1,085,516
Positions
302,063 213,315 384,478 36,373 4,917 9,238 80,732 181,691 250,037 0 6,984 0 22,595 34,856
Changes from: July 20, 2021 Total Change is: -20,037
12,706 57,019 -6,859 846 -401 5,572 -8,814 -53,404 -25,497 0 280 0 2,009 3,253
Percent of Open Interest Represented by Each Category of Trader
27.8 19.7 35.4 3.4 0.5 0.9 7.4 16.7 23.0 0.0 0.6 0.0 2.1 3.2
Number of Traders in Each Category Total Traders: 98
21 32 48 . . . 15 19 27 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 is22,088,267
Positions
3,091,267 1,678,479 3,216,306 677,101 1,489,031 1,575,560 1,087,854 1,221,460 11,534,232 27,065 253,513 241,604 637,277 878,081
Changes from: July 20, 2021 Total Change is: -6,820
16,285 57,367 -11,602 52,147 -16,322 29,627 -22,126 -5,216 -82,522 -1,703 -2,466 -2,084 15,158 26,398
Percent of Open Interest Represented by Each Category of Trader
14.0 7.6 14.6 3.1 6.7 7.1 4.9 5.5 52.2 0.1 1.1 1.1 2.9 4.0
Number of Traders in Each Category Total Traders: 291
32 43 68 24 23 36 54 71 111 5 33 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 651,562
Positions
160,336 173,877 191,652 17,947 20,546 7,971 132,896 105,110 131,902 550 12,119 8,219 89 165
Changes from: July 20, 2021 Total Change is: 9,780
19,180 -23,756 19,291 821 2,576 1,516 -12,474 26,862 -17,272 -77 1,760 -1,226 21 29
Percent of Open Interest Represented by Each Category of Trader
24.6 26.7 29.4 2.8 3.2 1.2 20.4 16.1 20.2 0.1 1.9 1.3 0.0 0.0
Number of Traders in Each Category Total Traders: 113
18 28 31 4 4 . 17 25 35 7 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 185,164
Positions
41,478 63,285 29,964 7,143 5,529 1,292 60,598 40,407 43,099 176 200 1,286 128 102
Changes from: July 20, 2021 Total Change is: 5,754
10,689 2,890 932 793 -33 0 -7,914 947 1,371 53 -214 -177 7 38
Percent of Open Interest Represented by Each Category of Trader
22.4 34.2 16.2 3.9 3.0 0.7 32.7 21.8 23.3 0.1 0.1 0.7 0.1 0.1
Number of Traders in Each Category Total Traders: 88
15 18 16 4 . . 20 24 25 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 124,568
Positions
1,050 44,551 0 1,639 1,606 0 5,956 32,053 45,676 70,240 591 0 7 91
Changes from: July 20, 2021 Total Change is: 6,062
0 905 0 0 41 0 365 5,126 0 5,700 0 0 -3 -10
Percent of Open Interest Represented by Each Category of Trader
0.8 35.8 0.0 1.3 1.3 0.0 4.8 25.7 36.7 56.4 0.5 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 30
. 7 0 . 4 0 . 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 8,079
Positions
195 105 104 494 165 13 2,857 4,905 1,335 984 306 323 1,774 823
Changes from: July 20, 2021 Total Change is: -563
-146 -15 56 -85 -437 13 -956 -910 712 -389 44 93 138 -120
Percent of Open Interest Represented by Each Category of Trader
2.4 1.3 1.3 6.1 2.0 0.2 35.4 60.7 16.5 12.2 3.8 4.0 22.0 10.2
Number of Traders in Each Category Total Traders: 70
. . . 5 . . 26 23 15 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 19,506
Positions
0 1,321 4 0 0 0 8,571 13,721 2,522 3,730 538 375 4,304 1,025
Changes from: July 20, 2021 Total Change is: -213
-100 -4,232 4 0 0 0 -1,899 2,891 2,150 611 -416 -180 -799 -430
Percent of Open Interest Represented by Each Category of Trader
0.0 6.8 0.0 0.0 0.0 0.0 43.9 70.3 12.9 19.1 2.8 1.9 22.1 5.3
Number of Traders in Each Category Total Traders: 77
0 . . 0 0 0 12 7 . 48 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 3,133
Positions
61 90 58 25 75 0 657 2,380 122 1,057 0 0 1,153 408
Changes from: July 20, 2021 Total Change is: -134
-13 -8 3 25 -43 0 -275 98 46 -4 -106 -50 134 -74
Percent of Open Interest Represented by Each Category of Trader
1.9 2.9 1.9 0.8 2.4 0.0 21.0 76.0 3.9 33.7 0.0 0.0 36.8 13.0
Number of Traders in Each Category Total Traders: 41
. . . . . 0 10 15 4 9 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 43,141
Positions
1,649 20,523 0 12,025 1,825 898 13,674 15,064 1,257 5,724 1,376 48 7,866 2,150
Changes from: July 20, 2021 Total Change is: 4,095
797 4,870 0 2,185 -94 -106 299 -978 432 161 -264 19 309 217
Percent of Open Interest Represented by Each Category of Trader
3.8 47.6 0.0 27.9 4.2 2.1 31.7 34.9 2.9 13.3 3.2 0.1 18.2 5.0
Number of Traders in Each Category Total Traders: 125
4 . 0 13 5 . 27 27 6 38 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 302,318
Positions
54,749 18,828 9,788 107,839 70,511 24,399 23,282 90,285 54,579 4,562 2,833 4,068 19,052 27,027
Changes from: July 20, 2021 Total Change is: -22,386
415 -3,180 -5,433 3,190 11,823 -4,829 -3,713 -9,443 -1,998 -342 1,332 -8,687 -989 -1,971
Percent of Open Interest Represented by Each Category of Trader
18.1 6.2 3.2 35.7 23.3 8.1 7.7 29.9 18.1 1.5 0.9 1.3 6.3 8.9
Number of Traders in Each Category Total Traders: 154
13 12 14 18 28 20 22 45 37 . 7 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 36,913
Positions
3,240 7,810 180 20,914 2,349 0 5,066 26,467 0 7,095 0 0 418 107
Changes from: July 20, 2021 Total Change is: 316
0 0 0 1,778 23 0 -1,448 278 0 52 0 0 -66 15
Percent of Open Interest Represented by Each Category of Trader
8.8 21.2 0.5 56.7 6.4 0.0 13.7 71.7 0.0 19.2 0.0 0.0 1.1 0.3
Number of Traders in Each Category Total Traders: 56
. 4 . 13 4 0 7 5 0 20 0 0
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Updated July 30, 2021