Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 192,035
Positions
23,133 85,450 8,256 42,705 25,803 6,596 39,255 25,455 15,537 16,092 1,059 529 39,932 23,350
Changes from: August 3, 2021 Total Change is: -3,123
498 -541 -614 -2,148 -2,355 157 967 1,557 -2,413 -330 -54 523 238 617
Percent of Open Interest Represented by Each Category of Trader
12.0 44.5 4.3 22.2 13.4 3.4 20.4 13.3 8.1 8.4 0.6 0.3 20.8 12.2
Number of Traders in Each Category Total Traders: 96
8 6 6 20 10 13 20 18 14 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 48,354
Positions
12,836 5,226 840 2,480 11,943 739 19,602 5,837 2,076 475 642 0 9,306 21,051
Changes from: August 3, 2021 Total Change is: 3,152
4,314 -487 -142 -90 1,257 -354 1,921 254 433 0 0 0 -2,930 2,192
Percent of Open Interest Represented by Each Category of Trader
26.5 10.8 1.7 5.1 24.7 1.5 40.5 12.1 4.3 1.0 1.3 0.0 19.2 43.5
Number of Traders in Each Category Total Traders: 49
6 . . . 14 6 12 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 195,258
Positions
44,099 58,139 6,569 42,100 50,977 6,352 41,072 24,994 14,791 9,158 4,637 380 30,736 28,419
Changes from: August 3, 2021 Total Change is: -9,108
-3,268 3,282 -229 -48 -999 -379 -1,258 -6,100 -4,282 38 -909 -502 820 1,009
Percent of Open Interest Represented by Each Category of Trader
22.6 29.8 3.4 21.6 26.1 3.3 21.0 12.8 7.6 4.7 2.4 0.2 15.7 14.6
Number of Traders in Each Category Total Traders: 114
4 11 8 20 25 15 26 18 22 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 221,358
Positions
104,067 623 3,443 41,793 84,727 6,566 37,686 74,065 9,054 700 1,917 22 18,027 40,940
Changes from: August 3, 2021 Total Change is: 12,546
14,029 -4,650 -493 -834 7,210 -582 8,838 8,108 -4,068 -22 1,353 -4 -4,319 5,671
Percent of Open Interest Represented by Each Category of Trader
47.0 0.3 1.6 18.9 38.3 3.0 17.0 33.5 4.1 0.3 0.9 0.0 8.1 18.5
Number of Traders in Each Category Total Traders: 127
12 . 9 17 28 14 23 37 18 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 755,292
Positions
55,157 375,413 19,504 413,012 122,043 30,068 56,132 96,950 35,170 44,474 9,540 7,081 94,693 59,524
Changes from: August 3, 2021 Total Change is: 23,079
8,103 -3,762 1,118 10,296 11,895 -1,077 5,862 7,853 -1,235 898 3,091 -85 -799 5,282
Percent of Open Interest Represented by Each Category of Trader
7.3 49.7 2.6 54.7 16.2 4.0 7.4 12.8 4.7 5.9 1.3 0.9 12.5 7.9
Number of Traders in Each Category Total Traders: 328
18 12 11 111 42 52 40 53 30 38 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 29,911
Positions
0 9,628 0 12,053 5,452 2,564 485 4,207 1,184 800 0 0 12,825 6,876
Changes from: August 3, 2021 Total Change is: -236
0 14 0 -49 -38 13 12 -258 -12 0 0 0 -200 45
Percent of Open Interest Represented by Each Category of Trader
0.0 32.2 0.0 40.3 18.2 8.6 1.6 14.1 4.0 2.7 0.0 0.0 42.9 23.0
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 August 10, 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 27,822
Positions
1,215 1,200 0 5,692 19,620 1,324 12,021 1,545 0 0 975 0 7,570 3,158
Changes from: August 3, 2021 Total Change is: -189
-200 7 0 -12 30 7 -82 0 0 0 0 0 98 -233
Percent of Open Interest Represented by Each Category of Trader
4.4 4.3 0.0 20.5 70.5 4.8 43.2 5.6 0.0 0.0 3.5 0.0 27.2 11.4
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 August 10, 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 180,385
Positions
53,079 3,098 813 40,904 94,446 4,263 52,387 35,084 5,179 5,335 4,570 0 18,426 32,932
Changes from: August 3, 2021 Total Change is: -507
5,127 -5,420 -256 -1,054 -3,862 -951 1,127 8,973 -1,897 -199 890 0 -2,405 2,015
Percent of Open Interest Represented by Each Category of Trader
29.4 1.7 0.5 22.7 52.4 2.4 29.0 19.4 2.9 3.0 2.5 0.0 10.2 18.3
Number of Traders in Each Category Total Traders: 99
11 . 5 13 17 10 17 27 12 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 54,394
Positions
261 23,276 0 37,757 200 43 11,277 28,251 6 2,208 1,195 34 2,808 1,389
Changes from: August 3, 2021 Total Change is: -333
-126 258 0 50 0 5 247 -971 0 -320 11 -39 -150 403
Percent of Open Interest Represented by Each Category of Trader
0.5 42.8 0.0 69.4 0.4 0.1 20.7 51.9 0.0 4.1 2.2 0.1 5.2 2.6
Number of Traders in Each Category Total Traders: 51
. 5 0 12 . . 19 5 . 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 152,659
Positions
7,338 95,507 718 71,501 6,390 1,304 58,432 21,306 2,183 4,833 21,485 86 6,265 3,681
Changes from: August 3, 2021 Total Change is: -1,905
2,511 -2,141 212 529 -1,412 -568 -2,877 2,133 -1,205 328 164 86 -922 826
Percent of Open Interest Represented by Each Category of Trader
4.8 62.6 0.5 46.8 4.2 0.9 38.3 14.0 1.4 3.2 14.1 0.1 4.1 2.4
Number of Traders in Each Category Total Traders: 152
6 10 . 22 7 6 51 28 14 14 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 35,694
Positions
934 17,049 0 16,817 1,298 0 9,800 13,487 0 4,693 2,287 18 3,432 1,555
Changes from: August 3, 2021 Total Change is: -5,575
-151 -371 -33 -2,304 460 0 -3,970 -5,754 -141 824 313 0 200 -49
Percent of Open Interest Represented by Each Category of Trader
2.6 47.8 0.0 47.1 3.6 0.0 27.5 37.8 0.0 13.1 6.4 0.1 9.6 4.4
Number of Traders in Each Category Total Traders: 65
. . 0 10 . 0 16 13 0 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 46,861
Positions
11,085 13,798 46 6,628 10,126 1,157 19,598 12,544 4,353 193 533 22 3,778 4,282
Changes from: August 3, 2021 Total Change is: 3,935
-438 100 -2 1,027 -121 130 373 -56 3,598 -337 185 0 -416 101
Percent of Open Interest Represented by Each Category of Trader
23.7 29.4 0.1 14.1 21.6 2.5 41.8 26.8 9.3 0.4 1.1 0.0 8.1 9.1
Number of Traders in Each Category Total Traders: 96
8 4 . 13 16 6 34 16 13 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 17,166
Positions
3,074 4,887 0 4,200 3,374 0 7,811 7,162 90 623 152 5 1,363 1,496
Changes from: August 3, 2021 Total Change is: 8
86 11 0 210 72 0 26 -411 89 -399 152 5 -9 90
Percent of Open Interest Represented by Each Category of Trader
17.9 28.5 0.0 24.5 19.7 0.0 45.5 41.7 0.5 3.6 0.9 0.0 7.9 8.7
Number of Traders in Each Category Total Traders: 39
. . 0 5 5 0 10 13 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 57,500
Positions
14,422 22,126 516 21,386 1,510 446 10,207 9,603 1,409 259 15,247 0 8,855 6,644
Changes from: August 3, 2021 Total Change is: 1,974
476 -8 -94 2,399 -6 146 -488 1,650 109 -357 -247 0 -216 424
Percent of Open Interest Represented by Each Category of Trader
25.1 38.5 0.9 37.2 2.6 0.8 17.8 16.7 2.5 0.5 26.5 0.0 15.4 11.6
Number of Traders in Each Category Total Traders: 116
12 21 . 28 6 8 28 14 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 114,999
Positions
28,843 44,251 1,031 42,772 3,019 892 20,414 19,205 2,819 518 30,494 0 17,710 13,288
Changes from: August 3, 2021 Total Change is: 3,948
952 -16 -188 4,798 -12 291 -977 3,300 217 -714 -493 0 -431 848
Percent of Open Interest Represented by Each Category of Trader
25.1 38.5 0.9 37.2 2.6 0.8 17.8 16.7 2.5 0.5 26.5 0.0 15.4 11.6
Number of Traders in Each Category Total Traders: 116
12 21 . 28 6 8 28 14 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 41,091
Positions
2,488 35,428 200 31,793 0 1,818 2,077 2,896 0 0 0 0 2,715 749
Changes from: August 3, 2021 Total Change is: -4,037
85 -4,222 0 -4,724 0 254 318 16 0 0 0 0 30 -85
Percent of Open Interest Represented by Each Category of Trader
6.1 86.2 0.5 77.4 0.0 4.4 5.1 7.0 0.0 0.0 0.0 0.0 6.6 1.8
Number of Traders in Each Category Total Traders: 35
4 7 . 18 0 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 700,889
Positions
34,188 144,495 60,324 260,424 75,346 54,691 43,826 78,396 131,728 26,062 67,176 4,346 85,300 84,386
Changes from: August 3, 2021 Total Change is: 8,030
-331 -1,784 907 -1,179 -4,130 -200 418 1,026 6,206 -802 1,312 879 2,130 3,812
Percent of Open Interest Represented by Each Category of Trader
4.9 20.6 8.6 37.2 10.8 7.8 6.3 11.2 18.8 3.7 9.6 0.6 12.2 12.0
Number of Traders in Each Category Total Traders: 561
31 33 41 171 75 114 76 102 101 45 28 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 47,914
Positions
11,235 3,490 119 1,000 0 0 17,356 13,076 6,255 100 0 1 11,848 24,973
Changes from: August 3, 2021 Total Change is: 5,158
1,501 200 1 0 0 0 1,302 2,180 8 99 -1 1 2,246 2,769
Percent of Open Interest Represented by Each Category of Trader
23.4 7.3 0.2 2.1 0.0 0.0 36.2 27.3 13.1 0.2 0.0 0.0 24.7 52.1
Number of Traders in Each Category Total Traders: 25
5 . . . 0 0 5 9 12 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 31,425
Positions
8,051 25,067 0 17,871 4,085 0 3,540 1,147 0 0 0 0 1,963 1,126
Changes from: August 3, 2021 Total Change is: 8,643
1,558 6,503 0 6,500 2,051 0 256 -168 0 0 0 0 329 257
Percent of Open Interest Represented by Each Category of Trader
25.6 79.8 0.0 56.9 13.0 0.0 11.3 3.6 0.0 0.0 0.0 0.0 6.2 3.6
Number of Traders in Each Category Total Traders: 23
5 7 0 6 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 24,994
Positions
12,026 18,587 0 9,024 2,854 235 1,042 2,294 0 0 0 0 2,667 1,024
Changes from: August 3, 2021 Total Change is: 2,096
1,334 1,152 -62 721 1,429 90 0 -481 0 0 0 0 13 -32
Percent of Open Interest Represented by Each Category of Trader
48.1 74.4 0.0 36.1 11.4 0.9 4.2 9.2 0.0 0.0 0.0 0.0 10.7 4.1
Number of Traders in Each Category Total Traders: 32
6 6 0 12 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 3,264,876
Positions
177,454 767,715 238,334 1,297,120 376,730 273,456 269,730 463,979 489,988 129,808 335,882 21,728 367,257 297,064
Changes from: August 3, 2021 Total Change is: 14,358
-1,593 -2,350 -3,036 -5,896 -20,648 -998 19,918 18,564 6,656 -4,508 6,558 4,398 -583 5,215
Percent of Open Interest Represented by Each Category of Trader
5.4 23.5 7.3 39.7 11.5 8.4 8.3 14.2 15.0 4.0 10.3 0.7 11.2 9.1
Number of Traders in Each Category Total Traders: 561
32 32 40 171 75 114 79 99 101 45 28 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 30,052
Positions
12,328 27,374 0 13,143 498 20 845 1,220 93 0 0 0 3,623 847
Changes from: August 3, 2021 Total Change is: 1,105
2,076 819 -12 -887 0 0 -261 0 0 0 0 0 189 298
Percent of Open Interest Represented by Each Category of Trader
41.0 91.1 0.0 43.7 1.7 0.1 2.8 4.1 0.3 0.0 0.0 0.0 12.1 2.8
Number of Traders in Each Category Total Traders: 38
7 7 0 18 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 13,858
Positions
412 13,086 0 8,983 0 0 573 0 0 0 0 0 3,890 772
Changes from: August 3, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.0 94.4 0.0 64.8 0.0 0.0 4.1 0.0 0.0 0.0 0.0 0.0 28.1 5.6
Number of Traders in Each Category Total Traders: 20
. 9 0 8 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 22,509
Positions
2,239 19,520 0 16,107 0 392 1,118 1,320 0 0 0 0 2,653 1,277
Changes from: August 3, 2021 Total Change is: 2,363
-419 2,807 -1 2,312 0 -2 0 -808 0 0 0 0 473 367
Percent of Open Interest Represented by Each Category of Trader
9.9 86.7 0.0 71.6 0.0 1.7 5.0 5.9 0.0 0.0 0.0 0.0 11.8 5.7
Number of Traders in Each Category Total Traders: 23
. 10 0 7 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 43,319
Positions
3,963 13,501 197 25,260 21,097 2,121 3,566 2,432 50 0 0 0 8,162 3,921
Changes from: August 3, 2021 Total Change is: 1,006
123 272 49 70 -11 139 787 173 34 0 0 0 -196 350
Percent of Open Interest Represented by Each Category of Trader
9.1 31.2 0.5 58.3 48.7 4.9 8.2 5.6 0.1 0.0 0.0 0.0 18.8 9.1
Number of Traders in Each Category Total Traders: 65
. 5 . 29 16 10 7 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 464,118
Positions
120,056 42,945 5,961 206,347 173,277 38,604 47,457 122,016 11,689 5,620 46,038 200 28,184 23,387
Changes from: August 3, 2021 Total Change is: 1,952
-542 3,027 1,007 1,610 -2,464 710 2,251 2,397 -1,426 -38 -1,292 -60 -1,560 53
Percent of Open Interest Represented by Each Category of Trader
25.9 9.3 1.3 44.5 37.3 8.3 10.2 26.3 2.5 1.2 9.9 0.0 6.1 5.0
Number of Traders in Each Category Total Traders: 331
31 11 5 89 55 53 46 69 30 12 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 32,371
Positions
5,892 30,705 0 22,753 476 0 2,015 713 5 0 0 0 1,706 472
Changes from: August 3, 2021 Total Change is: -363
0 -360 0 -223 0 0 -77 -13 0 0 0 0 -63 10
Percent of Open Interest Represented by Each Category of Trader
18.2 94.9 0.0 70.3 1.5 0.0 6.2 2.2 0.0 0.0 0.0 0.0 5.3 1.5
Number of Traders in Each Category Total Traders: 29
. 8 0 13 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 16,005
Positions
275 2,181 0 9,956 216 2 950 5,532 0 1,118 2,504 0 3,704 5,570
Changes from: August 3, 2021 Total Change is: 297
0 34 0 61 0 -2 147 390 0 0 -135 0 91 10
Percent of Open Interest Represented by Each Category of Trader
1.7 13.6 0.0 62.2 1.3 0.0 5.9 34.6 0.0 7.0 15.6 0.0 23.1 34.8
Number of Traders in Each Category Total Traders: 23
. . 0 10 . . 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 48,007
Positions
8,436 6,970 607 7,134 3,049 811 20,070 4,218 38 3,789 0 16 7,106 32,298
Changes from: August 3, 2021 Total Change is: 223
-275 1,353 -12 -343 90 -13 1,271 384 32 -32 0 16 -421 -1,627
Percent of Open Interest Represented by Each Category of Trader
17.6 14.5 1.3 14.9 6.4 1.7 41.8 8.8 0.1 7.9 0.0 0.0 14.8 67.3
Number of Traders in Each Category Total Traders: 56
8 9 . 9 4 6 15 8 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 417,825
Positions
36,151 258,014 10,422 285,233 71,825 52,056 13,567 13,363 934 9,215 5,261 0 10,247 5,950
Changes from: August 3, 2021 Total Change is: -7,422
-3,150 -8,423 284 -3,913 -1,136 -246 -1,048 1,240 116 1,046 1,006 0 -511 -263
Percent of Open Interest Represented by Each Category of Trader
8.7 61.8 2.5 68.3 17.2 12.5 3.2 3.2 0.2 2.2 1.3 0.0 2.5 1.4
Number of Traders in Each Category Total Traders: 188
12 13 7 83 39 42 19 15 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,053,900
Positions
87,119 495,015 3,115 685,846 291,301 122,675 76,909 65,064 5,898 42,818 57,775 1,018 28,502 12,039
Changes from: August 3, 2021 Total Change is: -15,100
-720 17,039 130 -4,378 -6,731 -5,941 -1,322 -10,976 -1,988 361 -3,143 -28 -1,214 -3,462
Percent of Open Interest Represented by Each Category of Trader
8.3 47.0 0.3 65.1 27.6 11.6 7.3 6.2 0.6 4.1 5.5 0.1 2.7 1.1
Number of Traders in Each Category Total Traders: 409
24 24 6 161 73 80 46 39 24 28 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 236,204
Positions
33,614 173,400 40,302 17,888 7,397 2,626 128,511 381 11,800 1,179 217 11 273 70
Changes from: August 3, 2021 Total Change is: 372
740 870 -668 0 0 0 95 -5 175 73 40 11 -54 -51
Percent of Open Interest Represented by Each Category of Trader
14.2 73.4 17.1 7.6 3.1 1.1 54.4 0.2 5.0 0.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 91
10 22 17 13 . . 30 . 6 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 54,769
Positions
16,441 6,594 1,264 12,469 9,941 1,196 6,050 15,419 7,214 2,280 2,218 394 7,460 10,530
Changes from: August 3, 2021 Total Change is: 2,875
3,538 -741 111 -293 1,453 -145 -1,633 1,023 851 67 -253 38 340 538
Percent of Open Interest Represented by Each Category of Trader
30.0 12.0 2.3 22.8 18.2 2.2 11.0 28.2 13.2 4.2 4.0 0.7 13.6 19.2
Number of Traders in Each Category Total Traders: 325
32 14 10 58 52 40 41 75 44 26 27 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 273,843
Positions
82,206 32,971 6,319 62,347 49,704 5,980 30,250 77,094 36,070 11,401 11,088 1,969 37,301 52,648
Changes from: August 3, 2021 Total Change is: 14,373
17,691 -3,704 554 -1,465 7,264 -724 -8,163 5,116 4,255 337 -1,266 188 1,699 2,690
Percent of Open Interest Represented by Each Category of Trader
30.0 12.0 2.3 22.8 18.2 2.2 11.0 28.2 13.2 4.2 4.0 0.7 13.6 19.2
Number of Traders in Each Category Total Traders: 325
32 14 10 58 52 40 41 75 44 26 27 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 96,380
Positions
0 7,847 0 327 647 0 37,445 51,531 1,658 4,060 4,340 300 52,590 30,057
Changes from: August 3, 2021 Total Change is: 12,665
0 5,026 0 24 348 0 3,892 8,319 235 690 -39 0 7,824 -1,224
Percent of Open Interest Represented by Each Category of Trader
0.0 8.1 0.0 0.3 0.7 0.0 38.9 53.5 1.7 4.2 4.5 0.3 54.6 31.2
Number of Traders in Each Category Total Traders: 25
0 . 0 . . 0 10 5 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 1,377,445
Positions
6,050 107,641 42,045 601,582 297,528 266,983 72,801 326,058 94,234 82,795 39,433 12,985 197,969 190,538
Changes from: August 3, 2021 Total Change is: 7,740
-1,433 240 -3,013 6,556 1,546 -7,204 -5,801 16,957 3,874 16,223 -6,057 -1,270 -193 2,667
Percent of Open Interest Represented by Each Category of Trader
0.4 7.8 3.1 43.7 21.6 19.4 5.3 23.7 6.8 6.0 2.9 0.9 14.4 13.8
Number of Traders in Each Category Total Traders: 196
8 17 20 56 44 63 16 34 37 13 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 1,274,020
Positions
31,550 96,716 203 687,930 288,347 187,118 89,978 474,508 58,941 67,137 21,715 202 150,961 146,270
Changes from: August 3, 2021 Total Change is: 8,161
703 -6,523 3 -7,612 3,105 1,375 21,739 15,848 -7,315 -3,911 -164 0 3,178 1,831
Percent of Open Interest Represented by Each Category of Trader
2.5 7.6 0.0 54.0 22.6 14.7 7.1 37.2 4.6 5.3 1.7 0.0 11.8 11.5
Number of Traders in Each Category Total Traders: 161
. 12 . 70 30 59 8 26 15 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 1,964,796
Positions
51,280 138,098 13,712 823,571 511,806 342,015 455,748 662,908 36,723 86,104 115,145 6,617 149,025 137,772
Changes from: August 3, 2021 Total Change is: -23,189
5,242 -16,627 3,607 -12,818 -6,402 4,096 25,507 572 -15,949 -35,192 -1,675 1,016 1,302 8,173
Percent of Open Interest Represented by Each Category of Trader
2.6 7.0 0.7 41.9 26.0 17.4 23.2 33.7 1.9 4.4 5.9 0.3 7.6 7.0
Number of Traders in Each Category Total Traders: 304
17 28 10 95 44 79 40 43 27 18 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 4,961,802
Positions
171,730 259,486 168,034 1,517,431 1,473,394 897,605 848,565 525,012 622,162 228,134 283,332 107,953 400,188 624,824
Changes from: August 3, 2021 Total Change is: 186,548
-21,233 6,456 3,962 2,412 -48,497 23,456 -110,232 19,991 137,381 77,492 -48,234 61,196 12,115 30,837
Percent of Open Interest Represented by Each Category of Trader
3.5 5.2 3.4 30.6 29.7 18.1 17.1 10.6 12.5 4.6 5.7 2.2 8.1 12.6
Number of Traders in Each Category Total Traders: 473
19 42 42 80 123 125 61 94 97 20 34 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 1,451,508
Positions
106,025 45,110 7,655 456,340 532,459 177,947 488,294 343,954 17,814 73,847 52,358 355 123,231 273,856
Changes from: August 3, 2021 Total Change is: -7,290
3,037 15,524 1,628 -5,540 -13,510 -5,333 84 -2,078 2,838 2,184 -3,167 -346 -5,842 -2,846
Percent of Open Interest Represented by Each Category of Trader
7.3 3.1 0.5 31.4 36.7 12.3 33.6 23.7 1.2 5.1 3.6 0.0 8.5 18.9
Number of Traders in Each Category Total Traders: 163
6 8 6 25 66 50 24 20 15 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 3,723,354
Positions
37,307 215,000 69,256 1,654,046 1,033,431 722,695 304,934 694,893 324,914 287,273 200,856 12,933 309,998 449,376
Changes from: August 3, 2021 Total Change is: 31,594
-1,633 -37,653 12,882 -17,293 83,113 2,529 -25,877 -97,042 62,221 -7,947 -15,796 1,346 5,364 19,993
Percent of Open Interest Represented by Each Category of Trader
1.0 5.8 1.9 44.4 27.8 19.4 8.2 18.7 8.7 7.7 5.4 0.3 8.3 12.1
Number of Traders in Each Category Total Traders: 336
10 31 23 75 77 88 42 66 62 12 23 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 989,528
Positions
268,603 178,630 365,022 36,247 5,527 10,506 53,484 152,445 230,018 0 11,307 0 25,648 36,073
Changes from: August 3, 2021 Total Change is: 17,037
22,447 14,791 1,123 3,000 0 -400 4,293 -3,227 -2,288 0 5,823 0 -11,138 1,215
Percent of Open Interest Represented by Each Category of Trader
27.1 18.1 36.9 3.7 0.6 1.1 5.4 15.4 23.2 0.0 1.1 0.0 2.6 3.6
Number of Traders in Each Category Total Traders: 93
20 30 44 . . . 18 16 27 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 is23,164,964
Positions
3,129,133 1,626,303 3,471,089 677,235 1,614,337 1,804,129 1,201,988 1,353,767 11,909,007 28,175 227,130 264,922 679,286 894,279
Changes from: August 3, 2021 Total Change is: 1,026,896
-167,409 -36,784 242,432 -65,718 188,960 227,092 300,246 -103,429 451,120 2,917 10,139 23,520 12,697 23,847
Percent of Open Interest Represented by Each Category of Trader
13.5 7.0 15.0 2.9 7.0 7.8 5.2 5.8 51.4 0.1 1.0 1.1 2.9 3.9
Number of Traders in Each Category Total Traders: 293
37 36 67 26 20 39 59 68 111 5 33 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 684,370
Positions
187,064 172,628 201,485 23,677 20,457 4,398 103,678 111,045 151,103 347 10,540 12,558 60 155
Changes from: August 3, 2021 Total Change is: 20,956
14,512 1,305 11,713 4,202 11,148 -5,537 -21,956 -15,669 17,864 96 267 173 -111 -308
Percent of Open Interest Represented by Each Category of Trader
27.3 25.2 29.4 3.5 3.0 0.6 15.1 16.2 22.1 0.1 1.5 1.8 0.0 0.0
Number of Traders in Each Category Total Traders: 116
20 25 30 5 . . 21 24 36 7 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 114,935
Positions
42,904 31,120 19,683 10,445 4,967 300 12,972 29,542 27,490 126 822 903 112 108
Changes from: August 3, 2021 Total Change is: -8,862
-800 699 388 2,211 -465 0 -8,241 271 -1,832 0 35 -56 -532 -7,902
Percent of Open Interest Represented by Each Category of Trader
37.3 27.1 17.1 9.1 4.3 0.3 11.3 25.7 23.9 0.1 0.7 0.8 0.1 0.1
Number of Traders in Each Category Total Traders: 78
14 14 14 4 . . 17 23 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 123,810
Positions
1,050 45,480 0 1,639 1,688 0 5,873 30,278 45,702 69,540 591 0 6 71
Changes from: August 3, 2021 Total Change is: -3,905
0 -744 0 0 82 0 -323 -3,272 30 -3,600 0 0 -12 -1
Percent of Open Interest Represented by Each Category of Trader
0.8 36.7 0.0 1.3 1.4 0.0 4.7 24.5 36.9 56.2 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 August 10, 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 6,954
Positions
281 51 69 633 275 0 2,024 5,142 271 1,750 231 86 1,840 830
Changes from: August 3, 2021 Total Change is: 395
49 -23 -71 -23 41 0 33 342 -9 180 62 41 195 11
Percent of Open Interest Represented by Each Category of Trader
4.0 0.7 1.0 9.1 4.0 0.0 29.1 73.9 3.9 25.2 3.3 1.2 26.5 11.9
Number of Traders in Each Category Total Traders: 79
. . . 6 . 0 29 24 10 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 19,439
Positions
346 0 0 36 0 0 4,836 14,503 2,688 6,668 480 618 4,247 1,150
Changes from: August 3, 2021 Total Change is: 5,367
277 -84 0 -3 0 0 1,614 3,200 1,501 1,122 -47 400 456 397
Percent of Open Interest Represented by Each Category of Trader
1.8 0.0 0.0 0.2 0.0 0.0 24.9 74.6 13.8 34.3 2.5 3.2 21.8 5.9
Number of Traders in Each Category Total Traders: 111
. 0 0 . 0 0 17 10 4 69 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 3,794
Positions
45 132 0 50 42 0 876 3,073 145 1,330 13 75 1,273 314
Changes from: August 3, 2021 Total Change is: 293
-8 35 -41 25 -9 0 98 285 32 39 13 9 139 -31
Percent of Open Interest Represented by Each Category of Trader
1.2 3.5 0.0 1.3 1.1 0.0 23.1 81.0 3.8 35.1 0.3 2.0 33.6 8.3
Number of Traders in Each Category Total Traders: 45
. . 0 . . 0 13 13 . 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 45,171
Positions
704 21,910 0 11,394 4,151 858 18,737 14,534 314 6,206 1,120 90 6,869 2,195
Changes from: August 3, 2021 Total Change is: 2,005
-1,076 0 0 -260 1,866 -40 2,894 700 -251 454 -263 53 232 -59
Percent of Open Interest Represented by Each Category of Trader
1.6 48.5 0.0 25.2 9.2 1.9 41.5 32.2 0.7 13.7 2.5 0.2 15.2 4.9
Number of Traders in Each Category Total Traders: 126
. . 0 12 4 . 34 22 5 38 12 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 313,197
Positions
53,441 19,605 11,329 106,618 82,556 29,356 32,159 88,159 46,783 6,657 2,325 5,151 21,703 27,933
Changes from: August 3, 2021 Total Change is: 346
1,897 256 2,258 -3,374 14,145 2,460 6,154 -7,053 -10,264 1,973 988 -22 -736 -2,422
Percent of Open Interest Represented by Each Category of Trader
17.1 6.3 3.6 34.0 26.4 9.4 10.3 28.1 14.9 2.1 0.7 1.6 6.9 8.9
Number of Traders in Each Category Total Traders: 160
15 11 17 16 32 23 29 42 35 4 7 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 39,749
Positions
3,190 7,780 225 27,329 4,229 0 4,050 27,424 0 4,462 0 0 493 91
Changes from: August 3, 2021 Total Change is: 2,056
-100 0 0 3,947 1,069 0 322 1,005 0 -2,132 0 0 19 -18
Percent of Open Interest Represented by Each Category of Trader
8.0 19.6 0.6 68.8 10.6 0.0 10.2 69.0 0.0 11.2 0.0 0.0 1.2 0.2
Number of Traders in Each Category Total Traders: 52
. 4 . 14 4 0 6 5 0 16 0 0
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Updated August 13, 2021