Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 199,187
Positions
30,241 83,157 8,224 43,204 28,734 5,908 39,636 29,448 15,327 17,430 2,192 1,086 38,132 25,112
Changes from: August 10, 2021 Total Change is: 7,152
7,107 -2,293 -32 499 2,931 -688 381 3,993 -210 1,338 1,133 557 -1,800 1,762
Percent of Open Interest Represented by Each Category of Trader
15.2 41.7 4.1 21.7 14.4 3.0 19.9 14.8 7.7 8.8 1.1 0.5 19.1 12.6
Number of Traders in Each Category Total Traders: 104
8 6 6 20 13 12 21 18 14 16 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 47,141
Positions
13,055 5,141 989 2,493 11,548 1,709 15,616 5,384 2,349 475 642 0 10,455 19,379
Changes from: August 10, 2021 Total Change is: -1,213
218 -85 150 13 -395 970 -3,986 -453 272 0 0 0 1,149 -1,672
Percent of Open Interest Represented by Each Category of Trader
27.7 10.9 2.1 5.3 24.5 3.6 33.1 11.4 5.0 1.0 1.4 0.0 22.2 41.1
Number of Traders in Each Category Total Traders: 46
5 . . . 15 6 9 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 197,085
Positions
49,195 56,037 5,745 40,468 55,307 4,894 39,489 22,297 17,391 8,697 4,637 0 31,205 30,778
Changes from: August 10, 2021 Total Change is: 1,827
5,096 -2,103 -824 -1,632 4,330 -1,459 -1,584 -2,697 2,600 -461 0 -380 469 2,359
Percent of Open Interest Represented by Each Category of Trader
25.0 28.4 2.9 20.5 28.1 2.5 20.0 11.3 8.8 4.4 2.4 0.0 15.8 15.6
Number of Traders in Each Category Total Traders: 115
5 10 8 19 26 15 23 23 22 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 212,324
Positions
97,028 3,929 3,162 43,141 86,050 7,293 27,738 63,576 11,532 700 564 268 21,460 35,949
Changes from: August 10, 2021 Total Change is: -9,034
-7,039 3,306 -281 1,348 1,323 727 -9,948 -10,489 2,479 0 -1,353 246 3,434 -4,991
Percent of Open Interest Represented by Each Category of Trader
45.7 1.9 1.5 20.3 40.5 3.4 13.1 29.9 5.4 0.3 0.3 0.1 10.1 16.9
Number of Traders in Each Category Total Traders: 128
11 4 8 18 29 15 22 37 20 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 747,603
Positions
51,272 369,948 18,757 405,173 125,809 32,977 56,144 92,034 35,445 68,777 8,122 6,665 72,394 57,846
Changes from: August 10, 2021 Total Change is: -7,689
-3,885 -5,464 -746 -7,839 3,766 2,909 11 -4,916 275 24,302 -1,418 -416 -22,300 -1,678
Percent of Open Interest Represented by Each Category of Trader
6.9 49.5 2.5 54.2 16.8 4.4 7.5 12.3 4.7 9.2 1.1 0.9 9.7 7.7
Number of Traders in Each Category Total Traders: 333
18 11 12 109 43 51 41 53 28 41 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 30,114
Positions
0 9,627 0 12,109 5,939 2,607 473 3,838 1,196 800 0 0 12,929 6,907
Changes from: August 10, 2021 Total Change is: 203
0 -1 0 56 487 43 -12 -369 12 0 0 0 104 31
Percent of Open Interest Represented by Each Category of Trader
0.0 32.0 0.0 40.2 19.7 8.7 1.6 12.7 4.0 2.7 0.0 0.0 42.9 22.9
Number of Traders in Each Category Total Traders: 23
0 . 0 12 5 7 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 29,059
Positions
1,367 1,200 0 5,681 20,461 1,555 13,249 1,545 0 0 975 0 7,207 3,323
Changes from: August 10, 2021 Total Change is: 1,237
152 0 0 -11 841 231 1,228 0 0 0 0 0 -363 165
Percent of Open Interest Represented by Each Category of Trader
4.7 4.1 0.0 19.5 70.4 5.4 45.6 5.3 0.0 0.0 3.4 0.0 24.8 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 17, 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 197,728
Positions
61,829 3,094 978 40,275 96,477 4,358 58,296 43,903 7,336 5,423 3,749 0 19,232 37,833
Changes from: August 10, 2021 Total Change is: 17,343
8,750 -5 165 -629 2,030 95 5,909 8,820 2,157 88 -821 0 807 4,901
Percent of Open Interest Represented by Each Category of Trader
31.3 1.6 0.5 20.4 48.8 2.2 29.5 22.2 3.7 2.7 1.9 0.0 9.7 19.1
Number of Traders in Each Category Total Traders: 104
12 . 4 12 17 8 17 34 14 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 57,065
Positions
235 23,352 0 39,057 200 43 11,516 31,080 51 3,284 1,207 83 2,796 1,049
Changes from: August 10, 2021 Total Change is: 2,671
-26 76 0 1,300 0 0 239 2,829 45 1,076 12 49 -12 -340
Percent of Open Interest Represented by Each Category of Trader
0.4 40.9 0.0 68.4 0.4 0.1 20.2 54.5 0.1 5.8 2.1 0.1 4.9 1.8
Number of Traders in Each Category Total Traders: 54
. 5 0 13 . . 19 5 . 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 159,991
Positions
5,958 97,608 718 76,598 6,388 1,367 60,551 25,008 3,536 4,602 21,872 119 6,542 3,375
Changes from: August 10, 2021 Total Change is: 7,332
-1,380 2,101 0 5,097 -2 63 2,120 3,702 1,353 -231 387 33 277 -306
Percent of Open Interest Represented by Each Category of Trader
3.7 61.0 0.4 47.9 4.0 0.9 37.8 15.6 2.2 2.9 13.7 0.1 4.1 2.1
Number of Traders in Each Category Total Traders: 161
4 9 . 24 7 5 55 32 13 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 35,273
Positions
834 17,049 0 15,646 1,826 0 10,745 12,245 2 4,797 2,403 18 3,231 1,730
Changes from: August 10, 2021 Total Change is: -421
-100 0 0 -1,171 528 0 945 -1,242 2 104 116 0 -201 175
Percent of Open Interest Represented by Each Category of Trader
2.4 48.3 0.0 44.4 5.2 0.0 30.5 34.7 0.0 13.6 6.8 0.1 9.2 4.9
Number of Traders in Each Category Total Traders: 68
. . 0 10 5 0 19 13 . 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 44,422
Positions
11,080 13,935 37 6,577 9,087 1,208 17,899 12,537 2,834 650 539 22 4,115 4,223
Changes from: August 10, 2021 Total Change is: -2,439
-5 137 -9 -51 -1,039 51 -1,699 -7 -1,519 457 6 0 337 -59
Percent of Open Interest Represented by Each Category of Trader
24.9 31.4 0.1 14.8 20.5 2.7 40.3 28.2 6.4 1.5 1.2 0.0 9.3 9.5
Number of Traders in Each Category Total Traders: 104
8 5 . 13 18 6 34 18 10 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 17,777
Positions
3,141 5,170 0 4,225 4,064 0 8,165 6,864 169 626 0 0 1,451 1,510
Changes from: August 10, 2021 Total Change is: 611
67 283 0 25 690 0 354 -298 79 3 -152 -5 88 14
Percent of Open Interest Represented by Each Category of Trader
17.7 29.1 0.0 23.8 22.9 0.0 45.9 38.6 1.0 3.5 0.0 0.0 8.2 8.5
Number of Traders in Each Category Total Traders: 39
. . 0 5 5 0 9 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 54,097
Positions
14,855 19,207 527 19,868 1,669 344 8,326 9,526 1,442 0 15,160 0 8,735 6,223
Changes from: August 10, 2021 Total Change is: -3,403
434 -2,919 11 -1,518 160 -103 -1,881 -76 33 -259 -88 0 -120 -421
Percent of Open Interest Represented by Each Category of Trader
27.5 35.5 1.0 36.7 3.1 0.6 15.4 17.6 2.7 0.0 28.0 0.0 16.1 11.5
Number of Traders in Each Category Total Traders: 109
15 14 . 28 6 8 21 19 12 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 108,194
Positions
29,710 38,414 1,053 39,736 3,338 687 16,653 19,053 2,884 0 30,319 0 17,471 12,446
Changes from: August 10, 2021 Total Change is: -6,805
867 -5,837 22 -3,036 319 -205 -3,761 -153 66 -518 -175 0 -239 -842
Percent of Open Interest Represented by Each Category of Trader
27.5 35.5 1.0 36.7 3.1 0.6 15.4 17.6 2.7 0.0 28.0 0.0 16.1 11.5
Number of Traders in Each Category Total Traders: 109
15 14 . 28 6 8 21 19 12 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 40,563
Positions
2,512 35,166 200 31,102 0 1,818 2,334 2,747 0 0 0 0 2,597 632
Changes from: August 10, 2021 Total Change is: -528
24 -262 0 -691 0 0 257 -149 0 0 0 0 -118 -117
Percent of Open Interest Represented by Each Category of Trader
6.2 86.7 0.5 76.7 0.0 4.5 5.8 6.8 0.0 0.0 0.0 0.0 6.4 1.6
Number of Traders in Each Category Total Traders: 36
4 7 . 19 0 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 720,117
Positions
35,369 142,944 63,267 260,971 78,706 58,419 42,102 73,041 145,502 24,071 67,940 5,337 85,079 84,960
Changes from: August 10, 2021 Total Change is: 19,228
1,180 -1,551 2,943 547 3,360 3,728 -1,725 -5,356 13,774 -1,991 764 990 -221 574
Percent of Open Interest Represented by Each Category of Trader
4.9 19.9 8.8 36.2 10.9 8.1 5.8 10.1 20.2 3.3 9.4 0.7 11.8 11.8
Number of Traders in Each Category Total Traders: 562
33 34 46 164 81 114 72 99 100 47 32 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 52,977
Positions
14,864 3,490 120 1,000 0 0 18,719 15,948 7,080 1 1,201 0 11,194 25,138
Changes from: August 10, 2021 Total Change is: 5,063
3,628 0 1 0 0 0 1,363 2,872 825 -99 1,201 -1 -655 165
Percent of Open Interest Represented by Each Category of Trader
28.1 6.6 0.2 1.9 0.0 0.0 35.3 30.1 13.4 0.0 2.3 0.0 21.1 47.5
Number of Traders in Each Category Total Traders: 25
6 . . . 0 0 5 8 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 30,906
Positions
11,096 25,015 0 14,228 4,085 0 3,416 751 0 0 0 0 2,166 1,055
Changes from: August 10, 2021 Total Change is: -519
3,045 -52 0 -3,643 0 0 -124 -396 0 0 0 0 203 -71
Percent of Open Interest Represented by Each Category of Trader
35.9 80.9 0.0 46.0 13.2 0.0 11.1 2.4 0.0 0.0 0.0 0.0 7.0 3.4
Number of Traders in Each Category Total Traders: 23
6 6 0 6 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 27,472
Positions
13,159 20,755 0 10,700 2,854 145 1,281 2,154 0 0 0 0 2,187 1,564
Changes from: August 10, 2021 Total Change is: 2,478
1,133 2,168 0 1,676 0 -90 239 -140 0 0 0 0 -480 540
Percent of Open Interest Represented by Each Category of Trader
47.9 75.5 0.0 38.9 10.4 0.5 4.7 7.8 0.0 0.0 0.0 0.0 8.0 5.7
Number of Traders in Each Category Total Traders: 34
5 7 0 13 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 3,335,700
Positions
182,386 777,133 235,877 1,299,856 393,530 292,097 274,276 442,827 534,751 124,935 338,280 22,096 369,426 299,109
Changes from: August 10, 2021 Total Change is: 70,824
4,932 9,419 -2,457 2,736 16,799 18,641 4,546 -21,152 44,762 -4,873 2,398 368 2,169 2,046
Percent of Open Interest Represented by Each Category of Trader
5.5 23.3 7.1 39.0 11.8 8.8 8.2 13.3 16.0 3.7 10.1 0.7 11.1 9.0
Number of Traders in Each Category Total Traders: 562
34 33 45 164 81 114 75 96 100 48 31 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 34,377
Positions
13,274 31,470 0 16,307 498 20 842 1,216 95 0 0 0 3,839 1,078
Changes from: August 10, 2021 Total Change is: 4,325
946 4,096 0 3,164 0 0 -3 -4 2 0 0 0 216 231
Percent of Open Interest Represented by Each Category of Trader
38.6 91.5 0.0 47.4 1.4 0.1 2.4 3.5 0.3 0.0 0.0 0.0 11.2 3.1
Number of Traders in Each Category Total Traders: 38
8 7 0 17 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 22,176
Positions
1,292 21,360 0 14,024 0 0 328 0 0 0 0 0 6,532 816
Changes from: August 10, 2021 Total Change is: 8,318
880 8,274 0 5,041 0 0 -245 0 0 0 0 0 2,642 44
Percent of Open Interest Represented by Each Category of Trader
5.8 96.3 0.0 63.2 0.0 0.0 1.5 0.0 0.0 0.0 0.0 0.0 29.5 3.7
Number of Traders in Each Category Total Traders: 21
. 9 0 9 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 26,772
Positions
2,864 24,164 0 17,499 0 392 1,118 1,164 0 0 0 0 4,899 1,052
Changes from: August 10, 2021 Total Change is: 4,263
625 4,644 0 1,392 0 0 0 -156 0 0 0 0 2,246 -225
Percent of Open Interest Represented by Each Category of Trader
10.7 90.3 0.0 65.4 0.0 1.5 4.2 4.3 0.0 0.0 0.0 0.0 18.3 3.9
Number of Traders in Each Category Total Traders: 24
. 10 0 7 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 115,471
Positions
0 0 0 25,241 0 125 8,152 60,249 11,806 4,953 0 22 65,172 43,269
Changes from: August 10, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 21.9 0.0 0.1 7.1 52.2 10.2 4.3 0.0 0.0 56.4 37.5
Number of Traders in Each Category Total Traders: 21
0 0 0 6 0 . 5 7 7 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 43,405
Positions
3,972 13,345 197 25,034 21,162 2,179 3,483 2,080 8 0 0 0 8,532 4,434
Changes from: August 10, 2021 Total Change is: 86
9 -156 0 -226 65 58 -83 -352 -42 0 0 0 370 513
Percent of Open Interest Represented by Each Category of Trader
9.2 30.7 0.5 57.7 48.8 5.0 8.0 4.8 0.0 0.0 0.0 0.0 19.7 10.2
Number of Traders in Each Category Total Traders: 63
. 5 . 29 15 10 7 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 464,741
Positions
118,624 42,009 5,781 199,932 167,567 37,808 53,287 128,061 13,276 6,638 45,376 498 28,897 24,365
Changes from: August 10, 2021 Total Change is: 623
-1,432 -936 -180 -6,415 -5,710 -796 5,830 6,044 1,587 1,018 -662 298 713 978
Percent of Open Interest Represented by Each Category of Trader
25.5 9.0 1.2 43.0 36.1 8.1 11.5 27.6 2.9 1.4 9.8 0.1 6.2 5.2
Number of Traders in Each Category Total Traders: 336
29 14 4 87 57 52 39 75 28 16 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 32,421
Positions
5,892 30,583 0 22,963 476 0 2,127 714 6 0 0 0 1,433 642
Changes from: August 10, 2021 Total Change is: 50
0 -122 0 210 0 0 112 1 1 0 0 0 -273 170
Percent of Open Interest Represented by Each Category of Trader
18.2 94.3 0.0 70.8 1.5 0.0 6.6 2.2 0.0 0.0 0.0 0.0 4.4 2.0
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 August 17, 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 15,837
Positions
275 2,198 0 9,953 216 2 639 5,553 0 1,118 2,506 0 3,850 5,362
Changes from: August 10, 2021 Total Change is: -168
0 17 0 -3 0 0 -311 21 0 0 2 0 146 -208
Percent of Open Interest Represented by Each Category of Trader
1.7 13.9 0.0 62.8 1.4 0.0 4.0 35.1 0.0 7.1 15.8 0.0 24.3 33.9
Number of Traders in Each Category Total Traders: 21
. . 0 10 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 51,459
Positions
9,672 7,168 818 7,824 4,165 454 21,716 5,276 21 4,087 556 0 6,867 33,001
Changes from: August 10, 2021 Total Change is: 3,452
1,236 198 211 690 1,116 -357 1,646 1,058 -17 298 556 -16 -239 703
Percent of Open Interest Represented by Each Category of Trader
18.8 13.9 1.6 15.2 8.1 0.9 42.2 10.3 0.0 7.9 1.1 0.0 13.3 64.1
Number of Traders in Each Category Total Traders: 58
9 7 . 10 4 5 17 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 411,182
Positions
34,533 251,168 10,482 275,493 70,782 53,777 14,986 9,251 600 10,338 8,305 0 10,973 6,817
Changes from: August 10, 2021 Total Change is: -6,643
-1,618 -6,846 60 -9,740 -1,043 1,721 1,419 -4,112 -334 1,123 3,044 0 726 867
Percent of Open Interest Represented by Each Category of Trader
8.4 61.1 2.5 67.0 17.2 13.1 3.6 2.2 0.1 2.5 2.0 0.0 2.7 1.7
Number of Traders in Each Category Total Traders: 184
13 13 7 80 40 42 20 11 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 1,081,240
Positions
95,818 507,494 3,431 695,095 284,294 128,811 78,830 75,244 5,797 43,678 59,998 1,019 28,761 15,152
Changes from: August 10, 2021 Total Change is: 27,340
8,699 12,479 316 9,249 -7,007 6,136 1,921 10,180 -101 860 2,223 1 259 3,113
Percent of Open Interest Represented by Each Category of Trader
8.9 46.9 0.3 64.3 26.3 11.9 7.3 7.0 0.5 4.0 5.5 0.1 2.7 1.4
Number of Traders in Each Category Total Traders: 409
26 25 6 158 68 81 49 41 24 27 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 235,739
Positions
33,013 172,249 40,805 17,888 7,397 2,626 127,921 330 12,006 1,179 217 11 290 98
Changes from: August 10, 2021 Total Change is: -465
-601 -1,151 503 0 0 0 -590 -51 206 0 0 0 17 28
Percent of Open Interest Represented by Each Category of Trader
14.0 73.1 17.3 7.6 3.1 1.1 54.3 0.1 5.1 0.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 89
10 22 17 13 . . 29 . 6 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 55,538
Positions
17,009 6,564 1,322 13,009 9,571 1,039 5,780 15,966 7,492 1,856 2,485 455 7,576 10,645
Changes from: August 10, 2021 Total Change is: 770
568 -31 58 539 -370 -157 -270 547 278 -424 268 61 116 116
Percent of Open Interest Represented by Each Category of Trader
30.6 11.8 2.4 23.4 17.2 1.9 10.4 28.7 13.5 3.3 4.5 0.8 13.6 19.2
Number of Traders in Each Category Total Traders: 327
29 14 12 62 52 44 38 79 43 22 31 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 277,692
Positions
85,047 32,818 6,609 65,043 47,853 5,193 28,902 79,830 37,461 9,282 12,426 2,274 37,881 53,227
Changes from: August 10, 2021 Total Change is: 3,849
2,840 -153 291 2,696 -1,851 -787 -1,348 2,736 1,390 -2,119 1,338 305 580 579
Percent of Open Interest Represented by Each Category of Trader
30.6 11.8 2.4 23.4 17.2 1.9 10.4 28.7 13.5 3.3 4.5 0.8 13.6 19.2
Number of Traders in Each Category Total Traders: 327
29 14 12 62 52 44 38 79 43 22 31 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 106,453
Positions
0 6,089 0 317 296 0 40,717 64,174 2,289 3,900 4,585 438 58,793 28,582
Changes from: August 10, 2021 Total Change is: 10,073
0 -1,758 0 -10 -351 0 3,272 12,643 630 -160 245 138 6,203 -1,474
Percent of Open Interest Represented by Each Category of Trader
0.0 5.7 0.0 0.3 0.3 0.0 38.2 60.3 2.1 3.7 4.3 0.4 55.2 26.8
Number of Traders in Each Category Total Traders: 27
0 . 0 . . 0 10 6 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 1,388,228
Positions
7,007 115,356 51,757 592,458 291,090 271,793 89,451 316,482 98,957 72,622 41,999 8,606 195,577 192,188
Changes from: August 10, 2021 Total Change is: 10,783
958 7,715 9,711 -9,125 -6,438 4,810 16,649 -9,576 4,723 -10,172 2,566 -4,379 -2,392 1,651
Percent of Open Interest Represented by Each Category of Trader
0.5 8.3 3.7 42.7 21.0 19.6 6.4 22.8 7.1 5.2 3.0 0.6 14.1 13.8
Number of Traders in Each Category Total Traders: 196
8 18 21 57 40 59 16 37 39 11 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 1,319,804
Positions
30,379 104,596 28 701,111 270,218 185,141 102,322 502,902 80,177 69,606 25,211 112 150,928 151,419
Changes from: August 10, 2021 Total Change is: 45,784
-1,171 7,880 -175 13,182 -18,129 -1,977 12,344 28,394 21,235 2,469 3,496 -90 -33 5,149
Percent of Open Interest Represented by Each Category of Trader
2.3 7.9 0.0 53.1 20.5 14.0 7.8 38.1 6.1 5.3 1.9 0.0 11.4 11.5
Number of Traders in Each Category Total Traders: 164
. 11 . 73 28 59 7 28 18 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 1,975,203
Positions
46,247 141,119 19,939 793,160 543,487 345,805 472,080 623,732 43,564 99,438 116,067 1,274 153,697 140,217
Changes from: August 10, 2021 Total Change is: 10,407
-5,033 3,021 6,227 -30,411 31,681 3,790 16,331 -39,176 6,840 13,334 922 -5,343 4,672 2,445
Percent of Open Interest Represented by Each Category of Trader
2.3 7.1 1.0 40.2 27.5 17.5 23.9 31.6 2.2 5.0 5.9 0.1 7.8 7.1
Number of Traders in Each Category Total Traders: 300
11 34 12 93 45 77 45 38 30 17 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 4,903,329
Positions
174,510 278,977 178,304 1,502,146 1,430,309 907,954 809,856 515,461 561,055 276,277 314,313 110,362 382,865 606,595
Changes from: August 10, 2021 Total Change is: -58,473
2,781 19,490 10,270 -15,285 -43,085 10,349 -38,709 -9,551 -61,107 48,142 30,982 2,408 -17,323 -18,229
Percent of Open Interest Represented by Each Category of Trader
3.6 5.7 3.6 30.6 29.2 18.5 16.5 10.5 11.4 5.6 6.4 2.3 7.8 12.4
Number of Traders in Each Category Total Traders: 465
20 38 42 81 121 126 53 95 87 25 32 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 1,500,864
Positions
111,894 44,233 6,122 449,242 516,419 186,964 485,435 354,166 55,701 73,103 51,896 355 132,048 285,008
Changes from: August 10, 2021 Total Change is: 49,356
5,869 -877 -1,533 -7,098 -16,040 9,017 -2,859 10,212 37,887 -744 -462 0 8,817 11,152
Percent of Open Interest Represented by Each Category of Trader
7.5 2.9 0.4 29.9 34.4 12.5 32.3 23.6 3.7 4.9 3.5 0.0 8.8 19.0
Number of Traders in Each Category Total Traders: 160
5 8 5 26 64 51 23 21 18 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 3,771,174
Positions
41,726 221,119 65,653 1,653,332 1,022,335 742,680 289,131 691,357 368,268 282,233 201,536 11,302 316,849 446,924
Changes from: August 10, 2021 Total Change is: 47,820
4,420 6,119 -3,603 -713 -11,096 19,985 -15,802 -3,536 43,354 -5,040 680 -1,631 6,851 -2,452
Percent of Open Interest Represented by Each Category of Trader
1.1 5.9 1.7 43.8 27.1 19.7 7.7 18.3 9.8 7.5 5.3 0.3 8.4 11.9
Number of Traders in Each Category Total Traders: 331
13 25 23 75 76 84 38 70 62 9 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 1,009,693
Positions
271,551 174,733 380,039 36,247 5,527 10,506 52,201 155,302 236,600 0 11,957 0 22,549 35,029
Changes from: August 10, 2021 Total Change is: 20,165
2,948 -3,897 15,017 0 0 0 -1,283 2,857 6,582 0 650 0 -3,099 -1,044
Percent of Open Interest Represented by Each Category of Trader
26.9 17.3 37.6 3.6 0.5 1.0 5.2 15.4 23.4 0.0 1.2 0.0 2.2 3.5
Number of Traders in Each Category Total Traders: 95
21 30 45 . . . 17 17 29 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 is22,108,688
Positions
3,262,822 1,672,308 3,193,528 670,217 1,662,748 1,704,872 1,176,659 1,415,749 11,133,583 35,796 186,343 257,744 673,466 881,814
Changes from: August 10, 2021 Total Change is:-1,056,276
133,689 46,004 -277,562 -7,017 48,410 -99,257 -25,329 61,983 -775,424 7,621 -40,788 -7,177 -5,819 -12,465
Percent of Open Interest Represented by Each Category of Trader
14.8 7.6 14.4 3.0 7.5 7.7 5.3 6.4 50.4 0.2 0.8 1.2 3.0 4.0
Number of Traders in Each Category Total Traders: 292
33 41 68 26 21 38 51 74 105 6 31 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 673,456
Positions
236,570 178,101 191,141 22,074 25,836 2,443 62,871 107,005 146,478 275 10,761 11,516 87 174
Changes from: August 10, 2021 Total Change is: -10,914
49,507 5,473 -10,345 -1,603 5,379 -1,955 -40,807 -4,040 -4,624 -72 221 -1,042 27 19
Percent of Open Interest Represented by Each Category of Trader
35.1 26.4 28.4 3.3 3.8 0.4 9.3 15.9 21.8 0.0 1.6 1.7 0.0 0.0
Number of Traders in Each Category Total Traders: 115
21 27 33 5 . . 17 24 34 5 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 123,257
Positions
43,479 39,631 20,240 12,187 4,591 300 18,951 29,812 26,850 126 741 964 160 128
Changes from: August 10, 2021 Total Change is: 8,322
575 8,511 557 1,742 -376 0 5,979 270 -640 0 -81 61 48 20
Percent of Open Interest Represented by Each Category of Trader
35.3 32.2 16.4 9.9 3.7 0.2 15.4 24.2 21.8 0.1 0.6 0.8 0.1 0.1
Number of Traders in Each Category Total Traders: 79
13 17 14 4 . . 18 22 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 130,521
Positions
1,050 44,710 0 1,639 1,785 0 5,821 37,517 45,851 76,158 591 0 2 67
Changes from: August 10, 2021 Total Change is: 6,711
0 -770 0 0 97 0 -52 7,239 149 6,618 0 0 -4 -4
Percent of Open Interest Represented by Each Category of Trader
0.8 34.3 0.0 1.3 1.4 0.0 4.5 28.7 35.1 58.3 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 17, 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 7,552
Positions
288 52 92 674 311 9 2,318 5,563 294 1,847 239 104 1,926 888
Changes from: August 10, 2021 Total Change is: 598
7 1 23 41 36 9 294 422 22 96 8 19 86 58
Percent of Open Interest Represented by Each Category of Trader
3.8 0.7 1.2 8.9 4.1 0.1 30.7 73.7 3.9 24.5 3.2 1.4 25.5 11.8
Number of Traders in Each Category Total Traders: 80
. . . 7 . . 28 25 10 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 24,067
Positions
240 0 0 72 0 0 5,531 15,832 6,380 6,851 398 537 4,456 920
Changes from: August 10, 2021 Total Change is: 4,628
-106 0 0 36 0 0 695 1,329 3,692 183 -82 -81 209 -230
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 0.3 0.0 0.0 23.0 65.8 26.5 28.5 1.7 2.2 18.5 3.8
Number of Traders in Each Category Total Traders: 102
. 0 0 . 0 0 15 9 . 65 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,989
Positions
77 89 0 54 80 0 1,036 3,286 105 1,260 52 75 1,382 302
Changes from: August 10, 2021 Total Change is: 195
32 -43 0 4 38 0 160 213 -40 -70 39 0 109 -12
Percent of Open Interest Represented by Each Category of Trader
1.9 2.2 0.0 1.4 2.0 0.0 26.0 82.4 2.6 31.6 1.3 1.9 34.6 7.6
Number of Traders in Each Category Total Traders: 44
. . 0 . . 0 13 13 . 9 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 46,618
Positions
1,118 21,910 1 11,785 4,160 880 17,096 14,528 1,612 7,058 1,340 46 7,022 2,140
Changes from: August 10, 2021 Total Change is: 1,447
414 0 1 391 9 22 -1,641 -6 1,299 852 221 -44 153 -55
Percent of Open Interest Represented by Each Category of Trader
2.4 47.0 0.0 25.3 8.9 1.9 36.7 31.2 3.5 15.1 2.9 0.1 15.1 4.6
Number of Traders in Each Category Total Traders: 134
. . . 14 7 . 33 24 5 43 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 319,321
Positions
55,967 18,453 12,803 108,571 98,183 26,534 38,639 82,404 45,903 5,398 4,483 6,021 19,485 24,537
Changes from: August 10, 2021 Total Change is: 6,124
2,526 -1,152 1,474 1,953 15,627 -2,822 6,480 -5,755 -880 -1,259 2,158 870 -2,218 -3,396
Percent of Open Interest Represented by Each Category of Trader
17.5 5.8 4.0 34.0 30.7 8.3 12.1 25.8 14.4 1.7 1.4 1.9 6.1 7.7
Number of Traders in Each Category Total Traders: 184
17 12 17 16 34 22 38 45 46 5 10 9
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Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 38,045
Positions
3,210 7,752 253 21,967 4,271 0 7,433 25,660 0 4,706 0 1 475 108
Changes from: August 10, 2021 Total Change is: -1,704
20 -28 28 -5,362 42 0 3,383 -1,764 0 244 0 1 -18 17
Percent of Open Interest Represented by Each Category of Trader
8.4 20.4 0.7 57.7 11.2 0.0 19.5 67.4 0.0 12.4 0.0 0.0 1.2 0.3
Number of Traders in Each Category Total Traders: 55
. 4 . 14 4 0 7 6 0 17 0 .
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Updated August 20, 2021