Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 197,522
Positions
30,071 69,330 11,053 38,293 26,576 6,175 37,446 29,965 21,912 14,535 2,204 1,622 36,415 28,685
Changes from: August 24, 2021 Total Change is: -1,421
1,933 -5,953 953 -1,388 -5,388 198 -1,963 7,009 328 -1,017 111 312 -777 1,010
Percent of Open Interest Represented by Each Category of Trader
15.2 35.1 5.6 19.4 13.5 3.1 19.0 15.2 11.1 7.4 1.1 0.8 18.4 14.5
Number of Traders in Each Category Total Traders: 99
9 6 8 13 16 9 22 19 17 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 46,165
Positions
11,943 5,092 972 2,844 12,301 1,521 15,743 6,203 2,016 475 642 0 10,650 17,417
Changes from: August 24, 2021 Total Change is: -596
-936 20 -26 690 -67 -165 -6 496 143 0 0 0 -295 -996
Percent of Open Interest Represented by Each Category of Trader
25.9 11.0 2.1 6.2 26.6 3.3 34.1 13.4 4.4 1.0 1.4 0.0 23.1 37.7
Number of Traders in Each Category Total Traders: 48
5 . . . 14 6 8 13 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 212,231
Positions
58,021 58,839 7,883 51,350 65,031 4,274 35,883 26,335 14,886 9,248 5,106 330 30,356 29,546
Changes from: August 24, 2021 Total Change is: -3,228
-4,066 4,210 2,196 1,025 -679 -1,712 -2,306 -5,946 -957 -51 0 13 2,630 -353
Percent of Open Interest Represented by Each Category of Trader
27.3 27.7 3.7 24.2 30.6 2.0 16.9 12.4 7.0 4.4 2.4 0.2 14.3 13.9
Number of Traders in Each Category Total Traders: 122
6 11 9 18 29 16 25 21 18 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 206,781
Positions
98,298 2,774 2,146 41,554 88,011 6,343 28,431 61,332 9,345 700 554 242 19,721 36,033
Changes from: August 24, 2021 Total Change is: -2,958
-1,351 -844 -211 -389 2,506 -1,192 2,043 -2,032 -1,198 0 -5 -18 -642 36
Percent of Open Interest Represented by Each Category of Trader
47.5 1.3 1.0 20.1 42.6 3.1 13.7 29.7 4.5 0.3 0.3 0.1 9.5 17.4
Number of Traders in Each Category Total Traders: 122
12 . 7 17 27 16 22 35 16 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 752,386
Positions
51,021 361,988 21,826 407,330 133,005 33,150 53,963 94,909 39,960 42,404 6,356 5,203 97,529 55,989
Changes from: August 24, 2021 Total Change is: 1,736
-1,087 -2,504 -846 4,627 -248 -798 -5,061 11,136 851 1,015 -434 -90 3,126 -5,331
Percent of Open Interest Represented by Each Category of Trader
6.8 48.1 2.9 54.1 17.7 4.4 7.2 12.6 5.3 5.6 0.8 0.7 13.0 7.4
Number of Traders in Each Category Total Traders: 331
16 12 12 112 45 52 43 53 34 37 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 30,625
Positions
468 9,626 0 12,116 6,610 2,662 475 3,798 1,202 800 0 0 12,902 6,727
Changes from: August 24, 2021 Total Change is: -37
468 0 0 -4 253 0 0 -76 6 0 0 0 -507 -220
Percent of Open Interest Represented by Each Category of Trader
1.5 31.4 0.0 39.6 21.6 8.7 1.6 12.4 3.9 2.6 0.0 0.0 42.1 22.0
Number of Traders in Each Category Total Traders: 24
. . 0 12 5 7 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 28,588
Positions
1,544 1,200 0 5,615 19,782 1,531 12,749 1,545 53 0 975 0 7,096 3,502
Changes from: August 24, 2021 Total Change is: -677
-197 0 0 -42 -669 -23 -476 0 53 0 0 0 8 -38
Percent of Open Interest Represented by Each Category of Trader
5.4 4.2 0.0 19.6 69.2 5.4 44.6 5.4 0.2 0.0 3.4 0.0 24.8 12.2
Number of Traders in Each Category Total Traders: 28
. . 0 6 10 4 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 193,372
Positions
71,930 3,094 2,853 42,466 86,847 6,060 39,220 44,067 8,512 6,203 4,246 0 16,127 37,692
Changes from: August 24, 2021 Total Change is: -16,286
-1,360 0 110 -1,000 -11,105 582 -13,249 -5,442 -113 -96 -27 0 -1,160 -292
Percent of Open Interest Represented by Each Category of Trader
37.2 1.6 1.5 22.0 44.9 3.1 20.3 22.8 4.4 3.2 2.2 0.0 8.3 19.5
Number of Traders in Each Category Total Traders: 100
13 . 6 12 17 8 16 30 18 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 49,822
Positions
0 23,552 0 31,853 128 43 11,121 23,622 51 4,241 1,524 44 2,469 858
Changes from: August 24, 2021 Total Change is: -8,395
-233 304 0 -10,104 128 0 1,156 -8,084 -38 812 -126 27 -15 -606
Percent of Open Interest Represented by Each Category of Trader
0.0 47.3 0.0 63.9 0.3 0.1 22.3 47.4 0.1 8.5 3.1 0.1 5.0 1.7
Number of Traders in Each Category Total Traders: 62
0 5 0 14 . . 24 5 . 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 153,663
Positions
5,936 93,560 806 73,260 4,045 1,524 55,828 24,355 4,924 4,224 21,190 184 6,978 3,075
Changes from: August 24, 2021 Total Change is: 1,144
-2,199 3,252 77 -290 -1,955 -350 1,100 947 1,802 370 -1,596 -172 806 -860
Percent of Open Interest Represented by Each Category of Trader
3.9 60.9 0.5 47.7 2.6 1.0 36.3 15.8 3.2 2.7 13.8 0.1 4.5 2.0
Number of Traders in Each Category Total Traders: 149
. 10 5 23 5 6 53 28 13 11 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 41,317
Positions
1,006 17,465 2,075 6,155 2,375 0 16,517 8,334 7,526 4,584 1,946 56 3,398 1,540
Changes from: August 24, 2021 Total Change is: 7,812
6 416 2,012 1,235 -116 -134 -3,182 -684 7,182 258 -503 47 388 -408
Percent of Open Interest Represented by Each Category of Trader
2.4 42.3 5.0 14.9 5.7 0.0 40.0 20.2 18.2 11.1 4.7 0.1 8.2 3.7
Number of Traders in Each Category Total Traders: 70
. 5 . 11 5 0 17 13 4 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 48,415
Positions
12,052 12,887 533 7,093 11,335 1,381 19,399 14,422 3,442 567 242 22 3,926 4,150
Changes from: August 24, 2021 Total Change is: 1,827
-969 1,092 -269 747 -1,616 536 925 3,131 -185 273 -390 0 768 -473
Percent of Open Interest Represented by Each Category of Trader
24.9 26.6 1.1 14.7 23.4 2.9 40.1 29.8 7.1 1.2 0.5 0.0 8.1 8.6
Number of Traders in Each Category Total Traders: 93
8 5 . 10 17 6 31 16 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 18,158
Positions
3,403 4,752 25 2,354 3,452 0 10,480 7,876 256 338 322 2 1,300 1,473
Changes from: August 24, 2021 Total Change is: 200
-119 -311 25 -199 -171 0 406 713 2 -288 227 -3 376 -282
Percent of Open Interest Represented by Each Category of Trader
18.7 26.2 0.1 13.0 19.0 0.0 57.7 43.4 1.4 1.9 1.8 0.0 7.2 8.1
Number of Traders in Each Category Total Traders: 39
. . . 4 4 0 8 16 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 54,775
Positions
15,630 20,610 636 18,144 1,726 191 10,294 10,282 556 108 15,195 0 9,218 5,581
Changes from: August 24, 2021 Total Change is: 795
452 649 120 -1,134 -53 -158 1,210 255 -8 108 -32 0 205 22
Percent of Open Interest Represented by Each Category of Trader
28.5 37.6 1.2 33.1 3.2 0.3 18.8 18.8 1.0 0.2 27.7 0.0 16.8 10.2
Number of Traders in Each Category Total Traders: 113
13 18 . 27 7 7 28 13 9 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 109,550
Positions
31,259 41,219 1,272 36,287 3,452 381 20,587 20,564 1,111 216 30,389 0 18,436 11,162
Changes from: August 24, 2021 Total Change is: 1,589
903 1,298 239 -2,267 -106 -316 2,419 510 -16 216 -63 0 411 44
Percent of Open Interest Represented by Each Category of Trader
28.5 37.6 1.2 33.1 3.2 0.3 18.8 18.8 1.0 0.2 27.7 0.0 16.8 10.2
Number of Traders in Each Category Total Traders: 113
13 18 . 27 7 7 28 13 9 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 42,197
Positions
2,521 37,293 200 33,415 0 895 2,577 3,323 0 0 0 0 2,589 486
Changes from: August 24, 2021 Total Change is: 1,646
11 1,494 0 872 0 -161 982 353 0 0 0 0 -58 -40
Percent of Open Interest Represented by Each Category of Trader
6.0 88.4 0.5 79.2 0.0 2.1 6.1 7.9 0.0 0.0 0.0 0.0 6.1 1.2
Number of Traders in Each Category Total Traders: 35
4 7 . 19 0 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 735,520
Positions
39,286 146,570 67,923 259,000 76,069 56,418 43,096 72,727 146,838 24,686 70,847 5,972 92,301 92,155
Changes from: August 24, 2021 Total Change is: 6,323
1,123 5,129 3,432 1,621 -3,912 315 -4,022 -1,770 -1,556 2,248 2,345 522 2,640 1,818
Percent of Open Interest Represented by Each Category of Trader
5.3 19.9 9.2 35.2 10.3 7.7 5.9 9.9 20.0 3.4 9.6 0.8 12.5 12.5
Number of Traders in Each Category Total Traders: 554
33 33 45 166 77 113 67 102 100 44 32 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 59,938
Positions
18,804 2,890 233 1,000 0 0 23,854 16,693 6,833 1 800 0 9,214 32,489
Changes from: August 24, 2021 Total Change is: 2,575
1,502 400 1 0 0 0 1,624 22 -1,106 -300 800 0 854 2,458
Percent of Open Interest Represented by Each Category of Trader
31.4 4.8 0.4 1.7 0.0 0.0 39.8 27.9 11.4 0.0 1.3 0.0 15.4 54.2
Number of Traders in Each Category Total Traders: 27
6 4 . . 0 0 6 8 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 33,812
Positions
13,034 26,483 0 15,777 4,093 0 2,371 631 0 0 0 0 2,630 2,605
Changes from: August 24, 2021 Total Change is: 1,853
2,042 1 0 -459 0 0 -325 -57 0 0 0 0 595 1,909
Percent of Open Interest Represented by Each Category of Trader
38.5 78.3 0.0 46.7 12.1 0.0 7.0 1.9 0.0 0.0 0.0 0.0 7.8 7.7
Number of Traders in Each Category Total Traders: 25
7 7 0 6 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 28,559
Positions
13,790 25,025 0 11,131 0 145 1,017 2,069 31 0 0 0 2,445 1,289
Changes from: August 24, 2021 Total Change is: -3,288
-2 -153 0 -45 -2,861 0 -389 -248 31 0 0 0 -2,883 -57
Percent of Open Interest Represented by Each Category of Trader
48.3 87.6 0.0 39.0 0.0 0.5 3.6 7.2 0.1 0.0 0.0 0.0 8.6 4.5
Number of Traders in Each Category Total Traders: 32
4 9 0 13 0 . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 3,377,908
Positions
204,534 820,522 236,329 1,290,000 380,346 282,089 272,560 456,519 523,677 127,427 354,237 25,859 415,432 298,330
Changes from: August 24, 2021 Total Change is: 18,741
6,271 31,808 8,992 8,103 -19,560 1,576 -28,914 -9,639 -1,567 15,241 10,223 106 8,931 -3,200
Percent of Open Interest Represented by Each Category of Trader
6.1 24.3 7.0 38.2 11.3 8.4 8.1 13.5 15.5 3.8 10.5 0.8 12.3 8.8
Number of Traders in Each Category Total Traders: 553
34 32 43 166 77 113 68 100 99 44 32 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 33,820
Positions
12,977 31,269 0 15,482 498 20 827 1,392 102 0 0 0 4,412 539
Changes from: August 24, 2021 Total Change is: 170
-153 199 0 45 0 0 -15 -115 6 0 0 0 287 80
Percent of Open Interest Represented by Each Category of Trader
38.4 92.5 0.0 45.8 1.5 0.1 2.4 4.1 0.3 0.0 0.0 0.0 13.0 1.6
Number of Traders in Each Category Total Traders: 37
8 7 0 16 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 25,992
Positions
266 25,473 0 20,641 0 0 597 0 0 0 0 0 4,488 519
Changes from: August 24, 2021 Total Change is: 613
0 1,165 0 813 0 0 -74 0 0 0 0 0 -126 -552
Percent of Open Interest Represented by Each Category of Trader
1.0 98.0 0.0 79.4 0.0 0.0 2.3 0.0 0.0 0.0 0.0 0.0 17.3 2.0
Number of Traders in Each Category Total Traders: 27
. 12 0 12 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 20,725
Positions
1,461 19,371 0 17,049 0 0 200 208 0 0 0 0 2,015 1,146
Changes from: August 24, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
7.0 93.5 0.0 82.3 0.0 0.0 1.0 1.0 0.0 0.0 0.0 0.0 9.7 5.5
Number of Traders in Each Category Total Traders: 21
. 8 0 8 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 28,735
Positions
3,104 24,286 0 21,097 0 537 1,197 1,126 0 0 0 0 2,800 2,786
Changes from: August 24, 2021 Total Change is: -2,340
-160 -2,072 0 -264 0 145 0 -243 0 0 0 0 -2,061 -170
Percent of Open Interest Represented by Each Category of Trader
10.8 84.5 0.0 73.4 0.0 1.9 4.2 3.9 0.0 0.0 0.0 0.0 9.7 9.7
Number of Traders in Each Category Total Traders: 26
. 10 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 143,732
Positions
0 1,125 0 24,186 0 77 8,142 86,028 10,439 3,400 0 12 97,476 46,050
Changes from: August 24, 2021 Total Change is: -1,045
0 -487 0 -3 0 -44 2,092 -2,580 336 -2,278 0 -10 -1,138 1,740
Percent of Open Interest Represented by Each Category of Trader
0.0 0.8 0.0 16.8 0.0 0.1 5.7 59.9 7.3 2.4 0.0 0.0 67.8 32.0
Number of Traders in Each Category Total Traders: 21
0 . 0 6 0 . 4 8 7 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 43,452
Positions
3,992 13,050 145 24,998 20,896 2,005 2,901 3,511 67 0 297 0 9,344 3,481
Changes from: August 24, 2021 Total Change is: 302
-125 -191 11 1,058 -663 35 -571 1,151 2 0 297 0 -108 -340
Percent of Open Interest Represented by Each Category of Trader
9.2 30.0 0.3 57.5 48.1 4.6 6.7 8.1 0.2 0.0 0.7 0.0 21.5 8.0
Number of Traders in Each Category Total Traders: 70
. 7 . 31 15 10 6 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 463,052
Positions
124,013 46,049 5,793 198,953 155,697 38,503 46,748 130,127 13,603 4,210 48,612 245 30,983 24,422
Changes from: August 24, 2021 Total Change is: 1,904
-4,916 6,051 336 4,663 -4,878 769 -524 -2,751 -357 411 2,383 6 1,516 345
Percent of Open Interest Represented by Each Category of Trader
26.8 9.9 1.3 43.0 33.6 8.3 10.1 28.1 2.9 0.9 10.5 0.1 6.7 5.3
Number of Traders in Each Category Total Traders: 330
31 12 8 86 55 53 45 69 30 9 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 32,159
Positions
5,584 30,459 0 22,977 463 0 2,175 717 6 0 0 0 1,417 514
Changes from: August 24, 2021 Total Change is: 64
0 182 0 -49 -5 0 249 0 0 0 0 0 -136 -113
Percent of Open Interest Represented by Each Category of Trader
17.4 94.7 0.0 71.4 1.4 0.0 6.8 2.2 0.0 0.0 0.0 0.0 4.4 1.6
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 31, 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 21,656
Positions
275 6,240 0 10,545 216 63 1,857 5,246 1,754 1,118 2,241 39 6,005 5,857
Changes from: August 24, 2021 Total Change is: 2,689
0 1,461 0 -18 0 0 788 1,375 789 0 -212 39 1,091 -763
Percent of Open Interest Represented by Each Category of Trader
1.3 28.8 0.0 48.7 1.0 0.3 8.6 24.2 8.1 5.2 10.3 0.2 27.7 27.0
Number of Traders in Each Category Total Traders: 28
. . 0 11 . . 6 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 57,065
Positions
12,160 7,037 1,625 8,608 3,931 441 21,800 9,014 1,810 2,749 807 0 7,872 32,400
Changes from: August 24, 2021 Total Change is: 4,165
1,352 -35 188 -149 -723 118 2,596 1,680 803 -1,079 0 0 336 2,134
Percent of Open Interest Represented by Each Category of Trader
21.3 12.3 2.8 15.1 6.9 0.8 38.2 15.8 3.2 4.8 1.4 0.0 13.8 56.8
Number of Traders in Each Category Total Traders: 65
9 7 . 10 5 6 18 11 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 412,945
Positions
37,097 241,123 10,111 266,450 81,051 56,875 20,273 7,783 851 11,086 10,174 0 10,202 4,977
Changes from: August 24, 2021 Total Change is: -6,809
580 -10,427 0 -9,197 5,372 -2,249 2,368 -1,146 186 1,101 3,204 0 402 -1,749
Percent of Open Interest Represented by Each Category of Trader
9.0 58.4 2.4 64.5 19.6 13.8 4.9 1.9 0.2 2.7 2.5 0.0 2.5 1.2
Number of Traders in Each Category Total Traders: 188
14 13 7 79 40 41 24 9 4 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 1,071,842
Positions
89,460 473,472 3,203 665,894 324,464 128,581 90,630 59,533 6,667 42,431 59,262 1,064 43,912 15,596
Changes from: August 24, 2021 Total Change is: -32,762
-7,841 -35,047 -175 -29,050 10,099 -6,742 5,712 -2,977 1,840 -1,133 1,690 31 4,596 -1,481
Percent of Open Interest Represented by Each Category of Trader
8.3 44.2 0.3 62.1 30.3 12.0 8.5 5.6 0.6 4.0 5.5 0.1 4.1 1.5
Number of Traders in Each Category Total Traders: 401
28 21 6 151 78 84 53 32 24 25 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 237,095
Positions
31,801 171,076 42,641 17,981 7,397 2,636 127,828 330 12,727 1,193 217 11 277 60
Changes from: August 24, 2021 Total Change is: 639
-1,091 -327 833 14 0 10 751 0 123 -6 0 0 5 0
Percent of Open Interest Represented by Each Category of Trader
13.4 72.2 18.0 7.6 3.1 1.1 53.9 0.1 5.4 0.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 89
9 23 17 13 . . 29 . 6 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 54,737
Positions
13,870 7,458 1,622 12,871 9,094 1,083 8,221 14,730 6,960 1,868 2,618 317 7,926 10,856
Changes from: August 24, 2021 Total Change is: 736
-82 -41 275 -101 361 82 586 985 -341 -180 118 -24 520 -679
Percent of Open Interest Represented by Each Category of Trader
25.3 13.6 3.0 23.5 16.6 2.0 15.0 26.9 12.7 3.4 4.8 0.6 14.5 19.8
Number of Traders in Each Category Total Traders: 316
28 20 13 59 52 47 41 66 40 18 32 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 273,687
Positions
69,348 37,292 8,109 64,356 45,469 5,415 41,105 73,650 34,799 9,341 13,092 1,583 39,631 54,278
Changes from: August 24, 2021 Total Change is: 3,679
-409 -204 1,373 -503 1,803 410 2,932 4,926 -1,705 -898 592 -118 2,598 -3,397
Percent of Open Interest Represented by Each Category of Trader
25.3 13.6 3.0 23.5 16.6 2.0 15.0 26.9 12.7 3.4 4.8 0.6 14.5 19.8
Number of Traders in Each Category Total Traders: 316
28 20 13 59 52 47 41 66 40 18 32 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 119,651
Positions
0 11,620 0 506 0 0 60,625 62,120 1,694 4,130 6,234 300 52,395 37,683
Changes from: August 24, 2021 Total Change is: 4,440
0 2,698 0 164 0 0 3,440 3,219 25 330 1,160 -14 495 -2,648
Percent of Open Interest Represented by Each Category of Trader
0.0 9.7 0.0 0.4 0.0 0.0 50.7 51.9 1.4 3.5 5.2 0.3 43.8 31.5
Number of Traders in Each Category Total Traders: 28
0 . 0 . 0 0 10 4 7 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 1,334,335
Positions
4,509 114,132 22,366 598,910 281,188 254,798 78,723 305,021 104,675 69,332 45,025 9,395 191,627 197,736
Changes from: August 24, 2021 Total Change is: -100,926
-1,689 -2,314 -33,672 9,312 -6,208 -23,666 -5,454 -15,204 -34,991 3,795 4,462 2,044 -16,606 8,623
Percent of Open Interest Represented by Each Category of Trader
0.3 8.6 1.7 44.9 21.1 19.1 5.9 22.9 7.8 5.2 3.4 0.7 14.4 14.8
Number of Traders in Each Category Total Traders: 175
4 16 15 57 37 55 14 31 33 9 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 1,263,623
Positions
27,840 85,375 918 672,895 266,570 195,544 99,005 499,378 47,090 68,461 17,548 94 151,776 151,106
Changes from: August 24, 2021 Total Change is: -65,529
-507 -15,453 -4,847 4,603 17,328 1,619 -10,295 -15,355 -43,648 282 -5,128 -1,023 -11,714 978
Percent of Open Interest Represented by Each Category of Trader
2.2 6.8 0.1 53.3 21.1 15.5 7.8 39.5 3.7 5.4 1.4 0.0 12.0 12.0
Number of Traders in Each Category Total Traders: 156
. 10 . 72 26 59 7 26 15 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 1,955,096
Positions
54,615 133,508 26,670 755,818 511,874 328,362 486,591 632,459 64,237 91,052 118,206 4,976 142,776 134,805
Changes from: August 24, 2021 Total Change is: -103,288
-12,656 20,826 -3,641 -14,383 -9,477 -16,791 48,060 -268 -74,302 -7,293 434 -8,011 -14,272 -12,058
Percent of Open Interest Represented by Each Category of Trader
2.8 6.8 1.4 38.7 26.2 16.8 24.9 32.3 3.3 4.7 6.0 0.3 7.3 6.9
Number of Traders in Each Category Total Traders: 305
14 30 16 91 46 76 43 44 31 19 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 4,450,750
Positions
214,883 260,498 132,577 1,484,534 1,364,460 824,519 758,026 460,294 462,028 139,201 285,412 76,716 358,266 584,246
Changes from: August 24, 2021 Total Change is: -525,089
24,814 -3,559 -45,021 -1,051 -24,318 -97,909 -41,758 -84,049 -176,003 -116,250 -25,090 -23,740 -48,172 -45,401
Percent of Open Interest Represented by Each Category of Trader
4.8 5.9 3.0 33.4 30.7 18.5 17.0 10.3 10.4 3.1 6.4 1.7 8.0 13.1
Number of Traders in Each Category Total Traders: 462
20 39 36 80 121 119 63 87 79 20 32 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 1,453,090
Positions
111,605 30,411 4,926 448,209 514,125 179,461 495,028 347,591 26,276 64,305 55,729 355 122,925 294,216
Changes from: August 24, 2021 Total Change is: -221,799
-7,032 -14,608 -7,658 -530 2,630 -16,962 11,741 -13,456 -178,109 -5,199 6,053 -3,000 -15,050 3,311
Percent of Open Interest Represented by Each Category of Trader
7.7 2.1 0.3 30.8 35.4 12.4 34.1 23.9 1.8 4.4 3.8 0.0 8.5 20.2
Number of Traders in Each Category Total Traders: 154
5 7 5 25 63 53 20 19 13 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 3,598,054
Positions
56,360 192,708 51,762 1,729,593 875,508 706,027 221,495 861,035 237,234 299,200 239,325 2,712 293,671 431,743
Changes from: August 24, 2021 Total Change is: -259,429
13,976 -34,726 -31,910 61,149 -73,128 -35,015 -91,376 77,253 -122,829 -2,287 11,588 -13,459 -37,677 -37,203
Percent of Open Interest Represented by Each Category of Trader
1.6 5.4 1.4 48.1 24.3 19.6 6.2 23.9 6.6 8.3 6.7 0.1 8.2 12.0
Number of Traders in Each Category Total Traders: 329
13 27 25 79 71 83 37 67 48 10 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 1,065,041
Positions
290,194 154,986 406,072 35,257 5,021 10,620 56,562 198,436 241,468 0 10,379 0 24,868 38,059
Changes from: August 24, 2021 Total Change is: 20,521
22,002 -15,616 -6,747 -290 494 114 2,024 40,292 928 0 -581 0 2,490 1,637
Percent of Open Interest Represented by Each Category of Trader
27.2 14.6 38.1 3.3 0.5 1.0 5.3 18.6 22.7 0.0 1.0 0.0 2.3 3.6
Number of Traders in Each Category Total Traders: 93
22 30 45 . . . 12 21 28 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 is22,446,800
Positions
3,214,061 1,628,872 3,234,051 683,115 1,672,166 1,662,409 1,411,271 1,763,189 11,207,766 88,442 159,045 247,095 698,590 872,207
Changes from: August 24, 2021 Total Change is: 8,647
13,593 -12,132 1,342 -9,661 24,654 -25,212 -69,361 57,673 40,107 50,715 -20,879 -20,986 28,110 -35,919
Percent of Open Interest Represented by Each Category of Trader
14.3 7.3 14.4 3.0 7.4 7.4 6.3 7.9 49.9 0.4 0.7 1.1 3.1 3.9
Number of Traders in Each Category Total Traders: 285
33 40 66 23 20 37 56 67 106 10 27 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 724,195
Positions
268,443 191,628 201,629 20,882 28,192 4,669 75,772 133,343 141,784 250 12,003 10,692 74 254
Changes from: August 24, 2021 Total Change is: 37,515
9,789 5,318 13,124 -739 1,647 2,369 14,176 14,254 164 -15 1,941 -1,367 14 66
Percent of Open Interest Represented by Each Category of Trader
37.1 26.5 27.8 2.9 3.9 0.6 10.5 18.4 19.6 0.0 1.7 1.5 0.0 0.0
Number of Traders in Each Category Total Traders: 120
26 24 32 4 . . 17 27 36 5 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 138,617
Positions
48,502 45,891 22,378 11,194 4,564 301 19,957 29,494 34,952 522 200 705 106 132
Changes from: August 24, 2021 Total Change is: 5,180
4,316 2,054 213 -962 6 1 -1,240 -80 3,457 -114 0 -503 12 32
Percent of Open Interest Represented by Each Category of Trader
35.0 33.1 16.1 8.1 3.3 0.2 14.4 21.3 25.2 0.4 0.1 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 78
12 18 15 . . . 16 23 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 141,839
Positions
1,050 49,446 0 1,639 1,829 0 5,809 44,097 45,807 87,533 591 0 1 69
Changes from: August 24, 2021 Total Change is: 7,783
0 3,617 0 0 54 0 133 4,159 -44 7,695 0 0 -1 -3
Percent of Open Interest Represented by Each Category of Trader
0.7 34.9 0.0 1.2 1.3 0.0 4.1 31.1 32.3 61.7 0.4 0.0 0.0 0.0
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 31, 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 6,509
Positions
326 139 58 714 370 9 1,794 4,820 239 1,587 247 1 1,781 625
Changes from: August 24, 2021 Total Change is: -1,227
74 29 26 19 59 0 -253 -497 -461 -280 0 -133 -220 -250
Percent of Open Interest Represented by Each Category of Trader
5.0 2.1 0.9 11.0 5.7 0.1 27.6 74.1 3.7 24.4 3.8 0.0 27.4 9.6
Number of Traders in Each Category Total Traders: 77
. . . 8 . . 22 23 8 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 14,637
Positions
0 231 0 78 0 0 4,361 10,933 2,054 3,112 312 362 4,670 745
Changes from: August 24, 2021 Total Change is: -7,648
-704 231 -5 25 0 0 -420 -4,393 -3,049 -3,462 -193 127 -160 -366
Percent of Open Interest Represented by Each Category of Trader
0.0 1.6 0.0 0.5 0.0 0.0 29.8 74.7 14.0 21.3 2.1 2.5 31.9 5.1
Number of Traders in Each Category Total Traders: 97
0 . 0 . 0 0 16 9 5 62 7 4
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,029
Positions
118 149 0 57 58 0 1,093 3,366 96 1,193 30 28 1,444 302
Changes from: August 24, 2021 Total Change is: 233
25 106 0 3 11 0 158 193 -7 113 7 -9 -50 -68
Percent of Open Interest Represented by Each Category of Trader
2.9 3.7 0.0 1.4 1.4 0.0 27.1 83.5 2.4 29.6 0.7 0.7 35.8 7.5
Number of Traders in Each Category Total Traders: 48
. . 0 . . 0 16 12 . 11 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 48,872
Positions
2,889 21,910 0 12,663 1,706 771 15,092 18,072 2,544 7,298 1,750 73 7,542 2,046
Changes from: August 24, 2021 Total Change is: 325
1,100 0 0 -379 -483 -53 -792 145 650 -299 60 37 62 -31
Percent of Open Interest Represented by Each Category of Trader
5.9 44.8 0.0 25.9 3.5 1.6 30.9 37.0 5.2 14.9 3.6 0.2 15.4 4.2
Number of Traders in Each Category Total Traders: 133
. . 0 15 5 . 27 29 8 43 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 311,908
Positions
59,535 13,320 12,483 108,051 96,441 26,418 40,440 93,244 30,580 6,437 3,764 6,676 21,288 28,982
Changes from: August 24, 2021 Total Change is: 21,625
9,792 -1,429 -47 4,355 11,712 -194 12,433 13,540 -6,811 -730 895 2,362 465 1,597
Percent of Open Interest Represented by Each Category of Trader
19.1 4.3 4.0 34.6 30.9 8.5 13.0 29.9 9.8 2.1 1.2 2.1 6.8 9.3
Number of Traders in Each Category Total Traders: 177
14 12 21 16 39 27 33 39 39 6 10 8
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 41,554
Positions
3,190 7,960 45 26,956 4,578 0 3,921 28,425 407 6,585 51 0 450 88
Changes from: August 24, 2021 Total Change is: 1,063
20 208 -208 -770 27 0 -577 602 407 2,190 51 -15 16 -9
Percent of Open Interest Represented by Each Category of Trader
7.7 19.2 0.1 64.9 11.0 0.0 9.4 68.4 1.0 15.8 0.1 0.0 1.1 0.2
Number of Traders in Each Category Total Traders: 51
. 4 . 13 4 0 6 5 . 15 . 0
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Updated September 03, 2021