Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 196,203
Positions
28,598 72,465 11,811 40,556 24,678 5,872 33,781 27,525 22,364 13,482 4,484 1,784 37,956 25,219
Changes from: August 31, 2021 Total Change is: -1,319
-1,474 3,135 758 2,263 -1,898 -303 -3,665 -2,440 452 -1,053 2,279 162 1,540 -3,465
Percent of Open Interest Represented by Each Category of Trader
14.6 36.9 6.0 20.7 12.6 3.0 17.2 14.0 11.4 6.9 2.3 0.9 19.3 12.9
Number of Traders in Each Category Total Traders: 100
8 7 9 15 15 12 21 20 19 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 47,249
Positions
15,497 1,736 1,634 2,157 12,827 1,422 13,187 7,049 1,899 475 642 7 10,971 20,032
Changes from: August 31, 2021 Total Change is: 1,084
3,554 -3,356 662 -687 526 -99 -2,556 846 -117 0 0 7 320 2,615
Percent of Open Interest Represented by Each Category of Trader
32.8 3.7 3.5 4.6 27.1 3.0 27.9 14.9 4.0 1.0 1.4 0.0 23.2 42.4
Number of Traders in Each Category Total Traders: 50
7 . 4 . 14 6 11 12 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 217,300
Positions
59,841 57,616 13,577 52,557 61,912 3,754 30,382 31,720 16,441 9,231 5,106 395 31,123 26,780
Changes from: August 31, 2021 Total Change is: 5,069
1,820 -1,223 5,693 1,207 -3,119 -520 -5,501 5,385 1,555 -17 0 64 767 -2,766
Percent of Open Interest Represented by Each Category of Trader
27.5 26.5 6.2 24.2 28.5 1.7 14.0 14.6 7.6 4.2 2.3 0.2 14.3 12.3
Number of Traders in Each Category Total Traders: 121
7 10 9 18 29 15 20 24 22 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 217,156
Positions
93,335 592 11,494 43,459 82,733 5,706 28,673 65,939 13,405 700 586 228 20,156 36,473
Changes from: August 31, 2021 Total Change is: 10,375
-4,963 -2,182 9,347 1,905 -5,278 -637 242 4,607 4,061 0 32 -15 435 440
Percent of Open Interest Represented by Each Category of Trader
43.0 0.3 5.3 20.0 38.1 2.6 13.2 30.4 6.2 0.3 0.3 0.1 9.3 16.8
Number of Traders in Each Category Total Traders: 132
13 . 10 17 29 15 24 41 20 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 734,943
Positions
39,766 375,449 28,031 409,562 123,256 31,504 49,549 82,311 29,639 41,644 6,656 4,772 100,477 53,325
Changes from: August 31, 2021 Total Change is: -17,443
-11,255 13,460 6,204 2,231 -9,749 -1,645 -4,415 -12,598 -10,320 -760 300 -431 2,948 -2,663
Percent of Open Interest Represented by Each Category of Trader
5.4 51.1 3.8 55.7 16.8 4.3 6.7 11.2 4.0 5.7 0.9 0.6 13.7 7.3
Number of Traders in Each Category Total Traders: 317
16 13 15 111 44 51 39 46 31 34 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 32,796
Positions
468 9,630 1,263 12,131 4,778 2,662 475 7,384 1,468 800 0 0 13,529 5,611
Changes from: August 31, 2021 Total Change is: 2,171
0 4 1,263 15 -1,832 0 0 3,586 266 0 0 0 627 -1,116
Percent of Open Interest Represented by Each Category of Trader
1.4 29.4 3.9 37.0 14.6 8.1 1.4 22.5 4.5 2.4 0.0 0.0 41.3 17.1
Number of Traders in Each Category Total Traders: 28
. . . 12 5 7 . 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 33,023
Positions
1,565 1,200 3,419 5,616 19,777 1,553 11,633 1,545 1,095 0 975 0 8,142 3,459
Changes from: August 31, 2021 Total Change is: 4,435
21 0 3,419 1 -5 22 -1,116 0 1,042 0 0 0 1,046 -43
Percent of Open Interest Represented by Each Category of Trader
4.7 3.6 10.4 17.0 59.9 4.7 35.2 4.7 3.3 0.0 3.0 0.0 24.7 10.5
Number of Traders in Each Category Total Traders: 28
. . . 6 10 4 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 183,577
Positions
75,437 3,096 2,975 41,104 81,161 5,968 23,468 46,287 6,427 7,247 3,519 0 20,950 34,143
Changes from: August 31, 2021 Total Change is: -9,795
3,507 2 122 -1,362 -5,685 -92 -15,752 2,220 -2,085 1,044 -728 0 4,823 -3,549
Percent of Open Interest Represented by Each Category of Trader
41.1 1.7 1.6 22.4 44.2 3.3 12.8 25.2 3.5 3.9 1.9 0.0 11.4 18.6
Number of Traders in Each Category Total Traders: 93
13 . 5 12 15 10 15 27 14 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 52,717
Positions
234 23,473 2 32,385 0 0 12,048 26,097 788 4,464 1,241 92 2,704 1,024
Changes from: August 31, 2021 Total Change is: 2,895
234 -79 2 532 -128 -43 927 2,475 737 223 -283 48 235 166
Percent of Open Interest Represented by Each Category of Trader
0.4 44.5 0.0 61.4 0.0 0.0 22.9 49.5 1.5 8.5 2.4 0.2 5.1 1.9
Number of Traders in Each Category Total Traders: 60
. 5 . 16 0 0 21 5 . 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 180,652
Positions
2,588 104,876 2,180 79,972 4,681 1,364 71,874 32,807 9,750 5,482 22,230 111 7,331 2,654
Changes from: August 31, 2021 Total Change is: 26,989
-3,348 11,316 1,374 6,712 636 -160 16,047 8,452 4,825 1,258 1,040 -73 354 -421
Percent of Open Interest Represented by Each Category of Trader
1.4 58.1 1.2 44.3 2.6 0.8 39.8 18.2 5.4 3.0 12.3 0.1 4.1 1.5
Number of Traders in Each Category Total Traders: 170
. 11 5 25 8 . 62 28 20 13 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 25,433
Positions
1,031 1,696 0 8,246 2,413 0 8,200 18,050 2 4,771 1,540 0 3,183 1,732
Changes from: August 31, 2021 Total Change is: -15,884
25 -15,769 -2,075 2,091 38 0 -8,317 9,716 -7,524 187 -406 -56 -215 192
Percent of Open Interest Represented by Each Category of Trader
4.1 6.7 0.0 32.4 9.5 0.0 32.2 71.0 0.0 18.8 6.1 0.0 12.5 6.8
Number of Traders in Each Category Total Traders: 68
. . 0 12 5 0 18 14 . 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 58,081
Positions
10,184 19,604 8,405 8,531 9,111 1,240 20,005 11,547 3,933 647 235 27 5,109 3,979
Changes from: August 31, 2021 Total Change is: 9,666
-1,868 6,717 7,872 1,438 -2,224 -141 606 -2,875 491 80 -7 5 1,183 -171
Percent of Open Interest Represented by Each Category of Trader
17.5 33.8 14.5 14.7 15.7 2.1 34.4 19.9 6.8 1.1 0.4 0.0 8.8 6.9
Number of Traders in Each Category Total Traders: 90
7 5 5 14 12 5 35 12 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 23,028
Positions
3,239 4,789 1,940 5,707 3,355 0 6,886 7,372 3,616 328 377 2 1,310 1,577
Changes from: August 31, 2021 Total Change is: 4,870
-164 37 1,915 3,353 -97 0 -3,594 -504 3,360 -10 55 0 10 104
Percent of Open Interest Represented by Each Category of Trader
14.1 20.8 8.4 24.8 14.6 0.0 29.9 32.0 15.7 1.4 1.6 0.0 5.7 6.8
Number of Traders in Each Category Total Traders: 39
. . 4 4 . 0 8 14 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 53,545
Positions
16,716 19,947 796 14,845 1,788 823 8,364 7,662 1,828 267 15,010 0 9,906 5,693
Changes from: August 31, 2021 Total Change is: -1,230
1,087 -663 160 -3,299 62 633 -1,930 -2,620 1,273 159 -185 0 688 111
Percent of Open Interest Represented by Each Category of Trader
31.2 37.3 1.5 27.7 3.3 1.5 15.6 14.3 3.4 0.5 28.0 0.0 18.5 10.6
Number of Traders in Each Category Total Traders: 109
18 16 4 25 7 6 22 15 15 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 107,090
Positions
33,432 39,893 1,592 29,690 3,575 1,646 16,727 15,323 3,657 534 30,019 0 19,812 11,385
Changes from: August 31, 2021 Total Change is: -2,460
2,173 -1,326 320 -6,597 123 1,265 -3,860 -5,240 2,545 318 -370 0 1,376 223
Percent of Open Interest Represented by Each Category of Trader
31.2 37.3 1.5 27.7 3.3 1.5 15.6 14.3 3.4 0.5 28.0 0.0 18.5 10.6
Number of Traders in Each Category Total Traders: 109
18 16 4 25 7 6 22 15 15 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 39,814
Positions
3,691 36,618 100 28,812 0 902 3,272 1,723 78 0 0 0 2,959 393
Changes from: August 31, 2021 Total Change is: -2,383
1,170 -675 -100 -4,603 0 7 695 -1,600 78 0 0 0 370 -93
Percent of Open Interest Represented by Each Category of Trader
9.3 92.0 0.3 72.4 0.0 2.3 8.2 4.3 0.2 0.0 0.0 0.0 7.4 1.0
Number of Traders in Each Category Total Traders: 38
6 7 . 19 0 4 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 747,142
Positions
40,997 152,824 71,269 257,985 73,892 58,883 46,629 72,250 153,080 24,453 72,868 4,833 89,013 87,243
Changes from: August 31, 2021 Total Change is: 11,622
1,711 6,255 3,346 -1,015 -2,178 2,465 3,533 -476 6,242 -233 2,021 -1,139 -3,288 -4,912
Percent of Open Interest Represented by Each Category of Trader
5.5 20.5 9.5 34.5 9.9 7.9 6.2 9.7 20.5 3.3 9.8 0.6 11.9 11.7
Number of Traders in Each Category Total Traders: 564
31 35 47 164 77 118 78 97 109 48 34 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 59,642
Positions
19,092 3,625 233 1,000 0 0 22,554 18,863 8,526 0 1,100 0 8,237 27,295
Changes from: August 31, 2021 Total Change is: -296
288 735 1 0 0 0 -1,300 2,170 1,693 0 300 0 -978 -5,194
Percent of Open Interest Represented by Each Category of Trader
32.0 6.1 0.4 1.7 0.0 0.0 37.8 31.6 14.3 0.0 1.8 0.0 13.8 45.8
Number of Traders in Each Category Total Traders: 29
6 4 . . 0 0 5 11 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 33,392
Positions
12,639 26,327 0 15,862 6,148 0 2,537 447 0 0 0 0 2,354 470
Changes from: August 31, 2021 Total Change is: -420
-395 -156 0 85 2,055 0 166 -184 0 0 0 0 -276 -2,135
Percent of Open Interest Represented by Each Category of Trader
37.9 78.8 0.0 47.5 18.4 0.0 7.6 1.3 0.0 0.0 0.0 0.0 7.0 1.4
Number of Traders in Each Category Total Traders: 23
6 7 0 6 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 28,484
Positions
13,026 25,047 0 11,782 0 145 1,017 2,236 31 0 0 0 2,483 1,025
Changes from: August 31, 2021 Total Change is: -75
-764 22 0 651 0 0 0 167 0 0 0 0 38 -264
Percent of Open Interest Represented by Each Category of Trader
45.7 87.9 0.0 41.4 0.0 0.5 3.6 7.9 0.1 0.0 0.0 0.0 8.7 3.6
Number of Traders in Each Category Total Traders: 33
4 9 0 13 0 . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 3,437,498
Positions
211,679 848,149 253,026 1,284,927 369,458 294,413 307,229 453,791 535,916 122,263 358,840 24,164 403,882 299,742
Changes from: August 31, 2021 Total Change is: 59,590
7,144 27,627 16,697 -5,074 -10,888 12,324 34,669 -2,728 12,239 -5,165 4,603 -1,695 -11,550 1,412
Percent of Open Interest Represented by Each Category of Trader
6.2 24.7 7.4 37.4 10.7 8.6 8.9 13.2 15.6 3.6 10.4 0.7 11.7 8.7
Number of Traders in Each Category Total Traders: 562
32 34 46 164 77 118 79 94 107 48 34 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 34,161
Positions
15,830 28,960 0 10,856 498 2,496 825 1,199 102 0 0 0 4,052 906
Changes from: August 31, 2021 Total Change is: 341
2,853 -2,309 0 -4,626 0 2,476 -2 -193 0 0 0 0 -360 367
Percent of Open Interest Represented by Each Category of Trader
46.3 84.8 0.0 31.8 1.5 7.3 2.4 3.5 0.3 0.0 0.0 0.0 11.9 2.7
Number of Traders in Each Category Total Traders: 35
7 7 0 14 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 25,898
Positions
630 25,358 0 20,582 0 0 343 0 0 0 0 0 4,343 540
Changes from: August 31, 2021 Total Change is: -94
364 -115 0 -59 0 0 -254 0 0 0 0 0 -145 21
Percent of Open Interest Represented by Each Category of Trader
2.4 97.9 0.0 79.5 0.0 0.0 1.3 0.0 0.0 0.0 0.0 0.0 16.8 2.1
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 September 7, 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 25,102
Positions
9,207 18,464 0 11,841 0 2,075 0 0 0 0 0 0 1,979 4,563
Changes from: August 31, 2021 Total Change is: 4,377
7,746 -907 0 -5,208 0 2,075 -200 -208 0 0 0 0 -36 3,417
Percent of Open Interest Represented by Each Category of Trader
36.7 73.6 0.0 47.2 0.0 8.3 0.0 0.0 0.0 0.0 0.0 0.0 7.9 18.2
Number of Traders in Each Category Total Traders: 20
5 7 0 8 0 . 0 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 23,823
Positions
3,064 22,026 0 16,347 0 392 1,197 457 0 0 0 0 2,823 948
Changes from: August 31, 2021 Total Change is: -4,912
-40 -2,260 0 -4,750 0 -145 0 -669 0 0 0 0 23 -1,838
Percent of Open Interest Represented by Each Category of Trader
12.9 92.5 0.0 68.6 0.0 1.6 5.0 1.9 0.0 0.0 0.0 0.0 11.8 4.0
Number of Traders in Each Category Total Traders: 23
. 10 0 7 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 133,851
Positions
2,388 0 0 24,800 0 76 5,853 78,920 10,664 2,302 0 0 87,768 44,192
Changes from: August 31, 2021 Total Change is: -9,881
2,388 -1,125 0 614 0 -1 -2,289 -7,109 224 -1,098 0 -12 -9,707 -1,858
Percent of Open Interest Represented by Each Category of Trader
1.8 0.0 0.0 18.5 0.0 0.1 4.4 59.0 8.0 1.7 0.0 0.0 65.6 33.0
Number of Traders in Each Category Total Traders: 20
. 0 0 6 0 . . 9 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 42,730
Positions
3,998 12,918 176 24,037 21,377 1,702 2,607 2,845 98 0 0 0 10,112 3,614
Changes from: August 31, 2021 Total Change is: -722
6 -132 31 -961 481 -303 -294 -666 31 0 -297 0 768 133
Percent of Open Interest Represented by Each Category of Trader
9.4 30.2 0.4 56.3 50.0 4.0 6.1 6.7 0.2 0.0 0.0 0.0 23.7 8.5
Number of Traders in Each Category Total Traders: 66
. 6 . 31 15 9 5 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 462,408
Positions
121,363 49,262 5,357 199,762 151,311 39,491 41,145 130,093 16,412 6,599 47,180 187 32,091 23,115
Changes from: August 31, 2021 Total Change is: -644
-2,650 3,213 -436 809 -4,386 987 -5,603 -34 2,809 2,389 -1,432 -58 1,108 -1,307
Percent of Open Interest Represented by Each Category of Trader
26.2 10.7 1.2 43.2 32.7 8.5 8.9 28.1 3.5 1.4 10.2 0.0 6.9 5.0
Number of Traders in Each Category Total Traders: 332
31 12 9 84 55 55 45 72 34 12 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 31,723
Positions
5,616 29,339 0 20,909 463 0 2,223 702 0 1,435 0 0 1,540 1,219
Changes from: August 31, 2021 Total Change is: -436
32 -1,120 0 -2,068 0 0 48 -15 -6 1,435 0 0 123 705
Percent of Open Interest Represented by Each Category of Trader
17.7 92.5 0.0 65.9 1.5 0.0 7.0 2.2 0.0 4.5 0.0 0.0 4.9 3.8
Number of Traders in Each Category Total Traders: 30
. 8 0 13 . 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 26,393
Positions
275 7,994 126 13,922 0 9 661 7,476 64 0 2,360 53 11,283 8,311
Changes from: August 31, 2021 Total Change is: 4,737
0 1,754 126 3,377 -216 -54 -1,196 2,230 -1,690 -1,118 119 14 5,278 2,454
Percent of Open Interest Represented by Each Category of Trader
1.0 30.3 0.5 52.7 0.0 0.0 2.5 28.3 0.2 0.0 8.9 0.2 42.7 31.5
Number of Traders in Each Category Total Traders: 30
. . . 13 0 . . 6 . 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 62,546
Positions
14,538 8,946 1,513 11,073 3,442 724 23,565 9,433 1,977 2,181 2,739 31 6,944 33,741
Changes from: August 31, 2021 Total Change is: 5,481
2,378 1,909 -112 2,465 -489 283 1,765 419 167 -568 1,932 31 -928 1,341
Percent of Open Interest Represented by Each Category of Trader
23.2 14.3 2.4 17.7 5.5 1.2 37.7 15.1 3.2 3.5 4.4 0.0 11.1 53.9
Number of Traders in Each Category Total Traders: 74
9 8 7 10 5 6 23 14 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 413,055
Positions
34,490 242,313 10,225 270,842 88,625 56,388 18,569 6,878 1,042 11,099 4,604 0 10,400 2,980
Changes from: August 31, 2021 Total Change is: 110
-2,607 1,190 114 4,392 7,574 -487 -1,704 -905 191 13 -5,570 0 198 -1,997
Percent of Open Interest Represented by Each Category of Trader
8.3 58.7 2.5 65.6 21.5 13.7 4.5 1.7 0.3 2.7 1.1 0.0 2.5 0.7
Number of Traders in Each Category Total Traders: 186
13 14 7 78 42 42 21 9 6 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 1,044,700
Positions
90,995 469,899 5,306 660,329 294,018 125,102 77,274 72,559 7,798 41,716 51,102 3,461 32,719 15,455
Changes from: August 31, 2021 Total Change is: -27,142
1,535 -3,573 2,103 -5,565 -30,446 -3,479 -13,356 13,026 1,131 -715 -8,160 2,397 -11,193 -141
Percent of Open Interest Represented by Each Category of Trader
8.7 45.0 0.5 63.2 28.1 12.0 7.4 6.9 0.7 4.0 4.9 0.3 3.1 1.5
Number of Traders in Each Category Total Traders: 402
26 22 12 157 73 81 52 35 24 25 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 237,139
Positions
31,807 171,335 42,180 17,155 7,397 2,636 128,687 330 12,981 1,161 217 11 521 52
Changes from: August 31, 2021 Total Change is: 44
6 259 -461 -826 0 0 859 0 254 -32 0 0 244 -8
Percent of Open Interest Represented by Each Category of Trader
13.4 72.3 17.8 7.2 3.1 1.1 54.3 0.1 5.5 0.5 0.1 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 90
11 22 16 13 . . 30 . 7 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 55,498
Positions
13,001 7,733 1,727 12,637 8,909 975 9,018 15,105 7,225 1,819 2,589 242 8,854 10,991
Changes from: August 31, 2021 Total Change is: 760
-869 275 105 -235 -184 -108 797 375 265 -49 -30 -74 927 136
Percent of Open Interest Represented by Each Category of Trader
23.4 13.9 3.1 22.8 16.1 1.8 16.2 27.2 13.0 3.3 4.7 0.4 16.0 19.8
Number of Traders in Each Category Total Traders: 309
29 21 13 54 52 44 41 64 40 15 33 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 277,489
Positions
65,005 38,666 8,635 63,184 44,547 4,877 45,088 75,526 36,126 9,094 12,944 1,212 44,269 54,957
Changes from: August 31, 2021 Total Change is: 3,802
-4,343 1,373 526 -1,173 -922 -538 3,983 1,875 1,327 -247 -148 -371 4,637 679
Percent of Open Interest Represented by Each Category of Trader
23.4 13.9 3.1 22.8 16.1 1.8 16.2 27.2 13.0 3.3 4.7 0.4 16.0 19.8
Number of Traders in Each Category Total Traders: 309
29 21 13 54 52 44 41 64 40 15 33 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 119,459
Positions
0 9,473 29 498 265 0 66,179 63,270 1,491 3,760 4,936 338 47,164 39,657
Changes from: August 31, 2021 Total Change is: -192
0 -2,147 29 -8 265 0 5,553 1,150 -203 -370 -1,298 38 -5,231 1,974
Percent of Open Interest Represented by Each Category of Trader
0.0 7.9 0.0 0.4 0.2 0.0 55.4 53.0 1.2 3.1 4.1 0.3 39.5 33.2
Number of Traders in Each Category Total Traders: 28
0 . . . . 0 12 . 4 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 1,355,467
Positions
3,393 112,980 24,995 600,440 292,602 256,672 79,442 313,923 100,182 85,510 42,175 11,851 192,982 200,088
Changes from: August 31, 2021 Total Change is: 21,132
-1,116 -1,152 2,629 1,530 11,414 1,874 719 8,901 -4,493 16,178 -2,850 2,456 1,355 2,352
Percent of Open Interest Represented by Each Category of Trader
0.3 8.3 1.8 44.3 21.6 18.9 5.9 23.2 7.4 6.3 3.1 0.9 14.2 14.8
Number of Traders in Each Category Total Traders: 189
4 20 16 56 37 56 19 36 39 11 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 1,255,525
Positions
27,840 87,107 1,709 676,058 272,539 197,014 98,287 502,425 32,226 68,078 16,128 78 154,234 146,298
Changes from: August 31, 2021 Total Change is: -8,098
0 1,732 791 3,163 5,969 1,470 -718 3,047 -14,864 -383 -1,420 -16 2,458 -4,808
Percent of Open Interest Represented by Each Category of Trader
2.2 6.9 0.1 53.8 21.7 15.7 7.8 40.0 2.6 5.4 1.3 0.0 12.3 11.7
Number of Traders in Each Category Total Traders: 159
. 12 . 73 28 61 7 26 14 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 1,955,057
Positions
58,821 130,921 17,824 770,416 503,130 327,350 482,152 664,656 52,709 100,781 121,245 1,261 143,742 135,961
Changes from: August 31, 2021 Total Change is: -39
4,206 -2,587 -8,846 14,599 -8,744 -1,012 -4,438 32,198 -11,528 9,729 3,039 -3,715 966 1,156
Percent of Open Interest Represented by Each Category of Trader
3.0 6.7 0.9 39.4 25.7 16.7 24.7 34.0 2.7 5.2 6.2 0.1 7.4 7.0
Number of Traders in Each Category Total Traders: 305
16 30 14 95 40 78 46 42 31 18 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 4,489,456
Positions
207,424 243,066 148,380 1,497,162 1,374,607 828,382 693,900 473,760 461,550 211,933 283,239 74,276 366,448 602,196
Changes from: August 31, 2021 Total Change is: 38,706
-7,459 -17,432 15,803 12,628 10,146 3,863 -64,126 13,466 -477 72,732 -2,173 -2,441 8,182 17,950
Percent of Open Interest Represented by Each Category of Trader
4.6 5.4 3.3 33.3 30.6 18.5 15.5 10.6 10.3 4.7 6.3 1.7 8.2 13.4
Number of Traders in Each Category Total Traders: 460
18 43 37 82 119 121 54 92 80 24 28 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 1,446,999
Positions
104,800 27,502 5,215 434,322 511,126 177,199 499,684 331,253 30,094 75,365 69,593 355 119,965 294,662
Changes from: August 31, 2021 Total Change is: -6,091
-6,805 -2,909 289 -13,887 -2,999 -2,262 4,656 -16,338 3,818 11,060 13,864 0 -2,960 446
Percent of Open Interest Represented by Each Category of Trader
7.2 1.9 0.4 30.0 35.3 12.2 34.5 22.9 2.1 5.2 4.8 0.0 8.3 20.4
Number of Traders in Each Category Total Traders: 157
5 6 5 25 64 53 22 20 15 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 3,564,070
Positions
57,824 185,743 42,037 1,748,980 858,458 712,087 193,207 892,453 215,439 302,755 224,511 3,766 287,975 429,575
Changes from: August 31, 2021 Total Change is: -33,984
1,464 -6,965 -9,725 19,387 -17,050 6,060 -28,288 31,419 -21,795 3,555 -14,814 1,053 -5,695 -2,168
Percent of Open Interest Represented by Each Category of Trader
1.6 5.2 1.2 49.1 24.1 20.0 5.4 25.0 6.0 8.5 6.3 0.1 8.1 12.1
Number of Traders in Each Category Total Traders: 326
12 28 22 83 68 87 35 63 46 12 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 995,151
Positions
307,475 158,264 358,668 34,368 4,434 14,220 48,948 210,741 205,490 0 10,078 0 25,982 33,256
Changes from: August 31, 2021 Total Change is: -69,890
17,281 3,278 -47,404 -889 -587 3,600 -7,614 12,305 -35,978 0 -301 0 1,114 -4,803
Percent of Open Interest Represented by Each Category of Trader
30.9 15.9 36.0 3.5 0.4 1.4 4.9 21.2 20.6 0.0 1.0 0.0 2.6 3.3
Number of Traders in Each Category Total Traders: 95
19 34 45 . . . 12 22 28 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 is22,455,573
Positions
3,191,952 1,706,784 3,264,700 705,384 1,698,204 1,623,599 1,466,579 1,681,302 11,193,817 78,473 154,470 248,061 683,008 884,636
Changes from: August 31, 2021 Total Change is: 8,773
-22,109 77,912 30,648 22,269 26,038 -38,810 55,308 -81,887 -13,949 -9,969 -4,575 966 -15,581 12,429
Percent of Open Interest Represented by Each Category of Trader
14.2 7.6 14.5 3.1 7.6 7.2 6.5 7.5 49.8 0.3 0.7 1.1 3.0 3.9
Number of Traders in Each Category Total Traders: 285
31 42 67 26 19 38 52 68 104 8 28 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 756,964
Positions
284,580 212,756 207,201 22,171 31,629 4,236 70,944 122,034 155,756 287 11,490 11,659 129 202
Changes from: August 31, 2021 Total Change is: 32,769
16,137 21,128 5,572 1,289 3,437 -433 -4,827 -11,309 13,972 37 -513 967 55 -52
Percent of Open Interest Represented by Each Category of Trader
37.6 28.1 27.4 2.9 4.2 0.6 9.4 16.1 20.6 0.0 1.5 1.5 0.0 0.0
Number of Traders in Each Category Total Traders: 117
26 22 31 4 . . 15 27 35 6 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 127,287
Positions
32,387 42,447 23,783 9,764 3,634 300 29,277 25,689 30,708 542 200 421 105 105
Changes from: August 31, 2021 Total Change is: -11,330
-16,115 -3,444 1,405 -1,430 -930 -1 9,320 -3,805 -4,244 20 0 -284 -1 -27
Percent of Open Interest Represented by Each Category of Trader
25.4 33.3 18.7 7.7 2.9 0.2 23.0 20.2 24.1 0.4 0.2 0.3 0.1 0.1
Number of Traders in Each Category Total Traders: 70
10 18 12 . . . 13 20 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 147,643
Positions
1,050 56,376 0 1,470 1,829 0 6,116 42,645 46,123 92,873 591 0 11 79
Changes from: August 31, 2021 Total Change is: 5,804
0 6,930 0 -169 0 0 307 -1,452 316 5,340 0 0 10 10
Percent of Open Interest Represented by Each Category of Trader
0.7 38.2 0.0 1.0 1.2 0.0 4.1 28.9 31.2 62.9 0.4 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 September 7, 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 6,854
Positions
302 161 44 674 378 13 1,670 5,028 279 1,924 210 45 1,903 696
Changes from: August 31, 2021 Total Change is: 345
-24 22 -14 -40 8 4 -123 207 40 337 -37 43 122 71
Percent of Open Interest Represented by Each Category of Trader
4.4 2.3 0.6 9.8 5.5 0.2 24.4 73.4 4.1 28.1 3.1 0.7 27.8 10.2
Number of Traders in Each Category Total Traders: 85
. 4 . 9 . . 23 26 11 16 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 22,540
Positions
1,860 0 0 79 0 0 9,052 18,951 1,499 4,098 924 499 5,453 667
Changes from: August 31, 2021 Total Change is: 7,903
1,860 -231 0 1 0 0 4,691 8,018 -555 986 612 137 783 -78
Percent of Open Interest Represented by Each Category of Trader
8.3 0.0 0.0 0.4 0.0 0.0 40.2 84.1 6.7 18.2 4.1 2.2 24.2 3.0
Number of Traders in Each Category Total Traders: 120
. 0 0 . 0 0 19 7 6 75 14 4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 4,272
Positions
118 99 59 57 30 0 1,088 3,626 133 1,377 28 2 1,438 295
Changes from: August 31, 2021 Total Change is: 243
0 -50 59 0 -28 0 -5 260 37 184 -2 -26 -6 -7
Percent of Open Interest Represented by Each Category of Trader
2.8 2.3 1.4 1.3 0.7 0.0 25.5 84.9 3.1 32.2 0.7 0.0 33.7 6.9
Number of Traders in Each Category Total Traders: 51
. . . . . 0 18 13 5 11 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 46,396
Positions
3,389 23,037 0 10,503 2,699 846 15,815 13,413 2,769 4,974 1,133 81 8,019 2,418
Changes from: August 31, 2021 Total Change is: -2,476
500 1,127 0 -2,160 993 75 723 -4,660 225 -2,324 -617 8 477 373
Percent of Open Interest Represented by Each Category of Trader
7.3 49.7 0.0 22.6 5.8 1.8 34.1 28.9 6.0 10.7 2.4 0.2 17.3 5.2
Number of Traders in Each Category Total Traders: 117
. . 0 14 5 . 21 27 11 36 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 323,430
Positions
59,213 14,218 10,719 114,247 96,717 26,965 37,683 95,384 37,966 5,954 4,375 9,533 21,150 27,553
Changes from: August 31, 2021 Total Change is: 11,522
-322 898 -1,764 6,196 276 547 -2,757 2,140 7,386 -483 611 2,857 -138 -1,429
Percent of Open Interest Represented by Each Category of Trader
18.3 4.4 3.3 35.3 29.9 8.3 11.7 29.5 11.7 1.8 1.4 2.9 6.5 8.5
Number of Traders in Each Category Total Traders: 184
14 11 21 17 38 26 30 45 39 7 13 12
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 38,570
Positions
3,206 7,960 45 23,331 4,578 0 4,764 25,644 101 6,619 156 0 504 86
Changes from: August 31, 2021 Total Change is: -2,984
16 0 0 -3,625 0 0 843 -2,781 -306 34 105 0 54 -2
Percent of Open Interest Represented by Each Category of Trader
8.3 20.6 0.1 60.5 11.9 0.0 12.4 66.5 0.3 17.2 0.4 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 50
. 4 . 13 4 0 7 4 . 14 . 0
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Updated September 10, 2021