Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 145,651
Positions
8,155 22,551 10,166 33,993 31,912 7,056 21,824 25,121 16,563 13,609 3,910 1,154 33,132 27,219
Changes from: September 21, 2021 Total Change is: -9,611
2,393 -1,704 -2,761 -5,682 -2,643 334 1,806 -1,461 -3,554 -355 -114 51 -1,844 2,242
Percent of Open Interest Represented by Each Category of Trader
5.6 15.5 7.0 23.3 21.9 4.8 15.0 17.2 11.4 9.3 2.7 0.8 22.7 18.7
Number of Traders in Each Category Total Traders: 100
4 8 7 15 18 12 19 20 14 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 63,119
Positions
39,050 1,621 1,065 2,164 21,363 824 9,265 10,975 1,555 0 0 0 9,197 25,716
Changes from: September 21, 2021 Total Change is: 3,337
4,349 -14 264 21 128 -139 -1,254 1,394 570 -475 0 0 2 1,134
Percent of Open Interest Represented by Each Category of Trader
61.9 2.6 1.7 3.4 33.8 1.3 14.7 17.4 2.5 0.0 0.0 0.0 14.6 40.7
Number of Traders in Each Category Total Traders: 55
8 . . . 21 5 9 13 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 196,667
Positions
37,798 25,706 3,901 44,814 71,010 6,582 50,549 30,182 19,680 4,330 5,939 218 28,796 33,450
Changes from: September 21, 2021 Total Change is: 17,762
8,106 385 618 -3,590 -1,221 1,206 4,756 5,831 4,756 613 833 -70 1,367 5,424
Percent of Open Interest Represented by Each Category of Trader
19.2 13.1 2.0 22.8 36.1 3.3 25.7 15.3 10.0 2.2 3.0 0.1 14.6 17.0
Number of Traders in Each Category Total Traders: 129
7 7 7 19 28 15 28 29 23 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 247,773
Positions
115,228 17,269 3,865 45,680 89,737 7,880 36,462 73,585 17,004 1,950 564 146 19,558 37,723
Changes from: September 21, 2021 Total Change is: 40,518
20,799 -7,738 1,191 -773 16,678 242 17,251 21,392 3,019 372 -368 -110 -1,473 6,212
Percent of Open Interest Represented by Each Category of Trader
46.5 7.0 1.6 18.4 36.2 3.2 14.7 29.7 6.9 0.8 0.2 0.1 7.9 15.2
Number of Traders in Each Category Total Traders: 129
10 4 7 19 28 16 25 36 20 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 720,568
Positions
28,571 329,052 15,488 416,227 137,956 30,915 50,938 98,408 36,012 47,450 7,385 5,404 89,562 59,948
Changes from: September 21, 2021 Total Change is: 10,156
7,655 -22,330 1,177 -11,042 4,150 1,056 4,204 18,353 3,148 3,290 865 -619 1,287 4,357
Percent of Open Interest Represented by Each Category of Trader
4.0 45.7 2.1 57.8 19.1 4.3 7.1 13.7 5.0 6.6 1.0 0.8 12.4 8.3
Number of Traders in Each Category Total Traders: 336
14 16 15 110 45 49 42 56 31 38 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 30,154
Positions
0 11,631 0 12,819 6,834 2,636 0 3,710 0 800 0 0 13,899 5,343
Changes from: September 21, 2021 Total Change is: 681
0 21 0 179 631 -48 0 0 0 0 0 0 550 77
Percent of Open Interest Represented by Each Category of Trader
0.0 38.6 0.0 42.5 22.7 8.7 0.0 12.3 0.0 2.7 0.0 0.0 46.1 17.7
Number of Traders in Each Category Total Traders: 22
0 . 0 13 5 7 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 28,136
Positions
7,609 0 0 5,027 19,433 1,567 6,871 1,545 459 0 775 0 6,603 4,357
Changes from: September 21, 2021 Total Change is: -852
425 -697 0 -665 33 -3 -852 -660 459 0 -100 0 -216 116
Percent of Open Interest Represented by Each Category of Trader
27.0 0.0 0.0 17.9 69.1 5.6 24.4 5.5 1.6 0.0 2.8 0.0 23.5 15.5
Number of Traders in Each Category Total Traders: 25
4 0 0 5 9 5 5 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 192,712
Positions
107,287 3,410 1,345 40,454 87,361 5,667 12,596 46,770 7,948 1,685 5,996 300 15,430 33,915
Changes from: September 21, 2021 Total Change is: -4,410
1,876 -16 287 -978 -7,424 561 -6,913 -1,301 1,116 8 1,199 -440 73 1,607
Percent of Open Interest Represented by Each Category of Trader
55.7 1.8 0.7 21.0 45.3 2.9 6.5 24.3 4.1 0.9 3.1 0.2 8.0 17.6
Number of Traders in Each Category Total Traders: 101
11 4 7 15 17 10 17 27 15 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 51,604
Positions
162 33,923 2 31,306 155 0 14,350 11,340 0 3,194 5,100 105 2,485 979
Changes from: September 21, 2021 Total Change is: -2,025
-112 14 0 -2,238 155 0 181 -2,406 0 -2 48 52 94 112
Percent of Open Interest Represented by Each Category of Trader
0.3 65.7 0.0 60.7 0.3 0.0 27.8 22.0 0.0 6.2 9.9 0.2 4.8 1.9
Number of Traders in Each Category Total Traders: 62
. 5 . 15 . 0 23 7 0 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 172,740
Positions
6,177 111,070 552 87,040 8,180 1,622 64,191 23,641 1,891 5,621 22,255 91 5,555 3,439
Changes from: September 21, 2021 Total Change is: 2,640
2,744 -1,731 45 -68 1,803 78 -914 2,403 850 920 -1,343 11 -1,027 524
Percent of Open Interest Represented by Each Category of Trader
3.6 64.3 0.3 50.4 4.7 0.9 37.2 13.7 1.1 3.3 12.9 0.1 3.2 2.0
Number of Traders in Each Category Total Traders: 161
5 11 4 25 9 8 53 29 9 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 27,975
Positions
685 68 4,676 5,657 2,907 167 7,278 15,610 667 5,838 1,743 0 3,007 2,137
Changes from: September 21, 2021 Total Change is: 4,585
25 -1,614 4,579 -2,115 471 167 733 20 451 649 270 0 96 241
Percent of Open Interest Represented by Each Category of Trader
2.4 0.2 16.7 20.2 10.4 0.6 26.0 55.8 2.4 20.9 6.2 0.0 10.7 7.6
Number of Traders in Each Category Total Traders: 75
4 . . 9 6 . 18 16 4 15 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 33,678
Positions
3,494 13,142 11 7,827 8,356 981 16,530 5,828 299 370 1,249 56 4,110 3,756
Changes from: September 21, 2021 Total Change is: -3,018
350 -375 0 -541 -1,987 -137 -1,831 -1,268 -169 67 908 10 -767 1
Percent of Open Interest Represented by Each Category of Trader
10.4 39.0 0.0 23.2 24.8 2.9 49.1 17.3 0.9 1.1 3.7 0.2 12.2 11.2
Number of Traders in Each Category Total Traders: 85
4 6 . 13 16 6 28 13 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 14,727
Positions
4,298 1,510 0 7,252 4,792 0 1,180 6,104 574 130 0 0 1,293 1,747
Changes from: September 21, 2021 Total Change is: 7
1,697 -20 0 -791 1,460 0 -657 -1,298 -292 -213 0 0 263 157
Percent of Open Interest Represented by Each Category of Trader
29.2 10.3 0.0 49.2 32.5 0.0 8.0 41.4 3.9 0.9 0.0 0.0 8.8 11.9
Number of Traders in Each Category Total Traders: 31
4 . 0 4 4 0 4 12 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 49,420
Positions
15,403 20,766 623 13,428 2,777 317 8,762 3,234 1,517 652 14,330 0 8,719 5,857
Changes from: September 21, 2021 Total Change is: 1,342
-1,049 3,216 86 2,355 655 -187 129 -2,607 89 348 -112 -8 -420 211
Percent of Open Interest Represented by Each Category of Trader
31.2 42.0 1.3 27.2 5.6 0.6 17.7 6.5 3.1 1.3 29.0 0.0 17.6 11.9
Number of Traders in Each Category Total Traders: 97
14 14 6 24 7 6 21 11 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 98,840
Positions
30,806 41,532 1,245 26,855 5,554 633 17,524 6,467 3,035 1,303 28,659 1 17,438 11,714
Changes from: September 21, 2021 Total Change is: 2,683
-2,097 6,431 171 4,709 1,310 -374 259 -5,214 178 695 -224 -17 -840 422
Percent of Open Interest Represented by Each Category of Trader
31.2 42.0 1.3 27.2 5.6 0.6 17.7 6.5 3.1 1.3 29.0 0.0 17.6 11.9
Number of Traders in Each Category Total Traders: 97
14 14 6 24 7 6 21 11 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 41,445
Positions
5,943 27,012 859 27,701 7,403 1,445 2,541 4,226 0 0 0 0 2,956 500
Changes from: September 21, 2021 Total Change is: 3,866
1,590 -2,780 859 1,288 5,865 -141 61 151 0 0 0 0 209 -88
Percent of Open Interest Represented by Each Category of Trader
14.3 65.2 2.1 66.8 17.9 3.5 6.1 10.2 0.0 0.0 0.0 0.0 7.1 1.2
Number of Traders in Each Category Total Traders: 36
5 6 . 19 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 631,117
Positions
36,987 147,533 29,103 236,429 74,291 67,326 52,002 59,302 112,148 26,897 77,251 5,990 64,234 58,172
Changes from: September 21, 2021 Total Change is: 6,469
1,159 -665 1,120 -10,026 -2,597 1,992 10,475 -4,818 6,053 -2,005 1,847 1,459 -3,758 2,078
Percent of Open Interest Represented by Each Category of Trader
5.9 23.4 4.6 37.5 11.8 10.7 8.2 9.4 17.8 4.3 12.2 0.9 10.2 9.2
Number of Traders in Each Category Total Traders: 558
32 30 38 162 77 115 73 94 106 49 40 43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 26,199
Positions
7,248 22,413 0 14,297 3,112 0 2,891 0 0 0 0 0 1,763 674
Changes from: September 21, 2021 Total Change is: -1,038
620 -1,104 0 -455 0 0 -389 0 0 0 0 0 -814 66
Percent of Open Interest Represented by Each Category of Trader
27.7 85.5 0.0 54.6 11.9 0.0 11.0 0.0 0.0 0.0 0.0 0.0 6.7 2.6
Number of Traders in Each Category Total Traders: 21
4 6 0 6 . 0 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 30,421
Positions
8,612 27,584 0 13,946 0 145 2,079 1,711 0 0 0 0 5,639 981
Changes from: September 21, 2021 Total Change is: 5,181
-330 6,703 0 3,166 -1,507 0 -438 24 0 0 0 0 2,783 -39
Percent of Open Interest Represented by Each Category of Trader
28.3 90.7 0.0 45.8 0.0 0.5 6.8 5.6 0.0 0.0 0.0 0.0 18.5 3.2
Number of Traders in Each Category Total Traders: 34
4 11 0 12 0 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 3,155,586
Positions
184,937 737,666 145,517 1,182,145 371,457 336,630 260,012 296,512 560,741 134,487 386,255 29,949 321,168 290,859
Changes from: September 21, 2021 Total Change is: 32,343
5,794 -3,327 5,599 -50,129 -12,985 9,962 52,376 -24,091 30,266 -10,026 9,237 7,293 -18,792 10,389
Percent of Open Interest Represented by Each Category of Trader
5.9 23.4 4.6 37.5 11.8 10.7 8.2 9.4 17.8 4.3 12.2 0.9 10.2 9.2
Number of Traders in Each Category Total Traders: 558
32 30 38 162 77 115 73 94 106 49 40 43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 24,910
Positions
9,467 21,693 0 9,698 481 0 1,052 1,819 98 0 0 0 4,595 819
Changes from: September 21, 2021 Total Change is: 2,269
97 2,742 0 588 0 -20 227 -596 -11 0 0 0 1,388 154
Percent of Open Interest Represented by Each Category of Trader
38.0 87.1 0.0 38.9 1.9 0.0 4.2 7.3 0.4 0.0 0.0 0.0 18.4 3.3
Number of Traders in Each Category Total Traders: 33
6 7 0 13 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 26,852
Positions
7,815 21,395 0 14,101 2,244 392 1,292 0 0 0 0 0 3,252 2,821
Changes from: September 21, 2021 Total Change is: 5,158
5,836 810 0 -1,573 2,244 0 388 0 0 0 0 0 507 2,104
Percent of Open Interest Represented by Each Category of Trader
29.1 79.7 0.0 52.5 8.4 1.5 4.8 0.0 0.0 0.0 0.0 0.0 12.1 10.5
Number of Traders in Each Category Total Traders: 23
. 9 0 6 . . 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 41,449
Positions
3,600 11,133 336 23,127 22,484 1,522 3,530 2,135 3 0 0 0 9,331 3,836
Changes from: September 21, 2021 Total Change is: -2,066
-646 -1,490 179 -1,787 -338 -346 -51 270 -8 0 0 0 593 -333
Percent of Open Interest Represented by Each Category of Trader
8.7 26.9 0.8 55.8 54.2 3.7 8.5 5.2 0.0 0.0 0.0 0.0 22.5 9.3
Number of Traders in Each Category Total Traders: 66
4 5 . 29 16 9 8 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 443,206
Positions
98,876 31,376 3,719 206,366 169,372 42,919 42,845 113,477 14,203 3,495 45,577 430 30,353 22,133
Changes from: September 21, 2021 Total Change is: 971
-9,925 9,363 614 4,863 -9,163 1,264 1,701 -586 1,115 501 -1,656 -84 921 104
Percent of Open Interest Represented by Each Category of Trader
22.3 7.1 0.8 46.6 38.2 9.7 9.7 25.6 3.2 0.8 10.3 0.1 6.8 5.0
Number of Traders in Each Category Total Traders: 333
26 14 5 91 55 53 43 69 34 11 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 25,377
Positions
4,574 23,480 0 15,428 466 0 2,952 887 13 1,435 0 0 975 531
Changes from: September 21, 2021 Total Change is: 502
-135 761 0 -95 9 0 1,010 266 5 0 0 0 -283 -539
Percent of Open Interest Represented by Each Category of Trader
18.0 92.5 0.0 60.8 1.8 0.0 11.6 3.5 0.1 5.7 0.0 0.0 3.8 2.1
Number of Traders in Each Category Total Traders: 29
. 8 0 12 . 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 22,378
Positions
0 10,567 0 16,931 0 8 230 6,383 0 676 2,551 0 4,533 2,869
Changes from: September 21, 2021 Total Change is: -199
0 288 0 -411 -369 -52 0 -633 0 -200 701 0 464 -134
Percent of Open Interest Represented by Each Category of Trader
0.0 47.2 0.0 75.7 0.0 0.0 1.0 28.5 0.0 3.0 11.4 0.0 20.3 12.8
Number of Traders in Each Category Total Traders: 27
0 4 0 15 0 . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 48,354
Positions
12,533 3,403 842 10,581 3,835 949 12,849 9,556 863 2,840 5,956 0 6,897 22,950
Changes from: September 21, 2021 Total Change is: -3,014
-762 88 599 -1,093 234 -434 -2,231 -536 65 822 1,586 0 20 -4,616
Percent of Open Interest Represented by Each Category of Trader
25.9 7.0 1.7 21.9 7.9 2.0 26.6 19.8 1.8 5.9 12.3 0.0 14.3 47.5
Number of Traders in Each Category Total Traders: 61
7 7 . 11 4 6 12 14 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 391,211
Positions
33,546 234,962 3,473 265,542 83,251 49,466 15,924 8,358 1,316 10,220 4,141 235 11,489 6,009
Changes from: September 21, 2021 Total Change is: 1,354
79 3,410 411 6,183 -1,426 -3,421 -3,159 -271 634 -804 674 -1 1,432 1,344
Percent of Open Interest Represented by Each Category of Trader
8.6 60.1 0.9 67.9 21.3 12.6 4.1 2.1 0.3 2.6 1.1 0.1 2.9 1.5
Number of Traders in Each Category Total Traders: 183
12 13 6 76 45 42 21 9 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 1,075,216
Positions
98,194 524,082 7,759 687,856 305,916 114,761 93,806 61,842 5,183 39,570 37,689 1,226 26,861 16,758
Changes from: September 21, 2021 Total Change is: 6,381
-214 -790 2,164 11,106 -5,016 -2,612 -3,096 3,102 390 -459 8,215 -51 -847 979
Percent of Open Interest Represented by Each Category of Trader
9.1 48.7 0.7 64.0 28.5 10.7 8.7 5.8 0.5 3.7 3.5 0.1 2.5 1.6
Number of Traders in Each Category Total Traders: 389
28 17 10 147 77 82 54 31 20 22 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 243,892
Positions
30,742 173,687 47,120 17,325 7,397 2,720 132,110 330 12,402 1,206 217 0 267 19
Changes from: September 21, 2021 Total Change is: 6,200
-703 4,697 2,562 -33 0 84 6,408 0 -1,102 25 0 0 -1,041 -41
Percent of Open Interest Represented by Each Category of Trader
12.6 71.2 19.3 7.1 3.0 1.1 54.2 0.1 5.1 0.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 88
10 23 15 13 . . 28 . 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 55,934
Positions
12,815 9,849 1,433 13,732 8,916 1,320 7,142 12,955 7,997 1,976 3,441 181 9,338 9,843
Changes from: September 21, 2021 Total Change is: 3,236
2,368 -2,060 315 -1,042 -17 307 -1,170 1,443 1,431 40 469 -117 1,104 1,465
Percent of Open Interest Represented by Each Category of Trader
22.9 17.6 2.6 24.6 15.9 2.4 12.8 23.2 14.3 3.5 6.2 0.3 16.7 17.6
Number of Traders in Each Category Total Traders: 321
30 19 12 59 54 47 38 64 35 22 35 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 279,668
Positions
64,073 49,243 7,164 68,660 44,580 6,599 35,709 64,774 39,985 9,881 17,203 905 46,692 49,214
Changes from: September 21, 2021 Total Change is: 16,178
11,842 -10,300 1,573 -5,210 -83 1,535 -5,852 7,214 7,154 200 2,345 -585 5,520 7,325
Percent of Open Interest Represented by Each Category of Trader
22.9 17.6 2.6 24.6 15.9 2.4 12.8 23.2 14.3 3.5 6.2 0.3 16.7 17.6
Number of Traders in Each Category Total Traders: 321
30 19 12 59 54 47 38 64 35 22 35 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 62,610
Positions
2,029 1,040 0 408 707 0 16,498 39,787 1,579 487 4,291 22 41,587 15,185
Changes from: September 21, 2021 Total Change is: 22,285
-230 793 0 -164 345 0 11,632 22,259 379 -1,353 1,267 22 11,999 -2,781
Percent of Open Interest Represented by Each Category of Trader
3.2 1.7 0.0 0.7 1.1 0.0 26.4 63.5 2.5 0.8 6.9 0.0 66.4 24.3
Number of Traders in Each Category Total Traders: 29
. . 0 . . 0 6 8 4 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,388,987
Positions
4,570 116,505 35,189 618,253 300,736 265,983 84,416 333,266 88,383 74,801 40,729 11,450 205,943 196,747
Changes from: September 21, 2021 Total Change is: 38,844
-1,390 -2,942 3,286 -214 11,683 4,679 5,629 -628 11,898 4,419 487 4,341 6,197 6,041
Percent of Open Interest Represented by Each Category of Trader
0.3 8.4 2.5 44.5 21.7 19.1 6.1 24.0 6.4 5.4 2.9 0.8 14.8 14.2
Number of Traders in Each Category Total Traders: 193
7 17 15 58 37 58 15 39 35 10 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 1,244,870
Positions
34,952 98,739 678 685,867 271,118 199,053 67,247 479,299 31,102 69,740 13,757 0 156,231 151,124
Changes from: September 21, 2021 Total Change is: 1,596
1,917 -1,445 212 -3,062 8,437 2,501 44 -16,914 4,071 -48 -3,971 -42 -3,996 8,747
Percent of Open Interest Represented by Each Category of Trader
2.8 7.9 0.1 55.1 21.8 16.0 5.4 38.5 2.5 5.6 1.1 0.0 12.5 12.1
Number of Traders in Each Category Total Traders: 157
4 8 . 69 29 61 11 25 13 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 1,850,078
Positions
69,771 100,753 23,301 682,020 560,185 328,845 443,158 498,128 55,032 103,444 139,994 1,677 142,830 142,163
Changes from: September 21, 2021 Total Change is: -78,988
27,326 -36,256 -1,330 -92,517 21,932 8,368 -30,877 -110,183 26,573 -7,893 3,202 34 -8,673 8,671
Percent of Open Interest Represented by Each Category of Trader
3.8 5.4 1.3 36.9 30.3 17.8 24.0 26.9 3.0 5.6 7.6 0.1 7.7 7.7
Number of Traders in Each Category Total Traders: 309
19 28 12 89 47 78 48 40 28 18 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 4,755,495
Positions
193,425 195,312 170,833 1,411,739 1,505,850 887,833 936,375 503,328 517,880 235,847 280,344 53,326 348,238 640,789
Changes from: September 21, 2021 Total Change is: 252,231
-595 -54,876 11,385 -50,653 93,384 28,106 111,471 61,549 71,737 92,937 -2,921 -1,531 -10,626 45,398
Percent of Open Interest Represented by Each Category of Trader
4.1 4.1 3.6 29.7 31.7 18.7 19.7 10.6 10.9 5.0 5.9 1.1 7.3 13.5
Number of Traders in Each Category Total Traders: 453
17 37 36 84 117 119 58 93 88 21 26 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 1,449,187
Positions
103,015 29,319 7,023 445,737 528,220 163,077 525,266 343,267 12,930 60,173 79,485 694 131,272 285,172
Changes from: September 21, 2021 Total Change is: 7,987
12,795 -8,805 -334 9,162 578 -11,587 1,399 5,252 -3,145 -7,459 16,546 -72 7,228 9,554
Percent of Open Interest Represented by Each Category of Trader
7.1 2.0 0.5 30.8 36.4 11.3 36.2 23.7 0.9 4.2 5.5 0.0 9.1 19.7
Number of Traders in Each Category Total Traders: 162
5 6 . 28 65 56 20 23 12 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 3,938,974
Positions
90,197 176,439 65,577 1,871,477 960,444 727,272 278,657 1,045,796 303,948 298,743 187,669 9,830 293,272 461,997
Changes from: September 21, 2021 Total Change is: 177,076
29,886 -7,633 4,305 9,277 4,216 19,715 48,919 87,970 62,311 1,998 -20,026 1,879 -1,215 24,337
Percent of Open Interest Represented by Each Category of Trader
2.3 4.5 1.7 47.5 24.4 18.5 7.1 26.5 7.7 7.6 4.8 0.2 7.4 11.7
Number of Traders in Each Category Total Traders: 345
13 30 23 78 79 90 40 70 47 12 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 1,174,881
Positions
358,846 216,541 392,480 40,316 5,669 15,020 83,287 243,710 260,191 700 5,148 5,268 18,773 30,854
Changes from: September 21, 2021 Total Change is: 55,905
31,095 26,259 8,029 -2,480 1,235 2,288 -1,456 4,191 17,779 700 -6,156 5,268 -5,318 -2,988
Percent of Open Interest Represented by Each Category of Trader
30.5 18.4 33.4 3.4 0.5 1.3 7.1 20.7 22.1 0.1 0.4 0.4 1.6 2.6
Number of Traders in Each Category Total Traders: 100
21 32 47 . 4 . 11 24 29 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 is21,628,732
Positions
3,227,774 1,743,790 3,061,438 640,961 1,787,219 1,676,990 1,475,019 1,445,020 10,610,138 58,481 180,298 234,278 643,651 889,560
Changes from: September 21, 2021 Total Change is: 1,416,853
34,808 104,737 128,745 -92,284 -58,517 204,396 131,024 -101,430 1,012,577 -7,291 21,346 2,029 2,850 102,971
Percent of Open Interest Represented by Each Category of Trader
14.9 8.1 14.2 3.0 8.3 7.8 6.8 6.7 49.1 0.3 0.8 1.1 3.0 4.1
Number of Traders in Each Category Total Traders: 294
33 39 68 25 23 37 58 70 109 10 28 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 816,277
Positions
346,438 294,746 169,948 18,982 20,604 11,869 59,823 106,312 181,987 14,381 17,132 12,497 352 1,181
Changes from: September 21, 2021 Total Change is: 40,336
5,483 43,674 10,160 -1,122 -5,577 1,841 6,930 -29,947 16,135 123 2,400 595 191 1,055
Percent of Open Interest Represented by Each Category of Trader
42.4 36.1 20.8 2.3 2.5 1.5 7.3 13.0 22.3 1.8 2.1 1.5 0.0 0.1
Number of Traders in Each Category Total Traders: 120
26 23 32 4 . . 16 25 38 6 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 187,371
Positions
65,536 48,310 27,498 11,866 3,748 796 35,401 60,607 44,439 196 200 1,532 107 241
Changes from: September 21, 2021 Total Change is: 8,896
4,058 3,519 -375 -182 27 492 4,092 4,208 876 -227 0 164 -2 -15
Percent of Open Interest Represented by Each Category of Trader
35.0 25.8 14.7 6.3 2.0 0.4 18.9 32.3 23.7 0.1 0.1 0.8 0.1 0.1
Number of Traders in Each Category Total Traders: 76
14 18 14 . . . 12 22 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 160,761
Positions
1,050 52,353 0 1,470 1,824 0 9,440 50,609 55,280 93,521 627 0 0 68
Changes from: September 21, 2021 Total Change is: 5,874
0 2,256 0 0 275 0 1,755 -1,521 4,844 -721 0 0 -4 20
Percent of Open Interest Represented by Each Category of Trader
0.7 32.6 0.0 0.9 1.1 0.0 5.9 31.5 34.4 58.2 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 September 28, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 7,234
Positions
479 144 97 631 413 18 1,304 4,991 530 2,642 210 4 1,529 827
Changes from: September 21, 2021 Total Change is: -413
119 -1 18 39 -58 -15 -661 4 -261 725 0 0 -378 -99
Percent of Open Interest Represented by Each Category of Trader
6.6 2.0 1.3 8.7 5.7 0.2 18.0 69.0 7.3 36.5 2.9 0.1 21.1 11.4
Number of Traders in Each Category Total Traders: 75
. 4 . 9 . . 20 24 13 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 26,423
Positions
222 0 0 125 0 0 4,893 23,752 859 15,795 533 42 4,487 1,237
Changes from: September 21, 2021 Total Change is: 808
-2,310 0 0 85 0 0 -2,146 2,304 -1,663 7,426 -31 -42 -542 240
Percent of Open Interest Represented by Each Category of Trader
0.8 0.0 0.0 0.5 0.0 0.0 18.5 89.9 3.3 59.8 2.0 0.2 17.0 4.7
Number of Traders in Each Category Total Traders: 92
. 0 0 . 0 0 7 9 4 67 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,296
Positions
212 42 70 0 85 38 1,162 3,356 194 1,402 22 33 1,185 456
Changes from: September 21, 2021 Total Change is: 324
16 13 14 0 74 -1 320 124 15 29 2 24 -93 59
Percent of Open Interest Represented by Each Category of Trader
4.9 1.0 1.6 0.0 2.0 0.9 27.0 78.1 4.5 32.6 0.5 0.8 27.6 10.6
Number of Traders in Each Category Total Traders: 47
. . . 0 . . 16 13 . 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 55,358
Positions
889 28,414 0 17,217 1,172 746 22,359 19,724 885 5,917 2,390 225 7,119 1,801
Changes from: September 21, 2021 Total Change is: 9,386
250 1,036 0 4,728 -313 -4 2,822 6,755 345 991 1,331 148 106 87
Percent of Open Interest Represented by Each Category of Trader
1.6 51.3 0.0 31.1 2.1 1.3 40.4 35.6 1.6 10.7 4.3 0.4 12.9 3.3
Number of Traders in Each Category Total Traders: 133
. . 0 17 4 . 35 24 5 39 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 311,415
Positions
54,707 25,306 9,593 101,139 58,803 30,727 28,937 90,130 51,504 4,336 9,179 6,343 24,129 29,830
Changes from: September 21, 2021 Total Change is: -11,901
1,504 -333 -643 -16,333 -2,369 4,012 3,403 -10,406 -2,214 -665 975 -2,890 1,925 1,967
Percent of Open Interest Represented by Each Category of Trader
17.6 8.1 3.1 32.5 18.9 9.9 9.3 28.9 16.5 1.4 2.9 2.0 7.7 9.6
Number of Traders in Each Category Total Traders: 175
12 13 16 12 38 27 25 46 50 . 12 8
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 32,799
Positions
3,640 2,792 25 18,643 1,392 2,331 1,297 26,078 0 6,363 122 0 500 59
Changes from: September 21, 2021 Total Change is: 4,657
-302 20 -20 3,390 -800 650 847 4,810 0 27 0 0 65 -3
Percent of Open Interest Represented by Each Category of Trader
11.1 8.5 0.1 56.8 4.2 7.1 4.0 79.5 0.0 19.4 0.4 0.0 1.5 0.2
Number of Traders in Each Category Total Traders: 44
. . . 12 4 . 7 5 0 11 . 0
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Updated October 01, 2021