Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 146,490
Positions
7,717 21,758 10,675 34,766 29,902 7,424 18,186 30,107 16,775 13,643 4,386 1,083 36,223 24,381
Changes from: September 28, 2021 Total Change is: 839
-439 -794 509 773 -2,010 368 -3,637 4,986 212 33 476 -71 3,091 -2,838
Percent of Open Interest Represented by Each Category of Trader
5.3 14.9 7.3 23.7 20.4 5.1 12.4 20.6 11.5 9.3 3.0 0.7 24.7 16.6
Number of Traders in Each Category Total Traders: 104
4 9 6 16 18 13 19 20 13 13 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 60,402
Positions
40,246 1,475 1,202 2,660 23,308 980 4,527 8,278 1,579 0 472 0 9,208 23,108
Changes from: September 28, 2021 Total Change is: -2,717
1,196 -146 137 496 1,945 156 -4,738 -2,697 25 0 472 0 11 -2,608
Percent of Open Interest Represented by Each Category of Trader
66.6 2.4 2.0 4.4 38.6 1.6 7.5 13.7 2.6 0.0 0.8 0.0 15.2 38.3
Number of Traders in Each Category Total Traders: 52
8 . . . 20 4 8 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 206,820
Positions
60,794 24,478 4,548 40,357 83,540 5,765 45,541 30,795 19,001 3,668 5,701 221 26,926 32,772
Changes from: September 28, 2021 Total Change is: 10,153
22,996 -1,228 648 -4,457 12,530 -816 -5,008 612 -679 -662 -238 2 -1,870 -677
Percent of Open Interest Represented by Each Category of Trader
29.4 11.8 2.2 19.5 40.4 2.8 22.0 14.9 9.2 1.8 2.8 0.1 13.0 15.8
Number of Traders in Each Category Total Traders: 126
7 8 7 16 30 15 26 29 21 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 253,579
Positions
125,938 17,704 3,814 46,945 92,510 8,096 30,097 72,903 17,206 1,200 646 149 20,134 40,551
Changes from: September 28, 2021 Total Change is: 5,806
10,710 435 -51 1,265 2,773 216 -6,365 -682 202 -750 82 3 576 2,828
Percent of Open Interest Represented by Each Category of Trader
49.7 7.0 1.5 18.5 36.5 3.2 11.9 28.7 6.8 0.5 0.3 0.1 7.9 16.0
Number of Traders in Each Category Total Traders: 131
11 . 8 18 27 16 27 39 18 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 755,988
Positions
44,640 324,722 17,222 420,100 141,675 31,348 51,183 120,379 45,516 46,922 6,901 5,769 93,288 62,456
Changes from: September 28, 2021 Total Change is: 35,420
16,069 -4,330 1,734 3,873 3,719 433 245 21,972 9,503 -528 -484 365 3,726 2,508
Percent of Open Interest Represented by Each Category of Trader
5.9 43.0 2.3 55.6 18.7 4.1 6.8 15.9 6.0 6.2 0.9 0.8 12.3 8.3
Number of Traders in Each Category Total Traders: 338
14 16 12 111 43 47 40 63 36 37 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 30,047
Positions
0 11,631 0 12,660 6,753 2,636 0 3,710 0 800 0 0 13,951 5,317
Changes from: September 28, 2021 Total Change is: -107
0 0 0 -159 -81 0 0 0 0 0 0 0 52 -26
Percent of Open Interest Represented by Each Category of Trader
0.0 38.7 0.0 42.1 22.5 8.8 0.0 12.3 0.0 2.7 0.0 0.0 46.4 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 October 5, 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 28,114
Positions
7,576 0 0 5,061 20,362 1,582 7,283 2,057 0 0 0 0 6,612 4,113
Changes from: September 28, 2021 Total Change is: -22
-33 0 0 34 929 15 412 512 -459 0 -775 0 9 -244
Percent of Open Interest Represented by Each Category of Trader
26.9 0.0 0.0 18.0 72.4 5.6 25.9 7.3 0.0 0.0 0.0 0.0 23.5 14.6
Number of Traders in Each Category Total Traders: 26
4 0 0 5 10 5 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 201,668
Positions
114,072 3,498 1,102 39,635 92,371 7,808 13,851 47,553 7,740 1,455 6,679 500 15,505 34,416
Changes from: September 28, 2021 Total Change is: 8,956
6,786 89 -243 -818 5,010 2,140 1,255 784 -208 -230 684 200 75 501
Percent of Open Interest Represented by Each Category of Trader
56.6 1.7 0.5 19.7 45.8 3.9 6.9 23.6 3.8 0.7 3.3 0.2 7.7 17.1
Number of Traders in Each Category Total Traders: 100
12 . 7 15 18 9 11 29 12 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 52,913
Positions
143 34,174 2 31,552 267 0 14,517 12,625 0 3,527 4,755 80 3,092 1,010
Changes from: September 28, 2021 Total Change is: 1,309
-19 251 0 246 112 0 167 1,285 0 333 -345 -25 607 31
Percent of Open Interest Represented by Each Category of Trader
0.3 64.6 0.0 59.6 0.5 0.0 27.4 23.9 0.0 6.7 9.0 0.2 5.8 1.9
Number of Traders in Each Category Total Traders: 70
. 6 . 15 . 0 28 7 0 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 168,518
Positions
21,416 105,182 621 70,496 5,783 2,183 60,965 27,909 1,854 5,288 21,173 123 5,572 3,690
Changes from: September 28, 2021 Total Change is: -4,222
15,239 -5,888 70 -16,544 -2,397 561 -3,226 4,268 -37 -333 -1,082 32 16 251
Percent of Open Interest Represented by Each Category of Trader
12.7 62.4 0.4 41.8 3.4 1.3 36.2 16.6 1.1 3.1 12.6 0.1 3.3 2.2
Number of Traders in Each Category Total Traders: 146
7 8 4 21 7 7 42 34 10 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 22,976
Positions
479 1,743 3,484 5,410 3,644 66 5,674 10,055 43 4,756 1,898 0 3,064 2,043
Changes from: September 28, 2021 Total Change is: -4,999
-206 1,675 -1,192 -247 737 -101 -1,604 -5,555 -624 -1,082 155 0 57 -94
Percent of Open Interest Represented by Each Category of Trader
2.1 7.6 15.2 23.5 15.9 0.3 24.7 43.8 0.2 20.7 8.3 0.0 13.3 8.9
Number of Traders in Each Category Total Traders: 66
. . . 9 5 . 13 17 . 13 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 35,890
Positions
5,901 12,046 33 7,244 10,605 702 17,364 6,772 539 368 1,289 30 3,708 3,873
Changes from: September 28, 2021 Total Change is: 2,212
2,407 -1,096 22 -583 2,249 -279 834 944 240 -2 40 -26 -402 117
Percent of Open Interest Represented by Each Category of Trader
16.4 33.6 0.1 20.2 29.5 2.0 48.4 18.9 1.5 1.0 3.6 0.1 10.3 10.8
Number of Traders in Each Category Total Traders: 90
5 6 . 11 17 7 29 17 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 14,278
Positions
4,203 1,392 0 5,651 4,766 0 2,676 5,917 17 404 0 2 1,325 2,184
Changes from: September 28, 2021 Total Change is: -449
-95 -118 0 -1,601 -26 0 1,496 -187 -557 274 0 2 32 437
Percent of Open Interest Represented by Each Category of Trader
29.4 9.7 0.0 39.6 33.4 0.0 18.7 41.4 0.1 2.8 0.0 0.0 9.3 15.3
Number of Traders in Each Category Total Traders: 29
. . 0 . . 0 6 11 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 48,308
Positions
15,326 20,508 702 10,834 2,811 266 10,781 1,516 1,353 242 14,953 0 8,804 6,199
Changes from: September 28, 2021 Total Change is: -1,112
-77 -258 79 -2,594 34 -51 2,019 -1,718 -164 -410 623 0 85 343
Percent of Open Interest Represented by Each Category of Trader
31.7 42.5 1.5 22.4 5.8 0.6 22.3 3.1 2.8 0.5 31.0 0.0 18.2 12.8
Number of Traders in Each Category Total Traders: 100
16 13 5 26 7 6 26 7 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 96,616
Positions
30,652 41,016 1,404 21,667 5,622 532 21,562 3,031 2,707 484 29,906 0 17,608 12,399
Changes from: September 28, 2021 Total Change is: -2,224
-154 -516 159 -5,188 68 -101 4,039 -3,436 -328 -819 1,247 -1 169 685
Percent of Open Interest Represented by Each Category of Trader
31.7 42.5 1.5 22.4 5.8 0.6 22.3 3.1 2.8 0.5 31.0 0.0 18.2 12.8
Number of Traders in Each Category Total Traders: 100
16 13 5 26 7 6 26 7 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 43,550
Positions
5,759 25,982 1,398 29,343 9,518 1,635 2,497 4,678 0 0 0 0 2,918 339
Changes from: September 28, 2021 Total Change is: 2,105
-184 -1,030 539 1,642 2,115 190 -44 452 0 0 0 0 -38 -161
Percent of Open Interest Represented by Each Category of Trader
13.2 59.7 3.2 67.4 21.9 3.8 5.7 10.7 0.0 0.0 0.0 0.0 6.7 0.8
Number of Traders in Each Category Total Traders: 38
5 7 . 19 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 619,408
Positions
38,344 146,620 26,704 236,582 79,057 65,593 53,747 59,470 104,121 26,108 74,504 5,684 62,525 57,654
Changes from: September 28, 2021 Total Change is: -11,709
1,356 -913 -2,399 153 4,766 -1,733 1,745 168 -8,027 -789 -2,746 -306 -1,709 -518
Percent of Open Interest Represented by Each Category of Trader
6.2 23.7 4.3 38.2 12.8 10.6 8.7 9.6 16.8 4.2 12.0 0.9 10.1 9.3
Number of Traders in Each Category Total Traders: 567
33 34 39 160 84 118 83 89 104 45 38 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 32,257
Positions
10,521 27,937 0 14,351 0 1,677 2,645 1,287 0 0 0 0 3,063 1,356
Changes from: September 28, 2021 Total Change is: 1,836
1,909 353 0 405 0 1,532 566 -424 0 0 0 0 -2,576 375
Percent of Open Interest Represented by Each Category of Trader
32.6 86.6 0.0 44.5 0.0 5.2 8.2 4.0 0.0 0.0 0.0 0.0 9.5 4.2
Number of Traders in Each Category Total Traders: 34
4 11 0 11 0 . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 3,097,039
Positions
191,718 733,099 133,522 1,182,911 395,286 327,964 268,736 297,351 520,604 130,540 372,522 28,419 312,624 288,270
Changes from: September 28, 2021 Total Change is: -58,547
6,781 -4,566 -11,995 766 23,829 -8,666 8,724 839 -40,137 -3,947 -13,732 -1,530 -8,544 -2,589
Percent of Open Interest Represented by Each Category of Trader
6.2 23.7 4.3 38.2 12.8 10.6 8.7 9.6 16.8 4.2 12.0 0.9 10.1 9.3
Number of Traders in Each Category Total Traders: 567
33 34 39 160 84 118 83 89 104 45 38 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 28,072
Positions
9,846 24,642 13 13,476 481 0 1,060 2,006 104 0 0 0 3,573 826
Changes from: September 28, 2021 Total Change is: 3,162
379 2,949 13 3,778 0 0 8 187 6 0 0 0 -1,022 7
Percent of Open Interest Represented by Each Category of Trader
35.1 87.8 0.0 48.0 1.7 0.0 3.8 7.1 0.4 0.0 0.0 0.0 12.7 2.9
Number of Traders in Each Category Total Traders: 35
5 8 . 14 . 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 40,505
Positions
4,644 8,412 316 21,531 24,265 1,793 3,006 2,020 3 0 0 0 9,212 3,696
Changes from: September 28, 2021 Total Change is: -944
1,044 -2,721 -20 -1,596 1,781 271 -524 -115 0 0 0 0 -119 -140
Percent of Open Interest Represented by Each Category of Trader
11.5 20.8 0.8 53.2 59.9 4.4 7.4 5.0 0.0 0.0 0.0 0.0 22.7 9.1
Number of Traders in Each Category Total Traders: 65
5 5 . 27 18 11 6 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 455,850
Positions
99,023 32,622 2,816 209,877 175,474 44,209 45,804 119,289 15,563 8,084 45,216 315 30,158 20,345
Changes from: September 28, 2021 Total Change is: 12,644
147 1,246 -903 3,510 6,102 1,290 2,959 5,813 1,360 4,589 -361 -115 -195 -1,788
Percent of Open Interest Represented by Each Category of Trader
21.7 7.2 0.6 46.0 38.5 9.7 10.0 26.2 3.4 1.8 9.9 0.1 6.6 4.5
Number of Traders in Each Category Total Traders: 341
28 14 4 89 58 55 41 71 28 14 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 31,404
Positions
6,168 29,596 0 18,745 466 0 3,805 881 13 1,435 0 0 1,238 448
Changes from: September 28, 2021 Total Change is: 6,027
1,594 6,116 0 3,317 0 0 853 -6 0 0 0 0 263 -83
Percent of Open Interest Represented by Each Category of Trader
19.6 94.2 0.0 59.7 1.5 0.0 12.1 2.8 0.0 4.6 0.0 0.0 3.9 1.4
Number of Traders in Each Category Total Traders: 31
. 7 0 13 . 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 22,460
Positions
0 13,873 0 16,510 0 72 906 4,239 0 676 1,669 0 4,296 2,607
Changes from: September 28, 2021 Total Change is: 82
0 3,306 0 -421 0 64 676 -2,144 0 0 -882 0 -237 -262
Percent of Open Interest Represented by Each Category of Trader
0.0 61.8 0.0 73.5 0.0 0.3 4.0 18.9 0.0 3.0 7.4 0.0 19.1 11.6
Number of Traders in Each Category Total Traders: 28
0 4 0 15 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 56,302
Positions
18,247 2,243 835 11,213 4,436 698 15,128 13,460 852 2,534 2,569 0 6,795 31,209
Changes from: September 28, 2021 Total Change is: 7,948
5,714 -1,160 -7 632 601 -251 2,279 3,904 -11 -306 -3,387 0 -102 8,259
Percent of Open Interest Represented by Each Category of Trader
32.4 4.0 1.5 19.9 7.9 1.2 26.9 23.9 1.5 4.5 4.6 0.0 12.1 55.4
Number of Traders in Each Category Total Traders: 62
11 4 . 10 4 6 18 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 395,203
Positions
32,722 236,057 3,820 267,598 81,690 51,095 14,860 5,190 1,984 12,607 9,514 232 10,285 5,621
Changes from: September 28, 2021 Total Change is: 3,992
-824 1,095 347 2,056 -1,561 1,629 -1,064 -3,168 668 2,387 5,373 -3 -1,204 -388
Percent of Open Interest Represented by Each Category of Trader
8.3 59.7 1.0 67.7 20.7 12.9 3.8 1.3 0.5 3.2 2.4 0.1 2.6 1.4
Number of Traders in Each Category Total Traders: 186
10 13 6 76 45 41 22 10 6 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 1,100,635
Positions
96,320 519,061 6,578 675,359 345,006 112,042 120,478 71,539 6,958 57,398 23,152 1,340 24,162 14,959
Changes from: September 28, 2021 Total Change is: 25,419
-1,874 -5,021 -1,181 -12,497 39,090 -2,719 26,672 9,697 1,775 17,828 -14,537 114 -2,699 -1,799
Percent of Open Interest Represented by Each Category of Trader
8.8 47.2 0.6 61.4 31.3 10.2 10.9 6.5 0.6 5.2 2.1 0.1 2.2 1.4
Number of Traders in Each Category Total Traders: 406
30 17 11 148 84 86 52 35 22 28 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 244,024
Positions
31,381 173,802 47,541 17,075 7,397 2,656 131,902 330 12,073 1,123 177 0 273 48
Changes from: September 28, 2021 Total Change is: 132
639 115 421 -250 0 -64 -208 0 -329 -83 -40 0 6 29
Percent of Open Interest Represented by Each Category of Trader
12.9 71.2 19.5 7.0 3.0 1.1 54.1 0.1 4.9 0.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 87
11 23 15 13 . . 27 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 55,446
Positions
13,097 9,492 1,590 12,712 9,807 1,341 6,997 11,777 8,658 2,013 3,102 231 8,807 9,448
Changes from: September 28, 2021 Total Change is: -487
282 -357 157 -1,020 891 21 -144 -1,177 661 36 -339 50 -532 -395
Percent of Open Interest Represented by Each Category of Trader
23.6 17.1 2.9 22.9 17.7 2.4 12.6 21.2 15.6 3.6 5.6 0.4 15.9 17.0
Number of Traders in Each Category Total Traders: 323
29 19 13 57 58 44 37 68 40 20 34 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 277,231
Positions
65,485 47,460 7,952 63,562 49,035 6,705 34,986 58,887 43,291 10,063 15,508 1,153 44,033 47,240
Changes from: September 28, 2021 Total Change is: -2,437
1,412 -1,783 787 -5,098 4,455 106 -722 -5,887 3,306 182 -1,694 248 -2,659 -1,974
Percent of Open Interest Represented by Each Category of Trader
23.6 17.1 2.9 22.9 17.7 2.4 12.6 21.2 15.6 3.6 5.6 0.4 15.9 17.0
Number of Traders in Each Category Total Traders: 323
29 19 13 57 58 44 37 68 40 20 34 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 55,776
Positions
420 3,061 0 363 0 0 17,979 24,969 2,886 887 4,536 25 33,216 20,299
Changes from: September 28, 2021 Total Change is: -6,834
-1,609 2,021 0 -45 -707 0 1,481 -14,818 1,307 400 245 3 -8,371 5,115
Percent of Open Interest Represented by Each Category of Trader
0.8 5.5 0.0 0.7 0.0 0.0 32.2 44.8 5.2 1.6 8.1 0.0 59.6 36.4
Number of Traders in Each Category Total Traders: 28
. . 0 . 0 0 9 4 5 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 1,393,633
Positions
5,925 117,011 37,417 623,559 305,479 278,808 85,556 322,224 93,311 71,554 29,497 12,108 185,393 197,776
Changes from: September 28, 2021 Total Change is: 4,646
1,356 507 2,228 5,307 4,743 12,825 1,141 -11,042 4,929 -3,247 -11,231 658 -20,550 1,030
Percent of Open Interest Represented by Each Category of Trader
0.4 8.4 2.7 44.7 21.9 20.0 6.1 23.1 6.7 5.1 2.1 0.9 13.3 14.2
Number of Traders in Each Category Total Traders: 194
8 19 16 56 39 63 15 40 36 8 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 1,222,858
Positions
34,444 85,608 638 694,096 280,432 193,721 60,390 467,278 23,800 68,679 13,757 170 146,919 157,454
Changes from: September 28, 2021 Total Change is: -22,012
-508 -13,131 -40 8,230 9,314 -5,332 -6,857 -12,021 -7,302 -1,061 0 170 -9,311 6,330
Percent of Open Interest Represented by Each Category of Trader
2.8 7.0 0.1 56.8 22.9 15.8 4.9 38.2 1.9 5.6 1.1 0.0 12.0 12.9
Number of Traders in Each Category Total Traders: 157
4 8 . 71 29 63 9 25 12 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 1,776,513
Positions
59,314 97,396 28,197 677,147 557,624 322,398 409,854 444,660 48,489 93,664 129,950 471 136,979 147,328
Changes from: September 28, 2021 Total Change is: -73,565
-10,457 -3,357 4,896 -4,873 -2,561 -6,447 -33,304 -53,468 -6,543 -9,780 -10,044 -1,206 -5,851 5,165
Percent of Open Interest Represented by Each Category of Trader
3.3 5.5 1.6 38.1 31.4 18.1 23.1 25.0 2.7 5.3 7.3 0.0 7.7 8.3
Number of Traders in Each Category Total Traders: 301
17 32 10 87 51 77 40 42 25 15 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 4,737,593
Positions
186,400 214,793 156,322 1,452,784 1,461,603 901,037 1,022,959 484,327 470,582 166,806 326,796 67,873 312,830 654,261
Changes from: September 28, 2021 Total Change is: -17,902
-7,025 19,480 -14,510 41,045 -44,247 13,204 86,584 -19,002 -47,298 -69,041 46,452 14,548 -35,408 13,471
Percent of Open Interest Represented by Each Category of Trader
3.9 4.5 3.3 30.7 30.9 19.0 21.6 10.2 9.9 3.5 6.9 1.4 6.6 13.8
Number of Traders in Each Category Total Traders: 449
17 39 35 83 118 127 57 88 87 18 29 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 1,450,958
Positions
98,308 28,643 8,556 428,462 504,941 172,698 554,762 352,050 17,922 59,856 80,175 307 110,087 285,666
Changes from: September 28, 2021 Total Change is: 1,771
-4,707 -676 1,533 -17,275 -23,279 9,621 29,496 8,783 4,992 -317 690 -387 -21,185 494
Percent of Open Interest Represented by Each Category of Trader
6.8 2.0 0.6 29.5 34.8 11.9 38.2 24.3 1.2 4.1 5.5 0.0 7.6 19.7
Number of Traders in Each Category Total Traders: 159
4 6 . 26 64 55 20 25 12 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 3,825,555
Positions
74,642 182,936 70,638 1,855,014 971,528 768,293 198,620 829,989 296,164 297,158 201,548 9,590 255,435 494,868
Changes from: September 28, 2021 Total Change is: -113,419
-15,554 6,497 5,061 -16,464 11,083 41,021 -80,038 -215,808 -7,784 -1,585 13,879 -240 -37,837 32,871
Percent of Open Interest Represented by Each Category of Trader
2.0 4.8 1.8 48.5 25.4 20.1 5.2 21.7 7.7 7.8 5.3 0.3 6.7 12.9
Number of Traders in Each Category Total Traders: 341
13 31 22 82 79 90 37 65 48 10 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 1,112,644
Positions
346,807 201,873 356,942 44,480 4,385 13,539 78,375 244,354 248,363 0 7,420 2 24,136 35,766
Changes from: September 28, 2021 Total Change is: -62,237
-12,039 -14,668 -35,538 4,164 -1,284 -1,481 -4,912 644 -11,828 -700 2,272 -5,266 5,363 4,912
Percent of Open Interest Represented by Each Category of Trader
31.2 18.1 32.1 4.0 0.4 1.2 7.0 22.0 22.3 0.0 0.7 0.0 2.2 3.2
Number of Traders in Each Category Total Traders: 96
21 31 45 . 4 . 10 22 27 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 is21,370,837
Positions
3,412,051 1,734,368 2,989,615 646,423 1,825,394 1,731,057 1,306,823 1,439,183 10,363,097 62,189 176,924 223,717 635,865 887,482
Changes from: September 28, 2021 Total Change is: -257,895
184,277 -9,421 -71,823 5,461 38,175 54,067 -168,197 -5,838 -247,041 3,708 -3,374 -10,561 -7,787 -2,079
Percent of Open Interest Represented by Each Category of Trader
16.0 8.1 14.0 3.0 8.5 8.1 6.1 6.7 48.5 0.3 0.8 1.0 3.0 4.2
Number of Traders in Each Category Total Traders: 296
33 40 66 24 26 39 56 73 109 11 27 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 859,107
Positions
339,560 330,398 175,417 26,343 5,816 25,803 81,930 108,837 183,068 14,391 17,346 12,228 367 194
Changes from: September 28, 2021 Total Change is: 42,830
-6,879 35,652 5,469 7,361 -14,788 13,934 22,108 2,525 1,081 10 214 -269 16 -988
Percent of Open Interest Represented by Each Category of Trader
39.5 38.5 20.4 3.1 0.7 3.0 9.5 12.7 21.3 1.7 2.0 1.4 0.0 0.0
Number of Traders in Each Category Total Traders: 125
24 28 33 5 . . 18 24 38 5 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 161,491
Positions
53,169 37,559 19,686 9,838 2,528 796 35,707 58,794 40,709 488 248 1,009 89 162
Changes from: September 28, 2021 Total Change is: -25,880
-12,367 -10,751 -7,812 -2,028 -1,220 0 306 -1,813 -3,730 292 48 -523 -18 -79
Percent of Open Interest Represented by Each Category of Trader
32.9 23.3 12.2 6.1 1.6 0.5 22.1 36.4 25.2 0.3 0.2 0.6 0.1 0.1
Number of Traders in Each Category Total Traders: 75
16 15 13 . . . 14 21 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 163,370
Positions
1,050 51,944 0 1,470 1,824 0 8,148 50,283 58,640 94,062 627 0 0 52
Changes from: September 28, 2021 Total Change is: 2,609
0 -409 0 0 0 0 -1,292 -326 3,360 541 0 0 0 -16
Percent of Open Interest Represented by Each Category of Trader
0.6 31.8 0.0 0.9 1.1 0.0 5.0 30.8 35.9 57.6 0.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 30
. 8 0 . 4 0 . 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 9,037
Positions
503 533 78 523 399 12 1,703 6,017 939 3,472 210 4 1,803 846
Changes from: September 28, 2021 Total Change is: 1,803
24 389 -19 -107 -14 -6 398 1,026 408 830 0 0 274 19
Percent of Open Interest Represented by Each Category of Trader
5.6 5.9 0.9 5.8 4.4 0.1 18.8 66.6 10.4 38.4 2.3 0.0 20.0 9.4
Number of Traders in Each Category Total Traders: 90
. 8 . 9 . . 23 30 13 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 36,142
Positions
3,195 0 0 105 0 0 15,014 28,709 5,392 7,897 899 32 4,507 1,110
Changes from: September 28, 2021 Total Change is: 9,719
2,973 0 0 -20 0 0 10,121 4,957 4,533 -7,898 366 -10 20 -127
Percent of Open Interest Represented by Each Category of Trader
8.8 0.0 0.0 0.3 0.0 0.0 41.5 79.4 14.9 21.8 2.5 0.1 12.5 3.1
Number of Traders in Each Category Total Traders: 95
. 0 0 . 0 0 13 6 . 60 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 4,736
Positions
244 91 36 0 12 38 1,242 3,892 166 1,511 53 40 1,459 408
Changes from: September 28, 2021 Total Change is: 440
32 49 -34 0 -73 0 80 536 -28 109 31 7 274 -48
Percent of Open Interest Represented by Each Category of Trader
5.2 1.9 0.8 0.0 0.3 0.8 26.2 82.2 3.5 31.9 1.1 0.8 30.8 8.6
Number of Traders in Each Category Total Traders: 54
. . . 0 . . 16 17 . 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 57,229
Positions
1,064 36,031 0 19,296 1,292 763 20,533 13,930 1,593 5,175 1,617 244 8,561 1,758
Changes from: September 28, 2021 Total Change is: 1,871
175 7,617 0 2,079 120 17 -1,826 -5,794 707 -742 -773 19 1,441 -43
Percent of Open Interest Represented by Each Category of Trader
1.9 63.0 0.0 33.7 2.3 1.3 35.9 24.3 2.8 9.0 2.8 0.4 15.0 3.1
Number of Traders in Each Category Total Traders: 134
. . 0 19 5 . 37 21 6 40 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 307,664
Positions
53,785 22,165 12,974 95,952 58,134 33,977 27,123 90,016 48,008 4,800 5,035 8,515 22,530 28,840
Changes from: September 28, 2021 Total Change is: -3,751
-922 -3,141 3,381 -5,187 -669 3,250 -1,814 -114 -3,496 464 -4,144 2,172 -1,599 -990
Percent of Open Interest Represented by Each Category of Trader
17.5 7.2 4.2 31.2 18.9 11.0 8.8 29.3 15.6 1.6 1.6 2.8 7.3 9.4
Number of Traders in Each Category Total Traders: 172
16 12 19 14 35 29 25 43 49 5 11 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 37,737
Positions
3,405 2,756 61 22,717 1,816 1,953 2,760 30,905 0 6,305 151 0 536 95
Changes from: September 28, 2021 Total Change is: 4,938
-235 -36 36 4,074 424 -378 1,463 4,827 0 -58 29 0 36 36
Percent of Open Interest Represented by Each Category of Trader
9.0 7.3 0.2 60.2 4.8 5.2 7.3 81.9 0.0 16.7 0.4 0.0 1.4 0.3
Number of Traders in Each Category Total Traders: 47
. . . 12 4 . 8 6 0 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 08, 2021