Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 176,351
Positions
7,294 53,879 6,382 51,495 20,006 7,731 32,553 45,777 15,578 12,793 3,905 1,211 41,314 21,883
Changes from: October 12, 2021 Total Change is: 26,219
-679 25,233 -369 12,068 -4,730 724 12,095 5,665 82 -320 -408 305 2,313 -282
Percent of Open Interest Represented by Each Category of Trader
4.1 30.6 3.6 29.2 11.3 4.4 18.5 26.0 8.8 7.3 2.2 0.7 23.4 12.4
Number of Traders in Each Category Total Traders: 119
4 11 8 20 15 12 23 27 18 12 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 59,558
Positions
40,364 2,113 1,377 2,833 15,663 635 3,922 13,551 1,765 0 0 0 8,663 24,454
Changes from: October 12, 2021 Total Change is: -2,328
-1,615 28 268 415 -6,099 -392 -1,293 4,914 274 0 0 0 15 -1,320
Percent of Open Interest Represented by Each Category of Trader
67.8 3.5 2.3 4.8 26.3 1.1 6.6 22.8 3.0 0.0 0.0 0.0 14.5 41.1
Number of Traders in Each Category Total Traders: 53
9 . . . 16 4 7 15 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 181,133
Positions
30,160 32,126 5,079 46,751 50,760 5,799 41,965 33,331 18,678 3,491 6,395 379 28,830 28,586
Changes from: October 12, 2021 Total Change is: -11,875
-21,867 7,113 908 5,370 -21,200 -510 -217 4,652 1,554 -220 978 14 3,092 -5,384
Percent of Open Interest Represented by Each Category of Trader
16.7 17.7 2.8 25.8 28.0 3.2 23.2 18.4 10.3 1.9 3.5 0.2 15.9 15.8
Number of Traders in Each Category Total Traders: 123
6 8 7 18 32 15 21 28 20 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 298,893
Positions
155,375 14,854 3,072 40,631 110,085 7,440 44,563 98,396 21,921 3,207 201 77 22,608 42,847
Changes from: October 12, 2021 Total Change is: 23,350
18,842 -3,479 -2,125 -3,425 8,900 -221 8,832 16,563 1,788 150 34 -20 -469 1,911
Percent of Open Interest Represented by Each Category of Trader
52.0 5.0 1.0 13.6 36.8 2.5 14.9 32.9 7.3 1.1 0.1 0.0 7.6 14.3
Number of Traders in Each Category Total Traders: 132
11 . 7 15 31 15 24 42 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 727,421
Positions
46,006 318,376 14,990 409,571 150,706 30,942 49,581 102,862 35,298 44,899 7,497 6,240 89,894 60,509
Changes from: October 12, 2021 Total Change is: -19,723
-9,118 -1,207 -348 3,452 5,041 -341 -9,985 -17,418 -1,039 -1,541 -875 291 -1,095 -3,827
Percent of Open Interest Represented by Each Category of Trader
6.3 43.8 2.1 56.3 20.7 4.3 6.8 14.1 4.9 6.2 1.0 0.9 12.4 8.3
Number of Traders in Each Category Total Traders: 332
14 17 13 110 47 54 43 53 36 35 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 31,327
Positions
599 11,631 0 12,828 7,189 2,599 404 3,671 0 800 0 0 14,097 6,237
Changes from: October 12, 2021 Total Change is: 335
599 0 0 135 -22 -37 404 -21 0 0 0 0 -766 415
Percent of Open Interest Represented by Each Category of Trader
1.9 37.1 0.0 40.9 22.9 8.3 1.3 11.7 0.0 2.6 0.0 0.0 45.0 19.9
Number of Traders in Each Category Total Traders: 24
. . 0 13 5 8 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 24,697
Positions
6,668 0 0 5,905 14,525 1,375 1,299 4,563 766 0 0 0 8,684 3,468
Changes from: October 12, 2021 Total Change is: -3,591
-1,103 0 0 865 -6,096 25 -5,249 2,254 765 0 0 0 1,106 -539
Percent of Open Interest Represented by Each Category of Trader
27.0 0.0 0.0 23.9 58.8 5.6 5.3 18.5 3.1 0.0 0.0 0.0 35.2 14.0
Number of Traders in Each Category Total Traders: 24
4 0 0 6 9 5 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 172,024
Positions
81,397 7,234 2,449 38,523 62,930 7,732 8,371 48,486 10,217 485 4,327 0 22,850 28,648
Changes from: October 12, 2021 Total Change is: -17,689
-28,119 644 740 2,204 -15,748 139 411 684 2,283 -875 -3,008 0 5,528 -3,423
Percent of Open Interest Represented by Each Category of Trader
47.3 4.2 1.4 22.4 36.6 4.5 4.9 28.2 5.9 0.3 2.5 0.0 13.3 16.7
Number of Traders in Each Category Total Traders: 93
7 7 6 15 17 11 14 25 14 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 53,589
Positions
120 34,057 2 30,253 174 157 14,490 13,265 0 5,307 4,844 126 3,134 964
Changes from: October 12, 2021 Total Change is: -1,182
-45 -288 0 -1,521 -18 157 -454 -1,432 0 611 89 126 -56 184
Percent of Open Interest Represented by Each Category of Trader
0.2 63.6 0.0 56.5 0.3 0.3 27.0 24.8 0.0 9.9 9.0 0.2 5.8 1.8
Number of Traders in Each Category Total Traders: 74
. 5 . 16 . . 31 5 0 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 164,391
Positions
29,995 103,913 730 64,602 5,762 1,270 54,414 24,896 1,533 5,813 22,372 68 5,966 3,848
Changes from: October 12, 2021 Total Change is: -7,503
-1,577 -1,023 134 3,934 -1,423 -656 -10,470 -5,106 -278 1,055 749 -8 363 109
Percent of Open Interest Represented by Each Category of Trader
18.2 63.2 0.4 39.3 3.5 0.8 33.1 15.1 0.9 3.5 13.6 0.0 3.6 2.3
Number of Traders in Each Category Total Traders: 145
4 8 . 19 7 5 40 40 14 10 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 30,016
Positions
250 1,743 3,086 3,991 8,571 0 13,614 10,049 858 4,656 2,921 26 3,535 2,762
Changes from: October 12, 2021 Total Change is: 2,678
-411 0 -320 -460 1,390 0 1,540 216 729 1,199 555 20 381 88
Percent of Open Interest Represented by Each Category of Trader
0.8 5.8 10.3 13.3 28.6 0.0 45.4 33.5 2.9 15.5 9.7 0.1 11.8 9.2
Number of Traders in Each Category Total Traders: 73
. . . 6 7 0 18 16 . 15 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 37,805
Positions
5,090 11,429 28 5,725 5,961 657 19,972 13,996 801 842 1,404 51 4,639 3,478
Changes from: October 12, 2021 Total Change is: 442
-1,829 157 2 17 -3,580 -25 498 4,115 274 513 257 7 985 -766
Percent of Open Interest Represented by Each Category of Trader
13.5 30.2 0.1 15.1 15.8 1.7 52.8 37.0 2.1 2.2 3.7 0.1 12.3 9.2
Number of Traders in Each Category Total Traders: 103
6 5 . 11 14 6 38 19 10 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 13,805
Positions
2,235 1,392 0 6,230 2,951 0 2,791 6,451 617 504 698 2 1,426 1,694
Changes from: October 12, 2021 Total Change is: -1,189
-2,075 0 0 590 -2,001 0 -435 527 568 0 -4 0 163 -279
Percent of Open Interest Represented by Each Category of Trader
16.2 10.1 0.0 45.1 21.4 0.0 20.2 46.7 4.5 3.7 5.1 0.0 10.3 12.3
Number of Traders in Each Category Total Traders: 36
. . 0 4 . 0 10 12 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 53,250
Positions
14,798 23,123 820 14,267 1,691 529 11,967 3,960 1,242 823 15,343 0 8,806 6,543
Changes from: October 12, 2021 Total Change is: 2,016
-524 -321 218 772 -658 52 1,489 1,680 -305 823 390 0 -509 961
Percent of Open Interest Represented by Each Category of Trader
27.8 43.4 1.5 26.8 3.2 1.0 22.5 7.4 2.3 1.5 28.8 0.0 16.5 12.3
Number of Traders in Each Category Total Traders: 105
14 16 4 28 5 8 26 9 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 106,500
Positions
29,596 46,246 1,639 28,533 3,382 1,057 23,934 7,919 2,484 1,646 30,686 0 17,612 13,086
Changes from: October 12, 2021 Total Change is: 4,032
-1,047 -643 435 1,544 -1,316 104 2,978 3,359 -611 1,646 780 0 -1,017 1,923
Percent of Open Interest Represented by Each Category of Trader
27.8 43.4 1.5 26.8 3.2 1.0 22.5 7.4 2.3 1.5 28.8 0.0 16.5 12.3
Number of Traders in Each Category Total Traders: 105
14 16 4 28 5 8 26 9 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 42,864
Positions
7,350 25,664 1,673 27,225 9,594 1,559 2,097 3,898 0 0 0 0 2,960 476
Changes from: October 12, 2021 Total Change is: -310
1,303 -1,477 882 -1,653 73 -73 -1,040 153 0 0 0 0 271 132
Percent of Open Interest Represented by Each Category of Trader
17.1 59.9 3.9 63.5 22.4 3.6 4.9 9.1 0.0 0.0 0.0 0.0 6.9 1.1
Number of Traders in Each Category Total Traders: 36
6 7 . 17 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 615,014
Positions
39,289 131,570 30,408 233,028 76,490 67,474 45,494 61,802 108,121 24,919 75,863 6,322 59,960 56,964
Changes from: October 12, 2021 Total Change is: 3,228
1,200 -12,365 2,370 6,182 -4,853 625 -8,884 5,082 6,570 -3,018 2,648 110 -1,927 3,041
Percent of Open Interest Represented by Each Category of Trader
6.4 21.4 4.9 37.9 12.4 11.0 7.4 10.0 17.6 4.1 12.3 1.0 9.7 9.3
Number of Traders in Each Category Total Traders: 563
32 31 38 164 78 113 77 95 107 40 45 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 30,185
Positions
10,222 27,714 0 13,697 0 145 2,434 1,243 0 0 0 0 3,687 1,083
Changes from: October 12, 2021 Total Change is: 857
20 1,196 0 855 0 0 -231 -16 0 0 0 0 213 -323
Percent of Open Interest Represented by Each Category of Trader
33.9 91.8 0.0 45.4 0.0 0.5 8.1 4.1 0.0 0.0 0.0 0.0 12.2 3.6
Number of Traders in Each Category Total Traders: 34
4 9 0 13 0 . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 3,075,069
Positions
196,444 657,851 152,040 1,165,138 382,452 337,370 227,472 309,011 540,604 124,593 379,313 31,610 299,798 284,819
Changes from: October 12, 2021 Total Change is: 16,140
5,999 -61,823 11,849 30,908 -24,265 3,126 -44,422 25,408 32,852 -15,088 13,240 550 -9,633 15,204
Percent of Open Interest Represented by Each Category of Trader
6.4 21.4 4.9 37.9 12.4 11.0 7.4 10.0 17.6 4.1 12.3 1.0 9.7 9.3
Number of Traders in Each Category Total Traders: 563
32 31 38 164 78 113 77 95 107 40 45 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 33,303
Positions
14,342 30,839 1 13,715 481 0 1,474 1,202 96 0 0 0 3,675 684
Changes from: October 12, 2021 Total Change is: 1,420
857 1,481 1 618 0 0 -145 55 0 0 0 0 89 -117
Percent of Open Interest Represented by Each Category of Trader
43.1 92.6 0.0 41.2 1.4 0.0 4.4 3.6 0.3 0.0 0.0 0.0 11.0 2.1
Number of Traders in Each Category Total Traders: 40
6 9 . 18 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 23,236
Positions
14,580 20,538 0 5,653 1,120 417 859 219 0 0 0 0 1,727 942
Changes from: October 12, 2021 Total Change is: 203
344 -270 0 84 0 25 -219 219 0 0 0 0 -31 229
Percent of Open Interest Represented by Each Category of Trader
62.7 88.4 0.0 24.3 4.8 1.8 3.7 0.9 0.0 0.0 0.0 0.0 7.4 4.1
Number of Traders in Each Category Total Traders: 20
. 10 0 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 40,082
Positions
5,825 8,508 154 20,042 22,184 2,626 2,641 2,933 117 0 0 0 8,677 3,560
Changes from: October 12, 2021 Total Change is: 950
1,173 941 -48 -593 -1,217 969 -48 649 105 0 0 0 -608 -449
Percent of Open Interest Represented by Each Category of Trader
14.5 21.2 0.4 50.0 55.3 6.6 6.6 7.3 0.3 0.0 0.0 0.0 21.6 8.9
Number of Traders in Each Category Total Traders: 69
5 6 . 29 17 9 7 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 467,054
Positions
107,872 47,219 4,012 209,016 176,800 44,747 51,078 120,505 12,618 4,497 41,505 52 33,162 19,597
Changes from: October 12, 2021 Total Change is: 5,039
5,345 9,217 677 905 -5,761 1,465 3,464 4,158 -1,833 -7,091 -2,853 -110 2,219 80
Percent of Open Interest Represented by Each Category of Trader
23.1 10.1 0.9 44.8 37.9 9.6 10.9 25.8 2.7 1.0 8.9 0.0 7.1 4.2
Number of Traders in Each Category Total Traders: 333
26 17 4 86 61 52 46 66 31 14 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 26,353
Positions
7,395 24,695 0 11,847 466 0 3,791 596 0 1,559 0 0 1,761 596
Changes from: October 12, 2021 Total Change is: -5,123
1,227 -5,217 0 -6,830 0 0 0 -199 0 0 0 0 480 293
Percent of Open Interest Represented by Each Category of Trader
28.1 93.7 0.0 45.0 1.8 0.0 14.4 2.3 0.0 5.9 0.0 0.0 6.7 2.3
Number of Traders in Each Category Total Traders: 29
. 6 0 12 . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 16,977
Positions
0 13,537 0 10,104 0 28 1,138 436 0 674 521 0 5,033 2,455
Changes from: October 12, 2021 Total Change is: -571
0 5 0 -1,247 0 -1 206 153 0 -4 33 0 475 -761
Percent of Open Interest Represented by Each Category of Trader
0.0 79.7 0.0 59.5 0.0 0.2 6.7 2.6 0.0 4.0 3.1 0.0 29.6 14.5
Number of Traders in Each Category Total Traders: 23
0 4 0 11 0 . 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 54,615
Positions
18,494 3,340 1,227 16,151 2,937 3,064 7,886 5,966 1,318 351 569 0 6,124 36,194
Changes from: October 12, 2021 Total Change is: -1,556
1,570 922 153 985 800 67 -2,486 -1,221 257 -805 0 0 -1,297 -2,534
Percent of Open Interest Represented by Each Category of Trader
33.9 6.1 2.2 29.6 5.4 5.6 14.4 10.9 2.4 0.6 1.0 0.0 11.2 66.3
Number of Traders in Each Category Total Traders: 68
13 6 . 13 4 6 19 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 380,943
Positions
30,456 234,707 3,253 264,506 74,683 48,303 12,910 4,490 930 8,791 8,036 229 11,565 6,312
Changes from: October 12, 2021 Total Change is: -8,398
-4,512 -2,352 -461 3,320 -6,101 -1,194 -1,767 -177 -569 -4,441 1,041 -4 1,230 1,419
Percent of Open Interest Represented by Each Category of Trader
8.0 61.6 0.9 69.4 19.6 12.7 3.4 1.2 0.2 2.3 2.1 0.1 3.0 1.7
Number of Traders in Each Category Total Traders: 177
10 12 6 78 41 39 18 9 6 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 1,090,610
Positions
97,429 493,683 6,850 680,712 356,287 111,724 105,245 71,081 4,066 54,772 29,512 3,378 26,434 14,029
Changes from: October 12, 2021 Total Change is: -13,933
-827 -14,650 -525 -11,571 557 -2,109 4,633 9,099 -4,397 421 3,915 -214 656 -5,609
Percent of Open Interest Represented by Each Category of Trader
8.9 45.3 0.6 62.4 32.7 10.2 9.7 6.5 0.4 5.0 2.7 0.3 2.4 1.3
Number of Traders in Each Category Total Traders: 403
29 17 13 149 84 81 53 34 24 25 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 239,978
Positions
32,932 170,921 45,481 17,180 7,397 2,656 127,589 580 12,709 1,026 177 0 405 57
Changes from: October 12, 2021 Total Change is: -3,630
424 -3,406 -1,502 0 0 0 -3,625 250 1,033 0 0 0 40 -5
Percent of Open Interest Represented by Each Category of Trader
13.7 71.2 19.0 7.2 3.1 1.1 53.2 0.2 5.3 0.4 0.1 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 86
11 23 15 13 . . 27 . 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 57,183
Positions
13,588 13,164 1,040 13,299 8,415 1,035 9,400 11,055 8,730 1,746 3,601 217 8,129 9,926
Changes from: October 12, 2021 Total Change is: 884
332 1,867 -552 500 -1,746 -234 1,140 -341 267 -141 785 7 -436 830
Percent of Open Interest Represented by Each Category of Trader
23.8 23.0 1.8 23.3 14.7 1.8 16.4 19.3 15.3 3.1 6.3 0.4 14.2 17.4
Number of Traders in Each Category Total Traders: 305
30 19 11 55 49 35 40 58 35 20 34 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 285,915
Positions
67,939 65,818 5,201 66,493 42,074 5,176 46,999 55,277 43,649 8,728 18,006 1,086 40,645 49,628
Changes from: October 12, 2021 Total Change is: 4,420
1,659 9,336 -2,760 2,499 -8,732 -1,170 5,700 -1,705 1,336 -703 3,927 37 -2,179 4,150
Percent of Open Interest Represented by Each Category of Trader
23.8 23.0 1.8 23.3 14.7 1.8 16.4 19.3 15.3 3.1 6.3 0.4 14.2 17.4
Number of Traders in Each Category Total Traders: 305
30 19 11 55 49 35 40 58 35 20 34 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 71,494
Positions
420 4,415 0 429 0 0 37,829 28,952 4,286 1,098 3,315 1 27,431 30,525
Changes from: October 12, 2021 Total Change is: 2,683
0 -411 0 24 0 0 13,379 -12,347 1,349 -1,149 -169 -24 -10,896 14,286
Percent of Open Interest Represented by Each Category of Trader
0.6 6.2 0.0 0.6 0.0 0.0 52.9 40.5 6.0 1.5 4.6 0.0 38.4 42.7
Number of Traders in Each Category Total Traders: 24
. . 0 . 0 0 8 4 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 1,368,501
Positions
4,791 124,550 45,342 579,032 290,093 290,807 82,030 269,835 98,827 81,136 34,949 11,565 174,971 202,533
Changes from: October 12, 2021 Total Change is: -30,432
-357 6,895 3,597 -14,173 -20,828 -3,963 -8,489 -10,068 -7,724 7,691 1,243 -28 -6,986 444
Percent of Open Interest Represented by Each Category of Trader
0.4 9.1 3.3 42.3 21.2 21.3 6.0 19.7 7.2 5.9 2.6 0.8 12.8 14.8
Number of Traders in Each Category Total Traders: 206
6 21 20 56 43 68 15 45 45 11 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 1,216,825
Positions
31,188 75,674 646 667,018 285,585 192,006 77,987 473,417 25,726 69,139 8,653 38 153,076 155,080
Changes from: October 12, 2021 Total Change is: -375
-3,245 -4,775 -71 -10,583 -825 -3,611 20,582 18,074 -4,760 40 -3,695 -18 1,292 -693
Percent of Open Interest Represented by Each Category of Trader
2.6 6.2 0.1 54.8 23.5 15.8 6.4 38.9 2.1 5.7 0.7 0.0 12.6 12.7
Number of Traders in Each Category Total Traders: 143
. 8 . 66 27 60 8 22 11 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 1,999,747
Positions
88,973 122,641 19,489 670,331 692,304 332,282 578,404 400,437 79,945 98,797 183,123 256 131,269 169,270
Changes from: October 12, 2021 Total Change is: 149,747
-7,433 11,315 -5,848 16,557 90,675 5,942 126,849 2,097 9,678 4,190 16,661 -1,262 1,074 20,489
Percent of Open Interest Represented by Each Category of Trader
4.4 6.1 1.0 33.5 34.6 16.6 28.9 20.0 4.0 4.9 9.2 0.0 6.6 8.5
Number of Traders in Each Category Total Traders: 305
17 31 10 83 55 81 50 33 34 15 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 4,939,461
Positions
249,247 216,072 172,988 1,443,526 1,490,093 992,097 920,228 461,964 560,054 197,938 311,569 84,029 319,354 650,595
Changes from: October 12, 2021 Total Change is: 104,288
33,749 -8,760 4,280 45,776 -10,267 46,931 -116,770 15,963 60,146 13,138 -24,360 19,791 -2,753 562
Percent of Open Interest Represented by Each Category of Trader
5.0 4.4 3.5 29.2 30.2 20.1 18.6 9.4 11.3 4.0 6.3 1.7 6.5 13.2
Number of Traders in Each Category Total Traders: 463
23 41 38 79 124 118 57 91 92 22 26 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 1,526,764
Positions
108,463 35,959 9,843 417,841 548,315 175,445 625,451 374,023 23,193 57,729 79,479 270 108,529 280,237
Changes from: October 12, 2021 Total Change is: 48,525
7,080 4,227 -751 -10,270 22,972 3,962 46,861 26,151 -261 341 -626 0 1,563 -7,149
Percent of Open Interest Represented by Each Category of Trader
7.1 2.4 0.6 27.4 35.9 11.5 41.0 24.5 1.5 3.8 5.2 0.0 7.1 18.4
Number of Traders in Each Category Total Traders: 164
7 6 5 24 67 56 25 23 12 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 4,022,379
Positions
65,721 200,760 91,214 1,851,389 1,044,272 772,365 229,217 727,996 434,208 303,182 216,630 13,940 261,144 520,995
Changes from: October 12, 2021 Total Change is: 93,828
-12,384 19,199 17,026 -1,683 47,830 -391 5,018 -102,573 97,954 -8,610 -6,232 2,137 -5,238 18,880
Percent of Open Interest Represented by Each Category of Trader
1.6 5.0 2.3 46.0 26.0 19.2 5.7 18.1 10.8 7.5 5.4 0.3 6.5 13.0
Number of Traders in Each Category Total Traders: 352
15 30 23 76 82 88 44 69 56 14 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 1,217,775
Positions
356,445 241,150 411,859 47,540 2,904 14,900 85,036 241,707 269,982 12,955 5,196 0 19,058 30,077
Changes from: October 12, 2021 Total Change is: 27,563
9,872 39,584 9,556 -1,932 -1,480 641 4,385 -12,799 -4,931 12,955 -130 -1,087 -1,896 -1,791
Percent of Open Interest Represented by Each Category of Trader
29.3 19.8 33.8 3.9 0.2 1.2 7.0 19.8 22.2 1.1 0.4 0.0 1.6 2.5
Number of Traders in Each Category Total Traders: 107
22 34 48 . . . 13 24 32 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is22,386,576
Positions
2,634,920 1,794,008 3,422,726 702,477 1,854,915 1,932,807 1,960,739 1,222,349 10,870,699 34,733 137,420 211,705 615,769 939,947
Changes from: October 12, 2021 Total Change is: -447,411
-610,955 33,403 118,483 92,717 -101,398 62,761 71,908 -370,379 -182,074 4,534 -27,450 -11,383 6,598 30,625
Percent of Open Interest Represented by Each Category of Trader
11.8 8.0 15.3 3.1 8.3 8.6 8.8 5.5 48.6 0.2 0.6 0.9 2.8 4.2
Number of Traders in Each Category Total Traders: 287
36 38 69 22 24 39 52 70 106 12 25 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 977,433
Positions
404,117 370,398 193,729 22,101 19,668 35,467 122,259 184,809 146,550 39,909 13,480 12,001 1,299 1,330
Changes from: October 12, 2021 Total Change is: 56,155
51,270 19,433 18,407 1,742 9,036 3,322 25,994 75,380 -67,187 22,806 -2,163 -786 588 714
Percent of Open Interest Represented by Each Category of Trader
41.3 37.9 19.8 2.3 2.0 3.6 12.5 18.9 15.0 4.1 1.4 1.2 0.1 0.1
Number of Traders in Each Category Total Traders: 132
24 31 38 4 6 . 14 27 37 10 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 189,860
Positions
71,317 47,144 19,741 13,056 2,555 796 33,540 63,694 49,997 86 4,532 1,229 98 172
Changes from: October 12, 2021 Total Change is: 19,830
13,584 12,334 487 1,574 34 0 -5,305 -2,863 9,409 -80 263 173 -12 -7
Percent of Open Interest Represented by Each Category of Trader
37.6 24.8 10.4 6.9 1.3 0.4 17.7 33.5 26.3 0.0 2.4 0.6 0.1 0.1
Number of Traders in Each Category Total Traders: 81
18 16 14 . . . 13 23 27 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 173,254
Positions
1,050 56,428 0 1,470 1,937 0 9,525 48,121 66,077 95,132 627 0 0 64
Changes from: October 12, 2021 Total Change is: 2,552
0 767 0 0 67 0 298 -702 2,396 -130 0 0 -12 24
Percent of Open Interest Represented by Each Category of Trader
0.6 32.6 0.0 0.8 1.1 0.0 5.5 27.8 38.1 54.9 0.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 31
. 8 0 . 4 0 . 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 13,872
Positions
490 1,264 133 859 354 13 2,057 8,302 1,612 4,163 227 604 3,940 1,362
Changes from: October 12, 2021 Total Change is: 2,783
5 254 -20 140 34 2 -75 1,438 216 -42 17 423 2,134 418
Percent of Open Interest Represented by Each Category of Trader
3.5 9.1 1.0 6.2 2.6 0.1 14.8 59.8 11.6 30.0 1.6 4.4 28.4 9.8
Number of Traders in Each Category Total Traders: 102
. 7 . 11 . . 26 32 22 14 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 61,604
Positions
2,290 0 0 162 0 0 36,531 53,345 5,037 11,418 1,446 227 5,939 1,549
Changes from: October 12, 2021 Total Change is: 10,667
-1,375 0 0 45 0 0 9,709 10,181 -418 1,578 339 181 947 384
Percent of Open Interest Represented by Each Category of Trader
3.7 0.0 0.0 0.3 0.0 0.0 59.3 86.6 8.2 18.5 2.3 0.4 9.6 2.5
Number of Traders in Each Category Total Traders: 122
. 0 0 . 0 0 15 9 . 73 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 5,024
Positions
287 58 56 136 0 0 1,428 3,701 196 1,148 222 193 1,580 598
Changes from: October 12, 2021 Total Change is: 347
-21 -44 12 59 -21 -5 100 -40 16 -83 200 162 107 67
Percent of Open Interest Represented by Each Category of Trader
5.7 1.2 1.1 2.7 0.0 0.0 28.4 73.7 3.9 22.9 4.4 3.8 31.4 11.9
Number of Traders in Each Category Total Traders: 53
. . . . 0 0 17 15 5 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 60,825
Positions
1,264 40,733 0 19,922 700 806 21,886 13,061 2,011 6,003 1,381 276 8,657 1,856
Changes from: October 12, 2021 Total Change is: -2,060
150 678 0 -198 -253 43 -1,505 -2,493 210 -318 -644 28 -470 371
Percent of Open Interest Represented by Each Category of Trader
2.1 67.0 0.0 32.8 1.2 1.3 36.0 21.5 3.3 9.9 2.3 0.5 14.2 3.1
Number of Traders in Each Category Total Traders: 130
. . 0 16 . 4 32 23 7 42 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 361,391
Positions
62,107 20,397 11,260 103,193 103,282 31,149 49,695 87,110 61,981 7,452 4,819 11,864 22,690 29,529
Changes from: October 12, 2021 Total Change is: 31,486
7,691 -3,043 -1,282 5,294 22,154 -940 12,302 6,812 5,088 777 1,150 584 1,972 963
Percent of Open Interest Represented by Each Category of Trader
17.2 5.6 3.1 28.6 28.6 8.6 13.8 24.1 17.2 2.1 1.3 3.3 6.3 8.2
Number of Traders in Each Category Total Traders: 189
15 10 16 15 33 26 42 43 50 11 13 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 41,799
Positions
3,731 4,406 0 26,387 679 1,692 2,801 34,777 0 6,595 187 0 593 58
Changes from: October 12, 2021 Total Change is: 438
326 1,589 0 334 -1,137 -261 53 250 0 14 36 0 -28 -39
Percent of Open Interest Represented by Each Category of Trader
8.9 10.5 0.0 63.1 1.6 4.0 6.7 83.2 0.0 15.8 0.4 0.0 1.4 0.1
Number of Traders in Each Category Total Traders: 54
. . 0 13 . . 9 6 0 14 . 0
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Updated October 22, 2021