Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 182,324
Positions
2,106 66,240 9,638 53,262 13,330 8,053 35,540 44,869 15,414 12,737 3,157 1,126 44,447 20,496
Changes from: October 19, 2021 Total Change is: 5,973
-5,188 12,361 3,256 1,767 -6,676 322 2,988 -907 -164 -56 -748 -84 3,133 -1,387
Percent of Open Interest Represented by Each Category of Trader
1.2 36.3 5.3 29.2 7.3 4.4 19.5 24.6 8.5 7.0 1.7 0.6 24.4 11.2
Number of Traders in Each Category Total Traders: 119
4 10 8 20 16 11 26 25 20 12 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 57,897
Positions
38,264 1,549 1,416 3,365 15,157 753 2,729 14,638 1,916 0 0 0 9,453 22,467
Changes from: October 19, 2021 Total Change is: -1,661
-2,100 -564 40 532 -506 118 -1,193 1,087 152 0 0 0 790 -1,987
Percent of Open Interest Represented by Each Category of Trader
66.1 2.7 2.4 5.8 26.2 1.3 4.7 25.3 3.3 0.0 0.0 0.0 16.3 38.8
Number of Traders in Each Category Total Traders: 50
9 . . . 16 5 5 15 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 177,920
Positions
23,685 35,198 4,987 49,521 41,872 6,196 43,083 33,321 18,352 3,498 7,751 347 28,251 29,896
Changes from: October 19, 2021 Total Change is: -3,213
-6,475 3,073 -92 2,770 -8,888 397 1,118 -11 -326 7 1,356 -33 -580 1,310
Percent of Open Interest Represented by Each Category of Trader
13.3 19.8 2.8 27.8 23.5 3.5 24.2 18.7 10.3 2.0 4.4 0.2 15.9 16.8
Number of Traders in Each Category Total Traders: 123
6 8 7 20 29 17 24 26 19 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 295,899
Positions
159,268 14,043 4,010 41,468 101,349 7,870 39,727 105,236 20,531 2,266 172 75 20,684 42,614
Changes from: October 19, 2021 Total Change is: -2,994
3,894 -812 939 837 -8,736 430 -4,836 6,840 -1,390 -941 -29 -2 -1,924 -233
Percent of Open Interest Represented by Each Category of Trader
53.8 4.7 1.4 14.0 34.3 2.7 13.4 35.6 6.9 0.8 0.1 0.0 7.0 14.4
Number of Traders in Each Category Total Traders: 139
11 . 9 17 33 15 24 46 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 729,402
Positions
53,295 311,226 16,846 398,520 152,113 32,105 55,689 107,674 33,835 43,735 7,338 6,315 89,062 61,948
Changes from: October 19, 2021 Total Change is: 1,981
7,289 -7,150 1,857 -11,051 1,408 1,163 6,108 4,812 -1,464 -1,164 -159 75 -832 1,439
Percent of Open Interest Represented by Each Category of Trader
7.3 42.7 2.3 54.6 20.9 4.4 7.6 14.8 4.6 6.0 1.0 0.9 12.2 8.5
Number of Traders in Each Category Total Traders: 336
16 16 13 109 46 56 44 59 34 34 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 32,742
Positions
870 11,607 0 12,844 9,092 2,599 2,013 3,671 0 0 0 0 14,416 5,773
Changes from: October 19, 2021 Total Change is: 1,415
271 -24 0 16 1,903 0 1,609 0 0 -800 0 0 319 -464
Percent of Open Interest Represented by Each Category of Trader
2.7 35.4 0.0 39.2 27.8 7.9 6.1 11.2 0.0 0.0 0.0 0.0 44.0 17.6
Number of Traders in Each Category Total Traders: 25
. . 0 13 5 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 23,732
Positions
5,227 0 0 6,568 13,438 1,385 665 4,006 766 0 0 0 9,121 4,137
Changes from: October 19, 2021 Total Change is: -965
-1,441 0 0 663 -1,087 10 -634 -557 0 0 0 0 437 669
Percent of Open Interest Represented by Each Category of Trader
22.0 0.0 0.0 27.7 56.6 5.8 2.8 16.9 3.2 0.0 0.0 0.0 38.4 17.4
Number of Traders in Each Category Total Traders: 25
. 0 0 7 9 5 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 174,351
Positions
74,726 9,381 2,808 42,531 68,841 6,513 12,104 46,602 11,110 915 3,807 0 23,644 25,288
Changes from: October 19, 2021 Total Change is: 2,327
-6,672 2,147 359 4,009 5,911 -1,219 3,732 -1,884 894 430 -520 0 794 -3,360
Percent of Open Interest Represented by Each Category of Trader
42.9 5.4 1.6 24.4 39.5 3.7 6.9 26.7 6.4 0.5 2.2 0.0 13.6 14.5
Number of Traders in Each Category Total Traders: 96
8 9 7 14 16 11 14 27 14 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 53,374
Positions
128 34,035 2 31,583 0 216 12,684 13,417 0 5,556 4,765 0 3,205 939
Changes from: October 19, 2021 Total Change is: -215
8 -22 0 1,330 -174 59 -1,806 152 0 249 -79 -126 71 -25
Percent of Open Interest Represented by Each Category of Trader
0.2 63.8 0.0 59.2 0.0 0.4 23.8 25.1 0.0 10.4 8.9 0.0 6.0 1.8
Number of Traders in Each Category Total Traders: 67
. 5 . 15 0 . 26 6 0 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 162,748
Positions
31,559 104,644 1,073 67,224 3,054 1,376 47,893 25,205 1,161 5,529 22,432 151 6,781 3,652
Changes from: October 19, 2021 Total Change is: -1,643
1,564 731 343 2,622 -2,708 106 -6,521 309 -371 -284 60 83 815 -196
Percent of Open Interest Represented by Each Category of Trader
19.4 64.3 0.7 41.3 1.9 0.8 29.4 15.5 0.7 3.4 13.8 0.1 4.2 2.2
Number of Traders in Each Category Total Traders: 149
5 9 . 21 6 6 47 33 13 9 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 46,167
Positions
269 1,743 13,851 4,159 13,289 45 17,397 10,384 1,907 4,998 1,895 46 3,495 3,007
Changes from: October 19, 2021 Total Change is: 16,151
19 0 10,765 168 4,718 45 3,783 335 1,049 342 -1,026 20 -40 245
Percent of Open Interest Represented by Each Category of Trader
0.6 3.8 30.0 9.0 28.8 0.1 37.7 22.5 4.1 10.8 4.1 0.1 7.6 6.5
Number of Traders in Each Category Total Traders: 69
. . . 7 6 . 15 16 6 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 43,185
Positions
3,387 17,810 47 9,722 3,123 1,307 20,937 15,603 735 1,193 1,264 30 5,826 3,265
Changes from: October 19, 2021 Total Change is: 5,380
-1,702 6,381 19 3,997 -2,838 650 965 1,607 -66 351 -140 -21 1,187 -213
Percent of Open Interest Represented by Each Category of Trader
7.8 41.2 0.1 22.5 7.2 3.0 48.5 36.1 1.7 2.8 2.9 0.1 13.5 7.6
Number of Traders in Each Category Total Traders: 98
4 8 . 17 9 8 33 17 8 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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
2,166 1,392 0 7,698 2,835 0 1,569 7,018 852 504 568 2 1,487 1,611
Changes from: October 19, 2021 Total Change is: 473
-69 0 0 1,468 -116 0 -1,222 567 235 0 -130 0 61 -83
Percent of Open Interest Represented by Each Category of Trader
15.2 9.7 0.0 53.9 19.9 0.0 11.0 49.2 6.0 3.5 4.0 0.0 10.4 11.3
Number of Traders in Each Category Total Traders: 33
. . 0 4 . 0 5 15 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 54,880
Positions
15,021 22,746 626 15,700 1,620 314 13,135 5,778 1,049 231 15,680 27 8,777 7,041
Changes from: October 19, 2021 Total Change is: 1,630
223 -377 -193 1,434 -72 -215 1,169 1,818 -193 -593 337 27 -28 498
Percent of Open Interest Represented by Each Category of Trader
27.4 41.4 1.1 28.6 3.0 0.6 23.9 10.5 1.9 0.4 28.6 0.0 16.0 12.8
Number of Traders in Each Category Total Traders: 109
14 17 5 24 5 6 29 11 7 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 109,760
Positions
30,042 45,492 1,253 31,400 3,239 627 26,271 11,556 2,098 461 31,360 54 17,555 14,082
Changes from: October 19, 2021 Total Change is: 3,260
447 -754 -387 2,867 -143 -430 2,337 3,637 -386 -1,185 674 54 -57 996
Percent of Open Interest Represented by Each Category of Trader
27.4 41.4 1.1 28.6 3.0 0.6 23.9 10.5 1.9 0.4 28.6 0.0 16.0 12.8
Number of Traders in Each Category Total Traders: 109
14 17 5 24 5 6 29 11 7 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 42,876
Positions
7,209 25,525 1,461 28,466 9,713 1,559 1,547 4,261 0 0 0 0 2,634 357
Changes from: October 19, 2021 Total Change is: 12
-141 -139 -212 1,241 119 0 -550 363 0 0 0 0 -326 -119
Percent of Open Interest Represented by Each Category of Trader
16.8 59.5 3.4 66.4 22.7 3.6 3.6 9.9 0.0 0.0 0.0 0.0 6.1 0.8
Number of Traders in Each Category Total Traders: 39
5 8 . 19 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 627,205
Positions
38,299 136,384 31,442 231,396 72,880 69,350 47,654 60,949 115,006 24,155 77,287 6,176 63,727 57,731
Changes from: October 19, 2021 Total Change is: 12,191
-990 4,813 1,034 -1,631 -3,611 1,876 2,160 -853 6,886 -763 1,425 -146 3,767 767
Percent of Open Interest Represented by Each Category of Trader
6.1 21.7 5.0 36.9 11.6 11.1 7.6 9.7 18.3 3.9 12.3 1.0 10.2 9.2
Number of Traders in Each Category Total Traders: 579
33 32 41 163 76 117 82 97 111 47 48 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 31,121
Positions
9,972 29,357 0 13,972 0 0 3,510 697 0 0 0 0 3,667 1,067
Changes from: October 19, 2021 Total Change is: 936
-250 1,643 0 275 0 -145 1,076 -546 0 0 0 0 -20 -16
Percent of Open Interest Represented by Each Category of Trader
32.0 94.3 0.0 44.9 0.0 0.0 11.3 2.2 0.0 0.0 0.0 0.0 11.8 3.4
Number of Traders in Each Category Total Traders: 39
4 11 0 15 0 0 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 3,136,026
Positions
191,493 681,918 157,212 1,156,981 364,398 346,749 238,270 304,747 575,032 120,777 386,436 30,880 318,633 288,654
Changes from: October 19, 2021 Total Change is: 60,957
-4,951 24,067 5,172 -8,157 -18,053 9,378 10,798 -4,264 34,428 -3,817 7,124 -730 18,835 3,835
Percent of Open Interest Represented by Each Category of Trader
6.1 21.7 5.0 36.9 11.6 11.1 7.6 9.7 18.3 3.9 12.3 1.0 10.2 9.2
Number of Traders in Each Category Total Traders: 579
33 32 41 163 76 117 82 97 111 47 48 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 34,926
Positions
13,984 32,318 0 15,108 481 0 2,182 1,078 94 0 0 0 3,558 955
Changes from: October 19, 2021 Total Change is: 1,623
-358 1,479 -1 1,393 0 0 708 -124 -2 0 0 0 -117 271
Percent of Open Interest Represented by Each Category of Trader
40.0 92.5 0.0 43.3 1.4 0.0 6.2 3.1 0.3 0.0 0.0 0.0 10.2 2.7
Number of Traders in Each Category Total Traders: 43
6 9 0 19 . 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 24,007
Positions
14,580 20,892 0 6,768 1,120 458 327 617 0 0 0 0 1,874 920
Changes from: October 19, 2021 Total Change is: 771
0 354 0 1,115 0 41 -532 398 0 0 0 0 147 -22
Percent of Open Interest Represented by Each Category of Trader
60.7 87.0 0.0 28.2 4.7 1.9 1.4 2.6 0.0 0.0 0.0 0.0 7.8 3.8
Number of Traders in Each Category Total Traders: 22
. 10 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 40,554
Positions
5,785 8,413 261 19,476 21,710 2,692 2,634 3,434 3 0 0 0 9,703 4,041
Changes from: October 19, 2021 Total Change is: 472
-40 -95 107 -566 -474 66 -7 501 -114 0 0 0 1,026 481
Percent of Open Interest Represented by Each Category of Trader
14.3 20.7 0.6 48.0 53.5 6.6 6.5 8.5 0.0 0.0 0.0 0.0 23.9 10.0
Number of Traders in Each Category Total Traders: 63
5 6 . 26 16 8 6 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 471,534
Positions
107,316 60,065 3,834 209,596 170,057 43,063 55,060 118,719 14,336 5,149 41,878 45 33,135 19,537
Changes from: October 19, 2021 Total Change is: 4,480
-556 12,846 -178 580 -6,742 -1,684 3,982 -1,786 1,718 653 373 -7 -27 -59
Percent of Open Interest Represented by Each Category of Trader
22.8 12.7 0.8 44.4 36.1 9.1 11.7 25.2 3.0 1.1 8.9 0.0 7.0 4.1
Number of Traders in Each Category Total Traders: 337
26 17 4 83 60 49 50 66 28 17 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 26,923
Positions
8,147 25,293 0 11,800 466 0 3,851 375 0 1,559 0 0 1,566 789
Changes from: October 19, 2021 Total Change is: 570
752 598 0 -47 0 0 60 -221 0 0 0 0 -195 193
Percent of Open Interest Represented by Each Category of Trader
30.3 93.9 0.0 43.8 1.7 0.0 14.3 1.4 0.0 5.8 0.0 0.0 5.8 2.9
Number of Traders in Each Category Total Traders: 28
. 6 0 12 . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 17,649
Positions
586 12,156 0 10,341 0 28 1,346 2,018 0 674 991 0 4,674 2,456
Changes from: October 19, 2021 Total Change is: 672
586 -1,381 0 237 0 0 208 1,582 0 0 470 0 -359 1
Percent of Open Interest Represented by Each Category of Trader
3.3 68.9 0.0 58.6 0.0 0.2 7.6 11.4 0.0 3.8 5.6 0.0 26.5 13.9
Number of Traders in Each Category Total Traders: 24
. 4 0 10 0 . 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 49,618
Positions
17,418 3,947 1,309 12,904 4,760 608 8,636 7,964 1,040 1,487 282 11 6,205 29,697
Changes from: October 19, 2021 Total Change is: -4,997
-1,076 607 82 -3,247 1,823 -2,456 750 1,998 -278 1,136 -287 11 81 -6,497
Percent of Open Interest Represented by Each Category of Trader
35.1 8.0 2.6 26.0 9.6 1.2 17.4 16.1 2.1 3.0 0.6 0.0 12.5 59.9
Number of Traders in Each Category Total Traders: 75
13 8 . 14 5 5 19 12 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 390,084
Positions
32,288 243,178 3,331 272,843 69,011 45,825 14,066 12,420 526 9,984 9,141 232 10,989 6,420
Changes from: October 19, 2021 Total Change is: 9,141
1,832 8,471 78 8,337 -5,672 -2,478 1,156 7,930 -404 1,193 1,105 3 -576 108
Percent of Open Interest Represented by Each Category of Trader
8.3 62.3 0.9 69.9 17.7 11.7 3.6 3.2 0.1 2.6 2.3 0.1 2.8 1.6
Number of Traders in Each Category Total Traders: 181
10 15 6 79 40 38 17 11 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 1,053,464
Positions
80,193 477,078 6,386 676,036 332,805 114,464 85,031 70,797 4,515 58,624 31,730 1,188 27,027 14,501
Changes from: October 19, 2021 Total Change is: -37,146
-17,236 -16,605 -464 -4,676 -23,482 2,740 -20,214 -284 449 3,852 2,218 -2,190 593 472
Percent of Open Interest Represented by Each Category of Trader
7.6 45.3 0.6 64.2 31.6 10.9 8.1 6.7 0.4 5.6 3.0 0.1 2.6 1.4
Number of Traders in Each Category Total Traders: 400
27 18 12 149 80 78 53 34 22 26 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 238,735
Positions
31,768 170,141 46,435 17,294 7,397 2,656 123,431 580 11,218 1,237 177 0 4,696 131
Changes from: October 19, 2021 Total Change is: -1,243
-1,164 -780 954 114 0 0 -4,158 0 -1,491 211 0 0 4,291 74
Percent of Open Interest Represented by Each Category of Trader
13.3 71.3 19.5 7.2 3.1 1.1 51.7 0.2 4.7 0.5 0.1 0.0 2.0 0.1
Number of Traders in Each Category Total Traders: 86
11 23 15 13 . . 26 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 60,248
Positions
12,946 15,551 1,099 13,141 7,926 1,117 11,484 12,220 9,706 1,855 2,706 454 8,446 9,469
Changes from: October 19, 2021 Total Change is: 3,065
-642 2,387 59 -158 -489 82 2,084 1,165 976 109 -896 237 317 -457
Percent of Open Interest Represented by Each Category of Trader
21.5 25.8 1.8 21.8 13.2 1.9 19.1 20.3 16.1 3.1 4.5 0.8 14.0 15.7
Number of Traders in Each Category Total Traders: 313
28 21 11 57 50 35 41 60 34 23 33 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 301,241
Positions
64,729 77,755 5,497 65,704 39,628 5,587 57,421 61,102 48,529 9,273 13,528 2,269 42,232 47,345
Changes from: October 19, 2021 Total Change is: 15,326
-3,209 11,937 296 -789 -2,446 411 10,422 5,825 4,881 544 -4,478 1,183 1,587 -2,283
Percent of Open Interest Represented by Each Category of Trader
21.5 25.8 1.8 21.8 13.2 1.9 19.1 20.3 16.1 3.1 4.5 0.8 14.0 15.7
Number of Traders in Each Category Total Traders: 313
28 21 11 57 50 35 41 60 34 23 33 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 79,316
Positions
420 4,636 0 319 0 0 43,781 42,388 2,161 1,793 3,119 4 30,838 27,007
Changes from: October 19, 2021 Total Change is: 7,822
0 221 0 -110 0 0 5,952 13,436 -2,124 695 -196 3 3,407 -3,518
Percent of Open Interest Represented by Each Category of Trader
0.5 5.8 0.0 0.4 0.0 0.0 55.2 53.4 2.7 2.3 3.9 0.0 38.9 34.1
Number of Traders in Each Category Total Traders: 28
. . 0 . 0 0 8 7 6 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 1,303,069
Positions
6,112 132,415 41,090 562,616 286,591 275,743 86,359 262,986 69,057 85,617 35,221 4,771 171,704 195,195
Changes from: October 19, 2021 Total Change is: -65,432
1,321 7,865 -4,252 -16,416 -3,502 -15,063 4,328 -6,849 -29,770 4,480 271 -6,794 -3,267 -7,338
Percent of Open Interest Represented by Each Category of Trader
0.5 10.2 3.2 43.2 22.0 21.2 6.6 20.2 5.3 6.6 2.7 0.4 13.2 15.0
Number of Traders in Each Category Total Traders: 196
5 23 18 54 41 63 18 36 39 9 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 1,218,162
Positions
33,902 84,133 721 667,123 261,335 203,074 61,231 484,945 28,331 70,256 7,989 38 153,486 147,596
Changes from: October 19, 2021 Total Change is: 1,337
2,714 8,459 75 104 -24,250 11,068 -16,756 11,528 2,605 1,117 -664 0 410 -7,484
Percent of Open Interest Represented by Each Category of Trader
2.8 6.9 0.1 54.8 21.5 16.7 5.0 39.8 2.3 5.8 0.7 0.0 12.6 12.1
Number of Traders in Each Category Total Traders: 149
4 8 . 68 26 63 9 24 11 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 2,035,466
Positions
68,718 125,643 19,414 634,561 750,572 364,157 616,577 317,376 105,304 86,925 170,352 515 139,295 182,133
Changes from: October 19, 2021 Total Change is: 35,719
-20,255 3,002 -75 -35,770 58,269 31,875 38,173 -83,061 25,358 -11,872 -12,771 259 8,026 12,863
Percent of Open Interest Represented by Each Category of Trader
3.4 6.2 1.0 31.2 36.9 17.9 30.3 15.6 5.2 4.3 8.4 0.0 6.8 8.9
Number of Traders in Each Category Total Traders: 307
13 31 11 81 62 82 45 37 34 17 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 4,585,261
Positions
246,470 186,804 131,789 1,471,782 1,408,200 917,000 857,948 519,153 397,710 178,722 301,247 73,773 310,068 649,586
Changes from: October 19, 2021 Total Change is: -354,200
-2,776 -29,268 -41,200 28,256 -81,893 -75,096 -62,280 57,190 -162,344 -19,216 -10,322 -10,257 -9,286 -1,009
Percent of Open Interest Represented by Each Category of Trader
5.4 4.1 2.9 32.1 30.7 20.0 18.7 11.3 8.7 3.9 6.6 1.6 6.8 14.2
Number of Traders in Each Category Total Traders: 440
20 36 31 82 116 119 55 86 84 18 27 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 1,536,861
Positions
99,274 60,246 7,578 416,114 571,626 179,943 648,568 327,182 21,509 56,693 85,209 240 106,942 283,328
Changes from: October 19, 2021 Total Change is: 10,097
-9,189 24,287 -2,265 -1,727 23,311 4,498 23,117 -46,841 -1,684 -1,036 5,730 -30 -1,587 3,091
Percent of Open Interest Represented by Each Category of Trader
6.5 3.9 0.5 27.1 37.2 11.7 42.2 21.3 1.4 3.7 5.5 0.0 7.0 18.4
Number of Traders in Each Category Total Traders: 164
5 9 5 22 69 57 24 21 12 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 3,852,589
Positions
65,126 175,467 60,768 1,878,559 1,018,227 727,712 220,567 802,652 333,325 293,835 217,167 10,606 262,090 506,665
Changes from: October 19, 2021 Total Change is: -169,790
-595 -25,293 -30,446 27,170 -26,045 -44,653 -8,650 74,655 -100,882 -9,346 537 -3,334 946 -14,329
Percent of Open Interest Represented by Each Category of Trader
1.7 4.6 1.6 48.8 26.4 18.9 5.7 20.8 8.7 7.6 5.6 0.3 6.8 13.2
Number of Traders in Each Category Total Traders: 351
14 32 20 75 85 86 40 68 56 13 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 1,293,093
Positions
343,416 278,035 443,230 48,855 3,096 14,810 86,138 202,319 313,555 19,955 5,095 5,189 17,945 27,764
Changes from: October 19, 2021 Total Change is: 75,318
-13,029 36,885 31,371 1,315 192 -90 1,102 -39,388 43,573 7,000 -101 5,189 -1,113 -2,313
Percent of Open Interest Represented by Each Category of Trader
26.6 21.5 34.3 3.8 0.2 1.1 6.7 15.6 24.2 1.5 0.4 0.4 1.4 2.1
Number of Traders in Each Category Total Traders: 109
20 36 48 . . . 14 24 33 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 is23,324,691
Positions
2,548,467 1,820,736 3,572,287 748,364 1,914,440 1,966,038 2,133,473 1,250,744 11,387,626 56,691 158,477 295,786 615,959 958,557
Changes from: October 19, 2021 Total Change is: 938,115
-86,453 26,728 149,561 45,887 59,525 33,231 172,734 28,395 516,927 21,958 21,057 84,081 190 18,610
Percent of Open Interest Represented by Each Category of Trader
10.9 7.8 15.3 3.2 8.2 8.4 9.1 5.4 48.8 0.2 0.7 1.3 2.6 4.1
Number of Traders in Each Category Total Traders: 295
34 40 69 24 23 42 54 73 109 15 24 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 1,009,391
Positions
394,374 340,240 228,608 22,171 30,531 35,969 126,163 200,707 149,267 40,237 11,432 12,191 410 446
Changes from: October 19, 2021 Total Change is: 31,958
-9,743 -30,158 34,879 70 10,863 502 3,904 15,897 2,717 328 -2,048 190 -889 -885
Percent of Open Interest Represented by Each Category of Trader
39.1 33.7 22.6 2.2 3.0 3.6 12.5 19.9 14.8 4.0 1.1 1.2 0.0 0.0
Number of Traders in Each Category Total Traders: 132
28 28 37 4 6 . 17 26 36 8 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 194,348
Positions
54,445 58,076 40,231 14,151 2,567 806 27,153 30,694 56,429 135 4,414 883 115 248
Changes from: October 19, 2021 Total Change is: 4,488
-16,872 10,932 20,490 1,095 12 10 -6,387 -33,000 6,432 49 -118 -346 17 76
Percent of Open Interest Represented by Each Category of Trader
28.0 29.9 20.7 7.3 1.3 0.4 14.0 15.8 29.0 0.1 2.3 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 80
18 18 15 . . . 17 18 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 177,028
Positions
1,050 56,208 0 1,470 2,018 0 9,231 47,553 70,563 94,702 627 0 12 59
Changes from: October 19, 2021 Total Change is: 3,774
0 -220 0 0 81 0 -294 -568 4,486 -430 0 0 12 -5
Percent of Open Interest Represented by Each Category of Trader
0.6 31.8 0.0 0.8 1.1 0.0 5.2 26.9 39.9 53.5 0.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 30
. 8 0 . 4 0 . 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 16,938
Positions
530 1,485 141 1,834 514 234 3,149 9,406 2,583 2,507 423 1,087 4,874 1,066
Changes from: October 19, 2021 Total Change is: 3,066
40 221 8 975 160 221 1,092 1,104 970 -1,656 196 483 934 -297
Percent of Open Interest Represented by Each Category of Trader
3.1 8.8 0.8 10.8 3.0 1.4 18.6 55.5 15.2 14.8 2.5 6.4 28.8 6.3
Number of Traders in Each Category Total Traders: 105
. 4 . 9 . . 31 38 25 9 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 65,656
Positions
1,463 0 191 158 0 0 40,491 57,278 4,962 12,420 1,700 211 5,760 1,314
Changes from: October 19, 2021 Total Change is: 4,052
-827 0 191 -4 0 0 3,960 3,933 -75 1,002 254 -16 -179 -235
Percent of Open Interest Represented by Each Category of Trader
2.2 0.0 0.3 0.2 0.0 0.0 61.7 87.2 7.6 18.9 2.6 0.3 8.8 2.0
Number of Traders in Each Category Total Traders: 136
. 0 . . 0 0 16 9 6 86 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 5,230
Positions
383 31 58 141 0 0 1,350 3,931 357 971 193 191 1,779 469
Changes from: October 19, 2021 Total Change is: 206
96 -27 2 5 0 0 -78 230 161 -177 -29 -2 199 -129
Percent of Open Interest Represented by Each Category of Trader
7.3 0.6 1.1 2.7 0.0 0.0 25.8 75.2 6.8 18.6 3.7 3.7 34.0 9.0
Number of Traders in Each Category Total Traders: 53
. . . . 0 0 18 15 6 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 59,084
Positions
1,264 40,782 0 18,002 615 827 20,531 11,484 1,955 7,020 1,431 256 9,229 1,734
Changes from: October 19, 2021 Total Change is: -1,741
0 49 0 -1,920 -85 21 -1,355 -1,577 -56 1,017 49 -20 572 -122
Percent of Open Interest Represented by Each Category of Trader
2.1 69.0 0.0 30.5 1.0 1.4 34.7 19.4 3.3 11.9 2.4 0.4 15.6 2.9
Number of Traders in Each Category Total Traders: 126
. . 0 16 . 4 34 19 6 42 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 337,252
Positions
66,767 17,666 10,410 113,207 116,452 27,660 46,657 86,430 40,146 6,048 4,197 6,691 19,666 27,600
Changes from: October 19, 2021 Total Change is: -24,139
4,660 -2,731 -850 10,014 13,170 -3,489 -3,038 -680 -21,835 -1,404 -622 -5,173 -3,024 -1,929
Percent of Open Interest Represented by Each Category of Trader
19.8 5.2 3.1 33.6 34.5 8.2 13.8 25.6 11.9 1.8 1.2 2.0 5.8 8.2
Number of Traders in Each Category Total Traders: 175
12 12 14 15 34 22 30 47 41 8 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 26, 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 39,560
Positions
3,686 4,309 97 25,295 679 1,692 1,492 32,507 1 6,624 217 0 673 58
Changes from: October 19, 2021 Total Change is: -2,239
-45 -97 97 -1,092 0 0 -1,309 -2,270 1 29 30 0 80 0
Percent of Open Interest Represented by Each Category of Trader
9.3 10.9 0.2 63.9 1.7 4.3 3.8 82.2 0.0 16.7 0.5 0.0 1.7 0.1
Number of Traders in Each Category Total Traders: 52
. . . 13 . . 8 5 . 13 4 0
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Updated October 29, 2021