Traders in Financial Futures - Futures Only Positions as of July 27, 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 174,701
Positions
25,004 84,601 843 43,928 31,366 5,805 39,640 24,952 6,041 16,479 0 6 36,955 21,087
Changes from: July 20, 2021 Total Change is: -14,607
-733 -3,938 129 1,524 -2,871 -459 -12,636 -3,702 -668 -1,573 0 -150 -41 -2,948
Percent of Open Interest Represented by Each Category of Trader
14.3 48.4 0.5 25.1 18.0 3.3 22.7 14.3 3.5 9.4 0.0 0.0 21.2 12.1
Number of Traders in Each Category Total Traders: 102
9 5 . 19 15 12 23 18 13 13 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 44,784
Positions
10,995 5,862 0 2,171 12,662 1,957 20,296 4,625 63 475 642 0 8,827 18,973
Changes from: July 20, 2021 Total Change is: 49
-1,078 29 0 -453 -35 429 -214 428 56 475 0 0 834 -858
Percent of Open Interest Represented by Each Category of Trader
24.6 13.1 0.0 4.8 28.3 4.4 45.3 10.3 0.1 1.1 1.4 0.0 19.7 42.4
Number of Traders in Each Category Total Traders: 48
5 4 0 . 14 7 12 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 185,373
Positions
63,834 51,690 1,752 36,301 58,295 5,113 41,636 31,899 1,957 7,344 5,287 474 26,962 28,906
Changes from: July 20, 2021 Total Change is: -3,414
-2,229 2,706 214 -667 -5,156 -964 -1,571 1,384 -613 4,173 -937 212 -1,969 -260
Percent of Open Interest Represented by Each Category of Trader
34.4 27.9 0.9 19.6 31.4 2.8 22.5 17.2 1.1 4.0 2.9 0.3 14.5 15.6
Number of Traders in Each Category Total Traders: 117
6 9 5 16 29 14 25 24 15 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 196,102
Positions
96,706 2,036 0 40,676 83,413 5,490 31,715 69,439 1,598 1,328 457 0 18,589 33,669
Changes from: July 20, 2021 Total Change is: 3,801
5,916 -2,684 0 -2,065 9,401 -882 -1,089 -3,500 1,027 0 0 0 894 439
Percent of Open Interest Represented by Each Category of Trader
49.3 1.0 0.0 20.7 42.5 2.8 16.2 35.4 0.8 0.7 0.2 0.0 9.5 17.2
Number of Traders in Each Category Total Traders: 126
13 . 0 18 28 13 25 35 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 678,008
Positions
44,381 375,205 3,660 401,410 113,184 28,706 53,235 86,419 8,773 40,323 6,264 5,034 92,486 50,763
Changes from: July 20, 2021 Total Change is: -5,067
834 -11,672 28 -11,683 4,258 1,764 -1,487 -2,039 2,444 -1,079 1,182 660 3,452 -1,692
Percent of Open Interest Represented by Each Category of Trader
6.5 55.3 0.5 59.2 16.7 4.2 7.9 12.7 1.3 5.9 0.9 0.7 13.6 7.5
Number of Traders in Each Category Total Traders: 310
17 14 9 110 38 45 42 46 23 33 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 29,780
Positions
0 9,613 0 12,114 5,025 2,551 473 4,421 1,196 800 0 0 12,646 6,974
Changes from: July 20, 2021 Total Change is: -455
0 5 0 139 228 -268 -6 -123 0 0 0 0 -320 -297
Percent of Open Interest Represented by Each Category of Trader
0.0 32.3 0.0 40.7 16.9 8.6 1.6 14.8 4.0 2.7 0.0 0.0 42.5 23.4
Number of Traders in Each Category Total Traders: 24
0 . 0 12 5 7 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 27,959
Positions
1,006 1,189 0 5,816 19,188 1,685 12,036 1,545 0 0 975 0 7,416 3,377
Changes from: July 20, 2021 Total Change is: 2,816
559 -4 0 -140 3,187 -469 4,291 0 0 0 0 0 -1,425 102
Percent of Open Interest Represented by Each Category of Trader
3.6 4.3 0.0 20.8 68.6 6.0 43.0 5.5 0.0 0.0 3.5 0.0 26.5 12.1
Number of Traders in Each Category Total Traders: 29
. . 0 6 11 5 6 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 167,840
Positions
45,292 10,136 303 42,536 94,834 3,481 52,523 26,953 441 5,428 1,600 0 17,836 30,092
Changes from: July 20, 2021 Total Change is: 4,266
3,450 -1,272 1 1,500 3,328 254 795 -883 -108 -10 1,600 0 -1,616 1,346
Percent of Open Interest Represented by Each Category of Trader
27.0 6.0 0.2 25.3 56.5 2.1 31.3 16.1 0.3 3.2 1.0 0.0 10.6 17.9
Number of Traders in Each Category Total Traders: 90
10 4 . 12 17 7 21 22 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 51,749
Positions
382 22,408 0 37,766 100 26 8,923 27,084 41 1,958 903 0 2,653 1,187
Changes from: July 20, 2021 Total Change is: 4,086
-20 76 0 2,744 100 0 1,006 4,369 41 490 -142 -17 -158 -341
Percent of Open Interest Represented by Each Category of Trader
0.7 43.3 0.0 73.0 0.2 0.1 17.2 52.3 0.1 3.8 1.7 0.0 5.1 2.3
Number of Traders in Each Category Total Traders: 48
. 5 0 11 . . 16 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 150,348
Positions
4,729 93,732 505 68,609 7,632 2,114 58,197 18,321 4,736 4,899 20,037 0 6,559 3,271
Changes from: July 20, 2021 Total Change is: 3,936
-1,074 5,497 0 2,354 -248 1,351 -323 -2,739 1,767 166 -1,529 0 -305 -163
Percent of Open Interest Represented by Each Category of Trader
3.1 62.3 0.3 45.6 5.1 1.4 38.7 12.2 3.2 3.3 13.3 0.0 4.4 2.2
Number of Traders in Each Category Total Traders: 149
4 10 . 23 6 5 54 28 17 12 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 43,479
Positions
845 17,480 3,716 16,609 1,519 33 12,228 15,593 1,485 4,894 1,984 18 3,651 1,651
Changes from: July 20, 2021 Total Change is: 3,761
-119 0 3,716 -227 0 33 593 675 -780 409 -46 0 136 163
Percent of Open Interest Represented by Each Category of Trader
1.9 40.2 8.5 38.2 3.5 0.1 28.1 35.9 3.4 11.3 4.6 0.0 8.4 3.8
Number of Traders in Each Category Total Traders: 62
. . . 10 . . 16 14 4 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 43,953
Positions
11,147 14,318 0 5,707 12,041 830 21,337 11,686 351 624 540 22 3,935 4,165
Changes from: July 20, 2021 Total Change is: 370
-65 497 0 2,408 336 -220 -1,410 752 -362 226 -58 2 -209 -577
Percent of Open Interest Represented by Each Category of Trader
25.4 32.6 0.0 13.0 27.4 1.9 48.5 26.6 0.8 1.4 1.2 0.0 9.0 9.5
Number of Traders in Each Category Total Traders: 98
9 . 0 13 17 6 33 16 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 18,324
Positions
3,089 4,886 0 4,563 3,135 0 8,664 8,364 1 623 379 0 1,384 1,559
Changes from: July 20, 2021 Total Change is: 1,057
175 10 0 -1,141 238 0 1,925 545 0 0 209 0 98 55
Percent of Open Interest Represented by Each Category of Trader
16.9 26.7 0.0 24.9 17.1 0.0 47.3 45.6 0.0 3.4 2.1 0.0 7.6 8.5
Number of Traders in Each Category Total Traders: 41
. . 0 5 4 0 11 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 51,277
Positions
13,597 20,116 514 16,950 1,606 268 9,690 6,471 811 616 15,255 0 8,833 6,238
Changes from: July 20, 2021 Total Change is: -73
-539 848 -171 3,588 -294 -582 -2,797 832 -294 0 -711 0 722 299
Percent of Open Interest Represented by Each Category of Trader
26.5 39.2 1.0 33.1 3.1 0.5 18.9 12.6 1.6 1.2 29.8 0.0 17.2 12.2
Number of Traders in Each Category Total Traders: 103
11 17 . 26 6 6 27 9 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 102,554
Positions
27,193 40,231 1,028 33,900 3,211 535 19,379 12,941 1,622 1,232 30,510 0 17,665 12,476
Changes from: July 20, 2021 Total Change is: -146
-1,078 1,696 -342 7,175 -588 -1,164 -5,594 1,664 -587 0 -1,422 0 1,444 597
Percent of Open Interest Represented by Each Category of Trader
26.5 39.2 1.0 33.1 3.1 0.5 18.9 12.6 1.6 1.2 29.8 0.0 17.2 12.2
Number of Traders in Each Category Total Traders: 103
11 17 . 26 6 6 27 9 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 45,393
Positions
1,991 41,446 0 37,259 0 1,360 1,899 2,369 0 0 0 0 2,884 218
Changes from: July 20, 2021 Total Change is: -682
-27 -87 0 -1,208 0 7 386 -517 0 0 0 0 160 -85
Percent of Open Interest Represented by Each Category of Trader
4.4 91.3 0.0 82.1 0.0 3.0 4.2 5.2 0.0 0.0 0.0 0.0 6.4 0.5
Number of Traders in Each Category Total Traders: 35
4 8 0 18 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 560,457
Positions
36,605 151,564 38,016 264,355 80,263 51,079 40,035 77,958 34,992 29,541 63,960 905 64,928 61,720
Changes from: July 20, 2021 Total Change is: 9,220
-3,086 -5,903 5,561 -7,547 -2,724 -1,030 -3,923 -202 8,271 4,681 974 64 6,228 4,206
Percent of Open Interest Represented by Each Category of Trader
6.5 27.0 6.8 47.2 14.3 9.1 7.1 13.9 6.2 5.3 11.4 0.2 11.6 11.0
Number of Traders in Each Category Total Traders: 509
32 32 26 166 76 100 67 87 54 30 19 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 21,574
Positions
6,697 17,593 3 10,984 2,034 0 1,989 1,259 0 0 0 0 1,901 685
Changes from: July 20, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
31.0 81.5 0.0 50.9 9.4 0.0 9.2 5.8 0.0 0.0 0.0 0.0 8.8 3.2
Number of Traders in Each Category Total Traders: 23
4 7 . 5 . 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 22,177
Positions
10,397 17,448 0 8,166 1,425 145 537 2,143 0 0 0 0 2,932 1,016
Changes from: July 20, 2021 Total Change is: -48
381 261 0 -466 367 0 0 -403 0 0 0 0 37 -273
Percent of Open Interest Represented by Each Category of Trader
46.9 78.7 0.0 36.8 6.4 0.7 2.4 9.7 0.0 0.0 0.0 0.0 13.2 4.6
Number of Traders in Each Category Total Traders: 31
6 7 0 10 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 2,666,461
Positions
187,902 787,024 143,552 1,316,776 401,316 255,397 219,666 422,226 82,145 147,707 319,799 4,526 308,790 250,476
Changes from: July 20, 2021 Total Change is: -1,516
-10,556 -16,437 3,781 -42,734 -13,618 -5,150 -5,705 19,954 3,489 24,903 4,871 322 30,134 1,272
Percent of Open Interest Represented by Each Category of Trader
7.0 29.5 5.4 49.4 15.1 9.6 8.2 15.8 3.1 5.5 12.0 0.2 11.6 9.4
Number of Traders in Each Category Total Traders: 508
33 31 22 166 76 100 68 85 53 30 19 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 29,218
Positions
10,036 27,443 13 15,009 498 20 845 682 6 0 0 0 3,289 556
Changes from: July 20, 2021 Total Change is: -2,150
144 -2,086 1 -1,981 0 -110 -284 0 0 0 0 0 80 45
Percent of Open Interest Represented by Each Category of Trader
34.3 93.9 0.0 51.4 1.7 0.1 2.9 2.3 0.0 0.0 0.0 0.0 11.3 1.9
Number of Traders in Each Category Total Traders: 37
7 7 . 18 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 16,913
Positions
2,557 13,298 1 10,704 0 394 1,042 2,771 0 0 0 0 2,215 449
Changes from: July 20, 2021 Total Change is: 4,594
744 4,595 0 3,576 0 -1 0 378 0 0 0 0 275 -378
Percent of Open Interest Represented by Each Category of Trader
15.1 78.6 0.0 63.3 0.0 2.3 6.2 16.4 0.0 0.0 0.0 0.0 13.1 2.7
Number of Traders in Each Category Total Traders: 24
4 9 . 7 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 43,811
Positions
3,969 13,782 142 25,655 21,263 2,272 3,266 2,746 166 0 0 0 8,341 3,440
Changes from: July 20, 2021 Total Change is: -1,295
-146 167 2 -410 -321 -27 -684 177 -77 -203 -649 0 250 -567
Percent of Open Interest Represented by Each Category of Trader
9.1 31.5 0.3 58.6 48.5 5.2 7.5 6.3 0.4 0.0 0.0 0.0 19.0 7.9
Number of Traders in Each Category Total Traders: 70
. 7 . 29 17 10 8 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 457,067
Positions
119,930 37,510 4,498 206,506 182,537 36,788 49,054 119,377 3,787 6,096 47,511 1,039 29,369 24,020
Changes from: July 20, 2021 Total Change is: 4,681
6,165 -2,286 -19 5,750 -582 -2,638 -7,293 13,338 -673 2,200 -6,202 983 206 2,760
Percent of Open Interest Represented by Each Category of Trader
26.2 8.2 1.0 45.2 39.9 8.0 10.7 26.1 0.8 1.3 10.4 0.2 6.4 5.3
Number of Traders in Each Category Total Traders: 326
30 9 . 88 56 51 38 75 23 11 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 32,648
Positions
5,895 31,065 0 23,419 482 0 1,829 642 5 0 0 0 1,500 454
Changes from: July 20, 2021 Total Change is: 0
0 0 0 6 0 0 -5 -2 0 0 0 0 -1 2
Percent of Open Interest Represented by Each Category of Trader
18.1 95.2 0.0 71.7 1.5 0.0 5.6 2.0 0.0 0.0 0.0 0.0 4.6 1.4
Number of Traders in Each Category Total Traders: 30
. 8 0 14 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 15,710
Positions
275 1,894 0 9,629 0 4 804 4,864 0 1,118 2,980 0 3,880 5,968
Changes from: July 20, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.8 12.1 0.0 61.3 0.0 0.0 5.1 31.0 0.0 7.1 19.0 0.0 24.7 38.0
Number of Traders in Each Category Total Traders: 20
. . 0 9 0 . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 47,887
Positions
8,631 5,701 593 8,581 4,230 288 19,181 5,467 63 4,391 0 0 6,159 31,545
Changes from: July 20, 2021 Total Change is: 2,536
647 2,499 -44 479 -2,113 -322 196 2,183 22 1,380 0 0 178 311
Percent of Open Interest Represented by Each Category of Trader
18.0 11.9 1.2 17.9 8.8 0.6 40.1 11.4 0.1 9.2 0.0 0.0 12.9 65.9
Number of Traders in Each Category Total Traders: 58
8 7 . 10 5 5 17 6 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 433,666
Positions
42,026 271,244 10,105 295,966 74,670 52,033 14,306 11,844 687 8,323 2,739 0 10,220 10,344
Changes from: July 20, 2021 Total Change is: 244
-2,454 -248 0 12,112 -1,490 -2,783 -7,270 1,064 -119 1,223 -494 0 -465 4,314
Percent of Open Interest Represented by Each Category of Trader
9.7 62.5 2.3 68.2 17.2 12.0 3.3 2.7 0.2 1.9 0.6 0.0 2.4 2.4
Number of Traders in Each Category Total Traders: 189
13 13 7 80 39 40 22 14 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 1,069,489
Positions
95,254 471,377 5,727 680,439 325,746 125,682 83,583 67,538 6,109 40,211 50,258 1,045 31,439 16,007
Changes from: July 20, 2021 Total Change is: 18,969
4,306 -8,314 1,644 10,193 -7,231 12,836 -9,467 19,909 -1,289 606 -1,534 -556 696 3,504
Percent of Open Interest Represented by Each Category of Trader
8.9 44.1 0.5 63.6 30.5 11.8 7.8 6.3 0.6 3.8 4.7 0.1 2.9 1.5
Number of Traders in Each Category Total Traders: 418
29 19 9 165 77 84 54 32 23 28 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 225,009
Positions
35,739 165,083 38,107 17,408 7,097 3,091 118,303 406 10,937 1,104 177 0 320 111
Changes from: July 20, 2021 Total Change is: -1,670
38 -2,424 5,309 9 0 0 -6,399 -5 1,420 -80 0 -1 -1,966 -5,969
Percent of Open Interest Represented by Each Category of Trader
15.9 73.4 16.9 7.7 3.2 1.4 52.6 0.2 4.9 0.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 88
10 22 17 13 . . 29 . 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 46,944
Positions
12,721 8,050 155 12,460 9,256 1,132 10,740 16,335 799 1,991 2,541 27 6,921 8,650
Changes from: July 20, 2021 Total Change is: 38
1,561 -427 -169 54 -563 138 -1,502 849 447 -235 -112 -29 -225 -94
Percent of Open Interest Represented by Each Category of Trader
27.1 17.1 0.3 26.5 19.7 2.4 22.9 34.8 1.7 4.2 5.4 0.1 14.7 18.4
Number of Traders in Each Category Total Traders: 304
25 20 . 62 47 37 45 63 29 18 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 234,722
Positions
63,603 40,249 773 62,298 46,279 5,660 53,698 81,676 3,997 9,953 12,706 133 34,607 43,249
Changes from: July 20, 2021 Total Change is: 190
7,803 -2,136 -847 270 -2,817 689 -7,509 4,245 2,234 -1,177 -560 -147 -1,126 -471
Percent of Open Interest Represented by Each Category of Trader
27.1 17.1 0.3 26.5 19.7 2.4 22.9 34.8 1.7 4.2 5.4 0.1 14.7 18.4
Number of Traders in Each Category Total Traders: 304
25 20 . 62 47 37 45 63 29 18 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 72,128
Positions
456 1,354 0 322 278 0 23,129 39,007 498 3,180 3,803 446 44,097 26,742
Changes from: July 20, 2021 Total Change is: 10,202
-10 -219 0 61 -64 0 8,850 17,357 -541 -870 106 120 2,592 -6,557
Percent of Open Interest Represented by Each Category of Trader
0.6 1.9 0.0 0.4 0.4 0.0 32.1 54.1 0.7 4.4 5.3 0.6 61.1 37.1
Number of Traders in Each Category Total Traders: 26
. . 0 . . 0 11 . . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 1,186,182
Positions
8,479 121,093 3,265 584,558 302,682 231,243 73,635 291,694 20,426 71,708 39,002 238 192,630 176,539
Changes from: July 20, 2021 Total Change is: -25,109
-4,271 -11,757 -474 7,889 4,675 245 -2,066 -18,960 -3,212 -30,013 3,199 -403 7,196 1,578
Percent of Open Interest Represented by Each Category of Trader
0.7 10.2 0.3 49.3 25.5 19.5 6.2 24.6 1.7 6.0 3.3 0.0 16.2 14.9
Number of Traders in Each Category Total Traders: 189
7 18 6 58 42 58 11 37 17 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 1,235,300
Positions
30,066 104,842 332 705,749 281,284 187,669 68,936 477,076 21,858 68,418 22,794 272 152,000 139,173
Changes from: July 20, 2021 Total Change is: 10,997
1,823 -3,057 161 22,731 -7,934 -7,946 -4,612 29,243 8 -3,490 -1,375 0 2,322 1,897
Percent of Open Interest Represented by Each Category of Trader
2.4 8.5 0.0 57.1 22.8 15.2 5.6 38.6 1.8 5.5 1.8 0.0 12.3 11.3
Number of Traders in Each Category Total Traders: 163
. 13 . 74 28 55 8 27 8 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 1,975,684
Positions
57,091 152,709 11,287 839,558 520,436 329,833 424,505 659,417 53,385 114,509 111,376 4,350 141,166 132,891
Changes from: July 20, 2021 Total Change is: -37,394
-6,545 -6,961 -4,026 -8,263 28,083 8,081 -20,937 -49,501 -5,175 -1,470 -11,840 4,176 -3,235 -231
Percent of Open Interest Represented by Each Category of Trader
2.9 7.7 0.6 42.5 26.3 16.7 21.5 33.4 2.7 5.8 5.6 0.2 7.1 6.7
Number of Traders in Each Category Total Traders: 309
16 32 9 93 46 75 40 48 23 17 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 4,071,737
Positions
183,028 243,860 34,337 1,475,304 1,490,893 790,293 956,256 576,546 100,364 163,680 265,573 1,034 367,441 568,837
Changes from: July 20, 2021 Total Change is: -78,949
23,521 -37,086 -20,318 -7,969 45,704 2,203 -124,715 -51,421 -1,782 15,627 1,733 38 34,446 -18,020
Percent of Open Interest Represented by Each Category of Trader
4.5 6.0 0.8 36.2 36.6 19.4 23.5 14.2 2.5 4.0 6.5 0.0 9.0 14.0
Number of Traders in Each Category Total Traders: 443
20 36 15 84 115 113 60 84 43 16 28 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 1,488,304
Positions
104,405 28,491 6,782 488,462 564,274 180,210 501,042 367,162 5,046 74,847 64,198 830 126,680 271,311
Changes from: July 20, 2021 Total Change is: -17,926
-11,974 1,410 1,036 26,590 -20,203 -7,006 -18,183 81 159 -10,886 2,854 0 2,338 3,743
Percent of Open Interest Represented by Each Category of Trader
7.0 1.9 0.5 32.8 37.9 12.1 33.7 24.7 0.3 5.0 4.3 0.1 8.5 18.2
Number of Traders in Each Category Total Traders: 164
7 7 5 25 65 51 29 17 9 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 3,479,942
Positions
29,531 231,557 28,172 1,700,049 1,003,064 688,718 380,554 808,812 80,113 278,745 206,858 411 293,649 432,237
Changes from: July 20, 2021 Total Change is: 5,286
-15,192 -16,278 3,155 -62,230 -52,116 27,450 23,686 67,792 -7,683 30,449 867 -495 6,146 -17,406
Percent of Open Interest Represented by Each Category of Trader
0.8 6.7 0.8 48.9 28.8 19.8 10.9 23.2 2.3 8.0 5.9 0.0 8.4 12.4
Number of Traders in Each Category Total Traders: 341
7 36 12 80 74 83 42 70 32 11 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 1,085,516
Positions
302,063 213,315 384,478 36,373 4,917 9,238 80,732 181,691 250,037 0 6,984 0 22,595 34,856
Changes from: July 20, 2021 Total Change is: -20,037
12,706 57,019 -6,859 846 -401 5,572 -8,814 -53,404 -25,497 0 280 0 2,009 3,253
Percent of Open Interest Represented by Each Category of Trader
27.8 19.7 35.4 3.4 0.5 0.9 7.4 16.7 23.0 0.0 0.6 0.0 2.1 3.2
Number of Traders in Each Category Total Traders: 98
21 32 48 . . . 15 19 27 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 is12,014,673
Positions
2,960,782 1,588,654 1,907,787 645,083 1,213,859 821,655 2,072,688 2,518,467 2,796,003 36,270 183,278 170,156 604,249 814,814
Changes from: July 20, 2021 Total Change is: 106,225
18,992 50,202 -47,160 60,697 -24,636 11,758 7,630 48,561 37,573 -1,098 505 559 17,274 28,863
Percent of Open Interest Represented by Each Category of Trader
24.6 13.2 15.9 5.4 10.1 6.8 17.3 21.0 23.3 0.3 1.5 1.4 5.0 6.8
Number of Traders in Each Category Total Traders: 247
36 38 64 21 17 28 48 58 87 5 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 650,570
Positions
160,336 173,877 191,652 17,947 20,546 7,971 132,795 105,010 131,011 550 12,119 8,219 89 165
Changes from: July 20, 2021 Total Change is: 9,813
19,180 -23,756 19,291 821 2,576 1,516 -12,501 26,835 -17,212 -77 1,760 -1,226 21 29
Percent of Open Interest Represented by Each Category of Trader
24.6 26.7 29.5 2.8 3.2 1.2 20.4 16.1 20.1 0.1 1.9 1.3 0.0 0.0
Number of Traders in Each Category Total Traders: 112
18 28 30 4 4 . 17 24 33 7 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 185,164
Positions
41,478 63,285 29,964 7,143 5,529 1,292 60,598 40,407 43,099 176 200 1,286 128 102
Changes from: July 20, 2021 Total Change is: 5,754
10,689 2,890 932 793 -33 0 -7,914 947 1,371 53 -214 -177 7 38
Percent of Open Interest Represented by Each Category of Trader
22.4 34.2 16.2 3.9 3.0 0.7 32.7 21.8 23.3 0.1 0.1 0.7 0.1 0.1
Number of Traders in Each Category Total Traders: 88
15 18 16 4 . . 20 24 25 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 124,568
Positions
1,050 44,551 0 1,639 1,606 0 5,956 32,053 45,676 70,240 591 0 7 91
Changes from: July 20, 2021 Total Change is: 6,062
0 905 0 0 41 0 365 5,126 0 5,700 0 0 -3 -10
Percent of Open Interest Represented by Each Category of Trader
0.8 35.8 0.0 1.3 1.3 0.0 4.8 25.7 36.7 56.4 0.5 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 30
. 7 0 . 4 0 . 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 7,802
Positions
195 105 104 494 165 13 2,800 4,841 1,197 984 306 323 1,692 748
Changes from: July 20, 2021 Total Change is: -481
-146 -15 56 -66 -437 13 -938 -883 768 -389 44 93 128 -120
Percent of Open Interest Represented by Each Category of Trader
2.5 1.3 1.3 6.3 2.1 0.2 35.9 62.0 15.3 12.6 3.9 4.1 21.7 9.6
Number of Traders in Each Category Total Traders: 67
. . . 4 . . 24 23 13 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 19,506
Positions
0 1,321 4 0 0 0 8,571 13,721 2,522 3,730 538 375 4,304 1,025
Changes from: July 20, 2021 Total Change is: -213
-100 -4,232 4 0 0 0 -1,899 2,891 2,150 611 -416 -180 -799 -430
Percent of Open Interest Represented by Each Category of Trader
0.0 6.8 0.0 0.0 0.0 0.0 43.9 70.3 12.9 19.1 2.8 1.9 22.1 5.3
Number of Traders in Each Category Total Traders: 77
0 . . 0 0 0 12 7 . 48 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 3,133
Positions
61 90 58 25 75 0 657 2,380 122 1,057 0 0 1,153 408
Changes from: July 20, 2021 Total Change is: -134
-13 -8 3 25 -43 0 -275 98 46 -4 -106 -50 134 -74
Percent of Open Interest Represented by Each Category of Trader
1.9 2.9 1.9 0.8 2.4 0.0 21.0 76.0 3.9 33.7 0.0 0.0 36.8 13.0
Number of Traders in Each Category Total Traders: 41
. . . . . 0 10 15 4 9 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 43,059
Positions
1,649 20,523 0 12,025 1,825 898 13,649 15,071 1,218 5,721 1,338 42 7,857 2,144
Changes from: July 20, 2021 Total Change is: 4,141
797 4,870 0 2,185 -94 -106 343 -957 433 161 -238 17 311 216
Percent of Open Interest Represented by Each Category of Trader
3.8 47.7 0.0 27.9 4.2 2.1 31.7 35.0 2.8 13.3 3.1 0.1 18.2 5.0
Number of Traders in Each Category Total Traders: 122
4 . 0 13 5 . 26 28 4 36 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 302,318
Positions
54,749 18,828 9,788 107,839 70,511 24,399 23,282 90,285 54,579 4,562 2,833 4,068 19,052 27,027
Changes from: July 20, 2021 Total Change is: -22,386
415 -3,180 -5,433 3,190 11,823 -4,829 -3,713 -9,443 -1,998 -342 1,332 -8,687 -989 -1,971
Percent of Open Interest Represented by Each Category of Trader
18.1 6.2 3.2 35.7 23.3 8.1 7.7 29.9 18.1 1.5 0.9 1.3 6.3 8.9
Number of Traders in Each Category Total Traders: 154
13 12 14 18 28 20 22 45 37 . 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 36,913
Positions
3,240 7,810 180 20,914 2,349 0 5,066 26,467 0 7,095 0 0 418 107
Changes from: July 20, 2021 Total Change is: 316
0 0 0 1,778 23 0 -1,448 278 0 52 0 0 -66 15
Percent of Open Interest Represented by Each Category of Trader
8.8 21.2 0.5 56.7 6.4 0.0 13.7 71.7 0.0 19.2 0.0 0.0 1.1 0.3
Number of Traders in Each Category Total Traders: 56
. 4 . 13 4 0 7 5 0 20 0 0
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Updated July 30, 2021