Traders in Financial Futures - Futures Only Positions as of August 3, 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 170,609
Positions
22,402 83,834 861 44,633 28,265 5,734 38,425 24,823 5,314 15,833 0 6 37,401 21,772
Changes from: July 27, 2021 Total Change is: -4,092
-2,602 -767 18 705 -3,101 -71 -1,215 -129 -727 -646 0 0 446 685
Percent of Open Interest Represented by Each Category of Trader
13.1 49.1 0.5 26.2 16.6 3.4 22.5 14.5 3.1 9.3 0.0 0.0 21.9 12.8
Number of Traders in Each Category Total Traders: 99
9 5 . 21 13 10 21 17 9 13 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 42,456
Positions
7,892 5,800 0 2,570 10,686 1,093 18,350 5,600 11 475 642 0 12,065 18,624
Changes from: July 27, 2021 Total Change is: -2,328
-3,103 -62 0 399 -1,976 -864 -1,946 975 -52 0 0 0 3,238 -349
Percent of Open Interest Represented by Each Category of Trader
18.6 13.7 0.0 6.1 25.2 2.6 43.2 13.2 0.0 1.1 1.5 0.0 28.4 43.9
Number of Traders in Each Category Total Traders: 44
5 4 0 4 12 6 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 180,873
Positions
46,639 54,359 3,483 42,316 52,134 5,301 42,949 31,674 1,922 8,502 5,287 465 29,296 26,248
Changes from: July 27, 2021 Total Change is: -4,500
-17,195 2,669 1,731 6,015 -6,161 188 1,313 -225 -35 1,158 0 -9 2,334 -2,658
Percent of Open Interest Represented by Each Category of Trader
25.8 30.1 1.9 23.4 28.8 2.9 23.7 17.5 1.1 4.7 2.9 0.3 16.2 14.5
Number of Traders in Each Category Total Traders: 117
5 10 5 18 27 14 22 27 12 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 189,242
Positions
90,646 5,279 32 39,498 76,409 6,393 29,822 66,104 977 700 457 0 21,174 33,591
Changes from: July 27, 2021 Total Change is: -6,860
-6,060 3,243 32 -1,178 -7,004 903 -1,893 -3,335 -621 -628 0 0 2,585 -78
Percent of Open Interest Represented by Each Category of Trader
47.9 2.8 0.0 20.9 40.4 3.4 15.8 34.9 0.5 0.4 0.2 0.0 11.2 17.8
Number of Traders in Each Category Total Traders: 120
12 . . 18 27 14 25 32 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 674,491
Positions
45,158 373,396 3,501 397,915 109,126 28,517 51,182 88,923 7,873 42,519 6,357 5,096 92,730 51,702
Changes from: July 27, 2021 Total Change is: -3,517
777 -1,809 -159 -3,495 -4,058 -189 -2,053 2,504 -900 2,196 93 62 244 939
Percent of Open Interest Represented by Each Category of Trader
6.7 55.4 0.5 59.0 16.2 4.2 7.6 13.2 1.2 6.3 0.9 0.8 13.7 7.7
Number of Traders in Each Category Total Traders: 308
16 12 9 109 38 44 44 43 27 36 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 30,147
Positions
0 9,614 0 12,102 5,490 2,551 473 4,465 1,196 800 0 0 13,025 6,831
Changes from: July 27, 2021 Total Change is: 367
0 1 0 -12 465 0 0 44 0 0 0 0 379 -143
Percent of Open Interest Represented by Each Category of Trader
0.0 31.9 0.0 40.1 18.2 8.5 1.6 14.8 4.0 2.7 0.0 0.0 43.2 22.7
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 August 3, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 28,011
Positions
1,415 1,193 0 5,704 19,590 1,317 12,103 1,545 0 0 975 0 7,472 3,391
Changes from: July 27, 2021 Total Change is: 52
409 4 0 -112 402 -368 67 0 0 0 0 0 56 14
Percent of Open Interest Represented by Each Category of Trader
5.1 4.3 0.0 20.4 69.9 4.7 43.2 5.5 0.0 0.0 3.5 0.0 26.7 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 August 3, 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 169,889
Positions
45,699 8,507 303 42,804 97,804 3,538 51,864 26,834 831 5,452 2,520 0 19,398 29,552
Changes from: July 27, 2021 Total Change is: 2,049
407 -1,629 0 268 2,970 57 -659 -119 390 24 920 0 1,562 -540
Percent of Open Interest Represented by Each Category of Trader
26.9 5.0 0.2 25.2 57.6 2.1 30.5 15.8 0.5 3.2 1.5 0.0 11.4 17.4
Number of Traders in Each Category Total Traders: 88
10 4 . 12 18 6 19 19 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 54,727
Positions
387 23,018 0 37,707 200 38 11,030 29,222 6 2,528 1,184 73 2,958 986
Changes from: July 27, 2021 Total Change is: 2,978
5 610 0 -59 100 12 2,107 2,138 -35 570 281 73 305 -201
Percent of Open Interest Represented by Each Category of Trader
0.7 42.1 0.0 68.9 0.4 0.1 20.2 53.4 0.0 4.6 2.2 0.1 5.4 1.8
Number of Traders in Each Category Total Traders: 56
. 5 0 12 . . 21 6 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 154,363
Positions
4,827 97,625 505 70,986 7,802 1,858 61,198 19,105 3,317 4,505 21,321 0 7,167 2,830
Changes from: July 27, 2021 Total Change is: 4,015
98 3,893 0 2,377 170 -256 3,001 784 -1,419 -394 1,284 0 608 -441
Percent of Open Interest Represented by Each Category of Trader
3.1 63.2 0.3 46.0 5.1 1.2 39.6 12.4 2.1 2.9 13.8 0.0 4.6 1.8
Number of Traders in Each Category Total Traders: 159
. 11 . 26 6 5 61 27 14 11 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 41,258
Positions
1,085 17,420 33 19,121 838 0 13,759 19,230 141 3,869 1,974 18 3,232 1,604
Changes from: July 27, 2021 Total Change is: -2,221
240 -60 -3,683 2,512 -681 -33 1,531 3,637 -1,344 -1,025 -10 0 -419 -47
Percent of Open Interest Represented by Each Category of Trader
2.6 42.2 0.1 46.3 2.0 0.0 33.3 46.6 0.3 9.4 4.8 0.0 7.8 3.9
Number of Traders in Each Category Total Traders: 63
4 . . 10 . 0 17 13 . 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 42,743
Positions
11,440 13,698 0 5,601 10,247 1,027 19,319 12,600 621 530 348 22 4,183 4,180
Changes from: July 27, 2021 Total Change is: -1,210
293 -620 0 -106 -1,794 197 -2,018 914 270 -94 -192 0 248 15
Percent of Open Interest Represented by Each Category of Trader
26.8 32.0 0.0 13.1 24.0 2.4 45.2 29.5 1.5 1.2 0.8 0.1 9.8 9.8
Number of Traders in Each Category Total Traders: 96
9 4 0 12 18 6 34 13 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 17,158
Positions
2,988 4,876 0 3,990 3,302 0 7,785 7,573 1 1,022 0 0 1,372 1,406
Changes from: July 27, 2021 Total Change is: -1,166
-101 -10 0 -573 167 0 -879 -791 0 399 -379 0 -12 -153
Percent of Open Interest Represented by Each Category of Trader
17.4 28.4 0.0 23.3 19.2 0.0 45.4 44.1 0.0 6.0 0.0 0.0 8.0 8.2
Number of Traders in Each Category Total Traders: 44
. . 0 5 5 0 13 14 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 55,408
Positions
13,946 22,134 610 18,987 1,516 301 10,712 7,953 1,246 616 15,494 0 8,992 6,157
Changes from: July 27, 2021 Total Change is: 4,131
349 2,018 96 2,037 -90 33 1,022 1,482 435 0 239 0 160 -81
Percent of Open Interest Represented by Each Category of Trader
25.2 39.9 1.1 34.3 2.7 0.5 19.3 14.4 2.2 1.1 28.0 0.0 16.2 11.1
Number of Traders in Each Category Total Traders: 112
11 20 . 27 6 7 29 11 6 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 110,815
Positions
27,891 44,267 1,219 37,974 3,031 601 21,423 15,905 2,491 1,232 30,987 0 17,984 12,314
Changes from: July 27, 2021 Total Change is: 8,261
698 4,036 191 4,074 -180 66 2,044 2,964 869 0 477 0 319 -162
Percent of Open Interest Represented by Each Category of Trader
25.2 39.9 1.1 34.3 2.7 0.5 19.3 14.4 2.2 1.1 28.0 0.0 16.2 11.1
Number of Traders in Each Category Total Traders: 112
11 20 . 27 6 7 29 11 6 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 45,128
Positions
2,403 39,650 200 36,517 0 1,564 1,759 2,880 0 0 0 0 2,685 834
Changes from: July 27, 2021 Total Change is: -265
412 -1,796 200 -742 0 204 -140 511 0 0 0 0 -199 616
Percent of Open Interest Represented by Each Category of Trader
5.3 87.9 0.4 80.9 0.0 3.5 3.9 6.4 0.0 0.0 0.0 0.0 5.9 1.8
Number of Traders in Each Category Total Traders: 36
4 7 . 19 0 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 568,882
Positions
35,318 147,096 42,112 261,605 79,817 50,854 44,114 79,855 38,293 27,086 65,669 1,059 68,441 64,127
Changes from: July 27, 2021 Total Change is: 8,425
-1,287 -4,468 4,096 -2,750 -446 -225 4,079 1,897 3,301 -2,456 1,709 154 3,513 2,406
Percent of Open Interest Represented by Each Category of Trader
6.2 25.9 7.4 46.0 14.0 8.9 7.8 14.0 6.7 4.8 11.5 0.2 12.0 11.3
Number of Traders in Each Category Total Traders: 514
32 32 26 166 75 104 70 88 59 28 23 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 22,782
Positions
6,493 18,564 0 11,371 2,034 0 3,284 1,315 0 0 0 0 1,634 869
Changes from: July 27, 2021 Total Change is: 1,208
-204 971 -3 387 0 0 1,295 56 0 0 0 0 -267 184
Percent of Open Interest Represented by Each Category of Trader
28.5 81.5 0.0 49.9 8.9 0.0 14.4 5.8 0.0 0.0 0.0 0.0 7.2 3.8
Number of Traders in Each Category Total Traders: 23
4 8 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 22,898
Positions
10,692 17,435 62 8,303 1,425 145 1,042 2,775 0 0 0 0 2,654 1,056
Changes from: July 27, 2021 Total Change is: 721
295 -13 62 137 0 0 505 632 0 0 0 0 -278 40
Percent of Open Interest Represented by Each Category of Trader
46.7 76.1 0.3 36.3 6.2 0.6 4.6 12.1 0.0 0.0 0.0 0.0 11.6 4.6
Number of Traders in Each Category Total Traders: 34
7 7 . 11 . . . 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 2,697,035
Positions
183,041 773,260 155,960 1,303,027 399,084 254,271 244,024 448,067 87,921 135,428 328,345 5,294 328,069 244,833
Changes from: July 27, 2021 Total Change is: 30,574
-4,861 -13,764 12,408 -13,749 -2,232 -1,126 24,358 25,841 5,776 -12,279 8,546 768 19,279 -5,643
Percent of Open Interest Represented by Each Category of Trader
6.8 28.7 5.8 48.3 14.8 9.4 9.0 16.6 3.3 5.0 12.2 0.2 12.2 9.1
Number of Traders in Each Category Total Traders: 514
32 32 22 166 75 104 71 87 57 28 23 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 28,947
Positions
10,252 26,555 12 14,030 498 20 1,106 1,220 93 0 0 0 3,434 549
Changes from: July 27, 2021 Total Change is: -271
216 -888 -1 -979 0 0 261 538 87 0 0 0 145 -7
Percent of Open Interest Represented by Each Category of Trader
35.4 91.7 0.0 48.5 1.7 0.1 3.8 4.2 0.3 0.0 0.0 0.0 11.9 1.9
Number of Traders in Each Category Total Traders: 38
7 7 . 17 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 20,146
Positions
2,658 16,713 1 13,795 0 394 1,118 2,128 0 0 0 0 2,180 910
Changes from: July 27, 2021 Total Change is: 3,233
101 3,415 0 3,091 0 0 76 -643 0 0 0 0 -35 461
Percent of Open Interest Represented by Each Category of Trader
13.2 83.0 0.0 68.5 0.0 2.0 5.5 10.6 0.0 0.0 0.0 0.0 10.8 4.5
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 August 3, 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 42,313
Positions
3,840 13,229 148 25,190 21,108 1,982 2,779 2,259 16 0 0 0 8,358 3,571
Changes from: July 27, 2021 Total Change is: -1,498
-129 -553 6 -465 -155 -290 -487 -487 -150 0 0 0 17 131
Percent of Open Interest Represented by Each Category of Trader
9.1 31.3 0.3 59.5 49.9 4.7 6.6 5.3 0.0 0.0 0.0 0.0 19.8 8.4
Number of Traders in Each Category Total Traders: 66
. 6 . 29 17 11 6 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 453,220
Positions
120,598 39,918 4,954 204,720 175,614 37,869 45,592 120,102 5,199 5,421 47,330 22 28,845 22,212
Changes from: July 27, 2021 Total Change is: -3,847
668 2,408 456 -1,786 -6,923 1,081 -3,462 725 1,412 -675 -181 -1,017 -524 -1,808
Percent of Open Interest Represented by Each Category of Trader
26.6 8.8 1.1 45.2 38.7 8.4 10.1 26.5 1.1 1.2 10.4 0.0 6.4 4.9
Number of Traders in Each Category Total Traders: 324
31 11 4 86 55 52 41 72 25 9 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 32,734
Positions
5,892 31,065 0 22,976 476 0 2,092 726 5 0 0 0 1,769 462
Changes from: July 27, 2021 Total Change is: 86
-3 0 0 -443 -6 0 263 84 0 0 0 0 269 8
Percent of Open Interest Represented by Each Category of Trader
18.0 94.9 0.0 70.2 1.5 0.0 6.4 2.2 0.0 0.0 0.0 0.0 5.4 1.4
Number of Traders in Each Category Total Traders: 29
. 8 0 13 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 15,708
Positions
275 2,147 0 9,895 216 4 803 5,142 0 1,118 2,639 0 3,613 5,560
Changes from: July 27, 2021 Total Change is: -2
0 253 0 266 216 0 -1 278 0 0 -341 0 -267 -408
Percent of Open Interest Represented by Each Category of Trader
1.8 13.7 0.0 63.0 1.4 0.0 5.1 32.7 0.0 7.1 16.8 0.0 23.0 35.4
Number of Traders in Each Category Total Traders: 23
. . 0 10 . . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 47,784
Positions
8,711 5,617 619 7,477 2,959 824 18,799 3,834 6 3,821 0 0 7,527 33,925
Changes from: July 27, 2021 Total Change is: -103
80 -84 26 -1,104 -1,271 536 -382 -1,633 -57 -570 0 0 1,368 2,380
Percent of Open Interest Represented by Each Category of Trader
18.2 11.8 1.3 15.6 6.2 1.7 39.3 8.0 0.0 8.0 0.0 0.0 15.8 71.0
Number of Traders in Each Category Total Traders: 52
8 8 . 9 4 6 14 5 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 425,247
Positions
39,301 266,437 10,138 289,146 72,961 52,302 14,615 12,123 818 8,169 4,255 0 10,758 6,213
Changes from: July 27, 2021 Total Change is: -8,419
-2,725 -4,807 33 -6,820 -1,709 269 309 279 131 -154 1,516 0 538 -4,131
Percent of Open Interest Represented by Each Category of Trader
9.2 62.7 2.4 68.0 17.2 12.3 3.4 2.9 0.2 1.9 1.0 0.0 2.5 1.5
Number of Traders in Each Category Total Traders: 191
12 14 7 81 39 42 24 14 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 1,069,000
Positions
87,839 477,976 2,985 690,224 298,032 128,616 78,231 76,040 7,886 42,457 60,918 1,046 29,716 15,501
Changes from: July 27, 2021 Total Change is: -489
-7,415 6,599 -2,742 9,785 -27,714 2,934 -5,352 8,502 1,777 2,246 10,660 1 -1,723 -506
Percent of Open Interest Represented by Each Category of Trader
8.2 44.7 0.3 64.6 27.9 12.0 7.3 7.1 0.7 4.0 5.7 0.1 2.8 1.5
Number of Traders in Each Category Total Traders: 407
25 21 6 162 76 83 47 35 24 27 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 235,832
Positions
32,874 172,530 40,970 17,888 7,397 2,626 128,416 386 11,625 1,106 177 0 327 121
Changes from: July 27, 2021 Total Change is: 10,823
-2,865 7,447 2,863 480 300 -465 10,113 -20 688 2 0 0 7 10
Percent of Open Interest Represented by Each Category of Trader
13.9 73.2 17.4 7.6 3.1 1.1 54.5 0.2 4.9 0.5 0.1 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 89
10 22 17 13 . . 30 . 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 44,609
Positions
12,932 7,728 165 12,791 8,318 1,275 7,689 15,046 867 2,194 2,386 37 6,658 8,786
Changes from: July 27, 2021 Total Change is: -2,336
211 -321 10 331 -938 143 -3,050 -1,289 68 203 -155 11 -263 136
Percent of Open Interest Represented by Each Category of Trader
29.0 17.3 0.4 28.7 18.6 2.9 17.2 33.7 1.9 4.9 5.3 0.1 14.9 19.7
Number of Traders in Each Category Total Traders: 295
24 19 . 65 44 36 42 65 27 14 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 223,043
Positions
64,660 38,642 823 63,955 41,591 6,377 38,446 75,229 4,335 10,968 11,929 187 33,292 43,930
Changes from: July 27, 2021 Total Change is: -11,679
1,057 -1,607 50 1,657 -4,688 717 -15,252 -6,447 338 1,015 -777 54 -1,315 681
Percent of Open Interest Represented by Each Category of Trader
29.0 17.3 0.4 28.7 18.6 2.9 17.2 33.7 1.9 4.9 5.3 0.1 14.9 19.7
Number of Traders in Each Category Total Traders: 295
24 19 . 65 44 36 42 65 27 14 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 81,790
Positions
0 2,821 0 303 299 0 33,457 43,212 331 3,370 4,379 300 44,029 30,448
Changes from: July 27, 2021 Total Change is: 9,662
-456 1,467 0 -19 21 0 10,328 4,205 -167 190 576 -146 -68 3,706
Percent of Open Interest Represented by Each Category of Trader
0.0 3.4 0.0 0.4 0.4 0.0 40.9 52.8 0.4 4.1 5.4 0.4 53.8 37.2
Number of Traders in Each Category Total Traders: 26
0 . 0 . . 0 10 6 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 1,208,169
Positions
10,485 125,905 2,794 606,125 294,246 230,008 83,465 314,271 17,458 68,255 44,866 5,315 184,264 173,306
Changes from: July 27, 2021 Total Change is: 21,987
2,006 4,812 -471 21,567 -8,436 -1,235 9,830 22,577 -2,968 -3,453 5,864 5,077 -8,366 -3,233
Percent of Open Interest Represented by Each Category of Trader
0.9 10.4 0.2 50.2 24.4 19.0 6.9 26.0 1.4 5.6 3.7 0.4 15.3 14.3
Number of Traders in Each Category Total Traders: 196
6 19 4 59 41 58 17 35 16 8 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 1,265,818
Positions
30,847 103,239 200 695,540 285,242 185,738 68,239 458,660 66,255 71,048 21,879 202 147,749 144,403
Changes from: July 27, 2021 Total Change is: 30,518
781 -1,603 -132 -10,209 3,958 -1,931 -697 -18,416 44,397 2,630 -915 -70 -4,251 5,230
Percent of Open Interest Represented by Each Category of Trader
2.4 8.2 0.0 54.9 22.5 14.7 5.4 36.2 5.2 5.6 1.7 0.0 11.7 11.4
Number of Traders in Each Category Total Traders: 161
. 12 . 71 30 59 8 26 13 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 1,987,967
Positions
46,038 154,725 10,105 836,389 518,211 337,916 430,241 662,341 52,663 121,296 116,820 5,601 147,718 129,585
Changes from: July 27, 2021 Total Change is: 12,283
-11,053 2,016 -1,182 -3,169 -2,225 8,083 5,736 2,924 -722 6,787 5,444 1,251 6,552 -3,306
Percent of Open Interest Represented by Each Category of Trader
2.3 7.8 0.5 42.1 26.1 17.0 21.6 33.3 2.6 6.1 5.9 0.3 7.4 6.5
Number of Traders in Each Category Total Traders: 304
13 32 9 96 44 79 38 46 22 17 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 4,097,814
Positions
204,694 269,497 36,535 1,530,141 1,509,186 774,332 957,556 556,434 100,426 122,565 283,491 5,181 366,384 562,732
Changes from: July 27, 2021 Total Change is: 26,077
21,666 25,637 2,198 54,837 18,293 -15,961 1,300 -20,112 62 -41,115 17,918 4,147 -1,057 -6,105
Percent of Open Interest Represented by Each Category of Trader
5.0 6.6 0.9 37.3 36.8 18.9 23.4 13.6 2.5 3.0 6.9 0.1 8.9 13.7
Number of Traders in Each Category Total Traders: 449
19 43 13 81 116 112 58 83 46 16 33 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 1,458,798
Positions
102,988 29,586 6,027 461,880 545,969 183,280 488,210 346,032 14,976 71,663 55,525 701 129,073 276,702
Changes from: July 27, 2021 Total Change is: -29,506
-1,417 1,095 -755 -26,582 -18,305 3,070 -12,832 -21,130 9,930 -3,184 -8,673 -129 2,393 5,391
Percent of Open Interest Represented by Each Category of Trader
7.1 2.0 0.4 31.7 37.4 12.6 33.5 23.7 1.0 4.9 3.8 0.0 8.8 19.0
Number of Traders in Each Category Total Traders: 160
6 8 4 24 66 51 26 17 13 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 3,441,853
Positions
33,801 237,354 27,093 1,674,006 957,013 685,209 334,517 805,980 90,910 294,883 216,475 525 300,909 421,294
Changes from: July 27, 2021 Total Change is: -38,089
4,270 5,797 -1,079 -26,043 -46,051 -3,509 -46,037 -2,832 10,797 16,138 9,617 114 7,260 -10,943
Percent of Open Interest Represented by Each Category of Trader
1.0 6.9 0.8 48.6 27.8 19.9 9.7 23.4 2.6 8.6 6.3 0.0 8.7 12.2
Number of Traders in Each Category Total Traders: 339
7 37 13 76 75 83 38 71 38 11 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 972,491
Positions
246,156 163,839 363,899 33,247 5,527 10,906 49,191 155,672 232,306 0 5,484 0 36,786 34,858
Changes from: July 27, 2021 Total Change is: -113,025
-55,907 -49,476 -20,579 -3,126 610 1,668 -31,541 -26,019 -17,731 0 -1,500 0 14,191 2
Percent of Open Interest Represented by Each Category of Trader
25.3 16.8 37.4 3.4 0.6 1.1 5.1 16.0 23.9 0.0 0.6 0.0 3.8 3.6
Number of Traders in Each Category Total Traders: 92
20 30 45 . . . 14 19 26 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 is12,215,153
Positions
3,119,515 1,589,576 1,943,659 751,262 1,210,301 832,352 1,928,824 2,690,570 2,797,842 34,570 167,390 172,924 634,205 810,539
Changes from: July 27, 2021 Total Change is: 200,480
158,733 922 35,872 106,179 -3,558 10,697 -143,864 172,103 1,839 -1,700 -15,888 2,768 29,956 -4,275
Percent of Open Interest Represented by Each Category of Trader
25.5 13.0 15.9 6.2 9.9 6.8 15.8 22.0 22.9 0.3 1.4 1.4 5.2 6.6
Number of Traders in Each Category Total Traders: 248
35 38 66 23 17 31 36 65 86 5 18 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 662,463
Positions
172,552 171,323 189,772 19,475 9,309 9,935 125,553 126,634 132,368 251 10,273 12,385 172 464
Changes from: July 27, 2021 Total Change is: 11,893
12,216 -2,554 -1,880 1,528 -11,237 1,964 -7,242 21,624 1,357 -299 -1,846 4,166 83 299
Percent of Open Interest Represented by Each Category of Trader
26.0 25.9 28.6 2.9 1.4 1.5 19.0 19.1 20.0 0.0 1.6 1.9 0.0 0.1
Number of Traders in Each Category Total Traders: 112
18 27 28 4 . . 15 28 31 4 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 123,797
Positions
43,704 30,421 19,295 8,234 5,432 300 21,213 29,271 29,322 126 787 959 644 8,010
Changes from: July 27, 2021 Total Change is: -61,367
2,226 -32,864 -10,669 1,091 -97 -992 -39,385 -11,136 -13,777 -50 587 -327 516 7,908
Percent of Open Interest Represented by Each Category of Trader
35.3 24.6 15.6 6.7 4.4 0.2 17.1 23.6 23.7 0.1 0.6 0.8 0.5 6.5
Number of Traders in Each Category Total Traders: 76
13 14 13 4 . . 18 21 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 127,715
Positions
1,050 46,224 0 1,639 1,606 0 6,196 33,550 45,672 73,140 591 0 18 72
Changes from: July 27, 2021 Total Change is: 3,147
0 1,673 0 0 0 0 240 1,497 -4 2,900 0 0 11 -19
Percent of Open Interest Represented by Each Category of Trader
0.8 36.2 0.0 1.3 1.3 0.0 4.9 26.3 35.8 57.3 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 August 3, 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 6,408
Positions
232 74 140 643 234 0 1,969 4,782 206 1,571 169 42 1,605 761
Changes from: July 27, 2021 Total Change is: -1,394
37 -31 36 149 69 -13 -831 -59 -991 587 -137 -281 -87 13
Percent of Open Interest Represented by Each Category of Trader
3.6 1.2 2.2 10.0 3.7 0.0 30.7 74.6 3.2 24.5 2.6 0.7 25.0 11.9
Number of Traders in Each Category Total Traders: 69
. . . 6 . 0 23 22 5 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 14,072
Positions
69 84 0 39 0 0 3,222 11,303 1,187 5,546 527 218 3,791 753
Changes from: July 27, 2021 Total Change is: -5,434
69 -1,237 -4 39 0 0 -5,349 -2,418 -1,335 1,816 -11 -157 -513 -272
Percent of Open Interest Represented by Each Category of Trader
0.5 0.6 0.0 0.3 0.0 0.0 22.9 80.3 8.4 39.4 3.7 1.5 26.9 5.4
Number of Traders in Each Category Total Traders: 97
. . 0 . 0 0 17 6 . 58 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 3,501
Positions
53 97 41 25 51 0 778 2,788 113 1,291 0 66 1,134 345
Changes from: July 27, 2021 Total Change is: 368
-8 7 -17 0 -24 0 121 408 -9 234 0 66 -19 -63
Percent of Open Interest Represented by Each Category of Trader
1.5 2.8 1.2 0.7 1.5 0.0 22.2 79.6 3.2 36.9 0.0 1.9 32.4 9.9
Number of Traders in Each Category Total Traders: 44
. . . . . 0 11 17 . 9 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 43,131
Positions
1,780 21,910 0 11,654 2,285 898 15,843 13,844 546 5,750 1,369 31 6,629 2,248
Changes from: July 27, 2021 Total Change is: 72
131 1,387 0 -371 460 0 2,194 -1,227 -672 29 31 -11 -1,228 104
Percent of Open Interest Represented by Each Category of Trader
4.1 50.8 0.0 27.0 5.3 2.1 36.7 32.1 1.3 13.3 3.2 0.1 15.4 5.2
Number of Traders in Each Category Total Traders: 120
4 . 0 13 . . 26 26 4 37 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 312,851
Positions
51,544 19,349 9,071 109,992 68,411 26,896 26,005 95,212 57,047 4,684 1,337 5,173 22,439 30,355
Changes from: July 27, 2021 Total Change is: 10,533
-3,205 521 -717 2,153 -2,100 2,497 2,723 4,927 2,468 122 -1,496 1,105 3,387 3,328
Percent of Open Interest Represented by Each Category of Trader
16.5 6.2 2.9 35.2 21.9 8.6 8.3 30.4 18.2 1.5 0.4 1.7 7.2 9.7
Number of Traders in Each Category Total Traders: 153
13 9 14 18 31 24 25 43 39 . 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 37,693
Positions
3,290 7,780 225 23,382 3,160 0 3,728 26,419 0 6,594 0 0 474 109
Changes from: July 27, 2021 Total Change is: 780
50 -30 45 2,468 811 0 -1,338 -48 0 -501 0 0 56 2
Percent of Open Interest Represented by Each Category of Trader
8.7 20.6 0.6 62.0 8.4 0.0 9.9 70.1 0.0 17.5 0.0 0.0 1.3 0.3
Number of Traders in Each Category Total Traders: 56
. 4 . 14 4 0 8 4 0 19 0 0
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Updated August 6, 2021