Traders in Financial Futures - Futures Only Positions as of August 17, 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 177,460 Positions 29,900 79,933 1,208 42,930 28,734 5,677 37,889 30,094 5,922 16,741 681 1,086 36,107 24,125 Changes from: August 10, 2021 Total Change is: 5,858 6,514 -2,912 0 337 2,931 -461 -111 3,568 -271 1,252 681 557 -1,959 1,765 Percent of Open Interest Represented by Each Category of Trader 16.8 45.0 0.7 24.2 16.2 3.2 21.4 17.0 3.3 9.4 0.4 0.6 20.3 13.6 Number of Traders in Each Category Total Traders: 101 9 5 . 19 13 10 20 19 11 15 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 44,005 Positions 12,324 5,141 13 2,493 11,548 1,709 16,347 5,484 389 475 642 0 10,255 19,079 Changes from: August 10, 2021 Total Change is: -1,154 636 -85 0 13 -395 970 -4,028 -119 92 0 0 0 1,163 -1,617 Percent of Open Interest Represented by Each Category of Trader 28.0 11.7 0.0 5.7 26.2 3.9 37.1 12.5 0.9 1.1 1.5 0.0 23.3 43.4 Number of Traders in Each Category Total Traders: 45 5 . . . 15 6 9 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 178,385 Positions 49,724 54,683 2,744 40,100 56,542 3,379 40,837 22,658 4,178 8,456 4,637 0 28,967 29,564 Changes from: August 10, 2021 Total Change is: -490 5,734 -3,534 -715 -1,700 5,364 -2,423 -1,846 -2,470 1,418 -38 0 0 -920 1,870 Percent of Open Interest Represented by Each Category of Trader 27.9 30.7 1.5 22.5 31.7 1.9 22.9 12.7 2.3 4.7 2.6 0.0 16.2 16.6 Number of Traders in Each Category Total Traders: 112 5 10 4 17 27 13 25 21 17 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 196,495 Positions 97,280 3,692 78 42,934 85,716 6,274 27,637 63,576 1,436 700 684 0 20,156 35,039 Changes from: August 10, 2021 Total Change is: -9,636 -6,126 1,771 17 1,163 397 1,105 -9,717 -8,076 1,032 0 -1,051 0 2,890 -4,831 Percent of Open Interest Represented by Each Category of Trader 49.5 1.9 0.0 21.8 43.6 3.2 14.1 32.4 0.7 0.4 0.3 0.0 10.3 17.8 Number of Traders in Each Category Total Traders: 122 12 . . 18 28 11 21 36 12 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 694,792 Positions 50,534 368,099 3,583 400,826 126,330 30,077 58,690 92,187 7,618 68,147 7,024 5,270 70,047 54,604 Changes from: August 10, 2021 Total Change is: -7,306 -3,574 -7,447 235 -7,827 4,027 2,611 -836 -5,362 335 24,028 -186 26 -22,304 -1,545 Percent of Open Interest Represented by Each Category of Trader 7.3 53.0 0.5 57.7 18.2 4.3 8.4 13.3 1.1 9.8 1.0 0.8 10.1 7.9 Number of Traders in Each Category Total Traders: 319 17 12 8 108 41 44 40 53 23 37 11 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 30,114 Positions 0 9,627 0 12,109 5,939 2,607 473 3,838 1,196 800 0 0 12,929 6,907 Changes from: August 10, 2021 Total Change is: 203 0 -1 0 56 487 43 -12 -369 12 0 0 0 104 31 Percent of Open Interest Represented by Each Category of Trader 0.0 32.0 0.0 40.2 19.7 8.7 1.6 12.7 4.0 2.7 0.0 0.0 42.9 22.9 Number of Traders in Each Category Total Traders: 23 0 . 0 12 5 7 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 29,059 Positions 1,367 1,200 0 5,681 20,461 1,555 13,249 1,545 0 0 975 0 7,207 3,323 Changes from: August 10, 2021 Total Change is: 1,237 152 0 0 -11 841 231 1,228 0 0 0 0 0 -363 165 Percent of Open Interest Represented by Each Category of Trader 4.7 4.1 0.0 19.5 70.4 5.4 45.6 5.3 0.0 0.0 3.4 0.0 24.8 11.4 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 17, 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 186,948 Positions 59,383 3,090 293 40,431 96,159 3,912 59,034 43,810 1,259 5,423 1,870 0 17,213 36,555 Changes from: August 10, 2021 Total Change is: 15,206 8,548 0 -10 -810 2,317 139 6,791 8,593 395 88 -700 0 65 4,472 Percent of Open Interest Represented by Each Category of Trader 31.8 1.7 0.2 21.6 51.4 2.1 31.6 23.4 0.7 2.9 1.0 0.0 9.2 19.6 Number of Traders in Each Category Total Traders: 95 12 . . 12 16 7 16 33 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 57,065 Positions 235 23,352 0 39,057 200 43 11,516 31,080 51 3,284 1,207 83 2,796 1,049 Changes from: August 10, 2021 Total Change is: 2,671 -26 76 0 1,300 0 0 239 2,829 45 1,076 12 49 -12 -340 Percent of Open Interest Represented by Each Category of Trader 0.4 40.9 0.0 68.4 0.4 0.1 20.2 54.5 0.1 5.8 2.1 0.1 4.9 1.8 Number of Traders in Each Category Total Traders: 54 . 5 0 13 . . 19 5 . 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 159,599 Positions 5,958 97,603 717 76,607 6,388 1,358 60,427 24,905 3,289 4,602 21,872 119 6,522 3,348 Changes from: August 10, 2021 Total Change is: 7,089 -1,380 2,107 0 5,093 -2 67 2,076 3,648 1,157 -231 387 33 274 -308 Percent of Open Interest Represented by Each Category of Trader 3.7 61.2 0.4 48.0 4.0 0.9 37.9 15.6 2.1 2.9 13.7 0.1 4.1 2.1 Number of Traders in Each Category Total Traders: 161 4 9 . 24 7 4 56 31 11 12 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 35,272 Positions 834 17,049 0 15,646 1,826 0 10,745 12,244 2 4,797 2,403 18 3,230 1,730 Changes from: August 10, 2021 Total Change is: -411 -100 0 0 -1,171 528 0 953 -1,232 2 104 116 0 -199 175 Percent of Open Interest Represented by Each Category of Trader 2.4 48.3 0.0 44.4 5.2 0.0 30.5 34.7 0.0 13.6 6.8 0.1 9.2 4.9 Number of Traders in Each Category Total Traders: 66 . . 0 10 5 0 18 12 . 11 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 44,222 Positions 10,941 13,950 0 6,577 9,087 1,208 18,054 12,537 2,659 650 539 22 4,111 4,220 Changes from: August 10, 2021 Total Change is: -2,468 -69 152 0 -51 -1,039 51 -1,628 -7 -1,570 457 6 0 342 -61 Percent of Open Interest Represented by Each Category of Trader 24.7 31.5 0.0 14.9 20.5 2.7 40.8 28.4 6.0 1.5 1.2 0.0 9.3 9.5 Number of Traders in Each Category Total Traders: 104 7 6 0 13 18 6 34 18 9 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 17,777 Positions 3,141 5,170 0 4,225 4,064 0 8,165 6,864 169 626 0 0 1,451 1,510 Changes from: August 10, 2021 Total Change is: 611 67 283 0 25 690 0 354 -298 79 3 -152 -5 88 14 Percent of Open Interest Represented by Each Category of Trader 17.7 29.1 0.0 23.8 22.9 0.0 45.9 38.6 1.0 3.5 0.0 0.0 8.2 8.5 Number of Traders in Each Category Total Traders: 39 . . 0 5 5 0 9 13 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 53,963 Positions 14,855 19,207 527 19,868 1,669 344 8,337 9,540 1,370 0 15,160 0 8,663 6,148 Changes from: August 10, 2021 Total Change is: -3,416 434 -2,919 11 -1,518 160 -103 -1,882 -75 31 -259 -88 0 -129 -433 Percent of Open Interest Represented by Each Category of Trader 27.5 35.6 1.0 36.8 3.1 0.6 15.4 17.7 2.5 0.0 28.1 0.0 16.1 11.4 Number of Traders in Each Category Total Traders: 109 15 14 . 28 6 8 21 19 10 0 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 107,925 Positions 29,710 38,414 1,053 39,736 3,338 687 16,674 19,079 2,739 0 30,319 0 17,326 12,296 Changes from: August 10, 2021 Total Change is: -6,831 867 -5,837 22 -3,036 319 -205 -3,764 -150 61 -518 -175 0 -258 -866 Percent of Open Interest Represented by Each Category of Trader 27.5 35.6 1.0 36.8 3.1 0.6 15.4 17.7 2.5 0.0 28.1 0.0 16.1 11.4 Number of Traders in Each Category Total Traders: 109 15 14 . 28 6 8 21 19 10 0 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 40,563 Positions 2,512 35,166 200 31,102 0 1,818 2,334 2,747 0 0 0 0 2,597 632 Changes from: August 10, 2021 Total Change is: -528 24 -262 0 -691 0 0 257 -149 0 0 0 0 -118 -117 Percent of Open Interest Represented by Each Category of Trader 6.2 86.7 0.5 76.7 0.0 4.5 5.8 6.8 0.0 0.0 0.0 0.0 6.4 1.6 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 17, 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 581,375 Positions 36,039 144,164 44,294 261,174 79,188 53,759 41,888 74,035 49,294 24,701 67,668 1,787 68,439 67,187 Changes from: August 10, 2021 Total Change is: 8,190 1,215 -1,137 1,234 468 3,387 3,605 -2,088 -6,511 6,375 -1,888 665 369 -1,100 204 Percent of Open Interest Represented by Each Category of Trader 6.2 24.8 7.6 44.9 13.6 9.2 7.2 12.7 8.5 4.2 11.6 0.3 11.8 11.6 Number of Traders in Each Category Total Traders: 526 33 34 30 165 79 102 69 93 59 30 23 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 38,130 Positions 14,691 3,490 74 1,000 0 0 18,691 15,983 700 0 1,200 0 2,974 16,683 Changes from: August 10, 2021 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 38.5 9.2 0.2 2.6 0.0 0.0 49.0 41.9 1.8 0.0 3.1 0.0 7.8 43.8 Number of Traders in Each Category Total Traders: 21 6 . . . 0 0 . 8 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 30,906 Positions 11,096 25,015 0 14,228 4,085 0 3,416 751 0 0 0 0 2,166 1,055 Changes from: August 10, 2021 Total Change is: -519 3,045 -52 0 -3,643 0 0 -124 -396 0 0 0 0 203 -71 Percent of Open Interest Represented by Each Category of Trader 35.9 80.9 0.0 46.0 13.2 0.0 11.1 2.4 0.0 0.0 0.0 0.0 7.0 3.4 Number of Traders in Each Category Total Traders: 23 6 6 0 6 . 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 27,472 Positions 13,159 20,755 0 10,700 2,854 145 1,281 2,154 0 0 0 0 2,187 1,564 Changes from: August 10, 2021 Total Change is: 2,478 1,133 2,168 0 1,676 0 -90 239 -140 0 0 0 0 -480 540 Percent of Open Interest Represented by Each Category of Trader 47.9 75.5 0.0 38.9 10.4 0.5 4.7 7.8 0.0 0.0 0.0 0.0 8.0 5.7 Number of Traders in Each Category Total Traders: 34 5 7 0 13 . . . 5 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 2,716,225 Positions 185,738 782,366 142,101 1,300,871 395,939 268,794 266,557 440,831 92,397 128,092 336,926 4,349 327,326 252,522 Changes from: August 10, 2021 Total Change is: 19,527 5,108 11,494 -11,012 2,340 16,933 18,027 6,251 -23,523 6,183 -4,354 1,911 -2,740 -276 2,254 Percent of Open Interest Represented by Each Category of Trader 6.8 28.8 5.2 47.9 14.6 9.9 9.8 16.2 3.4 4.7 12.4 0.2 12.1 9.3 Number of Traders in Each Category Total Traders: 526 34 33 27 165 79 102 70 92 58 31 22 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price) CFTC Code #13874C Open Interest is 34,377 Positions 13,274 31,470 0 16,307 498 20 842 1,216 95 0 0 0 3,839 1,078 Changes from: August 10, 2021 Total Change is: 4,325 946 4,096 0 3,164 0 0 -3 -4 2 0 0 0 216 231 Percent of Open Interest Represented by Each Category of Trader 38.6 91.5 0.0 47.4 1.4 0.1 2.4 3.5 0.3 0.0 0.0 0.0 11.2 3.1 Number of Traders in Each Category Total Traders: 38 8 7 0 17 . . . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price) CFTC Code #13874E Open Interest is 22,176 Positions 1,292 21,360 0 14,024 0 0 328 0 0 0 0 0 6,532 816 Changes from: August 10, 2021 Total Change is: 8,318 880 8,274 0 5,041 0 0 -245 0 0 0 0 0 2,642 44 Percent of Open Interest Represented by Each Category of Trader 5.8 96.3 0.0 63.2 0.0 0.0 1.5 0.0 0.0 0.0 0.0 0.0 29.5 3.7 Number of Traders in Each Category Total Traders: 21 . 9 0 9 0 0 . 0 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 26,772 Positions 2,864 24,164 0 17,499 0 392 1,118 1,164 0 0 0 0 4,899 1,052 Changes from: August 10, 2021 Total Change is: 4,263 625 4,644 0 1,392 0 0 0 -156 0 0 0 0 2,246 -225 Percent of Open Interest Represented by Each Category of Trader 10.7 90.3 0.0 65.4 0.0 1.5 4.2 4.3 0.0 0.0 0.0 0.0 18.3 3.9 Number of Traders in Each Category Total Traders: 24 . 10 0 7 0 . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX) CFTC Code #13874U Open Interest is 103,969 Positions 0 0 0 25,241 0 125 7,077 60,022 3,824 4,953 0 22 62,727 39,976 Changes from: August 10, 2021 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 24.3 0.0 0.1 6.8 57.7 3.7 4.8 0.0 0.0 60.3 38.4 Number of Traders in Each Category Total Traders: 21 0 0 0 6 0 . 5 7 5 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 43,405 Positions 3,972 13,345 197 25,034 21,162 2,179 3,483 2,080 8 0 0 0 8,532 4,434 Changes from: August 10, 2021 Total Change is: 86 9 -156 0 -226 65 58 -83 -352 -42 0 0 0 370 513 Percent of Open Interest Represented by Each Category of Trader 9.2 30.7 0.5 57.7 48.8 5.0 8.0 4.8 0.0 0.0 0.0 0.0 19.7 10.2 Number of Traders in Each Category Total Traders: 63 . 5 . 29 15 10 7 4 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 454,408 Positions 118,624 42,009 5,781 199,921 167,469 37,792 53,654 128,192 4,538 6,447 45,343 49 27,602 23,235 Changes from: August 10, 2021 Total Change is: -1,440 -1,432 -936 -180 -6,409 -5,738 -789 5,942 5,834 -19 1,094 -695 34 319 1,049 Percent of Open Interest Represented by Each Category of Trader 26.1 9.2 1.3 44.0 36.9 8.3 11.8 28.2 1.0 1.4 10.0 0.0 6.1 5.1 Number of Traders in Each Category Total Traders: 331 29 14 4 87 56 50 38 75 20 12 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 32,421 Positions 5,892 30,583 0 22,963 476 0 2,127 714 6 0 0 0 1,433 642 Changes from: August 10, 2021 Total Change is: 50 0 -122 0 210 0 0 112 1 1 0 0 0 -273 170 Percent of Open Interest Represented by Each Category of Trader 18.2 94.3 0.0 70.8 1.5 0.0 6.6 2.2 0.0 0.0 0.0 0.0 4.4 2.0 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 August 17, 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 15,837 Positions 275 2,198 0 9,953 216 2 639 5,553 0 1,118 2,506 0 3,850 5,362 Changes from: August 10, 2021 Total Change is: -168 0 17 0 -3 0 0 -311 21 0 0 2 0 146 -208 Percent of Open Interest Represented by Each Category of Trader 1.7 13.9 0.0 62.8 1.4 0.0 4.0 35.1 0.0 7.1 15.8 0.0 24.3 33.9 Number of Traders in Each Category Total Traders: 21 . . 0 10 . . . . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 51,459 Positions 9,672 7,168 818 7,824 4,165 454 21,716 5,276 21 4,087 556 0 6,867 33,001 Changes from: August 10, 2021 Total Change is: 3,452 1,236 198 211 690 1,116 -357 1,646 1,058 -17 298 556 -16 -239 703 Percent of Open Interest Represented by Each Category of Trader 18.8 13.9 1.6 15.2 8.1 0.9 42.2 10.3 0.0 7.9 1.1 0.0 13.3 64.1 Number of Traders in Each Category Total Traders: 58 9 7 . 10 4 5 17 6 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 411,182 Positions 34,533 251,168 10,482 275,493 70,782 53,777 14,986 9,251 600 10,338 8,305 0 10,973 6,817 Changes from: August 10, 2021 Total Change is: -6,643 -1,618 -6,846 60 -9,740 -1,043 1,721 1,419 -4,112 -334 1,123 3,044 0 726 867 Percent of Open Interest Represented by Each Category of Trader 8.4 61.1 2.5 67.0 17.2 13.1 3.6 2.2 0.1 2.5 2.0 0.0 2.7 1.7 Number of Traders in Each Category Total Traders: 184 13 13 7 80 40 42 20 11 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 1,081,240 Positions 95,818 507,494 3,431 695,095 284,294 128,811 78,830 75,244 5,797 43,678 59,998 1,019 28,761 15,152 Changes from: August 10, 2021 Total Change is: 27,340 8,699 12,479 316 9,249 -7,007 6,136 1,921 10,180 -101 860 2,223 1 259 3,113 Percent of Open Interest Represented by Each Category of Trader 8.9 46.9 0.3 64.3 26.3 11.9 7.3 7.0 0.5 4.0 5.5 0.1 2.7 1.4 Number of Traders in Each Category Total Traders: 409 26 25 6 158 68 81 49 41 24 27 15 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 235,739 Positions 33,013 172,249 40,805 17,888 7,397 2,626 127,921 330 12,006 1,179 217 11 290 98 Changes from: August 10, 2021 Total Change is: -465 -601 -1,151 503 0 0 0 -590 -51 206 0 0 0 17 28 Percent of Open Interest Represented by Each Category of Trader 14.0 73.1 17.3 7.6 3.1 1.1 54.3 0.1 5.1 0.5 0.1 0.0 0.1 0.0 Number of Traders in Each Category Total Traders: 89 10 22 17 13 . . 29 . 6 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 46,900 Positions 17,047 7,103 170 13,021 9,515 953 5,879 16,084 1,215 1,717 2,458 42 6,857 9,361 Changes from: August 10, 2021 Total Change is: 229 574 -35 13 523 -291 -163 -128 498 -146 -493 287 9 40 57 Percent of Open Interest Represented by Each Category of Trader 36.3 15.1 0.4 27.8 20.3 2.0 12.5 34.3 2.6 3.7 5.2 0.1 14.6 20.0 Number of Traders in Each Category Total Traders: 309 29 14 4 62 50 39 39 75 28 15 24 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 234,502 Positions 85,234 35,513 848 65,104 47,574 4,764 29,395 80,419 6,076 8,586 12,292 209 34,286 46,807 Changes from: August 10, 2021 Total Change is: 1,143 2,870 -174 64 2,616 -1,453 -813 -642 2,488 -732 -2,463 1,436 43 200 284 Percent of Open Interest Represented by Each Category of Trader 36.3 15.1 0.4 27.8 20.3 2.0 12.5 34.3 2.6 3.7 5.2 0.1 14.6 20.0 Number of Traders in Each Category Total Traders: 309 29 14 4 62 50 39 39 75 28 15 24 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 104,472 Positions 0 6,089 0 317 296 0 40,940 64,174 1,012 3,900 4,585 438 57,865 27,878 Changes from: August 10, 2021 Total Change is: 9,977 0 -1,758 0 -10 -351 0 3,465 12,643 486 -160 245 138 6,058 -1,426 Percent of Open Interest Represented by Each Category of Trader 0.0 5.8 0.0 0.3 0.3 0.0 39.2 61.4 1.0 3.7 4.4 0.4 55.4 26.7 Number of Traders in Each Category Total Traders: 27 0 . 0 . . 0 10 6 6 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 1,214,382 Positions 9,543 128,318 7,001 599,153 287,989 231,169 90,601 323,305 16,866 75,397 41,922 242 184,410 177,570 Changes from: August 10, 2021 Total Change is: 16,103 -1,107 17,122 2,250 10,714 -3,514 -3,666 16,691 -2,582 1,794 -10,036 2,519 -41 -496 2,221 Percent of Open Interest Represented by Each Category of Trader 0.8 10.6 0.6 49.3 23.7 19.0 7.5 26.6 1.4 6.2 3.5 0.0 15.2 14.6 Number of Traders in Each Category Total Traders: 191 8 18 9 56 39 54 15 37 23 10 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 1,319,742 Positions 30,379 104,596 28 701,111 270,218 185,137 102,322 502,891 80,176 69,606 25,211 112 150,871 151,373 Changes from: August 10, 2021 Total Change is: 45,777 -1,171 7,880 -175 13,190 -18,129 -1,977 12,344 28,383 21,235 2,469 3,496 -90 -48 5,154 Percent of Open Interest Represented by Each Category of Trader 2.3 7.9 0.0 53.1 20.5 14.0 7.8 38.1 6.1 5.3 1.9 0.0 11.4 11.5 Number of Traders in Each Category Total Traders: 164 . 11 . 73 28 58 7 28 18 7 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 1,972,471 Positions 46,247 141,119 19,939 793,160 540,997 345,803 470,466 624,229 43,061 99,438 116,067 1,274 153,083 139,982 Changes from: August 10, 2021 Total Change is: 7,710 -5,033 3,021 6,227 -30,411 29,189 3,790 14,727 -38,679 6,344 13,334 922 -5,343 4,075 2,239 Percent of Open Interest Represented by Each Category of Trader 2.3 7.2 1.0 40.2 27.4 17.5 23.9 31.6 2.2 5.0 5.9 0.1 7.8 7.1 Number of Traders in Each Category Total Traders: 300 11 34 12 93 45 77 45 38 30 17 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 4,067,729 Positions 171,360 275,559 47,437 1,512,565 1,420,969 798,898 822,013 542,475 127,995 213,002 269,331 9,983 364,476 575,082 Changes from: August 10, 2021 Total Change is: -8,667 -18,129 31,478 14,818 8,599 -49,248 -945 -39,359 -15,569 12,013 18,905 5,437 1,960 -6,529 -8,611 Percent of Open Interest Represented by Each Category of Trader 4.2 6.8 1.2 37.2 34.9 19.6 20.2 13.3 3.1 5.2 6.6 0.2 9.0 14.1 Number of Traders in Each Category Total Traders: 450 19 38 17 82 118 114 54 87 51 20 32 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 1,500,864 Positions 111,894 44,233 6,122 449,242 516,419 186,964 485,435 354,166 55,701 73,103 51,896 355 132,048 285,008 Changes from: August 10, 2021 Total Change is: 49,356 5,869 -877 -1,533 -7,098 -16,040 9,017 -2,859 10,212 37,887 -744 -462 0 8,817 11,152 Percent of Open Interest Represented by Each Category of Trader 7.5 2.9 0.4 29.9 34.4 12.5 32.3 23.6 3.7 4.9 3.5 0.0 8.8 19.0 Number of Traders in Each Category Total Traders: 160 5 8 5 26 64 51 23 21 18 5 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 3,505,732 Positions 34,320 208,531 34,569 1,636,988 1,020,357 720,661 300,928 703,467 179,711 284,703 199,699 592 313,260 438,145 Changes from: August 10, 2021 Total Change is: 67,749 -1,994 8,261 2,126 9,348 -3,755 12,255 -11,254 -12,013 54,106 -6,021 6,632 73 9,110 64 Percent of Open Interest Represented by Each Category of Trader 1.0 5.9 1.0 46.7 29.1 20.6 8.6 20.1 5.1 8.1 5.7 0.0 8.9 12.5 Number of Traders in Each Category Total Traders: 326 10 28 13 74 76 81 37 67 42 11 23 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 1,009,693 Positions 271,551 174,733 380,039 36,247 5,527 10,506 52,201 155,302 236,600 0 11,957 0 22,549 35,029 Changes from: August 10, 2021 Total Change is: 20,165 2,948 -3,897 15,017 0 0 0 -1,283 2,857 6,582 0 650 0 -3,099 -1,044 Percent of Open Interest Represented by Each Category of Trader 26.9 17.3 37.6 3.6 0.5 1.0 5.2 15.4 23.4 0.0 1.2 0.0 2.2 3.5 Number of Traders in Each Category Total Traders: 95 21 30 45 . . . 17 17 29 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 is12,156,348 Positions 3,120,930 1,529,688 1,876,864 642,248 1,387,512 912,772 2,203,201 2,794,261 2,541,047 38,603 112,380 191,695 628,988 810,129 Changes from: August 10, 2021 Total Change is: -119,685 72,032 55,352 -144,699 -35,439 60,600 31,538 22,848 -26,511 -51,434 4,584 -18,691 -4,000 -15,115 -21,840 Percent of Open Interest Represented by Each Category of Trader 25.7 12.6 15.4 5.3 11.4 7.5 18.1 23.0 20.9 0.3 0.9 1.6 5.2 6.7 Number of Traders in Each Category Total Traders: 241 35 38 66 21 16 31 45 52 82 7 12 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 672,433 Positions 236,571 178,101 191,140 22,074 25,836 2,443 62,770 106,905 145,557 275 10,761 11,516 87 174 Changes from: August 10, 2021 Total Change is: -10,902 49,506 5,473 -10,344 -1,603 5,379 -1,955 -40,827 -4,061 -4,592 -72 221 -1,042 27 19 Percent of Open Interest Represented by Each Category of Trader 35.2 26.5 28.4 3.3 3.8 0.4 9.3 15.9 21.6 0.0 1.6 1.7 0.0 0.0 Number of Traders in Each Category Total Traders: 114 21 27 31 5 . . 17 23 32 5 10 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 123,257 Positions 43,479 39,631 20,240 12,187 4,591 300 18,951 29,812 26,850 126 741 964 160 128 Changes from: August 10, 2021 Total Change is: 8,322 575 8,511 557 1,742 -376 0 5,979 270 -640 0 -81 61 48 20 Percent of Open Interest Represented by Each Category of Trader 35.3 32.2 16.4 9.9 3.7 0.2 15.4 24.2 21.8 0.1 0.6 0.8 0.1 0.1 Number of Traders in Each Category Total Traders: 79 13 17 14 4 . . 18 22 21 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 130,521 Positions 1,050 44,710 0 1,639 1,785 0 5,821 37,517 45,851 76,158 591 0 2 67 Changes from: August 10, 2021 Total Change is: 6,711 0 -770 0 0 97 0 -52 7,239 149 6,618 0 0 -4 -4 Percent of Open Interest Represented by Each Category of Trader 0.8 34.3 0.0 1.3 1.4 0.0 4.5 28.7 35.1 58.3 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 17, 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 7,363 Positions 288 52 92 672 311 9 2,292 5,542 199 1,845 239 103 1,863 816 Changes from: August 10, 2021 Total Change is: 594 7 1 23 43 36 9 297 429 11 96 8 19 89 58 Percent of Open Interest Represented by Each Category of Trader 3.9 0.7 1.2 9.1 4.2 0.1 31.1 75.3 2.7 25.1 3.2 1.4 25.3 11.1 Number of Traders in Each Category Total Traders: 78 . . . 7 . . 28 23 6 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 24,067 Positions 240 0 0 72 0 0 5,531 15,832 6,380 6,851 398 537 4,456 920 Changes from: August 10, 2021 Total Change is: 4,628 -106 0 0 36 0 0 695 1,329 3,692 183 -82 -81 209 -230 Percent of Open Interest Represented by Each Category of Trader 1.0 0.0 0.0 0.3 0.0 0.0 23.0 65.8 26.5 28.5 1.7 2.2 18.5 3.8 Number of Traders in Each Category Total Traders: 102 . 0 0 . 0 0 15 9 . 65 10 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 3,989 Positions 77 89 0 54 80 0 1,036 3,286 105 1,260 52 75 1,382 302 Changes from: August 10, 2021 Total Change is: 195 32 -43 0 4 38 0 160 213 -40 -70 39 0 109 -12 Percent of Open Interest Represented by Each Category of Trader 1.9 2.2 0.0 1.4 2.0 0.0 26.0 82.4 2.6 31.6 1.3 1.9 34.6 7.6 Number of Traders in Each Category Total Traders: 44 . . 0 . . 0 13 13 . 9 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 46,576 Positions 1,118 21,910 1 11,785 4,160 880 17,096 14,519 1,598 7,057 1,345 27 7,014 2,136 Changes from: August 10, 2021 Total Change is: 1,450 414 0 1 391 9 22 -1,641 -5 1,299 853 219 -41 152 -54 Percent of Open Interest Represented by Each Category of Trader 2.4 47.0 0.0 25.3 8.9 1.9 36.7 31.2 3.4 15.2 2.9 0.1 15.1 4.6 Number of Traders in Each Category Total Traders: 131 . . . 14 7 . 33 24 . 41 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 319,321 Positions 55,967 18,453 12,803 108,571 98,183 26,534 38,639 82,404 45,903 5,398 4,483 6,021 19,485 24,537 Changes from: August 10, 2021 Total Change is: 6,124 2,526 -1,152 1,474 1,953 15,627 -2,822 6,480 -5,755 -880 -1,259 2,158 870 -2,218 -3,396 Percent of Open Interest Represented by Each Category of Trader 17.5 5.8 4.0 34.0 30.7 8.3 12.1 25.8 14.4 1.7 1.4 1.9 6.1 7.7 Number of Traders in Each Category Total Traders: 184 17 12 17 16 34 22 38 45 46 5 10 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 17, 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 38,045 Positions 3,210 7,752 253 21,967 4,271 0 7,433 25,660 0 4,706 0 1 475 108 Changes from: August 10, 2021 Total Change is: -1,704 20 -28 28 -5,362 42 0 3,383 -1,764 0 244 0 1 -18 17 Percent of Open Interest Represented by Each Category of Trader 8.4 20.4 0.7 57.7 11.2 0.0 19.5 67.4 0.0 12.4 0.0 0.0 1.2 0.3 Number of Traders in Each Category Total Traders: 55 . 4 . 14 4 0 7 6 0 17 0 . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 20, 2021