Traders in Financial Futures - Futures Only Positions as of September 21, 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 118,528
Positions
5,672 16,196 544 39,255 34,744 6,297 17,352 31,406 1,749 13,460 2,416 1,103 33,096 24,073
Changes from: September 14, 2021 Total Change is: -57,180
-26,856 -50,805 -8,577 -552 9,599 631 -19,053 -2,665 -2,691 325 -1,101 6 -413 -1,577
Percent of Open Interest Represented by Each Category of Trader
4.8 13.7 0.5 33.1 29.3 5.3 14.6 26.5 1.5 11.4 2.0 0.9 27.9 20.3
Number of Traders in Each Category Total Traders: 99
8 6 . 14 19 9 15 23 12 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 56,838
Positions
33,740 1,646 1 2,143 21,235 963 10,499 8,696 13 475 0 0 9,004 24,284
Changes from: September 14, 2021 Total Change is: 11,325
10,356 -95 1 -481 7,074 -436 1,948 1,902 -19 0 -642 0 -44 3,540
Percent of Open Interest Represented by Each Category of Trader
59.4 2.9 0.0 3.8 37.4 1.7 18.5 15.3 0.0 0.8 0.0 0.0 15.8 42.7
Number of Traders in Each Category Total Traders: 55
7 . . . 20 5 9 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 159,908
Positions
30,229 23,263 692 48,297 73,487 3,869 45,460 23,967 2,451 2,692 5,106 0 26,218 27,073
Changes from: September 14, 2021 Total Change is: 17,301
18,212 -7,037 -86 -1,590 15,941 910 9,333 2,618 2,214 -5,314 -23 0 -6,378 2,764
Percent of Open Interest Represented by Each Category of Trader
18.9 14.5 0.4 30.2 46.0 2.4 28.4 15.0 1.5 1.7 3.2 0.0 16.4 16.9
Number of Traders in Each Category Total Traders: 120
9 5 . 16 31 13 31 21 19 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 191,213
Positions
93,824 26,021 26 47,495 72,592 6,286 19,906 52,543 2,416 1,575 1,121 0 19,685 30,208
Changes from: September 14, 2021 Total Change is: -875
-2,313 5,749 -25 2,724 -4,623 -600 77 -2,570 652 875 24 0 -2,265 518
Percent of Open Interest Represented by Each Category of Trader
49.1 13.6 0.0 24.8 38.0 3.3 10.4 27.5 1.3 0.8 0.6 0.0 10.3 15.8
Number of Traders in Each Category Total Traders: 124
6 7 . 21 26 13 25 33 15 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 663,519
Positions
20,461 350,717 1,400 424,705 134,554 25,638 50,898 80,625 5,098 43,789 6,111 6,023 85,507 53,353
Changes from: September 14, 2021 Total Change is: 10,417
-403 -9,448 154 14,412 13,991 -1,672 2,876 6,459 -1,582 385 -33 1,010 -4,763 1,538
Percent of Open Interest Represented by Each Category of Trader
3.1 52.9 0.2 64.0 20.3 3.9 7.7 12.2 0.8 6.6 0.9 0.9 12.9 8.0
Number of Traders in Each Category Total Traders: 313
11 16 7 110 41 44 40 52 19 33 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 29,470
Positions
0 11,610 0 12,640 6,203 2,684 0 3,710 0 800 0 0 13,346 5,263
Changes from: September 14, 2021 Total Change is: 917
0 119 0 82 371 23 0 46 0 0 0 0 812 358
Percent of Open Interest Represented by Each Category of Trader
0.0 39.4 0.0 42.9 21.0 9.1 0.0 12.6 0.0 2.7 0.0 0.0 45.3 17.9
Number of Traders in Each Category Total Traders: 22
0 . 0 13 5 7 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 28,988
Positions
7,184 697 0 5,692 19,400 1,570 7,723 2,205 0 0 875 0 6,819 4,241
Changes from: September 14, 2021 Total Change is: -5,265
5,499 -489 -3,691 -19 60 0 -4,049 660 -1,771 0 -100 0 -1,234 66
Percent of Open Interest Represented by Each Category of Trader
24.8 2.4 0.0 19.6 66.9 5.4 26.6 7.6 0.0 0.0 3.0 0.0 23.5 14.6
Number of Traders in Each Category Total Traders: 28
4 . 0 6 9 4 5 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 185,492
Positions
103,151 3,612 119 42,271 95,025 3,494 18,442 47,916 1,300 1,677 2,270 740 14,298 31,016
Changes from: September 14, 2021 Total Change is: 20,765
9,436 -1,122 20 677 10,262 -234 13,763 8,808 280 -1,840 20 740 -2,077 1,991
Percent of Open Interest Represented by Each Category of Trader
55.6 1.9 0.1 22.8 51.2 1.9 9.9 25.8 0.7 0.9 1.2 0.4 7.7 16.7
Number of Traders in Each Category Total Traders: 91
11 4 . 11 18 6 11 31 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 53,629
Positions
274 33,909 2 33,544 0 0 14,169 13,746 0 3,196 5,052 53 2,391 867
Changes from: September 14, 2021 Total Change is: -14,486
-115 10,467 -11,693 1,890 0 0 1,394 -13,352 0 -1,503 4,149 -4,113 -346 56
Percent of Open Interest Represented by Each Category of Trader
0.5 63.2 0.0 62.5 0.0 0.0 26.4 25.6 0.0 6.0 9.4 0.1 4.5 1.6
Number of Traders in Each Category Total Traders: 60
. 5 . 14 0 0 24 6 0 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 169,898
Positions
3,432 112,801 506 87,108 6,377 1,544 65,030 21,152 962 4,683 23,598 72 6,561 2,886
Changes from: September 14, 2021 Total Change is: -6,878
3,318 -2,968 -112 1,189 773 -244 -9,688 -5,165 297 -910 165 -76 -652 452
Percent of Open Interest Represented by Each Category of Trader
2.0 66.4 0.3 51.3 3.8 0.9 38.3 12.4 0.6 2.8 13.9 0.0 3.9 1.7
Number of Traders in Each Category Total Traders: 157
5 10 . 25 7 7 58 24 10 10 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 23,390
Positions
660 1,682 97 7,772 2,436 0 6,545 15,590 216 5,189 1,473 0 2,911 1,896
Changes from: September 14, 2021 Total Change is: -784
-391 -27 97 -112 0 0 -613 -897 13 441 -88 0 -219 118
Percent of Open Interest Represented by Each Category of Trader
2.8 7.2 0.4 33.2 10.4 0.0 28.0 66.7 0.9 22.2 6.3 0.0 12.4 8.1
Number of Traders in Each Category Total Traders: 63
. . . 11 5 0 17 12 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 36,691
Positions
3,144 13,517 11 8,368 10,343 1,118 18,361 7,094 467 303 341 46 4,873 3,754
Changes from: September 14, 2021 Total Change is: 1,024
166 -863 11 -45 214 -209 1,980 1,165 262 -160 -5 19 -1,000 430
Percent of Open Interest Represented by Each Category of Trader
8.6 36.8 0.0 22.8 28.2 3.0 50.0 19.3 1.3 0.8 0.9 0.1 13.3 10.2
Number of Traders in Each Category Total Traders: 81
4 7 . 13 12 5 28 13 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 14,720
Positions
2,601 1,530 0 8,043 3,332 0 1,837 7,402 866 343 0 0 1,030 1,590
Changes from: September 14, 2021 Total Change is: -710
31 -7 0 343 -154 0 -265 -473 6 -342 -324 0 -483 242
Percent of Open Interest Represented by Each Category of Trader
17.7 10.4 0.0 54.6 22.6 0.0 12.5 50.3 5.9 2.3 0.0 0.0 7.0 10.8
Number of Traders in Each Category Total Traders: 36
4 . 0 6 4 0 5 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 47,942
Positions
16,452 17,551 537 11,073 2,122 504 8,672 5,841 1,348 308 14,447 0 9,050 5,594
Changes from: September 14, 2021 Total Change is: -12,591
-753 -4,294 -4,342 -1,320 273 -1,584 -2,246 -1,340 -472 -125 -634 -7 -1,743 -193
Percent of Open Interest Represented by Each Category of Trader
34.3 36.6 1.1 23.1 4.4 1.1 18.1 12.2 2.8 0.6 30.1 0.0 18.9 11.7
Number of Traders in Each Category Total Traders: 105
18 13 . 25 6 7 22 15 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 95,884
Positions
32,903 35,101 1,074 22,146 4,244 1,007 17,344 11,681 2,696 615 28,894 0 18,099 11,187
Changes from: September 14, 2021 Total Change is: -25,181
-1,506 -8,587 -8,683 -2,640 546 -3,167 -4,492 -2,679 -944 -250 -1,268 -13 -3,486 -386
Percent of Open Interest Represented by Each Category of Trader
34.3 36.6 1.1 23.1 4.4 1.1 18.1 12.2 2.8 0.6 30.1 0.0 18.9 11.7
Number of Traders in Each Category Total Traders: 105
18 13 . 25 6 7 22 15 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 37,579
Positions
4,353 29,792 0 26,413 1,538 1,586 2,480 4,075 0 0 0 0 2,747 588
Changes from: September 14, 2021 Total Change is: -7,417
376 -1,954 -5,272 -313 135 -99 149 1,926 -1,925 0 0 0 -333 -228
Percent of Open Interest Represented by Each Category of Trader
11.6 79.3 0.0 70.3 4.1 4.2 6.6 10.8 0.0 0.0 0.0 0.0 7.3 1.6
Number of Traders in Each Category Total Traders: 36
4 7 0 19 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 490,636
Positions
36,948 147,820 12,282 248,087 76,872 60,000 38,940 64,109 8,230 28,778 75,379 624 56,747 45,320
Changes from: September 14, 2021 Total Change is: -165,289
-4,435 -4,406 -49,249 -534 1,956 -12,165 -6,313 -16 -64,652 4,384 -899 -1,494 -30,832 -34,365
Percent of Open Interest Represented by Each Category of Trader
7.5 30.1 2.5 50.6 15.7 12.2 7.9 13.1 1.7 5.9 15.4 0.1 11.6 9.2
Number of Traders in Each Category Total Traders: 523
29 32 19 163 80 104 68 84 49 37 30 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 27,237
Positions
6,628 23,517 0 14,752 3,112 0 3,280 0 0 0 0 0 2,577 608
Changes from: September 14, 2021 Total Change is: -14,135
-4,366 -6,097 -4,588 -736 0 -249 869 0 0 0 0 0 -5,065 -3,201
Percent of Open Interest Represented by Each Category of Trader
24.3 86.3 0.0 54.2 11.4 0.0 12.0 0.0 0.0 0.0 0.0 0.0 9.5 2.2
Number of Traders in Each Category Total Traders: 21
. 6 0 6 . 0 5 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 25,240
Positions
8,942 20,881 0 10,780 1,507 145 2,517 1,687 0 0 0 0 2,856 1,020
Changes from: September 14, 2021 Total Change is: -17,883
-6,275 -4,018 -6,088 -53 -1,449 -358 1,500 -353 -625 0 0 0 -5,984 -4,992
Percent of Open Interest Represented by Each Category of Trader
35.4 82.7 0.0 42.7 6.0 0.6 10.0 6.7 0.0 0.0 0.0 0.0 11.3 4.0
Number of Traders in Each Category Total Traders: 35
5 9 0 12 . . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 2,453,181
Positions
184,740 739,102 61,410 1,240,435 384,361 300,002 194,699 320,543 41,151 143,888 376,893 3,121 283,735 226,598
Changes from: September 14, 2021 Total Change is: -598,584
-26,001 -93,730 -150,916 2,331 9,780 -60,823 -86,442 -95,404 -153,276 21,920 -4,993 -6,971 -138,406 -42,251
Percent of Open Interest Represented by Each Category of Trader
7.5 30.1 2.5 50.6 15.7 12.2 7.9 13.1 1.7 5.9 15.4 0.1 11.6 9.2
Number of Traders in Each Category Total Traders: 523
29 32 19 163 80 104 68 84 49 37 30 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 22,641
Positions
9,370 18,951 0 9,110 481 20 825 2,415 109 0 0 0 3,207 665
Changes from: September 14, 2021 Total Change is: -12,539
-6,392 -7,548 -4,527 -298 0 0 -3 1,182 -948 0 0 0 -371 -698
Percent of Open Interest Represented by Each Category of Trader
41.4 83.7 0.0 40.2 2.1 0.1 3.6 10.7 0.5 0.0 0.0 0.0 14.2 2.9
Number of Traders in Each Category Total Traders: 32
6 6 0 13 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 23,907
Positions
456 23,679 0 18,415 0 0 0 0 0 0 0 0 5,036 228
Changes from: September 14, 2021 Total Change is: -10,732
-174 -782 -9,860 -544 0 0 0 0 0 0 0 0 -154 -90
Percent of Open Interest Represented by Each Category of Trader
1.9 99.0 0.0 77.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 21.1 1.0
Number of Traders in Each Category Total Traders: 20
. 9 0 9 0 0 0 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 21,694
Positions
1,979 20,585 0 15,674 0 392 904 0 0 0 0 0 2,745 717
Changes from: September 14, 2021 Total Change is: -19,712
-1,084 -1,096 -17,977 82 0 0 -293 -342 0 0 0 0 -440 -297
Percent of Open Interest Represented by Each Category of Trader
9.1 94.9 0.0 72.3 0.0 1.8 4.2 0.0 0.0 0.0 0.0 0.0 12.7 3.3
Number of Traders in Each Category Total Traders: 21
. 9 0 7 0 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 43,515
Positions
4,246 12,623 157 24,914 22,822 1,868 3,581 1,865 11 0 0 0 8,738 4,169
Changes from: September 14, 2021 Total Change is: -2,678
310 -187 -983 1,019 817 -18 51 0 8 0 0 0 -3,065 -2,315
Percent of Open Interest Represented by Each Category of Trader
9.8 29.0 0.4 57.3 52.4 4.3 8.2 4.3 0.0 0.0 0.0 0.0 20.1 9.6
Number of Traders in Each Category Total Traders: 70
5 6 . 32 15 9 9 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 431,726
Positions
108,801 22,015 3,103 201,499 178,551 41,637 41,741 114,307 3,674 2,966 47,196 58 28,247 21,185
Changes from: September 14, 2021 Total Change is: -53,043
-19,230 -25,578 -14,503 2,187 13,407 -2,500 -6,023 -12,937 -6,039 -2,885 -1,115 -352 -3,698 -3,426
Percent of Open Interest Represented by Each Category of Trader
25.2 5.1 0.7 46.7 41.4 9.6 9.7 26.5 0.9 0.7 10.9 0.0 6.5 4.9
Number of Traders in Each Category Total Traders: 320
28 12 . 89 53 51 40 71 20 8 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 24,875
Positions
4,709 22,719 0 15,523 457 0 1,942 621 8 1,435 0 0 1,258 1,070
Changes from: September 14, 2021 Total Change is: -25,487
88 -5,516 -5,609 2,549 -6 -582 -354 -78 -14 0 0 0 -21,565 -13,682
Percent of Open Interest Represented by Each Category of Trader
18.9 91.3 0.0 62.4 1.8 0.0 7.8 2.5 0.0 5.8 0.0 0.0 5.1 4.3
Number of Traders in Each Category Total Traders: 26
. 7 0 12 . 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 22,577
Positions
0 10,279 0 17,342 369 60 230 7,016 0 876 1,850 0 4,069 3,003
Changes from: September 14, 2021 Total Change is: -774
0 3,827 0 18 369 49 -811 -1,976 0 0 -811 0 -30 -2,232
Percent of Open Interest Represented by Each Category of Trader
0.0 45.5 0.0 76.8 1.6 0.3 1.0 31.1 0.0 3.9 8.2 0.0 18.0 13.3
Number of Traders in Each Category Total Traders: 30
0 4 0 15 . . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 51,368
Positions
13,295 3,315 243 11,674 3,601 1,383 15,080 10,092 798 2,018 4,370 0 6,877 27,566
Changes from: September 14, 2021 Total Change is: 6,183
5,744 -31 -72 356 187 597 -445 2,558 798 -1,109 738 -7 321 1,415
Percent of Open Interest Represented by Each Category of Trader
25.9 6.5 0.5 22.7 7.0 2.7 29.4 19.6 1.6 3.9 8.5 0.0 13.4 53.7
Number of Traders in Each Category Total Traders: 63
8 6 . 11 5 6 13 14 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 389,857
Positions
33,467 231,552 3,062 259,359 84,677 52,887 19,083 8,629 682 11,024 3,467 236 10,057 4,665
Changes from: September 14, 2021 Total Change is: -58,905
-5,093 487 -47,930 5,701 -4,737 -4,827 -4,983 823 -423 180 1,666 19 -1,549 -3,983
Percent of Open Interest Represented by Each Category of Trader
8.6 59.4 0.8 66.5 21.7 13.6 4.9 2.2 0.2 2.8 0.9 0.1 2.6 1.2
Number of Traders in Each Category Total Traders: 188
14 13 6 76 44 44 25 9 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 1,068,835
Positions
98,408 524,872 5,595 676,750 310,932 117,373 96,902 58,740 4,793 40,029 29,474 1,277 27,708 15,779
Changes from: September 14, 2021 Total Change is: -259,033
8,304 64,474 -222,810 23,762 22,444 -1,530 25,377 -22,862 -17,850 -1,214 -22,039 -16,823 -56,249 -42,037
Percent of Open Interest Represented by Each Category of Trader
9.2 49.1 0.5 63.3 29.1 11.0 9.1 5.5 0.4 3.7 2.8 0.1 2.6 1.5
Number of Traders in Each Category Total Traders: 384
29 17 11 150 74 81 53 29 18 23 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 237,692
Positions
31,445 168,990 44,558 17,358 7,397 2,636 125,702 330 13,504 1,181 217 0 1,308 60
Changes from: September 14, 2021 Total Change is: -2,387
-1,813 -2,588 1,125 35 0 0 -1,857 0 -931 18 0 -3 1,039 10
Percent of Open Interest Represented by Each Category of Trader
13.2 71.1 18.7 7.3 3.1 1.1 52.9 0.1 5.7 0.5 0.1 0.0 0.6 0.0
Number of Traders in Each Category Total Traders: 89
10 23 15 13 . . 28 . 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 44,460
Positions
10,462 12,388 94 14,938 8,970 681 8,296 11,148 680 1,869 3,006 14 7,427 7,480
Changes from: September 14, 2021 Total Change is: -11,079
-1,505 2,307 -4,497 648 403 -1,400 -1,435 -4,380 -1,835 -217 513 -176 -663 -2,013
Percent of Open Interest Represented by Each Category of Trader
23.5 27.9 0.2 33.6 20.2 1.5 18.7 25.1 1.5 4.2 6.8 0.0 16.7 16.8
Number of Traders in Each Category Total Traders: 303
23 23 5 58 54 38 44 61 20 15 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 222,302
Positions
52,309 61,941 468 74,690 44,851 3,407 41,480 55,741 3,399 9,344 15,028 69 37,136 37,398
Changes from: September 14, 2021 Total Change is: -55,397
-7,524 11,537 -22,486 3,240 2,014 -7,000 -7,173 -21,901 -9,177 -1,083 2,563 -880 -3,314 -10,067
Percent of Open Interest Represented by Each Category of Trader
23.5 27.9 0.2 33.6 20.2 1.5 18.7 25.1 1.5 4.2 6.8 0.0 16.7 16.8
Number of Traders in Each Category Total Traders: 303
23 23 5 58 54 38 44 61 20 15 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 38,290
Positions
2,259 247 0 572 362 0 4,866 16,805 489 1,840 3,024 0 28,264 17,363
Changes from: September 14, 2021 Total Change is: -81,727
2,259 -4,616 -751 76 -183 0 -59,166 -59,401 -2,491 -1,210 -2,040 -300 -20,144 -11,945
Percent of Open Interest Represented by Each Category of Trader
5.9 0.6 0.0 1.5 0.9 0.0 12.7 43.9 1.3 4.8 7.9 0.0 73.8 45.3
Number of Traders in Each Category Total Traders: 21
. . 0 . . 0 6 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 1,208,307
Positions
9,617 125,735 3,835 606,597 288,366 230,277 84,255 331,986 9,358 73,974 40,174 113 190,281 178,463
Changes from: September 14, 2021 Total Change is: -30,573
2,422 3,808 -1,657 15,026 -6,847 -3,244 -10,487 626 -15,240 -10,036 -2,935 -7 -7,350 -5,077
Percent of Open Interest Represented by Each Category of Trader
0.8 10.4 0.3 50.2 23.9 19.1 7.0 27.5 0.8 6.1 3.3 0.0 15.7 14.8
Number of Traders in Each Category Total Traders: 190
5 21 . 59 35 57 16 38 13 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 1,243,050
Positions
33,035 100,184 466 688,912 262,681 196,552 67,203 496,213 27,009 69,788 17,728 42 160,043 142,175
Changes from: September 14, 2021 Total Change is: -3,448
3,682 5,520 -81 7,856 -11,015 3,328 -17,116 -7,327 3,712 1,707 1,849 -2 -6,534 568
Percent of Open Interest Represented by Each Category of Trader
2.7 8.1 0.0 55.4 21.1 15.8 5.4 39.9 2.2 5.6 1.4 0.0 12.9 11.4
Number of Traders in Each Category Total Traders: 160
4 10 . 71 27 61 11 24 12 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 1,925,826
Positions
42,445 137,009 24,631 774,547 536,575 320,465 474,831 610,554 24,868 111,337 136,792 1,643 151,059 133,289
Changes from: September 14, 2021 Total Change is: -2,760
1,167 2,694 3,665 -14,554 21,290 -4,454 12,047 -24,692 -13,457 9,869 10,778 -546 3,503 1,962
Percent of Open Interest Represented by Each Category of Trader
2.2 7.1 1.3 40.2 27.9 16.6 24.7 31.7 1.3 5.8 7.1 0.1 7.8 6.9
Number of Traders in Each Category Total Traders: 308
11 31 12 92 44 78 43 50 24 17 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 3,934,302
Positions
211,953 227,582 41,198 1,458,078 1,409,497 788,616 853,740 498,222 99,743 133,901 292,990 9,644 337,429 566,810
Changes from: September 14, 2021 Total Change is: -8,608
3,785 -9,478 3,119 1,114 13,306 -2,704 66,591 3,883 -858 -58,558 -3,142 -66 -21,031 -12,668
Percent of Open Interest Represented by Each Category of Trader
5.4 5.8 1.0 37.1 35.8 20.0 21.7 12.7 2.5 3.4 7.4 0.2 8.6 14.4
Number of Traders in Each Category Total Traders: 448
18 40 12 83 121 115 55 84 41 17 30 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 1,441,200
Positions
90,220 38,124 7,357 436,575 527,642 174,664 523,867 338,015 16,075 67,632 62,939 766 124,044 275,618
Changes from: September 14, 2021 Total Change is: -15,191
-7,920 2,023 210 -7,117 689 5,740 5,506 -2,701 -178 -7,733 -2,377 121 -3,820 -18,718
Percent of Open Interest Represented by Each Category of Trader
6.3 2.6 0.5 30.3 36.6 12.1 36.3 23.5 1.1 4.7 4.4 0.1 8.6 19.1
Number of Traders in Each Category Total Traders: 162
4 8 4 26 66 54 20 23 11 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 3,563,947
Positions
67,537 175,172 22,990 1,860,448 942,651 679,161 222,311 983,610 124,939 296,703 207,130 386 289,472 427,908
Changes from: September 14, 2021 Total Change is: 12,811
10,845 -595 2,871 27,846 83,184 -27,185 -18,004 -48,044 25,582 1,742 -18,551 -26 -10,860 -4,425
Percent of Open Interest Represented by Each Category of Trader
1.9 4.9 0.6 52.2 26.4 19.1 6.2 27.6 3.5 8.3 5.8 0.0 8.1 12.0
Number of Traders in Each Category Total Traders: 334
15 23 8 83 75 88 32 71 30 11 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 1,118,976
Positions
327,751 190,282 384,451 42,796 4,434 12,732 84,743 239,519 242,412 0 11,304 0 24,091 33,842
Changes from: September 14, 2021 Total Change is: 57,857
1,965 4,187 18,818 5,500 0 100 21,265 20,887 10,842 0 0 0 -633 3,023
Percent of Open Interest Represented by Each Category of Trader
29.3 17.0 34.4 3.8 0.4 1.1 7.6 21.4 21.7 0.0 1.0 0.0 2.2 3.0
Number of Traders in Each Category Total Traders: 98
19 35 46 . . . 12 22 27 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 is12,141,886
Positions
3,092,454 1,482,097 1,832,204 663,009 1,637,969 894,696 1,946,569 2,421,555 2,860,677 77,332 112,234 171,094 603,851 729,360
Changes from: September 14, 2021 Total Change is: 180,751
100,557 70,293 39,627 10,884 12,285 -16,302 -38,934 -31,475 132,450 5,991 38,899 -5,005 -48,517 -60,021
Percent of Open Interest Represented by Each Category of Trader
25.5 12.2 15.1 5.5 13.5 7.4 16.0 19.9 23.6 0.6 0.9 1.4 5.0 6.0
Number of Traders in Each Category Total Traders: 251
34 38 69 21 19 32 44 57 89 7 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 774,822
Positions
340,958 251,072 159,712 20,104 26,182 9,990 52,904 136,270 164,836 14,258 14,732 11,902 158 126
Changes from: September 14, 2021 Total Change is: -38,133
29,207 29,330 -52,558 -441 -919 -64 2,322 -615 -16,100 -55 3,339 -513 69 -33
Percent of Open Interest Represented by Each Category of Trader
44.0 32.4 20.6 2.6 3.4 1.3 6.8 17.6 21.3 1.8 1.9 1.5 0.0 0.0
Number of Traders in Each Category Total Traders: 120
25 25 30 4 . . 11 28 37 4 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 178,475
Positions
61,478 44,791 27,873 12,048 3,721 304 31,309 56,399 43,563 423 200 1,368 109 256
Changes from: September 14, 2021 Total Change is: 40,273
27,862 6,982 -1,241 3,519 79 4 5,494 29,643 4,196 -13 0 461 -9 149
Percent of Open Interest Represented by Each Category of Trader
34.4 25.1 15.6 6.8 2.1 0.2 17.5 31.6 24.4 0.2 0.1 0.8 0.1 0.1
Number of Traders in Each Category Total Traders: 75
13 17 12 . . . 13 22 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 154,887
Positions
1,050 50,097 0 1,470 1,549 0 7,685 52,130 50,436 94,242 627 0 4 48
Changes from: September 14, 2021 Total Change is: 4,391
0 2,891 0 0 -430 0 460 -2,386 4,309 -380 27 0 2 -20
Percent of Open Interest Represented by Each Category of Trader
0.7 32.3 0.0 0.9 1.0 0.0 5.0 33.7 32.6 60.8 0.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 31
. 8 0 . 4 0 . 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 7,348
Positions
360 145 79 519 471 25 1,971 4,939 633 1,916 210 0 1,845 846
Changes from: September 14, 2021 Total Change is: 728
3 -50 28 17 20 -40 191 443 415 304 0 -224 34 136
Percent of Open Interest Represented by Each Category of Trader
4.9 2.0 1.1 7.1 6.4 0.3 26.8 67.2 8.6 26.1 2.9 0.0 25.1 11.5
Number of Traders in Each Category Total Traders: 72
. 4 . 7 . . 22 22 11 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 25,615
Positions
2,532 0 0 40 0 0 7,039 21,448 2,522 8,369 564 84 5,029 997
Changes from: September 14, 2021 Total Change is: 133
-864 0 0 -51 0 0 -1,469 1,160 -820 3,728 -263 -106 -285 162
Percent of Open Interest Represented by Each Category of Trader
9.9 0.0 0.0 0.2 0.0 0.0 27.5 83.7 9.8 32.7 2.2 0.3 19.6 3.9
Number of Traders in Each Category Total Traders: 114
. 0 0 . 0 0 11 10 5 79 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 3,972
Positions
196 29 56 0 11 39 842 3,232 179 1,373 20 9 1,278 397
Changes from: September 14, 2021 Total Change is: -223
-18 -58 21 -62 11 39 -139 -386 61 -32 20 9 -102 60
Percent of Open Interest Represented by Each Category of Trader
4.9 0.7 1.4 0.0 0.3 1.0 21.2 81.4 4.5 34.6 0.5 0.2 32.2 10.0
Number of Traders in Each Category Total Traders: 45
. . . 0 . . 13 15 . 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 21, 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 45,934
Positions
639 27,378 0 12,489 1,485 750 19,537 12,964 521 4,926 1,058 66 7,006 1,712
Changes from: September 14, 2021 Total Change is: 1,548
-2,695 500 0 2,242 -729 -65 2,112 1,720 52 81 41 0 -179 29
Percent of Open Interest Represented by Each Category of Trader
1.4 59.6 0.0 27.2 3.2 1.6 42.5 28.2 1.1 10.7 2.3 0.1 15.3 3.7
Number of Traders in Each Category Total Traders: 120
. . 0 15 5 . 27 24 6 38 8 .
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Traders in Financial Futures - Futures Only Positions as of September 21, 2021
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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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 323,316
Positions
53,203 25,639 10,236 117,472 61,172 26,715 25,534 100,536 53,718 5,001 8,204 9,233 22,204 27,863
Changes from: September 14, 2021 Total Change is: -2,367
-2,795 7,856 -3,522 3,573 -19,499 -1,631 -4,753 7,441 6,280 -880 437 -1,576 2,937 1,847
Percent of Open Interest Represented by Each Category of Trader
16.5 7.9 3.2 36.3 18.9 8.3 7.9 31.1 16.6 1.5 2.5 2.9 6.9 8.6
Number of Traders in Each Category Total Traders: 180
10 17 17 15 36 27 28 46 45 4 12 10
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Traders in Financial Futures - Futures Only Positions as of September 21, 2021
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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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 28,142
Positions
3,942 2,772 45 15,253 2,192 1,681 450 21,268 0 6,336 122 0 435 62
Changes from: September 14, 2021 Total Change is: -10,997
736 -5,188 0 -505 -2,314 1,681 -10,167 -2,813 -975 -346 59 0 -1,421 -1,447
Percent of Open Interest Represented by Each Category of Trader
14.0 9.9 0.2 54.2 7.8 6.0 1.6 75.6 0.0 22.5 0.4 0.0 1.5 0.2
Number of Traders in Each Category Total Traders: 43
. . . 11 4 . 5 5 0 12 . 0
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Updated September 24, 2021