Traders in Financial Futures - Futures Only Positions as of September 28, 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 118,066
Positions
8,872 17,392 407 34,223 31,993 6,341 19,800 29,306 2,385 13,137 2,743 1,154 31,747 26,345
Changes from: September 21, 2021 Total Change is: -462
3,200 1,196 -137 -5,032 -2,751 44 2,448 -2,100 636 -323 327 51 -1,349 2,272
Percent of Open Interest Represented by Each Category of Trader
7.5 14.7 0.3 29.0 27.1 5.4 16.8 24.8 2.0 11.1 2.3 1.0 26.9 22.3
Number of Traders in Each Category Total Traders: 95
5 7 . 13 18 9 16 22 10 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 58,506
Positions
37,294 1,629 5 2,164 21,363 824 9,147 9,142 12 0 0 0 9,060 25,531
Changes from: September 21, 2021 Total Change is: 1,668
3,554 -17 4 21 128 -139 -1,352 446 -1 -475 0 0 56 1,247
Percent of Open Interest Represented by Each Category of Trader
63.7 2.8 0.0 3.7 36.5 1.4 15.6 15.6 0.0 0.0 0.0 0.0 15.5 43.6
Number of Traders in Each Category Total Traders: 54
7 . . . 21 5 9 12 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 171,773
Positions
38,012 23,318 778 44,608 73,732 3,697 51,399 29,618 3,158 3,150 5,126 0 26,971 32,346
Changes from: September 21, 2021 Total Change is: 11,865
7,783 55 86 -3,689 245 -172 5,939 5,651 707 458 20 0 753 5,273
Percent of Open Interest Represented by Each Category of Trader
22.1 13.6 0.5 26.0 42.9 2.2 29.9 17.2 1.8 1.8 3.0 0.0 15.7 18.8
Number of Traders in Each Category Total Traders: 126
8 6 4 17 29 12 30 27 16 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 219,638
Positions
112,536 19,750 91 46,044 91,395 5,425 33,996 64,226 1,790 1,950 636 0 17,806 36,325
Changes from: September 21, 2021 Total Change is: 28,425
18,712 -6,271 65 -1,451 18,803 -861 14,090 11,683 -626 375 -485 0 -1,879 6,117
Percent of Open Interest Represented by Each Category of Trader
51.2 9.0 0.0 21.0 41.6 2.5 15.5 29.2 0.8 0.9 0.3 0.0 8.1 16.5
Number of Traders in Each Category Total Traders: 126
8 6 . 19 27 12 23 37 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 668,067
Positions
28,469 326,257 1,950 412,831 139,678 26,123 53,203 98,491 5,666 47,378 7,007 5,297 87,150 57,598
Changes from: September 21, 2021 Total Change is: 4,548
8,008 -24,460 550 -11,874 5,124 485 2,305 17,866 568 3,589 896 -726 1,643 4,245
Percent of Open Interest Represented by Each Category of Trader
4.3 48.8 0.3 61.8 20.9 3.9 8.0 14.7 0.8 7.1 1.0 0.8 13.0 8.6
Number of Traders in Each Category Total Traders: 324
13 17 9 107 43 41 39 56 19 36 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 30,150
Positions
0 11,631 0 12,819 6,834 2,636 0 3,710 0 800 0 0 13,895 5,339
Changes from: September 21, 2021 Total Change is: 680
0 21 0 179 631 -48 0 0 0 0 0 0 549 76
Percent of Open Interest Represented by Each Category of Trader
0.0 38.6 0.0 42.5 22.7 8.7 0.0 12.3 0.0 2.7 0.0 0.0 46.1 17.7
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 28, 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 28,136
Positions
7,609 0 0 5,027 19,433 1,567 6,871 1,545 459 0 775 0 6,603 4,357
Changes from: September 21, 2021 Total Change is: -852
425 -697 0 -665 33 -3 -852 -660 459 0 -100 0 -216 116
Percent of Open Interest Represented by Each Category of Trader
27.0 0.0 0.0 17.9 69.1 5.6 24.4 5.5 1.6 0.0 2.8 0.0 23.5 15.5
Number of Traders in Each Category Total Traders: 25
4 0 0 5 9 5 5 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 180,869
Positions
105,549 3,724 194 41,530 87,580 3,829 12,556 48,020 766 1,685 3,681 300 14,460 32,775
Changes from: September 21, 2021 Total Change is: -4,623
2,398 112 75 -741 -7,445 335 -5,886 104 -534 8 1,411 -440 162 1,759
Percent of Open Interest Represented by Each Category of Trader
58.4 2.1 0.1 23.0 48.4 2.1 6.9 26.5 0.4 0.9 2.0 0.2 8.0 18.1
Number of Traders in Each Category Total Traders: 93
10 4 . 11 18 7 16 27 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 51,604
Positions
162 33,923 2 31,306 155 0 14,350 11,340 0 3,194 5,100 105 2,485 979
Changes from: September 21, 2021 Total Change is: -2,025
-112 14 0 -2,238 155 0 181 -2,406 0 -2 48 52 94 112
Percent of Open Interest Represented by Each Category of Trader
0.3 65.7 0.0 60.7 0.3 0.0 27.8 22.0 0.0 6.2 9.9 0.2 4.8 1.9
Number of Traders in Each Category Total Traders: 62
. 5 . 15 . 0 23 7 0 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 172,640
Positions
6,177 111,070 551 87,040 8,180 1,622 64,191 23,632 1,837 5,621 22,255 91 5,510 3,402
Changes from: September 21, 2021 Total Change is: 2,742
2,745 -1,731 45 -68 1,803 78 -839 2,480 875 938 -1,343 19 -1,051 516
Percent of Open Interest Represented by Each Category of Trader
3.6 64.3 0.3 50.4 4.7 0.9 37.2 13.7 1.1 3.3 12.9 0.1 3.2 2.0
Number of Traders in Each Category Total Traders: 160
5 11 . 25 9 8 53 28 7 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 27,975
Positions
685 68 4,676 5,657 2,907 167 7,278 15,610 667 5,838 1,743 0 3,007 2,137
Changes from: September 21, 2021 Total Change is: 4,585
25 -1,614 4,579 -2,115 471 167 733 20 451 649 270 0 96 241
Percent of Open Interest Represented by Each Category of Trader
2.4 0.2 16.7 20.2 10.4 0.6 26.0 55.8 2.4 20.9 6.2 0.0 10.7 7.6
Number of Traders in Each Category Total Traders: 75
4 . . 9 6 . 18 16 4 15 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 33,673
Positions
3,494 13,142 11 7,827 8,356 981 16,530 5,826 298 370 1,249 56 4,106 3,754
Changes from: September 21, 2021 Total Change is: -3,018
350 -375 0 -541 -1,987 -137 -1,831 -1,268 -169 67 908 10 -767 0
Percent of Open Interest Represented by Each Category of Trader
10.4 39.0 0.0 23.2 24.8 2.9 49.1 17.3 0.9 1.1 3.7 0.2 12.2 11.1
Number of Traders in Each Category Total Traders: 85
4 6 . 13 16 6 28 13 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 14,727
Positions
4,298 1,510 0 7,252 4,792 0 1,180 6,104 574 130 0 0 1,293 1,747
Changes from: September 21, 2021 Total Change is: 7
1,697 -20 0 -791 1,460 0 -657 -1,298 -292 -213 0 0 263 157
Percent of Open Interest Represented by Each Category of Trader
29.2 10.3 0.0 49.2 32.5 0.0 8.0 41.4 3.9 0.9 0.0 0.0 8.8 11.9
Number of Traders in Each Category Total Traders: 31
4 . 0 4 4 0 4 12 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 49,272
Positions
15,414 20,754 612 13,428 2,777 317 8,774 3,234 1,442 652 14,330 0 8,636 5,808
Changes from: September 21, 2021 Total Change is: 1,330
-1,038 3,204 75 2,355 655 -187 102 -2,607 94 344 -117 0 -414 215
Percent of Open Interest Represented by Each Category of Trader
31.3 42.1 1.2 27.3 5.6 0.6 17.8 6.6 2.9 1.3 29.1 0.0 17.5 11.8
Number of Traders in Each Category Total Traders: 97
15 13 5 24 7 6 21 11 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 98,544
Positions
30,828 41,508 1,223 26,855 5,554 633 17,547 6,467 2,883 1,303 28,660 0 17,272 11,616
Changes from: September 21, 2021 Total Change is: 2,660
-2,075 6,407 149 4,709 1,310 -374 203 -5,214 187 688 -234 0 -827 429
Percent of Open Interest Represented by Each Category of Trader
31.3 42.1 1.2 27.3 5.6 0.6 17.8 6.6 2.9 1.3 29.1 0.0 17.5 11.8
Number of Traders in Each Category Total Traders: 97
15 13 5 24 7 6 21 11 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 41,445
Positions
5,943 27,012 859 27,701 7,403 1,445 2,541 4,226 0 0 0 0 2,956 500
Changes from: September 21, 2021 Total Change is: 3,866
1,590 -2,780 859 1,288 5,865 -141 61 151 0 0 0 0 209 -88
Percent of Open Interest Represented by Each Category of Trader
14.3 65.2 2.1 66.8 17.9 3.5 6.1 10.2 0.0 0.0 0.0 0.0 7.1 1.2
Number of Traders in Each Category Total Traders: 36
5 6 . 19 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 491,475
Positions
37,122 147,039 15,001 238,327 74,614 61,818 49,440 58,186 8,417 26,437 77,277 732 54,180 48,390
Changes from: September 21, 2021 Total Change is: 839
174 -781 2,719 -9,760 -2,258 1,818 10,501 -5,923 187 -2,340 1,898 108 -2,567 3,070
Percent of Open Interest Represented by Each Category of Trader
7.6 29.9 3.1 48.5 15.2 12.6 10.1 11.8 1.7 5.4 15.7 0.1 11.0 9.8
Number of Traders in Each Category Total Traders: 518
33 29 20 162 77 100 67 87 52 34 29 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 26,199
Positions
7,248 22,413 0 14,297 3,112 0 2,891 0 0 0 0 0 1,763 674
Changes from: September 21, 2021 Total Change is: -1,038
620 -1,104 0 -455 0 0 -389 0 0 0 0 0 -814 66
Percent of Open Interest Represented by Each Category of Trader
27.7 85.5 0.0 54.6 11.9 0.0 11.0 0.0 0.0 0.0 0.0 0.0 6.7 2.6
Number of Traders in Each Category Total Traders: 21
4 6 0 6 . 0 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 30,421
Positions
8,612 27,584 0 13,946 0 145 2,079 1,711 0 0 0 0 5,639 981
Changes from: September 21, 2021 Total Change is: 5,181
-330 6,703 0 3,166 -1,507 0 -438 24 0 0 0 0 2,783 -39
Percent of Open Interest Represented by Each Category of Trader
28.3 90.7 0.0 45.8 0.0 0.5 6.8 5.6 0.0 0.0 0.0 0.0 18.5 3.2
Number of Traders in Each Category Total Traders: 34
4 11 0 12 0 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 2,457,374
Positions
185,610 735,196 75,006 1,191,633 373,072 309,092 247,202 290,929 42,086 132,186 386,385 3,659 270,900 241,949
Changes from: September 21, 2021 Total Change is: 4,193
870 -3,906 13,596 -48,802 -11,289 9,090 52,503 -29,614 935 -11,702 9,492 538 -12,835 15,351
Percent of Open Interest Represented by Each Category of Trader
7.6 29.9 3.1 48.5 15.2 12.6 10.1 11.8 1.7 5.4 15.7 0.1 11.0 9.8
Number of Traders in Each Category Total Traders: 518
33 29 20 162 77 100 67 87 52 34 29 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 24,910
Positions
9,467 21,693 0 9,698 481 0 1,052 1,819 98 0 0 0 4,595 819
Changes from: September 21, 2021 Total Change is: 2,269
97 2,742 0 588 0 -20 227 -596 -11 0 0 0 1,388 154
Percent of Open Interest Represented by Each Category of Trader
38.0 87.1 0.0 38.9 1.9 0.0 4.2 7.3 0.4 0.0 0.0 0.0 18.4 3.3
Number of Traders in Each Category Total Traders: 33
6 7 0 13 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 26,852
Positions
7,815 21,395 0 14,101 2,244 392 1,292 0 0 0 0 0 3,252 2,821
Changes from: September 21, 2021 Total Change is: 5,158
5,836 810 0 -1,573 2,244 0 388 0 0 0 0 0 507 2,104
Percent of Open Interest Represented by Each Category of Trader
29.1 79.7 0.0 52.5 8.4 1.5 4.8 0.0 0.0 0.0 0.0 0.0 12.1 10.5
Number of Traders in Each Category Total Traders: 23
. 9 0 6 . . 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 41,449
Positions
3,600 11,133 336 23,127 22,484 1,522 3,530 2,135 3 0 0 0 9,331 3,836
Changes from: September 21, 2021 Total Change is: -2,066
-646 -1,490 179 -1,787 -338 -346 -51 270 -8 0 0 0 593 -333
Percent of Open Interest Represented by Each Category of Trader
8.7 26.9 0.8 55.8 54.2 3.7 8.5 5.2 0.0 0.0 0.0 0.0 22.5 9.3
Number of Traders in Each Category Total Traders: 66
4 5 . 29 16 9 8 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 432,574
Positions
98,876 31,394 3,701 206,359 169,290 42,907 42,927 113,534 4,888 3,659 45,560 77 29,180 21,223
Changes from: September 21, 2021 Total Change is: 848
-9,925 9,379 598 4,860 -9,261 1,270 1,186 -773 1,214 693 -1,636 19 933 38
Percent of Open Interest Represented by Each Category of Trader
22.9 7.3 0.9 47.7 39.1 9.9 9.9 26.2 1.1 0.8 10.5 0.0 6.7 4.9
Number of Traders in Each Category Total Traders: 329
26 14 4 91 54 51 42 70 25 9 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 25,377
Positions
4,574 23,480 0 15,428 466 0 2,952 887 13 1,435 0 0 975 531
Changes from: September 21, 2021 Total Change is: 502
-135 761 0 -95 9 0 1,010 266 5 0 0 0 -283 -539
Percent of Open Interest Represented by Each Category of Trader
18.0 92.5 0.0 60.8 1.8 0.0 11.6 3.5 0.1 5.7 0.0 0.0 3.8 2.1
Number of Traders in Each Category Total Traders: 29
. 8 0 12 . 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 22,378
Positions
0 10,567 0 16,931 0 8 230 6,383 0 676 2,551 0 4,533 2,869
Changes from: September 21, 2021 Total Change is: -199
0 288 0 -411 -369 -52 0 -633 0 -200 701 0 464 -134
Percent of Open Interest Represented by Each Category of Trader
0.0 47.2 0.0 75.7 0.0 0.0 1.0 28.5 0.0 3.0 11.4 0.0 20.3 12.8
Number of Traders in Each Category Total Traders: 27
0 4 0 15 0 . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 48,354
Positions
12,533 3,403 842 10,581 3,835 949 12,849 9,556 863 2,840 5,956 0 6,897 22,950
Changes from: September 21, 2021 Total Change is: -3,014
-762 88 599 -1,093 234 -434 -2,231 -536 65 822 1,586 0 20 -4,616
Percent of Open Interest Represented by Each Category of Trader
25.9 7.0 1.7 21.9 7.9 2.0 26.6 19.8 1.8 5.9 12.3 0.0 14.3 47.5
Number of Traders in Each Category Total Traders: 61
7 7 . 11 4 6 12 14 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 391,211
Positions
33,546 234,962 3,473 265,542 83,251 49,466 15,924 8,358 1,316 10,220 4,141 235 11,489 6,009
Changes from: September 21, 2021 Total Change is: 1,354
79 3,410 411 6,183 -1,426 -3,421 -3,159 -271 634 -804 674 -1 1,432 1,344
Percent of Open Interest Represented by Each Category of Trader
8.6 60.1 0.9 67.9 21.3 12.6 4.1 2.1 0.3 2.6 1.1 0.1 2.9 1.5
Number of Traders in Each Category Total Traders: 183
12 13 6 76 45 42 21 9 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 1,075,216
Positions
98,194 524,082 7,759 687,856 305,916 114,761 93,806 61,842 5,183 39,570 37,689 1,226 26,861 16,758
Changes from: September 21, 2021 Total Change is: 6,381
-214 -790 2,164 11,106 -5,016 -2,612 -3,096 3,102 390 -459 8,215 -51 -847 979
Percent of Open Interest Represented by Each Category of Trader
9.1 48.7 0.7 64.0 28.5 10.7 8.7 5.8 0.5 3.7 3.5 0.1 2.5 1.6
Number of Traders in Each Category Total Traders: 389
28 17 10 147 77 82 54 31 20 22 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 243,892
Positions
30,742 173,687 47,120 17,325 7,397 2,720 132,110 330 12,402 1,206 217 0 267 19
Changes from: September 21, 2021 Total Change is: 6,200
-703 4,697 2,562 -33 0 84 6,408 0 -1,102 25 0 0 -1,041 -41
Percent of Open Interest Represented by Each Category of Trader
12.6 71.2 19.3 7.1 3.0 1.1 54.2 0.1 5.1 0.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 88
10 23 15 13 . . 28 . 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 46,122
Positions
12,815 10,412 233 13,891 8,964 920 7,276 12,435 897 1,844 3,403 12 8,232 8,846
Changes from: September 21, 2021 Total Change is: 1,661
2,353 -1,976 140 -1,047 -7 239 -1,020 1,287 218 -24 397 -2 805 1,366
Percent of Open Interest Represented by Each Category of Trader
27.8 22.6 0.5 30.1 19.4 2.0 15.8 27.0 1.9 4.0 7.4 0.0 17.8 19.2
Number of Traders in Each Category Total Traders: 303
29 20 6 58 54 41 36 62 18 14 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 230,609
Positions
64,075 52,060 1,166 69,453 44,818 4,601 36,382 62,174 4,487 9,222 17,014 61 41,162 44,228
Changes from: September 21, 2021 Total Change is: 8,307
11,766 -9,881 698 -5,237 -33 1,194 -5,098 6,433 1,088 -122 1,986 -8 4,026 6,830
Percent of Open Interest Represented by Each Category of Trader
27.8 22.6 0.5 30.1 19.4 2.0 15.8 27.0 1.9 4.0 7.4 0.0 17.8 19.2
Number of Traders in Each Category Total Traders: 303
29 20 6 58 54 41 36 62 18 14 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 60,189
Positions
2,029 1,040 0 408 707 0 16,498 38,738 824 487 4,291 22 39,921 14,567
Changes from: September 21, 2021 Total Change is: 21,899
-230 793 0 -164 345 0 11,632 21,933 335 -1,353 1,267 22 11,657 -2,796
Percent of Open Interest Represented by Each Category of Trader
3.4 1.7 0.0 0.7 1.2 0.0 27.4 64.4 1.4 0.8 7.1 0.0 66.3 24.2
Number of Traders in Each Category Total Traders: 29
. . 0 . . 0 6 8 . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 1,235,761
Positions
6,064 129,148 4,251 601,966 298,835 246,598 99,122 326,585 10,945 78,368 40,560 129 188,318 178,710
Changes from: September 21, 2021 Total Change is: 27,454
-3,553 3,413 416 -4,631 10,469 16,321 14,867 -5,401 1,587 4,394 386 16 -1,963 247
Percent of Open Interest Represented by Each Category of Trader
0.5 10.5 0.3 48.7 24.2 20.0 8.0 26.4 0.9 6.3 3.3 0.0 15.2 14.5
Number of Traders in Each Category Total Traders: 187
4 20 4 55 36 56 17 37 13 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 1,244,627
Positions
34,952 98,739 678 685,859 271,118 199,051 67,247 479,299 31,102 69,740 13,757 0 155,998 150,883
Changes from: September 21, 2021 Total Change is: 1,577
1,917 -1,445 212 -3,053 8,437 2,499 44 -16,914 4,093 -48 -3,971 -42 -4,045 8,708
Percent of Open Interest Represented by Each Category of Trader
2.8 7.9 0.1 55.1 21.8 16.0 5.4 38.5 2.5 5.6 1.1 0.0 12.5 12.1
Number of Traders in Each Category Total Traders: 157
4 8 . 69 29 60 11 25 13 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 1,846,432
Positions
69,771 100,753 23,301 682,020 556,844 328,845 442,147 499,330 53,537 103,444 139,994 1,677 141,690 142,151
Changes from: September 21, 2021 Total Change is: -79,394
27,326 -36,256 -1,330 -92,527 20,269 8,380 -32,684 -111,224 28,669 -7,893 3,202 34 -9,369 8,862
Percent of Open Interest Represented by Each Category of Trader
3.8 5.5 1.3 36.9 30.2 17.8 23.9 27.0 2.9 5.6 7.6 0.1 7.7 7.7
Number of Traders in Each Category Total Traders: 309
19 28 12 89 47 78 48 40 28 18 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 4,055,113
Positions
207,469 179,543 42,996 1,389,618 1,488,527 810,077 950,543 507,240 136,179 193,556 275,961 8,772 315,903 605,818
Changes from: September 21, 2021 Total Change is: 120,811
-4,484 -48,039 1,798 -68,460 79,030 21,461 96,803 9,018 36,436 59,655 -17,029 -872 -21,526 39,008
Percent of Open Interest Represented by Each Category of Trader
5.1 4.4 1.1 34.3 36.7 20.0 23.4 12.5 3.4 4.8 6.8 0.2 7.8 14.9
Number of Traders in Each Category Total Traders: 439
21 33 10 82 116 110 58 87 43 17 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 1,449,187
Positions
103,015 29,319 7,023 445,737 528,220 163,077 525,266 343,267 12,930 60,173 79,485 694 131,272 285,172
Changes from: September 21, 2021 Total Change is: 7,987
12,795 -8,805 -334 9,162 578 -11,587 1,399 5,252 -3,145 -7,459 16,546 -72 7,228 9,554
Percent of Open Interest Represented by Each Category of Trader
7.1 2.0 0.5 30.8 36.4 11.3 36.2 23.7 0.9 4.2 5.5 0.0 9.1 19.7
Number of Traders in Each Category Total Traders: 162
5 6 . 28 65 56 20 23 12 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 3,664,572
Positions
98,210 184,186 21,611 1,868,977 965,368 686,469 263,699 1,029,730 139,660 298,302 187,447 2,529 285,115 447,572
Changes from: September 21, 2021 Total Change is: 100,625
30,673 9,014 -1,379 8,529 22,717 7,308 41,388 46,120 14,721 1,599 -19,683 2,143 -4,357 19,664
Percent of Open Interest Represented by Each Category of Trader
2.7 5.0 0.6 51.0 26.3 18.7 7.2 28.1 3.8 8.1 5.1 0.1 7.8 12.2
Number of Traders in Each Category Total Traders: 342
12 31 10 79 78 87 35 73 32 11 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 1,174,881
Positions
358,846 216,541 392,480 40,316 5,669 15,020 83,287 243,710 260,191 700 5,148 5,268 18,773 30,854
Changes from: September 21, 2021 Total Change is: 55,905
31,095 26,259 8,029 -2,480 1,235 2,288 -1,456 4,191 17,779 700 -6,156 5,268 -5,318 -2,988
Percent of Open Interest Represented by Each Category of Trader
30.5 18.4 33.4 3.4 0.5 1.3 7.1 20.7 22.1 0.1 0.4 0.4 1.6 2.6
Number of Traders in Each Category Total Traders: 100
21 32 47 . 4 . 11 24 29 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 is12,315,668
Positions
3,190,518 1,544,623 1,797,876 560,944 1,546,294 970,606 1,947,347 2,347,055 3,000,629 74,740 114,660 169,738 603,270 824,187
Changes from: September 21, 2021 Total Change is: 173,782
98,064 62,526 -34,328 -102,065 -91,675 75,910 778 -74,500 139,952 -2,592 2,426 -1,356 -581 94,827
Percent of Open Interest Represented by Each Category of Trader
25.9 12.5 14.6 4.6 12.6 7.9 15.8 19.1 24.4 0.6 0.9 1.4 4.9 6.7
Number of Traders in Each Category Total Traders: 250
34 37 66 19 19 30 46 57 90 8 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 815,128
Positions
346,466 294,746 169,859 18,982 20,618 11,825 59,725 106,227 181,043 14,381 17,132 12,497 350 1,181
Changes from: September 21, 2021 Total Change is: 40,306
5,508 43,674 10,147 -1,122 -5,564 1,835 6,821 -30,043 16,207 123 2,400 595 192 1,055
Percent of Open Interest Represented by Each Category of Trader
42.5 36.2 20.8 2.3 2.5 1.5 7.3 13.0 22.2 1.8 2.1 1.5 0.0 0.1
Number of Traders in Each Category Total Traders: 118
26 23 31 4 . . 16 23 36 6 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 187,371
Positions
65,536 48,310 27,498 11,866 3,748 796 35,401 60,607 44,439 196 200 1,532 107 241
Changes from: September 21, 2021 Total Change is: 8,896
4,058 3,519 -375 -182 27 492 4,092 4,208 876 -227 0 164 -2 -15
Percent of Open Interest Represented by Each Category of Trader
35.0 25.8 14.7 6.3 2.0 0.4 18.9 32.3 23.7 0.1 0.1 0.8 0.1 0.1
Number of Traders in Each Category Total Traders: 76
14 18 14 . . . 12 22 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 160,761
Positions
1,050 52,353 0 1,470 1,824 0 9,440 50,609 55,280 93,521 627 0 0 68
Changes from: September 21, 2021 Total Change is: 5,874
0 2,256 0 0 275 0 1,755 -1,521 4,844 -721 0 0 -4 20
Percent of Open Interest Represented by Each Category of Trader
0.7 32.6 0.0 0.9 1.1 0.0 5.9 31.5 34.4 58.2 0.4 0.0 0.0 0.0
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 September 28, 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 7,039
Positions
479 144 97 559 413 9 1,338 4,956 431 2,642 210 4 1,480 775
Changes from: September 21, 2021 Total Change is: -309
119 -1 18 40 -58 -16 -633 17 -202 726 0 4 -365 -71
Percent of Open Interest Represented by Each Category of Trader
6.8 2.0 1.4 7.9 5.9 0.1 19.0 70.4 6.1 37.5 3.0 0.1 21.0 11.0
Number of Traders in Each Category Total Traders: 73
. 4 . 8 . . 21 22 10 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 26,423
Positions
222 0 0 125 0 0 4,893 23,752 859 15,795 533 42 4,487 1,237
Changes from: September 21, 2021 Total Change is: 808
-2,310 0 0 85 0 0 -2,146 2,304 -1,663 7,426 -31 -42 -542 240
Percent of Open Interest Represented by Each Category of Trader
0.8 0.0 0.0 0.5 0.0 0.0 18.5 89.9 3.3 59.8 2.0 0.2 17.0 4.7
Number of Traders in Each Category Total Traders: 92
. 0 0 . 0 0 7 9 4 67 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 4,296
Positions
212 42 70 0 85 38 1,162 3,356 194 1,402 22 33 1,185 456
Changes from: September 21, 2021 Total Change is: 324
16 13 14 0 74 -1 320 124 15 29 2 24 -93 59
Percent of Open Interest Represented by Each Category of Trader
4.9 1.0 1.6 0.0 2.0 0.9 27.0 78.1 4.5 32.6 0.5 0.8 27.6 10.6
Number of Traders in Each Category Total Traders: 47
. . . 0 . . 16 13 . 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 55,330
Positions
889 28,414 0 17,217 1,172 746 22,359 19,728 871 5,917 2,379 221 7,110 1,799
Changes from: September 21, 2021 Total Change is: 9,396
250 1,036 0 4,728 -313 -4 2,822 6,764 350 991 1,321 155 104 87
Percent of Open Interest Represented by Each Category of Trader
1.6 51.4 0.0 31.1 2.1 1.3 40.4 35.7 1.6 10.7 4.3 0.4 12.9 3.3
Number of Traders in Each Category Total Traders: 133
. . 0 17 4 . 35 24 5 39 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 311,415
Positions
54,707 25,306 9,593 101,139 58,803 30,727 28,937 90,130 51,504 4,336 9,179 6,343 24,129 29,830
Changes from: September 21, 2021 Total Change is: -11,901
1,504 -333 -643 -16,333 -2,369 4,012 3,403 -10,406 -2,214 -665 975 -2,890 1,925 1,967
Percent of Open Interest Represented by Each Category of Trader
17.6 8.1 3.1 32.5 18.9 9.9 9.3 28.9 16.5 1.4 2.9 2.0 7.7 9.6
Number of Traders in Each Category Total Traders: 175
12 13 16 12 38 27 25 46 50 . 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 32,799
Positions
3,640 2,792 25 18,643 1,392 2,331 1,297 26,078 0 6,363 122 0 500 59
Changes from: September 21, 2021 Total Change is: 4,657
-302 20 -20 3,390 -800 650 847 4,810 0 27 0 0 65 -3
Percent of Open Interest Represented by Each Category of Trader
11.1 8.5 0.1 56.8 4.2 7.1 4.0 79.5 0.0 19.4 0.4 0.0 1.5 0.2
Number of Traders in Each Category Total Traders: 44
. . . 12 4 . 7 5 0 11 . 0
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Updated October 01, 2021