Traders in Financial Futures - Futures Only Positions as of October 5, 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 120,168
Positions
10,406 18,554 409 35,171 29,927 6,459 17,296 35,287 1,871 12,938 3,454 979 34,639 23,228
Changes from: September 28, 2021 Total Change is: 2,102
1,534 1,162 2 948 -2,066 118 -2,504 5,981 -514 -199 711 -175 2,892 -3,117
Percent of Open Interest Represented by Each Category of Trader
8.7 15.4 0.3 29.3 24.9 5.4 14.4 29.4 1.6 10.8 2.9 0.8 28.8 19.3
Number of Traders in Each Category Total Traders: 99
6 7 4 14 18 10 17 22 10 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 55,970
Positions
38,819 1,475 13 2,660 23,308 980 4,447 6,764 0 0 472 0 9,051 22,958
Changes from: September 28, 2021 Total Change is: -2,536
1,525 -154 8 496 1,945 156 -4,700 -2,378 -12 0 472 0 -9 -2,573
Percent of Open Interest Represented by Each Category of Trader
69.4 2.6 0.0 4.8 41.6 1.8 7.9 12.1 0.0 0.0 0.8 0.0 16.2 41.0
Number of Traders in Each Category Total Traders: 51
8 . . . 20 4 7 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 182,338
Positions
60,789 22,774 853 40,331 85,245 3,586 45,195 30,675 2,749 3,154 5,117 0 25,681 31,339
Changes from: September 28, 2021 Total Change is: 10,565
22,777 -544 75 -4,277 11,513 -111 -6,204 1,057 -409 4 -9 0 -1,290 -1,007
Percent of Open Interest Represented by Each Category of Trader
33.3 12.5 0.5 22.1 46.8 2.0 24.8 16.8 1.5 1.7 2.8 0.0 14.1 17.2
Number of Traders in Each Category Total Traders: 121
8 7 4 15 30 12 25 29 15 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 226,379
Positions
123,644 19,325 58 46,780 93,966 5,621 29,347 66,177 1,323 1,200 734 0 18,406 39,175
Changes from: September 28, 2021 Total Change is: 6,741
11,108 -425 -33 736 2,571 196 -4,649 1,951 -467 -750 98 0 600 2,850
Percent of Open Interest Represented by Each Category of Trader
54.6 8.5 0.0 20.7 41.5 2.5 13.0 29.2 0.6 0.5 0.3 0.0 8.1 17.3
Number of Traders in Each Category Total Traders: 128
10 4 4 18 26 12 25 40 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 693,591
Positions
44,500 318,567 1,991 417,831 143,470 25,140 51,655 123,129 9,558 46,604 6,245 5,748 90,564 59,743
Changes from: September 28, 2021 Total Change is: 25,524
16,031 -7,690 41 5,000 3,792 -983 -1,548 24,638 3,892 -774 -762 451 3,414 2,145
Percent of Open Interest Represented by Each Category of Trader
6.4 45.9 0.3 60.2 20.7 3.6 7.4 17.8 1.4 6.7 0.9 0.8 13.1 8.6
Number of Traders in Each Category Total Traders: 327
15 15 7 109 41 40 37 63 25 35 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 30,047
Positions
0 11,631 0 12,660 6,753 2,636 0 3,710 0 800 0 0 13,951 5,317
Changes from: September 28, 2021 Total Change is: -103
0 0 0 -159 -81 0 0 0 0 0 0 0 56 -22
Percent of Open Interest Represented by Each Category of Trader
0.0 38.7 0.0 42.1 22.5 8.8 0.0 12.3 0.0 2.7 0.0 0.0 46.4 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 October 5, 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 28,114
Positions
7,576 0 0 5,061 20,362 1,582 7,283 2,057 0 0 0 0 6,612 4,113
Changes from: September 28, 2021 Total Change is: -22
-33 0 0 34 929 15 412 512 -459 0 -775 0 9 -244
Percent of Open Interest Represented by Each Category of Trader
26.9 0.0 0.0 18.0 72.4 5.6 25.9 7.3 0.0 0.0 0.0 0.0 23.5 14.6
Number of Traders in Each Category Total Traders: 26
4 0 0 5 10 5 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 188,691
Positions
111,930 3,479 164 41,948 92,529 4,748 11,981 48,306 1,491 1,455 4,286 500 14,474 33,188
Changes from: September 28, 2021 Total Change is: 7,822
6,381 -245 -30 418 4,949 919 -575 286 725 -230 605 200 14 413
Percent of Open Interest Represented by Each Category of Trader
59.3 1.8 0.1 22.2 49.0 2.5 6.3 25.6 0.8 0.8 2.3 0.3 7.7 17.6
Number of Traders in Each Category Total Traders: 92
10 4 . 11 19 7 10 29 7 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 52,913
Positions
143 34,174 2 31,552 267 0 14,517 12,625 0 3,527 4,755 80 3,092 1,010
Changes from: September 28, 2021 Total Change is: 1,309
-19 251 0 246 112 0 167 1,285 0 333 -345 -25 607 31
Percent of Open Interest Represented by Each Category of Trader
0.3 64.6 0.0 59.6 0.5 0.0 27.4 23.9 0.0 6.7 9.0 0.2 5.8 1.9
Number of Traders in Each Category Total Traders: 70
. 6 . 15 . 0 28 7 0 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 168,119
Positions
21,416 105,182 621 70,496 5,783 2,183 60,843 27,791 1,609 5,288 21,173 123 5,540 3,654
Changes from: September 28, 2021 Total Change is: -4,521
15,239 -5,888 70 -16,544 -2,397 561 -3,348 4,159 -228 -333 -1,082 32 30 252
Percent of Open Interest Represented by Each Category of Trader
12.7 62.6 0.4 41.9 3.4 1.3 36.2 16.5 1.0 3.1 12.6 0.1 3.3 2.2
Number of Traders in Each Category Total Traders: 144
7 8 . 21 7 7 41 33 8 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 22,976
Positions
479 1,743 3,484 5,410 3,644 66 5,674 10,055 43 4,756 1,898 0 3,064 2,043
Changes from: September 28, 2021 Total Change is: -4,999
-206 1,675 -1,192 -247 737 -101 -1,604 -5,555 -624 -1,082 155 0 57 -94
Percent of Open Interest Represented by Each Category of Trader
2.1 7.6 15.2 23.5 15.9 0.3 24.7 43.8 0.2 20.7 8.3 0.0 13.3 8.9
Number of Traders in Each Category Total Traders: 66
. . . 9 5 . 13 17 . 13 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 35,861
Positions
5,901 12,067 12 7,244 10,605 702 17,364 6,746 538 368 1,289 30 3,702 3,872
Changes from: September 28, 2021 Total Change is: 2,188
2,407 -1,075 1 -583 2,249 -279 834 920 240 -2 40 -26 -404 118
Percent of Open Interest Represented by Each Category of Trader
16.5 33.6 0.0 20.2 29.6 2.0 48.4 18.8 1.5 1.0 3.6 0.1 10.3 10.8
Number of Traders in Each Category Total Traders: 90
5 6 . 11 17 7 29 17 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 14,278
Positions
4,203 1,392 0 5,651 4,766 0 2,676 5,917 17 404 0 2 1,325 2,184
Changes from: September 28, 2021 Total Change is: -449
-95 -118 0 -1,601 -26 0 1,496 -187 -557 274 0 2 32 437
Percent of Open Interest Represented by Each Category of Trader
29.4 9.7 0.0 39.6 33.4 0.0 18.7 41.4 0.1 2.8 0.0 0.0 9.3 15.3
Number of Traders in Each Category Total Traders: 29
. . 0 . . 0 6 11 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 48,120
Positions
15,354 20,508 674 10,834 2,811 266 10,792 1,516 1,256 242 14,953 0 8,703 6,137
Changes from: September 28, 2021 Total Change is: -1,152
-60 -246 63 -2,594 34 -51 2,018 -1,718 -186 -410 623 0 67 329
Percent of Open Interest Represented by Each Category of Trader
31.9 42.6 1.4 22.5 5.8 0.6 22.4 3.1 2.6 0.5 31.1 0.0 18.1 12.8
Number of Traders in Each Category Total Traders: 100
16 13 4 26 7 6 26 7 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 96,240
Positions
30,708 41,016 1,348 21,667 5,622 532 21,583 3,031 2,512 484 29,906 0 17,406 12,273
Changes from: September 28, 2021 Total Change is: -2,304
-120 -492 125 -5,188 68 -101 4,036 -3,436 -371 -819 1,246 0 134 657
Percent of Open Interest Represented by Each Category of Trader
31.9 42.6 1.4 22.5 5.8 0.6 22.4 3.1 2.6 0.5 31.1 0.0 18.1 12.8
Number of Traders in Each Category Total Traders: 100
16 13 4 26 7 6 26 7 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 43,550
Positions
5,759 25,982 1,398 29,343 9,518 1,635 2,497 4,678 0 0 0 0 2,918 339
Changes from: September 28, 2021 Total Change is: 2,105
-184 -1,030 539 1,642 2,115 190 -44 452 0 0 0 0 -38 -161
Percent of Open Interest Represented by Each Category of Trader
13.2 59.7 3.2 67.4 21.9 3.8 5.7 10.7 0.0 0.0 0.0 0.0 6.7 0.8
Number of Traders in Each Category Total Traders: 38
5 7 . 19 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 487,471
Positions
38,969 145,289 13,866 238,054 79,117 60,827 50,199 58,640 6,881 25,258 74,257 734 52,684 47,860
Changes from: September 28, 2021 Total Change is: -4,004
1,847 -1,750 -1,135 -273 4,503 -992 759 454 -1,537 -1,179 -3,020 2 -1,496 -530
Percent of Open Interest Represented by Each Category of Trader
8.0 29.8 2.8 48.8 16.2 12.5 10.3 12.0 1.4 5.2 15.2 0.2 10.8 9.8
Number of Traders in Each Category Total Traders: 531
33 34 20 162 82 103 73 86 53 32 29 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 32,257
Positions
10,521 27,937 0 14,351 0 1,677 2,645 1,287 0 0 0 0 3,063 1,356
Changes from: September 28, 2021 Total Change is: 1,836
1,909 353 0 405 0 1,532 566 -424 0 0 0 0 -2,576 375
Percent of Open Interest Represented by Each Category of Trader
32.6 86.6 0.0 44.5 0.0 5.2 8.2 4.0 0.0 0.0 0.0 0.0 9.5 4.2
Number of Traders in Each Category Total Traders: 34
4 11 0 11 0 . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 2,437,353
Positions
194,844 726,445 69,332 1,190,268 395,587 304,133 250,996 293,198 34,403 126,290 371,287 3,669 263,418 239,299
Changes from: September 28, 2021 Total Change is: -20,021
9,234 -8,751 -5,674 -1,365 22,515 -4,959 3,794 2,269 -7,683 -5,896 -15,098 10 -7,482 -2,650
Percent of Open Interest Represented by Each Category of Trader
8.0 29.8 2.8 48.8 16.2 12.5 10.3 12.0 1.4 5.2 15.2 0.2 10.8 9.8
Number of Traders in Each Category Total Traders: 531
33 34 20 162 82 103 73 86 53 32 29 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 28,072
Positions
9,846 24,642 13 13,476 481 0 1,060 2,006 104 0 0 0 3,573 826
Changes from: September 28, 2021 Total Change is: 3,162
379 2,949 13 3,778 0 0 8 187 6 0 0 0 -1,022 7
Percent of Open Interest Represented by Each Category of Trader
35.1 87.8 0.0 48.0 1.7 0.0 3.8 7.1 0.4 0.0 0.0 0.0 12.7 2.9
Number of Traders in Each Category Total Traders: 35
5 8 . 14 . 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 40,505
Positions
4,644 8,412 316 21,531 24,265 1,793 3,006 2,020 3 0 0 0 9,212 3,696
Changes from: September 28, 2021 Total Change is: -944
1,044 -2,721 -20 -1,596 1,781 271 -524 -115 0 0 0 0 -119 -140
Percent of Open Interest Represented by Each Category of Trader
11.5 20.8 0.8 53.2 59.9 4.4 7.4 5.0 0.0 0.0 0.0 0.0 22.7 9.1
Number of Traders in Each Category Total Traders: 65
5 5 . 27 18 11 6 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 445,599
Positions
99,023 32,631 2,807 209,870 175,481 44,201 45,897 119,115 6,487 8,112 45,210 56 29,146 19,611
Changes from: September 28, 2021 Total Change is: 13,025
147 1,237 -894 3,511 6,191 1,294 2,970 5,581 1,599 4,453 -350 -21 -34 -1,612
Percent of Open Interest Represented by Each Category of Trader
22.2 7.3 0.6 47.1 39.4 9.9 10.3 26.7 1.5 1.8 10.1 0.0 6.5 4.4
Number of Traders in Each Category Total Traders: 338
28 14 . 89 58 53 42 70 20 12 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 31,404
Positions
6,168 29,596 0 18,745 466 0 3,805 881 13 1,435 0 0 1,238 448
Changes from: September 28, 2021 Total Change is: 6,027
1,594 6,116 0 3,317 0 0 853 -6 0 0 0 0 263 -83
Percent of Open Interest Represented by Each Category of Trader
19.6 94.2 0.0 59.7 1.5 0.0 12.1 2.8 0.0 4.6 0.0 0.0 3.9 1.4
Number of Traders in Each Category Total Traders: 31
. 7 0 13 . 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 22,460
Positions
0 13,873 0 16,510 0 72 906 4,239 0 676 1,669 0 4,296 2,607
Changes from: September 28, 2021 Total Change is: 82
0 3,306 0 -421 0 64 676 -2,144 0 0 -882 0 -237 -262
Percent of Open Interest Represented by Each Category of Trader
0.0 61.8 0.0 73.5 0.0 0.3 4.0 18.9 0.0 3.0 7.4 0.0 19.1 11.6
Number of Traders in Each Category Total Traders: 28
0 4 0 15 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 56,302
Positions
18,247 2,243 835 11,213 4,436 698 15,128 13,460 852 2,534 2,569 0 6,795 31,209
Changes from: September 28, 2021 Total Change is: 7,948
5,714 -1,160 -7 632 601 -251 2,279 3,904 -11 -306 -3,387 0 -102 8,259
Percent of Open Interest Represented by Each Category of Trader
32.4 4.0 1.5 19.9 7.9 1.2 26.9 23.9 1.5 4.5 4.6 0.0 12.1 55.4
Number of Traders in Each Category Total Traders: 62
11 4 . 10 4 6 18 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 395,203
Positions
32,722 236,057 3,820 267,598 81,690 51,095 14,860 5,190 1,984 12,607 9,514 232 10,285 5,621
Changes from: September 28, 2021 Total Change is: 3,992
-824 1,095 347 2,056 -1,561 1,629 -1,064 -3,168 668 2,387 5,373 -3 -1,204 -388
Percent of Open Interest Represented by Each Category of Trader
8.3 59.7 1.0 67.7 20.7 12.9 3.8 1.3 0.5 3.2 2.4 0.1 2.6 1.4
Number of Traders in Each Category Total Traders: 186
10 13 6 76 45 41 22 10 6 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 1,100,635
Positions
96,320 519,061 6,578 675,359 345,006 112,042 120,478 71,539 6,958 57,398 23,152 1,340 24,162 14,959
Changes from: September 28, 2021 Total Change is: 25,419
-1,874 -5,021 -1,181 -12,497 39,090 -2,719 26,672 9,697 1,775 17,828 -14,537 114 -2,699 -1,799
Percent of Open Interest Represented by Each Category of Trader
8.8 47.2 0.6 61.4 31.3 10.2 10.9 6.5 0.6 5.2 2.1 0.1 2.2 1.4
Number of Traders in Each Category Total Traders: 406
30 17 11 148 84 86 52 35 22 28 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 244,024
Positions
31,381 173,802 47,541 17,075 7,397 2,656 131,902 330 12,073 1,123 177 0 273 48
Changes from: September 28, 2021 Total Change is: 132
639 115 421 -250 0 -64 -208 0 -329 -83 -40 0 6 29
Percent of Open Interest Represented by Each Category of Trader
12.9 71.2 19.5 7.0 3.0 1.1 54.1 0.1 4.9 0.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 87
11 23 15 13 . . 27 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 45,030
Positions
13,128 10,150 175 12,827 9,799 1,012 7,111 11,502 919 2,001 3,057 40 7,817 8,377
Changes from: September 28, 2021 Total Change is: -1,092
313 -262 -58 -1,064 835 91 -165 -933 22 157 -346 28 -415 -469
Percent of Open Interest Represented by Each Category of Trader
29.2 22.5 0.4 28.5 21.8 2.2 15.8 25.5 2.0 4.4 6.8 0.1 17.4 18.6
Number of Traders in Each Category Total Traders: 309
30 18 5 56 59 40 35 67 21 16 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 225,151
Positions
65,638 50,749 876 64,135 48,994 5,058 35,557 57,509 4,596 10,005 15,285 201 39,085 41,883
Changes from: September 28, 2021 Total Change is: -5,458
1,563 -1,311 -290 -5,318 4,176 457 -825 -4,665 109 783 -1,729 140 -2,077 -2,345
Percent of Open Interest Represented by Each Category of Trader
29.2 22.5 0.4 28.5 21.8 2.2 15.8 25.5 2.0 4.4 6.8 0.1 17.4 18.6
Number of Traders in Each Category Total Traders: 309
30 18 5 56 59 40 35 67 21 16 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 53,826
Positions
420 3,061 0 363 0 0 17,993 24,569 2,049 887 4,536 25 32,089 19,586
Changes from: September 28, 2021 Total Change is: -6,363
-1,609 2,021 0 -45 -707 0 1,495 -14,169 1,225 400 245 3 -7,832 5,019
Percent of Open Interest Represented by Each Category of Trader
0.8 5.7 0.0 0.7 0.0 0.0 33.4 45.6 3.8 1.6 8.4 0.0 59.6 36.4
Number of Traders in Each Category Total Traders: 28
. . 0 . 0 0 9 4 4 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 1,232,198
Positions
6,564 129,194 4,355 604,791 304,347 254,014 104,629 316,697 11,212 75,130 29,538 129 171,374 182,712
Changes from: September 28, 2021 Total Change is: -3,563
500 46 104 2,825 5,512 7,416 5,507 -9,888 267 -3,238 -11,022 0 -16,944 4,002
Percent of Open Interest Represented by Each Category of Trader
0.5 10.5 0.4 49.1 24.7 20.6 8.5 25.7 0.9 6.1 2.4 0.0 13.9 14.8
Number of Traders in Each Category Total Traders: 188
6 21 4 52 39 60 19 35 11 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 1,222,544
Positions
34,444 85,608 638 694,085 280,432 193,719 60,390 467,278 23,800 68,679 13,757 170 146,619 157,142
Changes from: September 28, 2021 Total Change is: -22,083
-508 -13,131 -40 8,226 9,314 -5,332 -6,857 -12,021 -7,302 -1,061 0 170 -9,379 6,259
Percent of Open Interest Represented by Each Category of Trader
2.8 7.0 0.1 56.8 22.9 15.8 4.9 38.2 1.9 5.6 1.1 0.0 12.0 12.9
Number of Traders in Each Category Total Traders: 157
4 8 . 71 29 62 9 25 12 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 1,773,474
Positions
59,314 97,396 28,197 677,147 554,801 322,398 408,998 445,763 47,224 93,664 129,950 471 136,061 147,274
Changes from: September 28, 2021 Total Change is: -72,958
-10,457 -3,357 4,896 -4,873 -2,043 -6,447 -33,149 -53,567 -6,313 -9,780 -10,044 -1,206 -5,629 5,123
Percent of Open Interest Represented by Each Category of Trader
3.3 5.5 1.6 38.2 31.3 18.2 23.1 25.1 2.7 5.3 7.3 0.0 7.7 8.3
Number of Traders in Each Category Total Traders: 301
17 32 10 87 51 77 40 42 25 15 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 4,063,952
Positions
188,351 203,019 28,602 1,434,196 1,439,474 827,998 1,032,713 494,749 112,469 143,094 327,069 6,832 289,697 623,740
Changes from: September 28, 2021 Total Change is: 8,839
-19,118 23,476 -14,394 44,578 -49,053 17,921 82,170 -12,491 -23,710 -50,462 51,108 -1,940 -26,206 17,922
Percent of Open Interest Represented by Each Category of Trader
4.6 5.0 0.7 35.3 35.4 20.4 25.4 12.2 2.8 3.5 8.0 0.2 7.1 15.3
Number of Traders in Each Category Total Traders: 432
20 36 8 80 118 115 54 83 43 16 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 1,450,958
Positions
98,308 28,643 8,556 428,462 504,941 172,698 554,762 352,050 17,922 59,856 80,175 307 110,087 285,666
Changes from: September 28, 2021 Total Change is: 1,771
-4,707 -676 1,533 -17,275 -23,279 9,621 29,496 8,783 4,992 -317 690 -387 -21,185 494
Percent of Open Interest Represented by Each Category of Trader
6.8 2.0 0.6 29.5 34.8 11.9 38.2 24.3 1.2 4.1 5.5 0.0 7.6 19.7
Number of Traders in Each Category Total Traders: 159
4 6 . 26 64 55 20 25 12 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 3,571,119
Positions
83,701 192,491 22,770 1,869,462 978,674 717,559 175,304 822,419 153,604 297,682 199,404 2,575 248,462 481,623
Changes from: September 28, 2021 Total Change is: -93,453
-14,509 8,305 1,159 485 13,306 31,090 -88,395 -207,311 13,944 -620 11,957 46 -36,653 34,051
Percent of Open Interest Represented by Each Category of Trader
2.3 5.4 0.6 52.3 27.4 20.1 4.9 23.0 4.3 8.3 5.6 0.1 7.0 13.5
Number of Traders in Each Category Total Traders: 336
13 30 8 83 78 85 30 70 31 11 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 1,112,644
Positions
346,807 201,873 356,942 44,480 4,385 13,539 78,375 244,354 248,363 0 7,420 2 24,136 35,766
Changes from: September 28, 2021 Total Change is: -62,237
-12,039 -14,668 -35,538 4,164 -1,284 -1,481 -4,912 644 -11,828 -700 2,272 -5,266 5,363 4,912
Percent of Open Interest Represented by Each Category of Trader
31.2 18.1 32.1 4.0 0.4 1.2 7.0 22.0 22.3 0.0 0.7 0.0 2.2 3.2
Number of Traders in Each Category Total Traders: 96
21 31 45 . 4 . 10 22 27 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 is12,461,197
Positions
3,322,762 1,559,622 1,764,581 566,532 1,615,728 1,058,645 2,003,609 2,435,950 2,911,767 71,209 116,683 167,625 594,467 830,596
Changes from: September 28, 2021 Total Change is: 145,529
132,244 14,999 -33,295 5,588 69,434 88,039 56,262 88,895 -88,862 -3,531 2,023 -2,113 -8,803 6,409
Percent of Open Interest Represented by Each Category of Trader
26.7 12.5 14.2 4.5 13.0 8.5 16.1 19.5 23.4 0.6 0.9 1.3 4.8 6.7
Number of Traders in Each Category Total Traders: 252
34 38 64 19 21 32 42 64 87 8 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 857,962
Positions
339,577 330,398 175,333 26,334 5,816 25,770 81,814 108,728 182,149 14,391 17,346 12,228 366 194
Changes from: September 28, 2021 Total Change is: 42,834
-6,889 35,652 5,474 7,352 -14,802 13,945 22,089 2,501 1,106 10 214 -269 16 -987
Percent of Open Interest Represented by Each Category of Trader
39.6 38.5 20.4 3.1 0.7 3.0 9.5 12.7 21.2 1.7 2.0 1.4 0.0 0.0
Number of Traders in Each Category Total Traders: 123
24 28 32 5 . . 18 22 36 5 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 161,491
Positions
53,169 37,559 19,686 9,838 2,528 796 35,707 58,794 40,709 488 248 1,009 89 162
Changes from: September 28, 2021 Total Change is: -25,880
-12,367 -10,751 -7,812 -2,028 -1,220 0 306 -1,813 -3,730 292 48 -523 -18 -79
Percent of Open Interest Represented by Each Category of Trader
32.9 23.3 12.2 6.1 1.6 0.5 22.1 36.4 25.2 0.3 0.2 0.6 0.1 0.1
Number of Traders in Each Category Total Traders: 75
16 15 13 . . . 14 21 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 163,370
Positions
1,050 51,944 0 1,470 1,824 0 8,148 50,283 58,640 94,062 627 0 0 52
Changes from: September 28, 2021 Total Change is: 2,609
0 -409 0 0 0 0 -1,292 -326 3,360 541 0 0 0 -16
Percent of Open Interest Represented by Each Category of Trader
0.6 31.8 0.0 0.9 1.1 0.0 5.0 30.8 35.9 57.6 0.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 30
. 8 0 . 4 0 . 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 8,886
Positions
503 533 78 487 399 9 1,710 5,994 865 3,472 210 4 1,758 794
Changes from: September 28, 2021 Total Change is: 1,847
24 389 -19 -72 -14 0 372 1,038 434 830 0 0 278 19
Percent of Open Interest Represented by Each Category of Trader
5.7 6.0 0.9 5.5 4.5 0.1 19.2 67.5 9.7 39.1 2.4 0.0 19.8 8.9
Number of Traders in Each Category Total Traders: 88
. 8 . 8 . . 23 29 10 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 36,142
Positions
3,195 0 0 105 0 0 15,014 28,709 5,392 7,897 899 32 4,507 1,110
Changes from: September 28, 2021 Total Change is: 9,719
2,973 0 0 -20 0 0 10,121 4,957 4,533 -7,898 366 -10 20 -127
Percent of Open Interest Represented by Each Category of Trader
8.8 0.0 0.0 0.3 0.0 0.0 41.5 79.4 14.9 21.8 2.5 0.1 12.5 3.1
Number of Traders in Each Category Total Traders: 95
. 0 0 . 0 0 13 6 . 60 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 4,736
Positions
244 91 36 0 12 38 1,242 3,892 166 1,511 53 40 1,459 408
Changes from: September 28, 2021 Total Change is: 440
32 49 -34 0 -73 0 80 536 -28 109 31 7 274 -48
Percent of Open Interest Represented by Each Category of Trader
5.2 1.9 0.8 0.0 0.3 0.8 26.2 82.2 3.5 31.9 1.1 0.8 30.8 8.6
Number of Traders in Each Category Total Traders: 54
. . . 0 . . 16 17 . 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 57,194
Positions
1,064 36,031 0 19,296 1,292 763 20,533 13,937 1,581 5,175 1,599 239 8,543 1,752
Changes from: September 28, 2021 Total Change is: 1,864
175 7,617 0 2,079 120 17 -1,826 -5,791 710 -742 -780 18 1,433 -47
Percent of Open Interest Represented by Each Category of Trader
1.9 63.0 0.0 33.7 2.3 1.3 35.9 24.4 2.8 9.0 2.8 0.4 14.9 3.1
Number of Traders in Each Category Total Traders: 134
. . 0 19 5 . 37 21 6 40 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 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 307,664
Positions
53,785 22,165 12,974 95,952 58,134 33,977 27,123 90,016 48,008 4,800 5,035 8,515 22,530 28,840
Changes from: September 28, 2021 Total Change is: -3,751
-922 -3,141 3,381 -5,187 -669 3,250 -1,814 -114 -3,496 464 -4,144 2,172 -1,599 -990
Percent of Open Interest Represented by Each Category of Trader
17.5 7.2 4.2 31.2 18.9 11.0 8.8 29.3 15.6 1.6 1.6 2.8 7.3 9.4
Number of Traders in Each Category Total Traders: 172
16 12 19 14 35 29 25 43 49 5 11 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 5, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 37,737
Positions
3,405 2,756 61 22,717 1,816 1,953 2,760 30,905 0 6,305 151 0 536 95
Changes from: September 28, 2021 Total Change is: 4,938
-235 -36 36 4,074 424 -378 1,463 4,827 0 -58 29 0 36 36
Percent of Open Interest Represented by Each Category of Trader
9.0 7.3 0.2 60.2 4.8 5.2 7.3 81.9 0.0 16.7 0.4 0.0 1.4 0.3
Number of Traders in Each Category Total Traders: 47
. . . 12 4 . 8 6 0 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 08, 2021