Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 223,422
Positions
13,336 127,394 7,071 67,912 14,452 7,709 46,408 27,734 16,797 18,984 1,670 21 45,185 20,574
Changes from: June 15, 2021 Total Change is: -43,893
9,504 -5,405 -41,289 -8,421 3,541 702 -1,238 -3,535 1,269 443 474 -14 -4,849 364
Percent of Open Interest Represented by Each Category of Trader
6.0 57.0 3.2 30.4 6.5 3.5 20.8 12.4 7.5 8.5 0.7 0.0 20.2 9.2
Number of Traders in Each Category Total Traders: 106
6 7 7 23 12 13 23 19 14 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 43,878
Positions
5,158 6,425 518 2,938 9,494 690 22,371 6,368 1,292 0 640 0 10,911 18,451
Changes from: June 15, 2021 Total Change is: 5,344
3,316 -163 125 -2,259 1,586 76 7,561 700 929 0 0 0 -4,405 2,091
Percent of Open Interest Represented by Each Category of Trader
11.8 14.6 1.2 6.7 21.6 1.6 51.0 14.5 2.9 0.0 1.5 0.0 24.9 42.1
Number of Traders in Each Category Total Traders: 49
5 . . 4 12 5 15 9 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 193,272
Positions
32,670 55,463 6,092 44,035 48,200 7,501 43,073 23,357 21,061 3,714 5,829 1,048 34,077 24,722
Changes from: June 15, 2021 Total Change is: 19,487
28,396 -774 1,072 -11,765 5,449 -919 732 4,727 6,364 365 -364 316 -5,074 3,616
Percent of Open Interest Represented by Each Category of Trader
16.9 28.7 3.2 22.8 24.9 3.9 22.3 12.1 10.9 1.9 3.0 0.5 17.6 12.8
Number of Traders in Each Category Total Traders: 117
7 6 8 19 25 16 30 19 18 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 206,944
Positions
91,392 554 4,086 42,592 63,587 6,826 32,184 78,497 11,170 700 1,745 88 17,905 40,391
Changes from: June 15, 2021 Total Change is: 35,556
25,893 475 535 -1,811 17,624 829 10,303 10,621 2,396 -700 1,148 83 -1,972 1,845
Percent of Open Interest Represented by Each Category of Trader
44.2 0.3 2.0 20.6 30.7 3.3 15.6 37.9 5.4 0.3 0.8 0.0 8.7 19.5
Number of Traders in Each Category Total Traders: 135
12 . 9 19 28 13 24 44 20 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 751,104
Positions
19,814 461,824 16,606 453,210 83,208 28,564 51,931 67,211 37,928 39,023 4,523 3,956 100,071 47,284
Changes from: June 15, 2021 Total Change is: 16,819
2,985 -42,231 5,440 -6,667 14,058 3,917 2,405 13,046 13,999 -4,031 -1,738 1,446 -2,674 8,883
Percent of Open Interest Represented by Each Category of Trader
2.6 61.5 2.2 60.3 11.1 3.8 6.9 8.9 5.0 5.2 0.6 0.5 13.3 6.3
Number of Traders in Each Category Total Traders: 307
11 15 11 114 35 55 41 45 29 31 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 28,494
Positions
0 9,567 0 11,432 3,784 2,584 485 4,655 1,196 800 0 0 11,997 6,708
Changes from: June 15, 2021 Total Change is: 196
0 13 0 -42 837 0 0 -1,233 0 0 0 0 238 579
Percent of Open Interest Represented by Each Category of Trader
0.0 33.6 0.0 40.1 13.3 9.1 1.7 16.3 4.2 2.8 0.0 0.0 42.1 23.5
Number of Traders in Each Category Total Traders: 22
0 . 0 11 4 7 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 22,145
Positions
1,013 1,195 0 7,040 12,847 2,269 2,275 1,545 0 0 888 87 9,461 3,314
Changes from: June 15, 2021 Total Change is: -3,726
-2,114 -3,443 -1,199 318 1,341 55 270 0 0 0 -22 22 -1,078 -480
Percent of Open Interest Represented by Each Category of Trader
4.6 5.4 0.0 31.8 58.0 10.2 10.3 7.0 0.0 0.0 4.0 0.4 42.7 15.0
Number of Traders in Each Category Total Traders: 24
. . 0 7 10 5 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 159,775
Positions
24,624 23,284 1,315 44,930 74,290 3,595 48,532 22,124 6,628 6,681 2,770 0 23,470 25,770
Changes from: June 15, 2021 Total Change is: 28,382
14,063 -1,428 -359 -6,624 9,746 1,704 17,715 8,002 2,519 3,032 1,619 0 -3,668 6,580
Percent of Open Interest Represented by Each Category of Trader
15.4 14.6 0.8 28.1 46.5 2.3 30.4 13.8 4.1 4.2 1.7 0.0 14.7 16.1
Number of Traders in Each Category Total Traders: 99
8 5 5 17 14 10 25 22 15 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 39,818
Positions
510 22,020 0 26,697 592 0 8,550 15,330 0 1,428 1,006 0 2,633 870
Changes from: June 15, 2021 Total Change is: -9,221
85 6,784 -8,811 1,412 375 0 -525 -5,554 -866 -258 236 -200 -58 -1,185
Percent of Open Interest Represented by Each Category of Trader
1.3 55.3 0.0 67.0 1.5 0.0 21.5 38.5 0.0 3.6 2.5 0.0 6.6 2.2
Number of Traders in Each Category Total Traders: 57
. 5 0 13 . 0 22 7 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 140,168
Positions
10,930 88,367 509 55,578 5,005 1,381 60,751 19,976 1,140 3,894 20,281 0 5,985 3,509
Changes from: June 15, 2021 Total Change is: -5,166
7,959 159 -267 -4,531 -1,751 390 -7,341 -2,759 84 -767 -1,368 0 -693 345
Percent of Open Interest Represented by Each Category of Trader
7.8 63.0 0.4 39.7 3.6 1.0 43.3 14.3 0.8 2.8 14.5 0.0 4.3 2.5
Number of Traders in Each Category Total Traders: 142
5 8 . 20 8 7 49 29 11 10 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 42,102
Positions
1,433 16,751 0 17,520 2,523 120 13,509 16,465 466 3,572 2,292 70 5,412 3,416
Changes from: June 15, 2021 Total Change is: 1,911
452 0 0 1,753 150 0 -987 715 207 -767 -587 70 1,183 1,357
Percent of Open Interest Represented by Each Category of Trader
3.4 39.8 0.0 41.6 6.0 0.3 32.1 39.1 1.1 8.5 5.4 0.2 12.9 8.1
Number of Traders in Each Category Total Traders: 75
4 . 0 14 4 . 18 14 . 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 39,375
Positions
8,048 14,611 41 5,041 5,752 887 20,157 12,526 558 0 1,196 20 4,623 3,784
Changes from: June 15, 2021 Total Change is: 1,357
4,603 309 41 -6,727 1,689 68 4,668 -1,055 56 -134 -82 0 -1,218 331
Percent of Open Interest Represented by Each Category of Trader
20.4 37.1 0.1 12.8 14.6 2.3 51.2 31.8 1.4 0.0 3.0 0.1 11.7 9.6
Number of Traders in Each Category Total Traders: 90
9 . . 14 10 5 31 18 9 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 18,239
Positions
2,684 4,890 0 9,426 2,539 0 4,184 9,051 0 597 150 0 1,348 1,609
Changes from: June 15, 2021 Total Change is: 737
122 0 0 2,604 -388 0 -1,541 998 0 -90 0 0 -358 127
Percent of Open Interest Represented by Each Category of Trader
14.7 26.8 0.0 51.7 13.9 0.0 22.9 49.6 0.0 3.3 0.8 0.0 7.4 8.8
Number of Traders in Each Category Total Traders: 41
. . 0 7 . 0 13 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 51,409
Positions
15,215 17,865 567 11,791 1,788 1,665 10,267 7,494 2,347 615 14,236 0 8,943 5,448
Changes from: June 15, 2021 Total Change is: -8,512
561 -2,978 -3,022 178 632 -700 -762 -4 -1,423 -124 -94 0 -3,221 -924
Percent of Open Interest Represented by Each Category of Trader
29.6 34.8 1.1 22.9 3.5 3.2 20.0 14.6 4.6 1.2 27.7 0.0 17.4 10.6
Number of Traders in Each Category Total Traders: 109
14 13 . 27 7 9 27 15 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 102,817
Positions
30,429 35,730 1,133 23,581 3,575 3,330 20,534 14,987 4,694 1,230 28,472 0 17,886 10,896
Changes from: June 15, 2021 Total Change is: -17,024
1,122 -5,955 -6,044 356 1,263 -1,400 -1,524 -7 -2,845 -247 -187 0 -6,442 -1,849
Percent of Open Interest Represented by Each Category of Trader
29.6 34.8 1.1 22.9 3.5 3.2 20.0 14.6 4.6 1.2 27.7 0.0 17.4 10.6
Number of Traders in Each Category Total Traders: 109
14 13 . 27 7 9 27 15 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 37,848
Positions
1,382 33,891 0 31,373 0 793 1,674 2,637 0 0 0 0 2,626 527
Changes from: June 15, 2021 Total Change is: -904
-1,529 6,943 -6,625 7,343 0 47 -476 -693 -34 0 0 0 370 -542
Percent of Open Interest Represented by Each Category of Trader
3.7 89.5 0.0 82.9 0.0 2.1 4.4 7.0 0.0 0.0 0.0 0.0 6.9 1.4
Number of Traders in Each Category Total Traders: 33
. 8 0 16 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 620,447
Positions
32,981 153,387 40,723 274,825 82,033 56,389 33,145 67,541 88,169 23,602 66,240 2,719 67,895 63,246
Changes from: June 15, 2021 Total Change is: -164,866
-7,221 -12,808 -52,811 1,423 410 -9,239 -18,034 -8,469 -48,810 3,629 -2,941 -2,540 -31,262 -27,657
Percent of Open Interest Represented by Each Category of Trader
5.3 24.7 6.6 44.3 13.2 9.1 5.3 10.9 14.2 3.8 10.7 0.4 10.9 10.2
Number of Traders in Each Category Total Traders: 556
32 28 34 173 81 116 66 99 102 43 34 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 20,457
Positions
3,548 0 128 0 0 0 838 4,759 8,143 100 0 0 7,699 7,426
Changes from: June 15, 2021 Total Change is: -38,204
-12,724 -12,199 -322 0 0 0 -23,085 43 -695 99 -801 0 -1,477 -24,230
Percent of Open Interest Represented by Each Category of Trader
17.3 0.0 0.6 0.0 0.0 0.0 4.1 23.3 39.8 0.5 0.0 0.0 37.6 36.3
Number of Traders in Each Category Total Traders: 23
. 0 . 0 0 0 6 12 15 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 22,703
Positions
4,722 19,511 31 13,312 0 0 1,199 1,791 259 0 0 0 3,180 1,111
Changes from: June 15, 2021 Total Change is: -22,349
-10,486 -12,481 -8,797 862 0 -595 -1,567 -158 -410 0 0 0 -1,356 92
Percent of Open Interest Represented by Each Category of Trader
20.8 85.9 0.1 58.6 0.0 0.0 5.3 7.9 1.1 0.0 0.0 0.0 14.0 4.9
Number of Traders in Each Category Total Traders: 29
4 7 . 11 0 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 2,999,952
Positions
164,903 784,676 185,235 1,374,125 410,166 281,946 176,648 329,022 385,011 118,009 331,698 13,095 300,982 279,104
Changes from: June 15, 2021 Total Change is: -633,310
-44,371 -74,934 -190,558 7,115 2,048 -46,196 -84,981 -152,795 -130,341 18,152 -10,202 -13,201 -148,927 -17,130
Percent of Open Interest Represented by Each Category of Trader
5.5 26.2 6.2 45.8 13.7 9.4 5.9 11.0 12.8 3.9 11.1 0.4 10.0 9.3
Number of Traders in Each Category Total Traders: 552
32 28 32 173 81 116 67 94 97 43 34 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 43,548
Positions
2,310 40,849 0 34,975 337 225 1,711 388 261 0 0 0 4,066 1,488
Changes from: June 15, 2021 Total Change is: -17,887
-1,270 -8,099 -8,042 -5,713 0 99 -1,362 -772 -1,035 0 0 0 -564 -38
Percent of Open Interest Represented by Each Category of Trader
5.3 93.8 0.0 80.3 0.8 0.5 3.9 0.9 0.6 0.0 0.0 0.0 9.3 3.4
Number of Traders in Each Category Total Traders: 39
4 9 0 18 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 18,980
Positions
665 18,035 0 13,455 38 313 1,424 0 0 0 0 0 3,123 594
Changes from: June 15, 2021 Total Change is: -2,036
-1,996 -528 -1,465 1,425 0 0 250 0 0 0 0 0 -250 -43
Percent of Open Interest Represented by Each Category of Trader
3.5 95.0 0.0 70.9 0.2 1.6 7.5 0.0 0.0 0.0 0.0 0.0 16.5 3.1
Number of Traders in Each Category Total Traders: 20
. 7 0 7 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 43,879
Positions
3,893 13,513 148 26,374 21,152 2,304 2,152 2,194 18 0 0 0 8,990 4,550
Changes from: June 15, 2021 Total Change is: -9,517
-696 -1,740 -6,468 -654 407 -852 -877 -618 -83 0 0 0 113 -163
Percent of Open Interest Represented by Each Category of Trader
8.9 30.8 0.3 60.1 48.2 5.3 4.9 5.0 0.0 0.0 0.0 0.0 20.5 10.4
Number of Traders in Each Category Total Traders: 64
. 9 . 27 15 10 6 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 420,861
Positions
85,346 62,358 4,043 214,453 149,218 37,418 39,185 84,915 8,534 5,185 52,568 169 26,528 21,639
Changes from: June 15, 2021 Total Change is: -84,438
-28,403 -21,108 -41,421 -1,705 -1,486 -4,588 136 -9,548 -4,507 -437 1,029 -357 -3,155 -2,451
Percent of Open Interest Represented by Each Category of Trader
20.3 14.8 1.0 51.0 35.5 8.9 9.3 20.2 2.0 1.2 12.5 0.0 6.3 5.1
Number of Traders in Each Category Total Traders: 322
28 13 . 88 46 50 41 73 27 9 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 33,215
Positions
5,656 31,531 0 23,983 482 0 1,273 695 21 0 0 0 2,282 486
Changes from: June 15, 2021 Total Change is: -9,204
-1,318 -3,091 -6,055 -120 0 0 -1,345 258 21 0 0 0 -387 -337
Percent of Open Interest Represented by Each Category of Trader
17.0 94.9 0.0 72.2 1.5 0.0 3.8 2.1 0.1 0.0 0.0 0.0 6.9 1.5
Number of Traders in Each Category Total Traders: 27
. 8 0 14 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 15,977
Positions
275 3,227 0 10,377 221 12 230 5,219 0 1,118 2,214 0 3,965 5,084
Changes from: June 15, 2021 Total Change is: 249
275 316 0 -2 221 0 -201 58 0 -1 -27 0 178 -319
Percent of Open Interest Represented by Each Category of Trader
1.7 20.2 0.0 64.9 1.4 0.1 1.4 32.7 0.0 7.0 13.9 0.0 24.8 31.8
Number of Traders in Each Category Total Traders: 23
. . 0 11 . . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 42,653
Positions
6,623 3,176 309 9,632 3,494 494 17,385 4,121 73 2,007 1,783 0 6,130 29,203
Changes from: June 15, 2021 Total Change is: -402
586 301 -16 -1,419 357 9 2,061 -2,040 69 -18 -486 0 -1,674 1,404
Percent of Open Interest Represented by Each Category of Trader
15.5 7.4 0.7 22.6 8.2 1.2 40.8 9.7 0.2 4.7 4.2 0.0 14.4 68.5
Number of Traders in Each Category Total Traders: 50
6 5 . 12 4 4 13 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 410,709
Positions
32,163 260,623 8,725 275,198 64,428 58,366 17,679 10,097 929 5,993 3,654 49 11,607 3,838
Changes from: June 15, 2021 Total Change is: -48,240
6,653 22,092 -59,286 7,882 431 324 178 -3,542 -3,684 -461 -5,114 0 154 539
Percent of Open Interest Represented by Each Category of Trader
7.8 63.5 2.1 67.0 15.7 14.2 4.3 2.5 0.2 1.5 0.9 0.0 2.8 0.9
Number of Traders in Each Category Total Traders: 183
17 11 9 79 35 43 21 11 6 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 1,017,644
Positions
84,857 499,320 3,793 640,512 276,905 109,831 84,184 40,703 6,553 36,136 46,125 8,525 43,253 25,889
Changes from: June 15, 2021 Total Change is: -331,697
-19,012 -65,178 -191,477 -30,215 8,467 -12,492 -8,038 695 -10,998 -2,546 -12,950 -4,755 -52,164 -43,009
Percent of Open Interest Represented by Each Category of Trader
8.3 49.1 0.4 62.9 27.2 10.8 8.3 4.0 0.6 3.6 4.5 0.8 4.3 2.5
Number of Traders in Each Category Total Traders: 399
28 18 8 167 62 86 56 29 27 27 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 208,163
Positions
39,027 161,874 27,345 15,896 6,897 2,781 113,293 585 8,411 1,155 157 1 254 112
Changes from: June 15, 2021 Total Change is: 337
94 210 -87 70 0 0 278 159 0 534 20 1 -553 34
Percent of Open Interest Represented by Each Category of Trader
18.7 77.8 13.1 7.6 3.3 1.3 54.4 0.3 4.0 0.6 0.1 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 86
10 19 16 13 . . 30 . . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 50,157
Positions
10,347 6,660 620 11,017 10,244 1,355 12,463 13,323 4,861 1,806 3,130 299 7,388 9,664
Changes from: June 15, 2021 Total Change is: -14,225
-3,543 -363 -4,280 -723 -876 -712 -918 -3,098 -3,344 431 -158 -42 -1,094 -1,352
Percent of Open Interest Represented by Each Category of Trader
20.6 13.3 1.2 22.0 20.4 2.7 24.8 26.6 9.7 3.6 6.2 0.6 14.7 19.3
Number of Traders in Each Category Total Traders: 312
20 25 12 55 49 38 45 67 36 19 31 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 250,785
Positions
51,736 33,300 3,098 55,086 51,219 6,777 62,317 66,615 24,305 9,029 15,651 1,497 36,939 48,322
Changes from: June 15, 2021 Total Change is: -71,127
-17,713 -1,816 -21,402 -3,615 -4,379 -3,560 -4,588 -15,490 -16,722 2,154 -788 -212 -5,470 -6,759
Percent of Open Interest Represented by Each Category of Trader
20.6 13.3 1.2 22.0 20.4 2.7 24.8 26.6 9.7 3.6 6.2 0.6 14.7 19.3
Number of Traders in Each Category Total Traders: 312
20 25 12 55 49 38 45 67 36 19 31 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 37,930
Positions
840 0 0 340 259 0 8,356 5,174 897 2,490 1,969 110 24,897 29,521
Changes from: June 15, 2021 Total Change is: -125,608
840 -27,409 -122 12 259 0 -68,801 -92,234 -7,381 1,840 -2,302 -849 -51,147 4,430
Percent of Open Interest Represented by Each Category of Trader
2.2 0.0 0.0 0.9 0.7 0.0 22.0 13.6 2.4 6.6 5.2 0.3 65.6 77.8
Number of Traders in Each Category Total Traders: 20
. 0 0 . . 0 7 . 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 1,402,306
Positions
4,448 104,488 42,676 560,397 317,337 297,263 58,876 252,452 135,852 109,282 39,007 11,151 182,362 202,081
Changes from: June 15, 2021 Total Change is: 21,532
-2,020 -18,906 11,483 -39,484 2,986 23,510 3,708 7,024 18,257 5,873 -3,354 -1,363 1,568 -18,106
Percent of Open Interest Represented by Each Category of Trader
0.3 7.5 3.0 40.0 22.6 21.2 4.2 18.0 9.7 7.8 2.8 0.8 13.0 14.4
Number of Traders in Each Category Total Traders: 208
8 21 23 53 41 60 15 49 42 13 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 1,198,844
Positions
18,894 107,259 270 676,071 286,941 205,207 67,881 411,455 15,602 71,443 25,308 0 143,476 146,802
Changes from: June 15, 2021 Total Change is: -17,508
-1,355 1,029 -976 -21,417 -14,502 -290 -1,750 -48 1,333 5,547 3,148 0 1,400 -7,202
Percent of Open Interest Represented by Each Category of Trader
1.6 8.9 0.0 56.4 23.9 17.1 5.7 34.3 1.3 6.0 2.1 0.0 12.0 12.2
Number of Traders in Each Category Total Traders: 157
. 12 . 70 27 58 7 26 9 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 2,056,594
Positions
82,651 108,984 21,810 883,080 473,159 305,861 410,849 816,227 74,628 136,163 127,195 1,240 140,312 127,489
Changes from: June 15, 2021 Total Change is: -69,758
3,245 -15,075 -1,329 -56,528 37,720 17,826 -11,314 -179,261 14,180 -15,242 48,375 26 -20,622 7,780
Percent of Open Interest Represented by Each Category of Trader
4.0 5.3 1.1 42.9 23.0 14.9 20.0 39.7 3.6 6.6 6.2 0.1 6.8 6.2
Number of Traders in Each Category Total Traders: 313
15 31 8 94 38 74 50 50 31 20 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 5,077,291
Positions
168,932 267,880 150,754 1,588,460 1,568,925 854,870 1,139,118 676,207 558,727 183,607 296,674 111,840 320,983 591,414
Changes from: June 15, 2021 Total Change is: -177,107
3,939 6,994 10,796 4,786 -80,458 -1,604 -89,552 -62,717 -52,869 -45,713 -3,776 8,817 -15,705 -2,289
Percent of Open Interest Represented by Each Category of Trader
3.3 5.3 3.0 31.3 30.9 16.8 22.4 13.3 11.0 3.6 5.8 2.2 6.3 11.6
Number of Traders in Each Category Total Traders: 468
24 42 45 78 115 116 60 96 96 21 32 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 1,518,047
Positions
108,833 22,132 2,526 484,275 656,714 174,739 565,312 297,344 6,442 59,618 87,498 792 115,510 269,860
Changes from: June 15, 2021 Total Change is: -38,171
3,270 -1,542 -3,396 -8,516 2,123 2,354 -7,100 -12,739 -19,118 -9,980 -6,269 87 4,228 329
Percent of Open Interest Represented by Each Category of Trader
7.2 1.5 0.2 31.9 43.3 11.5 37.2 19.6 0.4 3.9 5.8 0.1 7.6 17.8
Number of Traders in Each Category Total Traders: 159
9 6 4 21 65 49 27 15 10 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 3,843,681
Positions
55,016 144,509 51,495 1,764,957 1,134,520 660,274 388,826 808,984 383,308 234,739 208,907 28,920 276,146 422,764
Changes from: June 15, 2021 Total Change is: -5,952
-3,358 -6,045 849 -18,916 24,758 16 -7,646 -126,038 78,487 -29,166 -20,228 13,482 -39,699 28,769
Percent of Open Interest Represented by Each Category of Trader
1.4 3.8 1.3 45.9 29.5 17.2 10.1 21.0 10.0 6.1 5.4 0.8 7.2 11.0
Number of Traders in Each Category Total Traders: 328
17 24 23 78 66 80 41 66 58 11 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 1,072,201
Positions
320,230 171,414 335,842 15,546 6,587 7,023 129,144 278,881 234,600 600 5,565 0 29,216 32,289
Changes from: June 15, 2021 Total Change is: 23,347
-96,622 1,127 75,912 2,046 1,385 45 54,694 -35,636 -16,212 -1 -1,321 -2,473 5,958 520
Percent of Open Interest Represented by Each Category of Trader
29.9 16.0 31.3 1.4 0.6 0.7 12.0 26.0 21.9 0.1 0.5 0.0 2.7 3.0
Number of Traders in Each Category Total Traders: 103
20 34 47 . . 4 23 15 31 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 is22,596,944
Positions
2,797,235 1,615,028 3,411,690 543,053 1,411,436 1,538,852 1,551,771 1,365,500 11,837,164 27,755 304,244 241,400 648,024 871,630
Changes from: June 15, 2021 Total Change is: 884,186
-92,675 96,356 386,867 -61,727 120,253 22,050 288,465 -60,722 392,536 -9,526 -105,129 23,909 -65,712 8,067
Percent of Open Interest Represented by Each Category of Trader
12.4 7.1 15.1 2.4 6.2 6.8 6.9 6.0 52.4 0.1 1.3 1.1 2.9 3.9
Number of Traders in Each Category Total Traders: 297
35 40 72 23 20 29 56 77 112 6 34 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 588,980
Positions
121,752 140,736 174,125 14,568 6,617 6,343 133,243 121,804 133,038 650 981 5,221 40 115
Changes from: June 15, 2021 Total Change is: -11,120
15,361 -7,501 -18,247 -517 -2,028 2,706 -8,620 16,984 -177 -2,028 -3,264 432 -31 -26
Percent of Open Interest Represented by Each Category of Trader
20.7 23.9 29.6 2.5 1.1 1.1 22.6 20.7 22.6 0.1 0.2 0.9 0.0 0.0
Number of Traders in Each Category Total Traders: 109
21 22 24 . 4 . 18 27 34 7 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 214,157
Positions
32,259 77,726 31,350 4,791 7,383 2,464 76,413 34,143 59,530 6,174 348 1,139 37 74
Changes from: June 15, 2021 Total Change is: -1,132
2,954 4,935 2,294 -321 -1,503 208 -13,811 -14,855 8,357 -165 95 -631 -17 -32
Percent of Open Interest Represented by Each Category of Trader
15.1 36.3 14.6 2.2 3.4 1.2 35.7 15.9 27.8 2.9 0.2 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 89
11 20 14 . 5 . 15 29 25 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 90,771
Positions
1,050 24,794 0 1,469 2,294 0 1,519 40,681 22,422 64,258 500 0 53 80
Changes from: June 15, 2021 Total Change is: 9,083
0 4,724 0 0 125 0 91 89 4,143 4,830 0 0 19 2
Percent of Open Interest Represented by Each Category of Trader
1.2 27.3 0.0 1.6 2.5 0.0 1.7 44.8 24.7 70.8 0.6 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 25
. 7 0 . 4 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 8,344
Positions
255 145 81 430 739 0 2,624 4,946 716 1,910 429 305 2,022 982
Changes from: June 15, 2021 Total Change is: 521
28 -8 31 -90 110 -5 15 -147 58 306 184 118 61 180
Percent of Open Interest Represented by Each Category of Trader
3.1 1.7 1.0 5.2 8.9 0.0 31.5 59.3 8.6 22.9 5.1 3.7 24.2 11.8
Number of Traders in Each Category Total Traders: 72
. . . 4 4 0 20 24 13 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 28,720
Positions
214 1,273 0 60 0 0 9,516 10,915 10,379 2,570 4,988 112 5,869 1,053
Changes from: June 15, 2021 Total Change is: 10,490
214 712 0 -150 0 0 7,523 5,216 2,327 -243 3,063 -677 1,496 -151
Percent of Open Interest Represented by Each Category of Trader
0.7 4.4 0.0 0.2 0.0 0.0 33.1 38.0 36.1 8.9 17.4 0.4 20.4 3.7
Number of Traders in Each Category Total Traders: 82
. . 0 . 0 0 8 10 8 49 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 2,896
Positions
53 78 33 0 126 0 1,174 2,217 54 477 78 0 1,105 310
Changes from: June 15, 2021 Total Change is: -574
26 15 33 0 51 0 -274 -503 12 -135 47 -113 -123 -116
Percent of Open Interest Represented by Each Category of Trader
1.8 2.7 1.1 0.0 4.4 0.0 40.5 76.6 1.9 16.5 2.7 0.0 38.2 10.7
Number of Traders in Each Category Total Traders: 41
. . . 0 . 0 11 15 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 34,660
Positions
1,435 3,554 2 11,845 5,778 1,076 8,955 20,141 717 3,388 368 51 7,190 2,972
Changes from: June 15, 2021 Total Change is: -2,822
-866 -60 1 905 -5,254 95 -544 2,847 -507 -2,537 -151 25 606 182
Percent of Open Interest Represented by Each Category of Trader
4.1 10.3 0.0 34.2 16.7 3.1 25.8 58.1 2.1 9.8 1.1 0.1 20.7 8.6
Number of Traders in Each Category Total Traders: 102
. . . 11 7 . 18 26 4 30 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 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 317,297
Positions
52,570 17,176 10,480 101,259 82,086 34,553 31,151 86,342 53,257 7,522 2,727 4,249 22,256 26,427
Changes from: June 15, 2021 Total Change is: -39,506
-4,300 -4,848 -3,616 -7,693 -7,268 -157 -9,521 -8,772 -9,047 712 -206 -6,572 688 980
Percent of Open Interest Represented by Each Category of Trader
16.6 5.4 3.3 31.9 25.9 10.9 9.8 27.2 16.8 2.4 0.9 1.3 7.0 8.3
Number of Traders in Each Category Total Traders: 161
12 11 18 13 33 22 28 46 47 4 7 7
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Traders in Financial Futures - Options and Futures Combined Positions as of June 22, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 46,173
Positions
4,205 7,976 25 38,300 2,251 0 468 35,791 0 2,446 27 0 729 103
Changes from: June 15, 2021 Total Change is: -8,173
-108 -2,683 -1,162 1,179 1,048 0 -946 1,623 -6,999 984 27 -2 -1,119 -25
Percent of Open Interest Represented by Each Category of Trader
9.1 17.3 0.1 82.9 4.9 0.0 1.0 77.5 0.0 5.3 0.1 0.0 1.6 0.2
Number of Traders in Each Category Total Traders: 49
. 4 . 13 4 0 4 7 0 13 . 0
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Updated June 25, 2021