Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 218,547
Positions
8,754 130,873 6,784 66,225 10,760 8,399 48,274 24,270 15,819 18,291 2,211 25 45,977 19,405
Changes from: June 22, 2021 Total Change is: -4,875
-4,582 3,479 -287 -1,687 -3,692 690 1,866 -3,465 -977 -693 541 4 791 -1,168
Percent of Open Interest Represented by Each Category of Trader
4.0 59.9 3.1 30.3 4.9 3.8 22.1 11.1 7.2 8.4 1.0 0.0 21.0 8.9
Number of Traders in Each Category Total Traders: 105
4 8 7 25 10 12 25 18 14 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 45,381
Positions
7,635 6,477 928 2,589 10,300 525 21,010 5,903 1,582 0 642 0 11,112 19,024
Changes from: June 22, 2021 Total Change is: 1,503
2,477 52 410 -349 806 -165 -1,361 -465 291 0 2 0 201 573
Percent of Open Interest Represented by Each Category of Trader
16.8 14.3 2.0 5.7 22.7 1.2 46.3 13.0 3.5 0.0 1.4 0.0 24.5 41.9
Number of Traders in Each Category Total Traders: 47
6 . . . 13 4 13 8 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 192,815
Positions
28,994 54,708 6,758 44,949 47,046 7,133 42,861 25,855 21,264 4,008 5,864 1,036 35,812 23,152
Changes from: June 22, 2021 Total Change is: -457
-3,676 -755 665 914 -1,154 -367 -212 2,499 203 294 35 -12 1,734 -1,570
Percent of Open Interest Represented by Each Category of Trader
15.0 28.4 3.5 23.3 24.4 3.7 22.2 13.4 11.0 2.1 3.0 0.5 18.6 12.0
Number of Traders in Each Category Total Traders: 120
5 7 7 20 25 17 28 23 21 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 212,118
Positions
101,920 659 3,161 42,668 68,219 6,843 26,199 78,879 10,909 702 1,722 62 19,653 41,663
Changes from: June 22, 2021 Total Change is: 5,174
10,528 105 -925 76 4,632 17 -5,985 382 -261 2 -23 -26 1,748 1,272
Percent of Open Interest Represented by Each Category of Trader
48.0 0.3 1.5 20.1 32.2 3.2 12.4 37.2 5.1 0.3 0.8 0.0 9.3 19.6
Number of Traders in Each Category Total Traders: 132
12 . 9 20 27 15 20 43 17 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 759,123
Positions
21,244 460,038 18,300 454,437 84,085 30,237 49,870 64,888 39,025 40,952 6,554 3,917 101,140 52,077
Changes from: June 22, 2021 Total Change is: 8,019
1,430 -1,786 1,693 1,227 877 1,673 -2,061 -2,322 1,096 1,929 2,032 -38 1,069 4,794
Percent of Open Interest Represented by Each Category of Trader
2.8 60.6 2.4 59.9 11.1 4.0 6.6 8.5 5.1 5.4 0.9 0.5 13.3 6.9
Number of Traders in Each Category Total Traders: 314
12 15 11 115 36 54 42 48 31 32 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 28,766
Positions
0 9,567 0 10,957 4,197 2,684 479 4,762 1,196 800 0 0 12,650 6,360
Changes from: June 22, 2021 Total Change is: 272
0 0 0 -475 413 100 -6 107 0 0 0 0 653 -348
Percent of Open Interest Represented by Each Category of Trader
0.0 33.3 0.0 38.1 14.6 9.3 1.7 16.6 4.2 2.8 0.0 0.0 44.0 22.1
Number of Traders in Each Category Total Traders: 23
0 . 0 11 5 7 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 23,497
Positions
1,444 1,193 0 7,028 14,097 2,251 3,567 1,545 0 0 975 0 9,207 3,436
Changes from: June 22, 2021 Total Change is: 1,352
431 -2 0 -12 1,250 -18 1,292 0 0 0 87 -87 -254 122
Percent of Open Interest Represented by Each Category of Trader
6.1 5.1 0.0 29.9 60.0 9.6 15.2 6.6 0.0 0.0 4.1 0.0 39.2 14.6
Number of Traders in Each Category Total Traders: 26
. . 0 7 10 5 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 152,153
Positions
22,216 22,611 1,583 44,686 74,120 4,199 41,311 16,922 6,510 5,536 2,425 0 26,112 23,783
Changes from: June 22, 2021 Total Change is: -7,622
-2,408 -673 269 -244 -169 603 -7,221 -5,202 -118 -1,145 -344 0 2,642 -1,987
Percent of Open Interest Represented by Each Category of Trader
14.6 14.9 1.0 29.4 48.7 2.8 27.2 11.1 4.3 3.6 1.6 0.0 17.2 15.6
Number of Traders in Each Category Total Traders: 95
8 5 6 16 16 11 25 19 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 44,362
Positions
451 22,298 0 30,822 0 0 8,511 19,901 0 1,449 903 95 3,034 1,165
Changes from: June 22, 2021 Total Change is: 4,544
-59 278 0 4,125 -592 0 -39 4,571 0 21 -103 95 401 295
Percent of Open Interest Represented by Each Category of Trader
1.0 50.3 0.0 69.5 0.0 0.0 19.2 44.9 0.0 3.3 2.0 0.2 6.8 2.6
Number of Traders in Each Category Total Traders: 58
. 5 0 16 0 0 22 8 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 144,662
Positions
2,890 90,627 507 63,051 7,951 1,107 63,769 18,773 951 4,595 21,448 0 7,792 3,298
Changes from: June 22, 2021 Total Change is: 4,494
-8,040 2,260 -3 7,473 2,946 -274 3,018 -1,203 -189 701 1,167 0 1,807 -210
Percent of Open Interest Represented by Each Category of Trader
2.0 62.6 0.4 43.6 5.5 0.8 44.1 13.0 0.7 3.2 14.8 0.0 5.4 2.3
Number of Traders in Each Category Total Traders: 147
4 7 . 24 7 5 55 26 10 13 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 47,731
Positions
981 16,751 1,548 16,715 3,545 0 18,490 19,914 1,524 3,997 2,740 102 4,374 1,607
Changes from: June 22, 2021 Total Change is: 5,629
-452 0 1,548 -805 1,022 -120 4,981 3,449 1,058 425 448 32 -1,038 -1,809
Percent of Open Interest Represented by Each Category of Trader
2.1 35.1 3.2 35.0 7.4 0.0 38.7 41.7 3.2 8.4 5.7 0.2 9.2 3.4
Number of Traders in Each Category Total Traders: 76
. . . 14 6 0 21 12 . 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 41,435
Positions
8,831 15,372 37 4,863 7,011 1,090 20,951 12,633 770 343 768 20 4,530 3,734
Changes from: June 22, 2021 Total Change is: 2,060
783 761 -4 -178 1,259 203 794 107 212 343 -428 0 -93 -50
Percent of Open Interest Represented by Each Category of Trader
21.3 37.1 0.1 11.7 16.9 2.6 50.6 30.5 1.9 0.8 1.9 0.0 10.9 9.0
Number of Traders in Each Category Total Traders: 85
7 4 . 15 9 5 28 16 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 17,995
Positions
2,684 4,900 0 9,157 2,422 86 3,449 9,262 0 1,037 0 0 1,582 1,325
Changes from: June 22, 2021 Total Change is: -244
0 10 0 -269 -117 86 -735 211 0 440 -150 0 234 -284
Percent of Open Interest Represented by Each Category of Trader
14.9 27.2 0.0 50.9 13.5 0.5 19.2 51.5 0.0 5.8 0.0 0.0 8.8 7.4
Number of Traders in Each Category Total Traders: 37
. . 0 8 . . 10 12 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 52,926
Positions
13,900 23,017 586 16,306 2,147 368 10,756 6,022 1,372 616 14,236 0 9,023 5,179
Changes from: June 22, 2021 Total Change is: 1,518
-1,315 5,152 20 4,515 360 -1,298 489 -1,472 -975 1 0 0 80 -269
Percent of Open Interest Represented by Each Category of Trader
26.3 43.5 1.1 30.8 4.1 0.7 20.3 11.4 2.6 1.2 26.9 0.0 17.0 9.8
Number of Traders in Each Category Total Traders: 110
12 14 . 28 7 7 25 18 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 105,852
Positions
27,800 46,034 1,172 32,611 4,294 735 21,511 12,043 2,744 1,232 28,472 0 18,046 10,358
Changes from: June 22, 2021 Total Change is: 3,035
-2,629 10,304 39 9,030 719 -2,595 977 -2,944 -1,950 2 0 0 161 -538
Percent of Open Interest Represented by Each Category of Trader
26.3 43.5 1.1 30.8 4.1 0.7 20.3 11.4 2.6 1.2 26.9 0.0 17.0 9.8
Number of Traders in Each Category Total Traders: 110
12 14 . 28 7 7 25 18 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 40,871
Positions
1,536 35,496 0 33,247 0 819 2,383 4,188 0 0 0 0 2,886 368
Changes from: June 22, 2021 Total Change is: 3,023
154 1,605 0 1,874 0 26 709 1,551 0 0 0 0 260 -159
Percent of Open Interest Represented by Each Category of Trader
3.8 86.8 0.0 81.3 0.0 2.0 5.8 10.2 0.0 0.0 0.0 0.0 7.1 0.9
Number of Traders in Each Category Total Traders: 35
. 9 0 17 0 . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 631,997
Positions
33,953 149,442 43,030 269,727 77,218 57,085 37,403 75,286 93,848 22,839 65,677 3,534 70,577 66,876
Changes from: June 22, 2021 Total Change is: 11,550
972 -3,945 2,306 -5,098 -4,816 696 4,259 7,746 5,679 -763 -562 815 2,682 3,630
Percent of Open Interest Represented by Each Category of Trader
5.4 23.6 6.8 42.7 12.2 9.0 5.9 11.9 14.8 3.6 10.4 0.6 11.2 10.6
Number of Traders in Each Category Total Traders: 563
35 28 37 168 83 117 71 101 103 46 31 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 26,066
Positions
6,021 0 125 0 0 0 4,088 6,562 8,131 100 0 0 7,600 11,247
Changes from: June 22, 2021 Total Change is: 5,609
2,473 0 -3 0 0 0 3,250 1,803 -12 0 0 0 -98 3,822
Percent of Open Interest Represented by Each Category of Trader
23.1 0.0 0.5 0.0 0.0 0.0 15.7 25.2 31.2 0.4 0.0 0.0 29.2 43.1
Number of Traders in Each Category Total Traders: 23
4 0 . 0 0 0 5 12 16 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 24,056
Positions
2,817 19,527 0 17,060 4,055 0 2,388 0 0 0 0 0 1,791 474
Changes from: June 22, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.7 81.2 0.0 70.9 16.9 0.0 9.9 0.0 0.0 0.0 0.0 0.0 7.4 2.0
Number of Traders in Each Category Total Traders: 20
. 8 0 4 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 23,057
Positions
4,663 19,490 0 13,492 0 0 1,498 2,091 259 0 0 0 3,145 1,217
Changes from: June 22, 2021 Total Change is: 354
-59 -21 -31 180 0 0 299 300 0 0 0 0 -35 106
Percent of Open Interest Represented by Each Category of Trader
20.2 84.5 0.0 58.5 0.0 0.0 6.5 9.1 1.1 0.0 0.0 0.0 13.6 5.3
Number of Traders in Each Category Total Traders: 31
4 7 0 11 0 0 5 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 3,029,655
Positions
169,763 777,319 184,417 1,348,636 386,088 285,426 198,351 375,395 396,811 114,197 328,887 17,169 314,885 278,143
Changes from: June 22, 2021 Total Change is: 29,703
4,861 -7,357 -818 -25,489 -24,078 3,480 21,703 46,373 11,800 -3,811 -2,811 4,075 13,903 -961
Percent of Open Interest Represented by Each Category of Trader
5.6 25.7 6.1 44.5 12.7 9.4 6.5 12.4 13.1 3.8 10.9 0.6 10.4 9.2
Number of Traders in Each Category Total Traders: 560
35 28 35 168 83 117 74 95 99 46 31 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 41,358
Positions
2,434 39,672 13 32,971 337 225 1,571 549 11 0 0 0 4,133 551
Changes from: June 22, 2021 Total Change is: -2,190
124 -1,177 13 -2,004 0 0 -140 161 -250 0 0 0 67 -937
Percent of Open Interest Represented by Each Category of Trader
5.9 95.9 0.0 79.7 0.8 0.5 3.8 1.3 0.0 0.0 0.0 0.0 10.0 1.3
Number of Traders in Each Category Total Traders: 39
4 9 . 18 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 18,797
Positions
954 17,885 0 13,455 38 313 1,168 0 0 0 0 0 2,907 561
Changes from: June 22, 2021 Total Change is: -183
289 -150 0 0 0 0 -256 0 0 0 0 0 -216 -33
Percent of Open Interest Represented by Each Category of Trader
5.1 95.1 0.0 71.6 0.2 1.7 6.2 0.0 0.0 0.0 0.0 0.0 15.5 3.0
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 29, 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 42,441
Positions
3,922 12,543 149 25,089 20,749 2,253 2,510 2,012 3 0 0 0 8,515 4,732
Changes from: June 22, 2021 Total Change is: -1,438
29 -970 1 -1,285 -403 -51 358 -182 -15 0 0 0 -475 182
Percent of Open Interest Represented by Each Category of Trader
9.2 29.6 0.4 59.1 48.9 5.3 5.9 4.7 0.0 0.0 0.0 0.0 20.1 11.1
Number of Traders in Each Category Total Traders: 63
4 7 . 27 14 9 7 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 426,985
Positions
88,352 62,021 4,994 214,943 150,367 37,599 36,103 89,152 8,885 6,335 50,738 1,491 28,284 21,738
Changes from: June 22, 2021 Total Change is: 6,124
3,006 -337 951 490 1,149 181 -3,082 4,237 351 1,150 -1,830 1,322 1,755 99
Percent of Open Interest Represented by Each Category of Trader
20.7 14.5 1.2 50.3 35.2 8.8 8.5 20.9 2.1 1.5 11.9 0.3 6.6 5.1
Number of Traders in Each Category Total Traders: 325
28 15 . 90 47 49 41 70 26 11 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 33,222
Positions
5,656 31,842 0 23,542 482 0 1,795 405 0 0 0 0 2,229 493
Changes from: June 22, 2021 Total Change is: 7
0 311 0 -441 0 0 522 -290 -21 0 0 0 -53 7
Percent of Open Interest Represented by Each Category of Trader
17.0 95.8 0.0 70.9 1.5 0.0 5.4 1.2 0.0 0.0 0.0 0.0 6.7 1.5
Number of Traders in Each Category Total Traders: 27
. 8 0 13 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 16,490
Positions
553 3,548 0 10,766 206 26 230 4,738 0 1,118 2,738 0 3,797 5,234
Changes from: June 22, 2021 Total Change is: 513
278 321 0 389 -15 14 0 -481 0 0 524 0 -168 150
Percent of Open Interest Represented by Each Category of Trader
3.4 21.5 0.0 65.3 1.2 0.2 1.4 28.7 0.0 6.8 16.6 0.0 23.0 31.7
Number of Traders in Each Category Total Traders: 25
. . 0 12 . . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 40,908
Positions
7,228 3,802 376 8,467 4,109 389 15,346 2,519 8 2,267 1,508 0 6,827 28,197
Changes from: June 22, 2021 Total Change is: -1,745
605 626 67 -1,165 615 -105 -2,039 -1,602 -65 260 -275 0 697 -1,006
Percent of Open Interest Represented by Each Category of Trader
17.7 9.3 0.9 20.7 10.0 1.0 37.5 6.2 0.0 5.5 3.7 0.0 16.7 68.9
Number of Traders in Each Category Total Traders: 50
6 7 . 11 5 5 11 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 407,387
Positions
36,550 258,209 8,587 270,093 64,834 55,959 18,423 8,271 790 6,516 3,915 49 10,420 6,773
Changes from: June 22, 2021 Total Change is: -3,322
4,387 -2,414 -138 -5,105 406 -2,407 744 -1,826 -139 523 261 0 -1,187 2,935
Percent of Open Interest Represented by Each Category of Trader
9.0 63.4 2.1 66.3 15.9 13.7 4.5 2.0 0.2 1.6 1.0 0.0 2.6 1.7
Number of Traders in Each Category Total Traders: 182
13 12 7 79 35 44 24 9 5 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 1,029,911
Positions
80,916 435,314 4,299 663,279 299,629 120,186 77,667 56,237 3,946 38,088 51,408 8,535 32,995 50,357
Changes from: June 22, 2021 Total Change is: 12,267
-3,941 -64,006 506 22,767 22,724 10,355 -6,517 15,534 -2,607 1,952 5,283 10 -10,258 24,468
Percent of Open Interest Represented by Each Category of Trader
7.9 42.3 0.4 64.4 29.1 11.7 7.5 5.5 0.4 3.7 5.0 0.8 3.2 4.9
Number of Traders in Each Category Total Traders: 404
25 19 8 169 65 86 57 30 22 30 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 219,407
Positions
31,267 170,332 30,265 15,944 7,097 2,781 129,496 406 8,266 1,057 177 0 331 83
Changes from: June 22, 2021 Total Change is: 11,244
-7,760 8,458 2,920 48 200 0 16,203 -179 -145 -98 20 -1 77 -29
Percent of Open Interest Represented by Each Category of Trader
14.3 77.6 13.8 7.3 3.2 1.3 59.0 0.2 3.8 0.5 0.1 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 85
9 20 17 13 . . 30 . 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 51,624
Positions
11,220 7,158 921 11,331 9,137 1,270 11,296 13,576 6,016 1,835 2,789 365 7,371 10,392
Changes from: June 22, 2021 Total Change is: 1,467
873 498 301 313 -1,107 -86 -1,168 253 1,155 29 -342 66 -17 728
Percent of Open Interest Represented by Each Category of Trader
21.7 13.9 1.8 21.9 17.7 2.5 21.9 26.3 11.7 3.6 5.4 0.7 14.3 20.1
Number of Traders in Each Category Total Traders: 313
24 22 12 59 49 40 42 66 37 18 32 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 258,120
Positions
56,102 35,791 4,604 56,653 45,686 6,348 56,478 67,882 30,079 9,175 13,943 1,826 36,855 51,962
Changes from: June 22, 2021 Total Change is: 7,335
4,366 2,490 1,505 1,566 -5,533 -429 -5,839 1,267 5,773 147 -1,709 330 -85 3,640
Percent of Open Interest Represented by Each Category of Trader
21.7 13.9 1.8 21.9 17.7 2.5 21.9 26.3 11.7 3.6 5.4 0.7 14.3 20.1
Number of Traders in Each Category Total Traders: 313
24 22 12 59 49 40 42 66 37 18 32 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 44,306
Positions
541 0 0 553 0 0 13,211 1,399 1,021 2,970 3,101 310 25,699 38,475
Changes from: June 22, 2021 Total Change is: 6,376
-299 0 0 213 -259 0 4,855 -3,775 124 480 1,132 200 803 8,954
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 1.2 0.0 0.0 29.8 3.2 2.3 6.7 7.0 0.7 58.0 86.8
Number of Traders in Each Category Total Traders: 24
. 0 0 . 0 0 10 . 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 1,303,000
Positions
6,773 110,959 26,576 559,404 305,790 257,521 65,191 245,183 101,328 102,160 48,812 7,494 176,552 199,336
Changes from: June 22, 2021 Total Change is: -99,306
2,325 6,472 -16,100 -993 -11,548 -39,742 6,315 -7,269 -34,523 -7,122 9,806 -3,657 -5,810 -2,745
Percent of Open Interest Represented by Each Category of Trader
0.5 8.5 2.0 42.9 23.5 19.8 5.0 18.8 7.8 7.8 3.7 0.6 13.5 15.3
Number of Traders in Each Category Total Traders: 200
8 18 18 57 36 58 18 42 38 12 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 1,192,190
Positions
31,601 94,173 0 643,198 287,739 213,198 80,477 415,379 12,844 69,452 24,386 0 141,419 144,471
Changes from: June 22, 2021 Total Change is: -6,654
12,707 -13,086 -270 -32,873 798 7,991 12,596 3,924 -2,758 -1,991 -922 0 -2,057 -2,331
Percent of Open Interest Represented by Each Category of Trader
2.7 7.9 0.0 54.0 24.1 17.9 6.8 34.8 1.1 5.8 2.0 0.0 11.9 12.1
Number of Traders in Each Category Total Traders: 160
. 12 0 72 28 59 8 25 10 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 2,052,077
Positions
80,338 134,571 25,398 834,333 523,345 307,486 442,853 697,842 98,363 122,917 129,525 1,240 139,148 134,308
Changes from: June 22, 2021 Total Change is: -4,517
-2,313 25,587 3,588 -48,747 50,186 1,625 32,005 -118,385 23,734 -13,246 2,330 0 -1,164 6,818
Percent of Open Interest Represented by Each Category of Trader
3.9 6.6 1.2 40.7 25.5 15.0 21.6 34.0 4.8 6.0 6.3 0.1 6.8 6.5
Number of Traders in Each Category Total Traders: 310
15 33 10 88 46 75 49 45 31 19 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 4,945,446
Positions
165,106 255,319 137,002 1,586,752 1,553,806 822,376 1,132,691 662,333 479,512 186,162 348,434 96,843 339,001 589,820
Changes from: June 22, 2021 Total Change is: -131,845
-3,826 -12,560 -13,752 -1,708 -15,119 -32,494 -6,427 -13,874 -79,215 2,555 51,760 -14,997 18,018 -1,594
Percent of Open Interest Represented by Each Category of Trader
3.3 5.2 2.8 32.1 31.4 16.6 22.9 13.4 9.7 3.8 7.0 2.0 6.9 11.9
Number of Traders in Each Category Total Traders: 451
20 36 39 79 113 114 64 88 89 22 29 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 1,542,219
Positions
117,754 20,906 6,157 477,965 660,998 175,848 580,946 299,162 6,913 63,368 100,011 792 112,476 271,432
Changes from: June 22, 2021 Total Change is: 24,172
8,921 -1,226 3,631 -6,310 4,284 1,109 15,634 1,818 471 3,750 12,513 0 -3,034 1,572
Percent of Open Interest Represented by Each Category of Trader
7.6 1.4 0.4 31.0 42.9 11.4 37.7 19.4 0.4 4.1 6.5 0.1 7.3 17.6
Number of Traders in Each Category Total Traders: 160
10 6 5 21 66 51 25 14 11 5 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 3,818,761
Positions
75,586 177,096 44,149 1,875,553 1,125,065 644,956 354,054 857,902 275,469 237,958 225,516 22,710 288,327 445,898
Changes from: June 22, 2021 Total Change is: -24,920
20,570 32,587 -7,346 110,596 -9,455 -15,318 -34,772 48,919 -107,839 3,219 16,609 -6,211 12,180 23,134
Percent of Open Interest Represented by Each Category of Trader
2.0 4.6 1.2 49.1 29.5 16.9 9.3 22.5 7.2 6.2 5.9 0.6 7.6 11.7
Number of Traders in Each Category Total Traders: 330
17 28 21 80 63 83 41 60 48 12 29 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 1,080,858
Positions
296,368 189,874 353,672 20,334 6,701 4,515 120,052 229,336 259,432 600 7,365 0 25,885 29,963
Changes from: June 22, 2021 Total Change is: 8,657
-23,862 18,460 17,830 4,788 114 -2,508 -9,092 -49,545 24,832 0 1,800 0 -3,331 -2,326
Percent of Open Interest Represented by Each Category of Trader
27.4 17.6 32.7 1.9 0.6 0.4 11.1 21.2 24.0 0.1 0.7 0.0 2.4 2.8
Number of Traders in Each Category Total Traders: 102
19 34 46 . . 4 21 17 31 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 is22,890,662
Positions
2,904,887 1,535,141 3,482,775 436,123 1,504,966 1,635,406 1,624,563 1,374,147 11,890,961 27,449 299,518 253,648 634,851 914,101
Changes from: June 22, 2021 Total Change is: 293,718
107,652 -79,887 71,085 -106,931 93,530 96,554 72,792 8,646 53,797 -306 -4,726 12,248 -13,173 42,471
Percent of Open Interest Represented by Each Category of Trader
12.7 6.7 15.2 1.9 6.6 7.1 7.1 6.0 51.9 0.1 1.3 1.1 2.8 4.0
Number of Traders in Each Category Total Traders: 295
36 40 73 23 21 29 51 80 115 5 34 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 613,437
Positions
119,352 139,825 179,509 17,553 2,334 8,692 132,040 120,595 150,547 405 6,529 5,275 64 131
Changes from: June 22, 2021 Total Change is: 24,457
-2,400 -911 5,384 2,985 -4,283 2,349 -1,203 -1,209 17,509 -245 5,548 54 24 16
Percent of Open Interest Represented by Each Category of Trader
19.5 22.8 29.3 2.9 0.4 1.4 21.5 19.7 24.5 0.1 1.1 0.9 0.0 0.0
Number of Traders in Each Category Total Traders: 113
18 25 25 4 . . 16 30 35 7 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 220,454
Positions
28,659 83,037 36,347 4,756 6,535 2,008 88,940 38,382 52,369 6,171 511 1,176 28 89
Changes from: June 22, 2021 Total Change is: 6,297
-3,600 5,311 4,997 -35 -848 -456 12,527 4,239 -7,161 -3 163 37 -9 15
Percent of Open Interest Represented by Each Category of Trader
13.0 37.7 16.5 2.2 3.0 0.9 40.3 17.4 23.8 2.8 0.2 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 88
10 23 15 . 4 . 18 24 27 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 97,017
Positions
1,050 29,243 0 1,469 2,450 0 1,718 37,090 27,653 65,088 500 0 39 81
Changes from: June 22, 2021 Total Change is: 6,246
0 4,449 0 0 156 0 199 -3,591 5,231 830 0 0 -14 1
Percent of Open Interest Represented by Each Category of Trader
1.1 30.1 0.0 1.5 2.5 0.0 1.8 38.2 28.5 67.1 0.5 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 26
. 7 0 . 4 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 7,004
Positions
248 120 49 554 613 0 2,344 4,380 508 1,389 239 238 1,675 857
Changes from: June 22, 2021 Total Change is: -1,340
-7 -25 -32 123 -126 0 -281 -566 -209 -521 -190 -67 -347 -125
Percent of Open Interest Represented by Each Category of Trader
3.5 1.7 0.7 7.9 8.8 0.0 33.5 62.5 7.2 19.8 3.4 3.4 23.9 12.2
Number of Traders in Each Category Total Traders: 66
. . . 4 4 0 21 21 11 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 15,481
Positions
0 124 0 0 0 0 8,095 12,974 677 2,128 652 135 4,446 919
Changes from: June 22, 2021 Total Change is: -13,239
-214 -1,149 0 -60 0 0 -1,421 2,059 -9,702 -442 -4,336 23 -1,423 -134
Percent of Open Interest Represented by Each Category of Trader
0.0 0.8 0.0 0.0 0.0 0.0 52.3 83.8 4.4 13.7 4.2 0.9 28.7 5.9
Number of Traders in Each Category Total Traders: 77
0 . 0 0 0 0 11 8 . 48 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 2,733
Positions
59 88 43 0 81 0 1,136 2,087 28 333 62 27 1,107 317
Changes from: June 22, 2021 Total Change is: -163
6 10 10 0 -45 0 -38 -130 -26 -144 -16 27 2 7
Percent of Open Interest Represented by Each Category of Trader
2.2 3.2 1.6 0.0 3.0 0.0 41.6 76.4 1.0 12.2 2.3 1.0 40.5 11.6
Number of Traders in Each Category Total Traders: 40
. . . 0 . 0 13 15 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 34,956
Positions
1,311 3,554 1 11,857 4,600 1,039 8,425 21,740 776 4,298 954 15 7,234 2,277
Changes from: June 22, 2021 Total Change is: 296
-124 0 -1 12 -1,178 -37 -530 1,599 59 910 586 -36 44 -695
Percent of Open Interest Represented by Each Category of Trader
3.8 10.2 0.0 33.9 13.2 3.0 24.1 62.2 2.2 12.3 2.7 0.0 20.7 6.5
Number of Traders in Each Category Total Traders: 108
. . . 11 7 . 20 28 6 28 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 327,935
Positions
53,205 18,578 11,062 108,751 82,461 33,515 36,072 97,036 52,022 7,303 2,440 5,204 20,801 25,617
Changes from: June 22, 2021 Total Change is: 10,638
635 1,402 582 7,492 375 -1,038 4,921 10,694 -1,235 -219 -287 955 -1,455 -810
Percent of Open Interest Represented by Each Category of Trader
16.2 5.7 3.4 33.2 25.1 10.2 11.0 29.6 15.9 2.2 0.7 1.6 6.3 7.8
Number of Traders in Each Category Total Traders: 176
12 12 19 15 34 22 33 48 45 7 7 11
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 49,534
Positions
4,245 7,883 118 39,740 2,251 0 519 39,144 0 4,513 27 0 399 111
Changes from: June 22, 2021 Total Change is: 3,361
40 -93 93 1,440 0 0 51 3,353 0 2,067 0 0 -330 8
Percent of Open Interest Represented by Each Category of Trader
8.6 15.9 0.2 80.2 4.5 0.0 1.0 79.0 0.0 9.1 0.1 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 51
. 4 . 13 4 0 4 6 0 16 . 0
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Updated July 02, 2021