Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 227,230
Positions
11,088 129,732 8,093 64,432 14,759 7,495 52,682 27,213 17,210 19,095 2,611 16 47,119 20,102
Changes from: June 29, 2021 Total Change is: 8,683
2,335 -1,141 1,309 -1,792 3,998 -904 4,409 2,943 1,391 804 400 -10 1,142 696
Percent of Open Interest Represented by Each Category of Trader
4.9 57.1 3.6 28.4 6.5 3.3 23.2 12.0 7.6 8.4 1.1 0.0 20.7 8.8
Number of Traders in Each Category Total Traders: 110
4 8 6 26 9 12 23 23 14 15 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 47,843
Positions
10,962 5,800 1,011 2,185 12,776 865 21,138 5,281 1,811 0 642 0 9,870 19,656
Changes from: June 29, 2021 Total Change is: 2,462
3,327 -677 83 -404 2,476 340 129 -622 229 0 0 0 -1,242 633
Percent of Open Interest Represented by Each Category of Trader
22.9 12.1 2.1 4.6 26.7 1.8 44.2 11.0 3.8 0.0 1.3 0.0 20.6 41.1
Number of Traders in Each Category Total Traders: 50
7 . . . 15 5 12 9 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 204,615
Positions
37,975 51,845 7,530 40,167 52,280 8,345 49,040 25,278 24,379 4,008 6,186 1,288 31,882 27,482
Changes from: June 29, 2021 Total Change is: 11,800
8,980 -2,862 773 -4,782 5,235 1,212 6,179 -577 3,115 0 322 253 -3,930 4,330
Percent of Open Interest Represented by Each Category of Trader
18.6 25.3 3.7 19.6 25.6 4.1 24.0 12.4 11.9 2.0 3.0 0.6 15.6 13.4
Number of Traders in Each Category Total Traders: 124
6 6 8 18 27 18 30 24 24 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 224,219
Positions
107,901 1,409 3,041 40,175 77,480 10,546 32,515 77,548 11,689 700 1,806 64 17,588 40,636
Changes from: June 29, 2021 Total Change is: 12,101
5,980 750 -120 -2,493 9,261 3,702 6,316 -1,331 780 -2 84 2 -2,065 -1,027
Percent of Open Interest Represented by Each Category of Trader
48.1 0.6 1.4 17.9 34.6 4.7 14.5 34.6 5.2 0.3 0.8 0.0 7.8 18.1
Number of Traders in Each Category Total Traders: 139
12 . 9 18 32 17 25 40 18 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 772,128
Positions
23,782 446,621 19,905 451,419 90,294 32,157 51,155 70,826 47,102 42,181 8,626 4,750 99,677 51,847
Changes from: June 29, 2021 Total Change is: 13,005
2,538 -13,417 1,605 -3,018 6,209 1,919 1,285 5,938 8,077 1,228 2,071 833 -1,463 -230
Percent of Open Interest Represented by Each Category of Trader
3.1 57.8 2.6 58.5 11.7 4.2 6.6 9.2 6.1 5.5 1.1 0.6 12.9 6.7
Number of Traders in Each Category Total Traders: 318
15 14 11 114 37 55 38 52 32 32 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 28,787
Positions
0 9,567 0 11,060 4,209 2,859 479 4,649 1,196 800 0 0 12,393 6,307
Changes from: June 29, 2021 Total Change is: 21
0 0 0 103 12 175 0 -113 0 0 0 0 -257 -53
Percent of Open Interest Represented by Each Category of Trader
0.0 33.2 0.0 38.4 14.6 9.9 1.7 16.1 4.2 2.8 0.0 0.0 43.1 21.9
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 July 6, 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 26,859
Positions
1,444 1,593 0 7,061 17,298 2,249 7,054 1,545 0 0 975 0 9,051 3,199
Changes from: June 29, 2021 Total Change is: 3,362
0 400 0 33 3,201 -2 3,487 0 0 0 0 0 -156 -237
Percent of Open Interest Represented by Each Category of Trader
5.4 5.9 0.0 26.3 64.4 8.4 26.3 5.8 0.0 0.0 3.6 0.0 33.7 11.9
Number of Traders in Each Category Total Traders: 29
. . 0 7 11 5 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 158,867
Positions
28,559 17,826 1,511 40,178 77,566 4,871 46,929 23,393 6,814 5,192 1,092 0 24,814 25,795
Changes from: June 29, 2021 Total Change is: 6,714
6,343 -4,785 -73 -4,508 3,445 672 5,618 6,472 304 -344 -1,333 0 -1,298 2,012
Percent of Open Interest Represented by Each Category of Trader
18.0 11.2 1.0 25.3 48.8 3.1 29.5 14.7 4.3 3.3 0.7 0.0 15.6 16.2
Number of Traders in Each Category Total Traders: 92
8 5 7 14 16 11 23 21 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 45,994
Positions
412 22,381 0 33,087 0 0 8,305 21,003 0 1,448 1,125 0 2,742 1,485
Changes from: June 29, 2021 Total Change is: 1,632
-39 83 0 2,265 0 0 -206 1,102 0 -1 222 -95 -292 320
Percent of Open Interest Represented by Each Category of Trader
0.9 48.7 0.0 71.9 0.0 0.0 18.1 45.7 0.0 3.1 2.4 0.0 6.0 3.2
Number of Traders in Each Category Total Traders: 51
. 5 0 15 0 0 16 7 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 147,660
Positions
1,580 92,461 507 64,488 7,696 1,372 65,507 20,414 990 4,984 21,554 0 8,232 2,667
Changes from: June 29, 2021 Total Change is: 2,998
-1,310 1,835 0 1,437 -255 265 1,739 1,641 39 389 106 0 440 -632
Percent of Open Interest Represented by Each Category of Trader
1.1 62.6 0.3 43.7 5.2 0.9 44.4 13.8 0.7 3.4 14.6 0.0 5.6 1.8
Number of Traders in Each Category Total Traders: 154
. 10 . 25 6 5 55 31 9 11 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 43,766
Positions
959 17,480 0 16,270 1,444 0 17,100 19,150 743 4,961 3,381 54 3,679 1,514
Changes from: June 29, 2021 Total Change is: -3,965
-22 729 -1,548 -445 -2,101 0 -1,390 -764 -781 964 641 -48 -695 -93
Percent of Open Interest Represented by Each Category of Trader
2.2 39.9 0.0 37.2 3.3 0.0 39.1 43.8 1.7 11.3 7.7 0.1 8.4 3.5
Number of Traders in Each Category Total Traders: 76
. . 0 14 5 0 20 12 . 12 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 41,845
Positions
9,205 15,598 40 4,890 8,562 1,072 20,973 11,612 712 298 899 20 4,635 3,330
Changes from: June 29, 2021 Total Change is: 410
374 226 3 27 1,551 -18 22 -1,021 -58 -45 131 0 106 -403
Percent of Open Interest Represented by Each Category of Trader
22.0 37.3 0.1 11.7 20.5 2.6 50.1 27.8 1.7 0.7 2.1 0.0 11.1 8.0
Number of Traders in Each Category Total Traders: 82
7 . . 13 11 5 29 13 11 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 17,131
Positions
2,685 4,897 0 8,362 2,832 0 3,446 8,110 0 1,039 0 0 1,599 1,292
Changes from: June 29, 2021 Total Change is: -864
1 -3 0 -795 410 -86 -3 -1,152 0 2 0 0 17 -33
Percent of Open Interest Represented by Each Category of Trader
15.7 28.6 0.0 48.8 16.5 0.0 20.1 47.3 0.0 6.1 0.0 0.0 9.3 7.5
Number of Traders in Each Category Total Traders: 38
. . 0 7 . 0 10 13 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 53,100
Positions
13,684 26,021 607 16,685 2,634 372 10,998 1,864 1,555 616 14,647 0 8,583 5,401
Changes from: June 29, 2021 Total Change is: 174
-216 3,004 21 380 487 5 242 -4,158 183 0 411 0 -441 222
Percent of Open Interest Represented by Each Category of Trader
25.8 49.0 1.1 31.4 5.0 0.7 20.7 3.5 2.9 1.2 27.6 0.0 16.2 10.2
Number of Traders in Each Category Total Traders: 109
12 16 . 27 9 6 27 10 10 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 106,199
Positions
27,368 52,042 1,213 33,370 5,267 744 21,996 3,727 3,111 1,232 29,294 0 17,165 10,801
Changes from: June 29, 2021 Total Change is: 347
-432 6,008 41 759 973 9 485 -8,316 367 0 822 0 -881 443
Percent of Open Interest Represented by Each Category of Trader
25.8 49.0 1.1 31.4 5.0 0.7 20.7 3.5 2.9 1.2 27.6 0.0 16.2 10.2
Number of Traders in Each Category Total Traders: 109
12 16 . 27 9 6 27 10 10 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 42,492
Positions
1,986 36,450 400 33,352 0 1,300 2,705 4,080 0 0 0 0 2,749 262
Changes from: June 29, 2021 Total Change is: 1,621
450 954 400 105 0 481 322 -108 0 0 0 0 -137 -106
Percent of Open Interest Represented by Each Category of Trader
4.7 85.8 0.9 78.5 0.0 3.1 6.4 9.6 0.0 0.0 0.0 0.0 6.5 0.6
Number of Traders in Each Category Total Traders: 35
4 8 . 17 0 . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 644,096
Positions
36,559 149,141 42,691 271,590 79,094 55,517 40,074 78,289 99,661 24,539 69,471 2,688 70,778 67,545
Changes from: June 29, 2021 Total Change is: 12,099
2,607 -302 -339 1,863 1,876 -1,568 2,670 3,002 5,813 1,699 3,794 -846 200 669
Percent of Open Interest Represented by Each Category of Trader
5.7 23.2 6.6 42.2 12.3 8.6 6.2 12.2 15.5 3.8 10.8 0.4 11.0 10.5
Number of Traders in Each Category Total Traders: 554
34 29 37 166 83 114 75 97 99 42 28 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 27,403
Positions
4,553 0 174 0 0 0 5,523 10,344 7,803 0 0 0 9,350 9,082
Changes from: June 29, 2021 Total Change is: 1,337
-1,468 0 49 0 0 0 1,435 3,781 -328 -100 0 0 1,749 -2,165
Percent of Open Interest Represented by Each Category of Trader
16.6 0.0 0.6 0.0 0.0 0.0 20.2 37.7 28.5 0.0 0.0 0.0 34.1 33.1
Number of Traders in Each Category Total Traders: 21
4 0 . 0 0 0 . 14 14 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 23,894
Positions
7,667 17,232 0 10,469 4,055 2,158 1,845 0 0 0 0 0 1,755 449
Changes from: June 29, 2021 Total Change is: -162
4,850 -2,295 0 -6,591 0 2,158 -543 0 0 0 0 0 -36 -25
Percent of Open Interest Represented by Each Category of Trader
32.1 72.1 0.0 43.8 17.0 9.0 7.7 0.0 0.0 0.0 0.0 0.0 7.3 1.9
Number of Traders in Each Category Total Traders: 20
4 7 0 4 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 23,112
Positions
4,806 19,778 0 13,623 0 145 1,442 1,962 240 0 0 0 2,856 987
Changes from: June 29, 2021 Total Change is: 55
143 288 0 131 0 145 -56 -129 -19 0 0 0 -289 -230
Percent of Open Interest Represented by Each Category of Trader
20.8 85.6 0.0 58.9 0.0 0.6 6.2 8.5 1.0 0.0 0.0 0.0 12.4 4.3
Number of Traders in Each Category Total Traders: 33
4 8 0 12 0 . 5 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 3,083,467
Positions
182,797 768,470 189,822 1,357,949 395,468 277,586 225,094 392,068 406,946 122,694 347,355 13,439 307,140 292,314
Changes from: June 29, 2021 Total Change is: 53,812
13,034 -8,849 5,404 9,314 9,380 -7,840 26,744 16,673 10,136 8,497 18,469 -3,731 -7,745 14,171
Percent of Open Interest Represented by Each Category of Trader
5.9 24.9 6.2 44.0 12.8 9.0 7.3 12.7 13.2 4.0 11.3 0.4 10.0 9.5
Number of Traders in Each Category Total Traders: 551
34 29 35 166 83 114 77 92 95 42 28 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 41,002
Positions
2,667 39,202 19 32,688 337 157 1,340 541 11 0 0 0 4,120 735
Changes from: June 29, 2021 Total Change is: -356
233 -470 6 -283 0 -68 -231 -8 0 0 0 0 -13 184
Percent of Open Interest Represented by Each Category of Trader
6.5 95.6 0.0 79.7 0.8 0.4 3.3 1.3 0.0 0.0 0.0 0.0 10.0 1.8
Number of Traders in Each Category Total Traders: 39
5 9 . 18 . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 43,372
Positions
4,557 13,790 145 25,324 21,555 2,090 2,087 1,910 3 0 0 0 9,166 3,879
Changes from: June 29, 2021 Total Change is: 931
635 1,247 -4 235 806 -163 -423 -102 0 0 0 0 651 -853
Percent of Open Interest Represented by Each Category of Trader
10.5 31.8 0.3 58.4 49.7 4.8 4.8 4.4 0.0 0.0 0.0 0.0 21.1 8.9
Number of Traders in Each Category Total Traders: 67
5 8 . 27 17 9 6 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 425,806
Positions
90,940 55,018 5,880 210,724 154,533 37,356 37,400 88,936 8,625 4,432 52,668 1,015 29,435 21,775
Changes from: June 29, 2021 Total Change is: -1,179
2,588 -7,003 886 -4,219 4,167 -243 1,297 -216 -259 -1,902 1,930 -476 1,151 37
Percent of Open Interest Represented by Each Category of Trader
21.4 12.9 1.4 49.5 36.3 8.8 8.8 20.9 2.0 1.0 12.4 0.2 6.9 5.1
Number of Traders in Each Category Total Traders: 324
27 13 6 88 48 51 45 70 32 11 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 32,637
Positions
5,882 31,065 0 23,298 482 0 1,524 649 5 0 0 0 1,928 436
Changes from: June 29, 2021 Total Change is: -585
226 -777 0 -244 0 0 -271 244 5 0 0 0 -301 -57
Percent of Open Interest Represented by Each Category of Trader
18.0 95.2 0.0 71.4 1.5 0.0 4.7 2.0 0.0 0.0 0.0 0.0 5.9 1.3
Number of Traders in Each Category Total Traders: 29
. 8 0 14 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 16,762
Positions
863 3,520 0 10,380 206 26 698 4,907 0 1,118 2,527 0 3,677 5,576
Changes from: June 29, 2021 Total Change is: 272
310 -28 0 -386 0 0 468 169 0 0 -211 0 -120 342
Percent of Open Interest Represented by Each Category of Trader
5.1 21.0 0.0 61.9 1.2 0.2 4.2 29.3 0.0 6.7 15.1 0.0 21.9 33.3
Number of Traders in Each Category Total Traders: 25
. . 0 11 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 43,850
Positions
8,268 4,560 490 8,166 4,762 522 18,040 4,433 93 2,571 708 0 5,700 28,282
Changes from: June 29, 2021 Total Change is: 2,942
1,040 758 114 -301 653 133 2,694 1,914 85 304 -800 0 -1,127 85
Percent of Open Interest Represented by Each Category of Trader
18.9 10.4 1.1 18.6 10.9 1.2 41.1 10.1 0.2 5.9 1.6 0.0 13.0 64.5
Number of Traders in Each Category Total Traders: 55
9 9 . 11 4 5 13 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 424,244
Positions
39,680 264,349 10,215 274,879 64,568 64,121 16,992 9,639 778 6,704 3,537 0 10,875 7,037
Changes from: June 29, 2021 Total Change is: 16,857
3,130 6,140 1,628 4,786 -266 8,162 -1,431 1,368 -12 188 -378 -49 455 264
Percent of Open Interest Represented by Each Category of Trader
9.4 62.3 2.4 64.8 15.2 15.1 4.0 2.3 0.2 1.6 0.8 0.0 2.6 1.7
Number of Traders in Each Category Total Traders: 187
11 13 6 79 40 43 22 13 4 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 1,043,998
Positions
86,421 488,723 3,873 669,435 302,591 111,356 85,038 55,761 5,701 42,806 49,888 8,537 30,831 17,568
Changes from: June 29, 2021 Total Change is: 14,087
5,505 53,409 -426 6,156 2,962 -8,830 7,371 -476 1,755 4,718 -1,520 2 -2,164 -32,789
Percent of Open Interest Represented by Each Category of Trader
8.3 46.8 0.4 64.1 29.0 10.7 8.1 5.3 0.5 4.1 4.8 0.8 3.0 1.7
Number of Traders in Each Category Total Traders: 414
27 20 8 166 67 88 56 31 25 31 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 220,735
Positions
29,292 169,527 32,965 17,369 7,097 3,091 129,064 416 7,382 1,057 177 0 515 80
Changes from: June 29, 2021 Total Change is: 1,328
-1,975 -805 2,700 1,425 0 310 -432 10 -884 0 0 0 184 -3
Percent of Open Interest Represented by Each Category of Trader
13.3 76.8 14.9 7.9 3.2 1.4 58.5 0.2 3.3 0.5 0.1 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 85
9 20 17 13 . . 29 . 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 52,389
Positions
12,895 7,490 772 12,259 8,919 1,330 9,926 13,612 5,833 1,805 3,058 425 7,143 10,951
Changes from: June 29, 2021 Total Change is: 765
1,675 332 -149 929 -218 60 -1,370 35 -182 -30 270 59 -228 559
Percent of Open Interest Represented by Each Category of Trader
24.6 14.3 1.5 23.4 17.0 2.5 18.9 26.0 11.1 3.4 5.8 0.8 13.6 20.9
Number of Traders in Each Category Total Traders: 312
28 19 12 63 45 38 42 65 37 22 27 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 261,946
Positions
64,477 37,448 3,860 61,297 44,594 6,649 49,628 68,058 29,167 9,027 15,291 2,124 35,716 54,754
Changes from: June 29, 2021 Total Change is: 3,826
8,375 1,658 -743 4,645 -1,092 301 -6,850 176 -912 -149 1,349 297 -1,138 2,793
Percent of Open Interest Represented by Each Category of Trader
24.6 14.3 1.5 23.4 17.0 2.5 18.9 26.0 11.1 3.4 5.8 0.8 13.6 20.9
Number of Traders in Each Category Total Traders: 312
28 19 12 63 45 38 42 65 37 22 27 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 48,969
Positions
301 1,903 0 328 0 0 16,683 2,238 1,472 3,070 3,616 300 26,816 39,440
Changes from: June 29, 2021 Total Change is: 4,663
-240 1,903 0 -225 0 0 3,472 839 450 100 515 -10 1,116 966
Percent of Open Interest Represented by Each Category of Trader
0.6 3.9 0.0 0.7 0.0 0.0 34.1 4.6 3.0 6.3 7.4 0.6 54.8 80.5
Number of Traders in Each Category Total Traders: 23
. . 0 . 0 0 9 4 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 1,326,060
Positions
8,396 95,946 32,797 546,845 311,417 263,321 64,441 259,231 111,248 102,103 42,946 7,699 189,210 201,455
Changes from: June 29, 2021 Total Change is: 23,060
1,622 -15,013 6,221 -12,559 5,628 5,800 -749 14,048 9,920 -57 -5,866 204 12,658 2,119
Percent of Open Interest Represented by Each Category of Trader
0.6 7.2 2.5 41.2 23.5 19.9 4.9 19.5 8.4 7.7 3.2 0.6 14.3 15.2
Number of Traders in Each Category Total Traders: 202
8 17 18 59 39 59 15 43 38 12 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 1,193,028
Positions
31,941 91,932 676 657,506 295,004 199,500 76,634 422,740 12,524 70,779 24,343 0 143,468 146,309
Changes from: June 29, 2021 Total Change is: 838
340 -2,241 676 14,308 7,265 -13,698 -3,843 7,361 -320 1,327 -43 0 2,049 1,838
Percent of Open Interest Represented by Each Category of Trader
2.7 7.7 0.1 55.1 24.7 16.7 6.4 35.4 1.0 5.9 2.0 0.0 12.0 12.3
Number of Traders in Each Category Total Traders: 159
. 13 . 71 29 58 6 25 9 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 2,082,754
Positions
69,423 162,791 24,358 857,817 545,253 319,605 473,311 706,002 72,295 123,955 108,146 982 141,009 143,323
Changes from: June 29, 2021 Total Change is: 30,677
-10,915 28,220 -1,040 23,484 21,908 12,119 30,458 8,160 -26,068 1,038 -21,379 -258 1,861 9,015
Percent of Open Interest Represented by Each Category of Trader
3.3 7.8 1.2 41.2 26.2 15.3 22.7 33.9 3.5 6.0 5.2 0.0 6.8 6.9
Number of Traders in Each Category Total Traders: 311
13 35 9 87 50 75 44 49 27 19 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 4,960,375
Positions
198,381 253,907 148,620 1,525,830 1,493,115 860,191 1,132,724 597,294 498,054 142,298 391,632 97,115 357,162 620,448
Changes from: June 29, 2021 Total Change is: 14,929
33,275 -1,412 11,617 -60,922 -60,691 37,815 33 -65,039 18,542 -43,864 43,198 271 18,161 30,629
Percent of Open Interest Represented by Each Category of Trader
4.0 5.1 3.0 30.8 30.1 17.3 22.8 12.0 10.0 2.9 7.9 2.0 7.2 12.5
Number of Traders in Each Category Total Traders: 449
21 38 41 76 112 114 61 89 91 24 28 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 1,540,355
Positions
115,593 25,821 8,018 474,560 641,943 174,392 564,127 322,936 8,418 77,316 94,981 793 117,138 263,053
Changes from: June 29, 2021 Total Change is: -1,864
-2,161 4,915 1,861 -3,405 -19,055 -1,456 -16,819 23,774 1,505 13,948 -5,030 1 4,662 -8,379
Percent of Open Interest Represented by Each Category of Trader
7.5 1.7 0.5 30.8 41.7 11.3 36.6 21.0 0.5 5.0 6.2 0.1 7.6 17.1
Number of Traders in Each Category Total Traders: 164
8 8 4 22 66 51 26 16 12 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 3,773,279
Positions
56,690 202,968 58,172 1,822,310 1,129,882 655,062 351,588 779,328 272,286 247,959 217,055 20,408 288,804 438,117
Changes from: June 29, 2021 Total Change is: -45,482
-18,896 25,872 14,023 -53,244 4,817 10,106 -2,466 -78,574 -3,183 10,002 -8,461 -2,302 477 -7,781
Percent of Open Interest Represented by Each Category of Trader
1.5 5.4 1.5 48.3 29.9 17.4 9.3 20.7 7.2 6.6 5.8 0.5 7.7 11.6
Number of Traders in Each Category Total Traders: 343
13 33 24 83 66 85 38 71 53 11 28 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 1,019,905
Positions
267,592 139,428 357,770 27,801 6,318 3,166 87,351 227,090 245,838 0 4,918 0 30,387 35,377
Changes from: June 29, 2021 Total Change is: -60,953
-28,776 -50,446 4,098 7,467 -383 -1,349 -32,701 -2,246 -13,594 -600 -2,447 0 4,502 5,414
Percent of Open Interest Represented by Each Category of Trader
26.2 13.7 35.1 2.7 0.6 0.3 8.6 22.3 24.1 0.0 0.5 0.0 3.0 3.5
Number of Traders in Each Category Total Traders: 98
21 30 44 . . 4 19 16 30 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 is22,631,580
Positions
3,095,914 1,523,821 3,390,476 512,332 1,528,648 1,566,976 1,435,418 1,536,994 11,701,483 28,168 265,838 243,140 657,673 874,204
Changes from: June 29, 2021 Total Change is: -259,082
191,027 -11,320 -92,299 76,209 23,681 -68,430 -189,146 162,847 -189,478 720 -33,680 -10,508 22,822 -39,897
Percent of Open Interest Represented by Each Category of Trader
13.7 6.7 15.0 2.3 6.8 6.9 6.3 6.8 51.7 0.1 1.2 1.1 2.9 3.9
Number of Traders in Each Category Total Traders: 298
36 40 73 22 20 33 53 78 115 6 35 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 633,008
Positions
119,880 137,743 185,371 15,705 7,673 6,649 131,785 111,403 154,406 397 10,878 9,305 9,510 9,580
Changes from: June 29, 2021 Total Change is: 19,571
528 -2,082 5,862 -1,848 5,339 -2,043 -255 -9,192 3,859 -8 4,349 4,030 9,446 9,449
Percent of Open Interest Represented by Each Category of Trader
18.9 21.8 29.3 2.5 1.2 1.1 20.8 17.6 24.4 0.1 1.7 1.5 1.5 1.5
Number of Traders in Each Category Total Traders: 110
17 25 26 4 4 . 13 31 36 5 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 179,591
Positions
22,842 73,754 19,121 6,713 5,045 692 81,437 36,721 41,259 5,123 635 997 1,407 1,367
Changes from: June 29, 2021 Total Change is: -40,863
-5,817 -9,283 -17,226 1,957 -1,490 -1,316 -7,503 -1,661 -11,110 -1,048 124 -179 1,379 1,278
Percent of Open Interest Represented by Each Category of Trader
12.7 41.1 10.6 3.7 2.8 0.4 45.3 20.4 23.0 2.9 0.4 0.6 0.8 0.8
Number of Traders in Each Category Total Traders: 84
14 17 13 . . . 17 24 25 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 105,616
Positions
1,050 35,316 0 1,639 2,450 0 1,552 33,921 33,257 68,069 591 0 49 81
Changes from: June 29, 2021 Total Change is: 8,599
0 6,073 0 170 0 0 -166 -3,169 5,604 2,981 91 0 10 0
Percent of Open Interest Represented by Each Category of Trader
1.0 33.4 0.0 1.6 2.3 0.0 1.5 32.1 31.5 64.4 0.6 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 28
. 7 0 . 4 0 . 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 7,138
Positions
280 117 82 517 497 0 2,445 4,670 538 1,384 184 221 1,671 829
Changes from: June 29, 2021 Total Change is: 134
32 -3 33 -37 -116 0 101 289 31 -5 -55 -17 -4 -28
Percent of Open Interest Represented by Each Category of Trader
3.9 1.6 1.1 7.2 7.0 0.0 34.3 65.4 7.5 19.4 2.6 3.1 23.4 11.6
Number of Traders in Each Category Total Traders: 70
. . . 4 4 0 19 25 14 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 16,228
Positions
130 543 0 0 0 0 8,448 13,747 491 2,483 380 155 4,521 912
Changes from: June 29, 2021 Total Change is: 747
130 419 0 0 0 0 353 773 -186 355 -272 20 75 -7
Percent of Open Interest Represented by Each Category of Trader
0.8 3.3 0.0 0.0 0.0 0.0 52.1 84.7 3.0 15.3 2.3 1.0 27.9 5.6
Number of Traders in Each Category Total Traders: 83
. . 0 0 0 0 10 8 . 56 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,428
Positions
70 130 0 0 120 0 1,142 2,625 42 977 73 44 1,153 394
Changes from: June 29, 2021 Total Change is: 695
11 42 -43 0 39 0 6 538 14 644 11 17 46 77
Percent of Open Interest Represented by Each Category of Trader
2.0 3.8 0.0 0.0 3.5 0.0 33.3 76.6 1.2 28.5 2.1 1.3 33.6 11.5
Number of Traders in Each Category Total Traders: 45
. . 0 0 . 0 13 16 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 37,241
Positions
1,161 12,191 1 11,652 3,799 906 10,158 16,073 603 5,160 1,522 32 7,569 2,114
Changes from: June 29, 2021 Total Change is: 2,285
-150 8,637 0 -205 -801 -133 1,733 -5,667 -173 861 569 17 335 -163
Percent of Open Interest Represented by Each Category of Trader
3.1 32.7 0.0 31.3 10.2 2.4 27.3 43.2 1.6 13.9 4.1 0.1 20.3 5.7
Number of Traders in Each Category Total Traders: 110
. . . 9 7 . 22 23 6 31 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 341,157
Positions
57,409 19,115 11,162 111,073 86,583 35,864 38,847 100,735 53,601 5,893 2,176 4,429 22,879 27,492
Changes from: June 29, 2021 Total Change is: 13,222
4,204 537 100 2,322 4,122 2,349 2,775 3,699 1,579 -1,410 -264 -775 2,078 1,875
Percent of Open Interest Represented by Each Category of Trader
16.8 5.6 3.3 32.6 25.4 10.5 11.4 29.5 15.7 1.7 0.6 1.3 6.7 8.1
Number of Traders in Each Category Total Traders: 180
14 11 19 15 34 24 37 49 49 6 6 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 40,601
Positions
3,355 7,875 115 27,800 2,326 0 1,212 30,171 0 7,662 0 0 457 114
Changes from: June 29, 2021 Total Change is: -8,933
-890 -8 -3 -11,940 75 0 693 -8,973 0 3,149 -27 0 58 3
Percent of Open Interest Represented by Each Category of Trader
8.3 19.4 0.3 68.5 5.7 0.0 3.0 74.3 0.0 18.9 0.0 0.0 1.1 0.3
Number of Traders in Each Category Total Traders: 51
. 4 . 13 4 0 5 5 0 17 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 09, 2021