Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 220,844
Positions
21,318 119,758 7,184 55,162 26,230 6,475 51,580 23,756 15,239 19,170 2,883 22 44,695 19,298
Changes from: July 6, 2021 Total Change is: -6,386
10,230 -9,975 -909 -9,270 11,472 -1,020 -1,103 -3,457 -1,972 75 272 6 -2,424 -804
Percent of Open Interest Represented by Each Category of Trader
9.7 54.2 3.3 25.0 11.9 2.9 23.4 10.8 6.9 8.7 1.3 0.0 20.2 8.7
Number of Traders in Each Category Total Traders: 111
8 6 7 24 12 12 27 17 13 15 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 48,424
Positions
13,598 5,896 780 2,301 13,034 1,361 19,564 6,421 1,830 0 642 0 8,991 18,460
Changes from: July 6, 2021 Total Change is: 581
2,636 96 -231 116 258 496 -1,575 1,140 19 0 0 0 -879 -1,196
Percent of Open Interest Represented by Each Category of Trader
28.1 12.2 1.6 4.8 26.9 2.8 40.4 13.3 3.8 0.0 1.3 0.0 18.6 38.1
Number of Traders in Each Category Total Traders: 51
8 . . 4 14 6 12 9 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 190,722
Positions
44,177 50,769 6,289 39,868 52,290 6,569 41,786 25,913 15,684 3,998 5,779 361 31,989 27,068
Changes from: July 6, 2021 Total Change is: -13,893
6,203 -1,076 -1,241 -299 9 -1,776 -7,254 634 -8,695 -10 -407 -927 107 -415
Percent of Open Interest Represented by Each Category of Trader
23.2 26.6 3.3 20.9 27.4 3.4 21.9 13.6 8.2 2.1 3.0 0.2 16.8 14.2
Number of Traders in Each Category Total Traders: 116
7 6 8 17 27 16 26 22 19 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 221,792
Positions
96,924 4,083 3,024 41,551 75,640 9,453 40,561 80,950 10,737 1,555 1,784 47 17,939 36,074
Changes from: July 6, 2021 Total Change is: -2,427
-10,976 2,674 -17 1,376 -1,840 -1,093 8,046 3,403 -952 855 -22 -17 351 -4,562
Percent of Open Interest Represented by Each Category of Trader
43.7 1.8 1.4 18.7 34.1 4.3 18.3 36.5 4.8 0.7 0.8 0.0 8.1 16.3
Number of Traders in Each Category Total Traders: 137
11 . 7 18 32 16 25 39 20 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 753,820
Positions
27,483 420,659 19,107 430,138 96,696 29,988 62,161 80,380 39,736 43,763 6,614 5,633 95,811 55,008
Changes from: July 6, 2021 Total Change is: -18,308
3,701 -25,962 -798 -21,281 6,402 -2,169 11,007 9,554 -7,366 1,582 -2,012 883 -3,866 3,161
Percent of Open Interest Represented by Each Category of Trader
3.6 55.8 2.5 57.1 12.8 4.0 8.2 10.7 5.3 5.8 0.9 0.7 12.7 7.3
Number of Traders in Each Category Total Traders: 317
16 14 13 113 36 56 44 45 27 35 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 29,169
Positions
0 9,583 0 11,179 4,689 2,853 507 4,055 1,168 800 0 0 12,662 6,821
Changes from: July 6, 2021 Total Change is: 382
0 16 0 119 480 -6 28 -594 -28 0 0 0 269 514
Percent of Open Interest Represented by Each Category of Trader
0.0 32.9 0.0 38.3 16.1 9.8 1.7 13.9 4.0 2.7 0.0 0.0 43.4 23.4
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 13, 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 25,868
Positions
884 1,193 0 6,433 16,714 2,265 7,426 1,545 0 0 975 0 8,860 3,176
Changes from: July 6, 2021 Total Change is: -991
-560 -400 0 -628 -584 16 372 0 0 0 0 0 -191 -23
Percent of Open Interest Represented by Each Category of Trader
3.4 4.6 0.0 24.9 64.6 8.8 28.7 6.0 0.0 0.0 3.8 0.0 34.3 12.3
Number of Traders in Each Category Total Traders: 28
. . 0 7 11 5 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 164,484
Positions
36,685 15,192 1,284 41,281 87,104 3,383 50,316 24,570 4,277 5,176 1,142 0 22,082 27,532
Changes from: July 6, 2021 Total Change is: 5,617
8,125 -2,634 -226 1,104 9,539 -1,488 3,387 1,176 -2,537 -16 50 0 -2,731 1,737
Percent of Open Interest Represented by Each Category of Trader
22.3 9.2 0.8 25.1 53.0 2.1 30.6 14.9 2.6 3.1 0.7 0.0 13.4 16.7
Number of Traders in Each Category Total Traders: 92
10 4 6 14 16 10 20 24 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 48,809
Positions
347 22,343 0 37,295 112 5 7,074 24,015 0 1,468 1,043 40 2,580 1,251
Changes from: July 6, 2021 Total Change is: 2,815
-65 -38 0 4,208 112 5 -1,231 3,012 0 20 -82 40 -162 -234
Percent of Open Interest Represented by Each Category of Trader
0.7 45.8 0.0 76.4 0.2 0.0 14.5 49.2 0.0 3.0 2.1 0.1 5.3 2.6
Number of Traders in Each Category Total Traders: 50
. 5 0 15 . . 14 7 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 149,563
Positions
4,678 87,855 506 65,162 7,633 1,101 62,710 24,550 3,307 5,183 21,377 0 6,917 3,235
Changes from: July 6, 2021 Total Change is: 1,903
3,098 -4,607 -1 674 -63 -271 -2,798 4,136 2,317 199 -177 0 -1,315 569
Percent of Open Interest Represented by Each Category of Trader
3.1 58.7 0.3 43.6 5.1 0.7 41.9 16.4 2.2 3.5 14.3 0.0 4.6 2.2
Number of Traders in Each Category Total Traders: 149
6 8 . 24 6 4 52 30 10 12 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 38,832
Positions
1,028 17,480 0 14,915 938 0 13,728 13,916 1,373 4,230 3,301 18 3,540 1,806
Changes from: July 6, 2021 Total Change is: -4,934
69 0 0 -1,355 -506 0 -3,372 -5,234 630 -731 -80 -36 -139 292
Percent of Open Interest Represented by Each Category of Trader
2.6 45.0 0.0 38.4 2.4 0.0 35.4 35.8 3.5 10.9 8.5 0.0 9.1 4.7
Number of Traders in Each Category Total Traders: 65
. . 0 12 . 0 18 12 4 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 42,532
Positions
10,566 13,911 31 3,743 9,957 1,282 21,816 11,538 641 490 779 20 3,943 4,373
Changes from: July 6, 2021 Total Change is: 687
1,361 -1,687 -9 -1,147 1,395 210 843 -74 -71 192 -120 0 -693 1,043
Percent of Open Interest Represented by Each Category of Trader
24.8 32.7 0.1 8.8 23.4 3.0 51.3 27.1 1.5 1.2 1.8 0.0 9.3 10.3
Number of Traders in Each Category Total Traders: 93
8 4 . 11 13 6 33 17 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 17,476
Positions
2,685 4,890 0 7,845 2,883 0 4,589 7,943 1 774 170 0 1,582 1,589
Changes from: July 6, 2021 Total Change is: 345
0 -7 0 -517 51 0 1,143 -167 1 -265 170 0 -17 297
Percent of Open Interest Represented by Each Category of Trader
15.4 28.0 0.0 44.9 16.5 0.0 26.3 45.5 0.0 4.4 1.0 0.0 9.1 9.1
Number of Traders in Each Category Total Traders: 38
. . 0 7 . 0 10 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 55,956
Positions
13,898 27,044 669 16,464 1,380 382 13,611 4,865 939 616 15,025 0 9,379 5,654
Changes from: July 6, 2021 Total Change is: 2,857
214 1,023 63 -222 -1,254 10 2,613 3,002 -617 0 378 0 796 253
Percent of Open Interest Represented by Each Category of Trader
24.8 48.3 1.2 29.4 2.5 0.7 24.3 8.7 1.7 1.1 26.9 0.0 16.8 10.1
Number of Traders in Each Category Total Traders: 108
10 18 . 26 5 6 30 11 7 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 111,912
Positions
27,795 54,088 1,338 32,927 2,759 763 27,221 9,730 1,878 1,232 30,049 0 18,758 11,307
Changes from: July 6, 2021 Total Change is: 5,713
427 2,046 125 -443 -2,508 19 5,225 6,003 -1,233 0 755 0 1,593 506
Percent of Open Interest Represented by Each Category of Trader
24.8 48.3 1.2 29.4 2.5 0.7 24.3 8.7 1.7 1.1 26.9 0.0 16.8 10.1
Number of Traders in Each Category Total Traders: 108
10 18 . 26 5 6 30 11 7 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 46,470
Positions
1,957 41,712 0 38,258 0 1,280 2,059 3,064 0 0 0 0 2,916 414
Changes from: July 6, 2021 Total Change is: 3,978
-29 5,262 -400 4,906 0 -20 -646 -1,016 0 0 0 0 167 152
Percent of Open Interest Represented by Each Category of Trader
4.2 89.8 0.0 82.3 0.0 2.8 4.4 6.6 0.0 0.0 0.0 0.0 6.3 0.9
Number of Traders in Each Category Total Traders: 33
4 8 0 16 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 664,961
Positions
37,261 151,729 47,475 271,959 78,255 56,485 39,112 76,140 111,359 23,784 67,726 4,670 72,857 71,123
Changes from: July 6, 2021 Total Change is: 20,865
702 2,588 4,784 369 -838 968 -962 -2,149 11,698 -755 -1,745 1,982 2,079 3,578
Percent of Open Interest Represented by Each Category of Trader
5.6 22.8 7.1 40.9 11.8 8.5 5.9 11.5 16.7 3.6 10.2 0.7 11.0 10.7
Number of Traders in Each Category Total Traders: 556
35 28 38 167 79 114 76 100 104 42 29 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 32,025
Positions
3,778 0 251 0 0 0 9,040 8,661 8,543 2 1,402 0 10,411 13,168
Changes from: July 6, 2021 Total Change is: 4,622
-775 0 77 0 0 0 3,517 -1,683 740 2 1,402 0 1,061 4,085
Percent of Open Interest Represented by Each Category of Trader
11.8 0.0 0.8 0.0 0.0 0.0 28.2 27.0 26.7 0.0 4.4 0.0 32.5 41.1
Number of Traders in Each Category Total Traders: 21
. . . 0 0 0 5 10 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 20,939
Positions
7,865 17,703 0 8,957 0 145 935 1,506 111 0 0 0 2,926 1,474
Changes from: July 6, 2021 Total Change is: -2,173
3,059 -2,075 0 -4,666 0 0 -507 -456 -129 0 0 0 70 487
Percent of Open Interest Represented by Each Category of Trader
37.6 84.5 0.0 42.8 0.0 0.7 4.5 7.2 0.5 0.0 0.0 0.0 14.0 7.0
Number of Traders in Each Category Total Traders: 29
5 6 0 11 0 . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 3,164,682
Positions
186,305 777,535 217,228 1,359,796 391,276 282,424 220,934 407,969 443,504 125,921 338,629 16,339 312,230 289,777
Changes from: July 6, 2021 Total Change is: 81,215
3,508 9,065 27,407 1,846 -4,192 4,839 -4,160 15,901 36,558 3,227 -8,726 2,901 5,089 -2,537
Percent of Open Interest Represented by Each Category of Trader
5.9 24.6 6.9 43.0 12.4 8.9 7.0 12.9 14.0 4.0 10.7 0.5 9.9 9.2
Number of Traders in Each Category Total Traders: 553
35 28 36 167 79 114 76 97 100 42 29 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 32,972
Positions
9,568 31,322 14 18,583 337 157 1,091 495 11 0 0 0 3,548 636
Changes from: July 6, 2021 Total Change is: -8,030
6,901 -7,880 -5 -14,105 0 0 -249 -46 0 0 0 0 -572 -99
Percent of Open Interest Represented by Each Category of Trader
29.0 95.0 0.0 56.4 1.0 0.5 3.3 1.5 0.0 0.0 0.0 0.0 10.8 1.9
Number of Traders in Each Category Total Traders: 38
7 7 . 18 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 43,401
Positions
4,183 13,934 145 25,089 20,584 2,265 2,972 1,511 182 0 260 0 8,565 4,520
Changes from: July 6, 2021 Total Change is: 29
-374 144 0 -235 -971 175 885 -399 179 0 260 0 -601 641
Percent of Open Interest Represented by Each Category of Trader
9.6 32.1 0.3 57.8 47.4 5.2 6.8 3.5 0.4 0.0 0.6 0.0 19.7 10.4
Number of Traders in Each Category Total Traders: 66
. 8 . 26 16 10 9 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 429,338
Positions
96,310 47,572 5,610 201,079 156,493 42,587 38,133 87,470 11,637 3,736 54,967 209 30,038 22,793
Changes from: July 6, 2021 Total Change is: 3,532
5,370 -7,446 -270 -9,645 1,960 5,230 733 -1,465 3,012 -696 2,299 -805 604 1,018
Percent of Open Interest Represented by Each Category of Trader
22.4 11.1 1.3 46.8 36.4 9.9 8.9 20.4 2.7 0.9 12.8 0.0 7.0 5.3
Number of Traders in Each Category Total Traders: 320
26 12 4 85 50 51 45 71 30 10 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 32,641
Positions
5,877 31,065 0 23,357 482 0 1,542 652 5 0 0 0 1,860 437
Changes from: July 6, 2021 Total Change is: 4
-5 0 0 59 0 0 18 3 0 0 0 0 -68 1
Percent of Open Interest Represented by Each Category of Trader
18.0 95.2 0.0 71.6 1.5 0.0 4.7 2.0 0.0 0.0 0.0 0.0 5.7 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 13, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 15,779
Positions
275 1,894 0 10,068 0 12 534 6,454 0 1,118 2,458 0 3,772 4,961
Changes from: July 6, 2021 Total Change is: -983
-588 -1,626 0 -312 -206 -14 -164 1,547 0 0 -69 0 95 -615
Percent of Open Interest Represented by Each Category of Trader
1.7 12.0 0.0 63.8 0.0 0.1 3.4 40.9 0.0 7.1 15.6 0.0 23.9 31.4
Number of Traders in Each Category Total Traders: 20
. . 0 10 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 45,006
Positions
7,791 3,350 434 8,272 3,265 565 18,823 3,149 73 3,462 0 0 5,586 34,170
Changes from: July 6, 2021 Total Change is: 1,156
-477 -1,210 -56 106 -1,497 43 783 -1,284 -20 891 -708 0 -114 5,888
Percent of Open Interest Represented by Each Category of Trader
17.3 7.4 1.0 18.4 7.3 1.3 41.8 7.0 0.2 7.7 0.0 0.0 12.4 75.9
Number of Traders in Each Category Total Traders: 50
8 8 . 10 4 5 12 4 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 427,531
Positions
42,094 262,483 10,372 276,328 70,260 60,772 18,742 11,975 1,067 6,867 4,897 0 11,289 5,705
Changes from: July 6, 2021 Total Change is: 3,287
2,414 -1,866 157 1,449 5,692 -3,349 1,750 2,336 289 163 1,360 0 414 -1,332
Percent of Open Interest Represented by Each Category of Trader
9.8 61.4 2.4 64.6 16.4 14.2 4.4 2.8 0.2 1.6 1.1 0.0 2.6 1.3
Number of Traders in Each Category Total Traders: 187
12 12 6 79 39 43 23 13 4 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 1,053,410
Positions
91,970 489,823 4,140 669,968 323,490 115,974 93,787 49,116 4,826 40,242 51,652 2,467 30,036 11,922
Changes from: July 6, 2021 Total Change is: 9,412
5,549 1,100 267 533 20,899 4,618 8,749 -6,645 -875 -2,564 1,764 -6,070 -795 -5,646
Percent of Open Interest Represented by Each Category of Trader
8.7 46.5 0.4 63.6 30.7 11.0 8.9 4.7 0.5 3.8 4.9 0.2 2.9 1.1
Number of Traders in Each Category Total Traders: 414
27 19 8 168 68 81 57 30 25 28 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 222,881
Positions
30,377 170,371 34,552 17,399 7,097 3,091 128,935 411 7,102 1,170 177 1 254 79
Changes from: July 6, 2021 Total Change is: 2,146
1,085 844 1,587 30 0 0 -129 -5 -280 113 0 1 -261 -1
Percent of Open Interest Represented by Each Category of Trader
13.6 76.4 15.5 7.8 3.2 1.4 57.8 0.2 3.2 0.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 86
9 20 17 13 . . 29 . 5 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 54,714
Positions
13,942 7,601 896 12,621 8,853 1,037 9,737 14,677 7,050 1,917 2,935 529 6,985 11,136
Changes from: July 6, 2021 Total Change is: 2,325
1,046 111 124 362 -66 -292 -189 1,065 1,216 112 -123 104 -159 185
Percent of Open Interest Represented by Each Category of Trader
25.5 13.9 1.6 23.1 16.2 1.9 17.8 26.8 12.9 3.5 5.4 1.0 12.8 20.4
Number of Traders in Each Category Total Traders: 327
31 17 11 61 45 38 42 71 34 23 36 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 273,569
Positions
69,708 38,003 4,480 63,106 44,265 5,187 48,685 73,385 35,249 9,587 14,676 2,644 34,923 55,680
Changes from: July 6, 2021 Total Change is: 11,623
5,231 555 619 1,808 -329 -1,462 -943 5,326 6,082 560 -615 521 -793 926
Percent of Open Interest Represented by Each Category of Trader
25.5 13.9 1.6 23.1 16.2 1.9 17.8 26.8 12.9 3.5 5.4 1.0 12.8 20.4
Number of Traders in Each Category Total Traders: 327
31 17 11 61 45 38 42 71 34 23 36 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 61,266
Positions
233 1,223 0 304 0 0 17,026 16,127 3,080 3,070 3,240 337 37,216 37,259
Changes from: July 6, 2021 Total Change is: 12,297
-68 -680 0 -24 0 0 343 13,889 1,608 0 -376 37 10,400 -2,182
Percent of Open Interest Represented by Each Category of Trader
0.4 2.0 0.0 0.5 0.0 0.0 27.8 26.3 5.0 5.0 5.3 0.6 60.7 60.8
Number of Traders in Each Category Total Traders: 21
. . 0 . 0 0 8 . 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 1,377,360
Positions
6,222 126,294 39,487 569,753 305,050 261,735 64,099 287,755 122,415 105,968 35,657 11,318 196,364 187,651
Changes from: July 6, 2021 Total Change is: 51,300
-2,174 30,348 6,690 22,909 -6,368 -1,586 -343 28,523 11,167 3,865 -7,290 3,619 7,154 -13,804
Percent of Open Interest Represented by Each Category of Trader
0.5 9.2 2.9 41.4 22.1 19.0 4.7 20.9 8.9 7.7 2.6 0.8 14.3 13.6
Number of Traders in Each Category Total Traders: 207
5 22 22 61 38 57 15 45 44 13 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 1,209,437
Positions
30,992 94,764 520 671,684 292,084 200,347 67,570 439,391 21,213 70,580 24,094 0 146,530 137,024
Changes from: July 6, 2021 Total Change is: 16,409
-949 2,832 -156 14,178 -2,920 847 -9,064 16,651 8,689 -199 -249 0 3,063 -9,285
Percent of Open Interest Represented by Each Category of Trader
2.6 7.8 0.0 55.5 24.2 16.6 5.6 36.3 1.8 5.8 2.0 0.0 12.1 11.3
Number of Traders in Each Category Total Traders: 161
. 13 . 73 29 59 6 26 10 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 2,006,856
Positions
76,488 143,396 11,684 812,877 505,215 325,807 454,338 708,476 64,051 121,480 110,542 235 139,896 137,450
Changes from: July 6, 2021 Total Change is: -75,898
7,065 -19,395 -12,674 -44,940 -40,038 6,202 -18,973 2,474 -8,243 -2,475 2,396 -747 -1,113 -5,872
Percent of Open Interest Represented by Each Category of Trader
3.8 7.1 0.6 40.5 25.2 16.2 22.6 35.3 3.2 6.1 5.5 0.0 7.0 6.8
Number of Traders in Each Category Total Traders: 311
14 34 10 89 47 74 44 51 31 18 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 4,965,273
Positions
146,777 285,173 188,376 1,523,787 1,466,090 879,022 1,040,331 536,262 605,883 128,121 296,568 102,086 350,888 605,813
Changes from: July 6, 2021 Total Change is: 4,898
-51,604 31,266 39,756 -2,043 -27,025 18,831 -92,393 -61,032 107,830 -14,177 -95,064 4,972 -6,273 -14,635
Percent of Open Interest Represented by Each Category of Trader
3.0 5.7 3.8 30.7 29.5 17.7 21.0 10.8 12.2 2.6 6.0 2.1 7.1 12.2
Number of Traders in Each Category Total Traders: 454
19 41 39 82 110 120 61 88 91 21 32 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 1,537,951
Positions
115,299 33,783 6,798 456,610 606,981 182,451 562,852 365,946 4,947 75,993 76,619 1,005 131,996 259,421
Changes from: July 6, 2021 Total Change is: -2,404
-294 7,962 -1,220 -17,950 -34,962 8,059 -1,275 43,010 -3,471 -1,323 -18,362 212 14,858 -3,632
Percent of Open Interest Represented by Each Category of Trader
7.5 2.2 0.4 29.7 39.5 11.9 36.6 23.8 0.3 4.9 5.0 0.1 8.6 16.9
Number of Traders in Each Category Total Traders: 168
9 8 5 22 69 51 27 19 8 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 3,800,560
Positions
53,058 167,084 68,630 1,799,046 1,106,844 662,162 330,730 765,007 318,281 249,050 217,573 30,721 288,882 464,258
Changes from: July 6, 2021 Total Change is: 27,281
-3,631 -35,885 10,457 -23,264 -23,038 7,100 -20,858 -14,321 45,995 1,091 517 10,313 78 26,142
Percent of Open Interest Represented by Each Category of Trader
1.4 4.4 1.8 47.3 29.1 17.4 8.7 20.1 8.4 6.6 5.7 0.8 7.6 12.2
Number of Traders in Each Category Total Traders: 331
13 26 25 80 66 85 41 67 54 11 27 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 1,077,681
Positions
280,378 160,271 369,700 30,290 6,318 3,066 92,090 220,768 277,260 0 5,920 0 24,897 34,378
Changes from: July 6, 2021 Total Change is: 57,776
12,786 20,843 11,930 2,489 0 -100 4,739 -6,322 31,422 0 1,002 0 -5,490 -999
Percent of Open Interest Represented by Each Category of Trader
26.0 14.9 34.3 2.8 0.6 0.3 8.5 20.5 25.7 0.0 0.5 0.0 2.3 3.2
Number of Traders in Each Category Total Traders: 97
22 29 45 . . 4 17 18 28 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 is23,199,519
Positions
3,080,460 1,563,908 3,533,665 548,626 1,500,655 1,713,510 1,515,012 1,539,817 11,904,439 24,502 280,452 247,270 632,035 915,803
Changes from: July 6, 2021 Total Change is: 567,939
-15,454 40,087 143,189 36,294 -27,992 146,534 79,594 2,823 202,955 -3,666 14,614 4,129 -25,638 41,599
Percent of Open Interest Represented by Each Category of Trader
13.3 6.7 15.2 2.4 6.5 7.4 6.5 6.6 51.3 0.1 1.2 1.1 2.7 3.9
Number of Traders in Each Category Total Traders: 298
34 41 72 23 21 35 54 79 116 4 33 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 647,400
Positions
130,207 162,886 180,339 16,648 19,301 4,455 146,475 103,425 159,672 748 8,412 8,802 54 108
Changes from: July 6, 2021 Total Change is: 14,392
10,327 25,143 -5,032 943 11,628 -2,194 14,690 -7,978 5,267 351 -2,466 -503 -9,456 -9,472
Percent of Open Interest Represented by Each Category of Trader
20.1 25.2 27.9 2.6 3.0 0.7 22.6 16.0 24.7 0.1 1.3 1.4 0.0 0.0
Number of Traders in Each Category Total Traders: 112
16 28 28 4 4 . 17 26 35 6 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 178,794
Positions
28,906 59,608 28,294 5,919 5,549 1,292 69,960 39,351 42,731 123 457 1,428 141 84
Changes from: July 6, 2021 Total Change is: -797
6,064 -14,146 9,173 -794 504 600 -11,477 2,630 1,472 -5,000 -178 431 -1,266 -1,283
Percent of Open Interest Represented by Each Category of Trader
16.2 33.3 15.8 3.3 3.1 0.7 39.1 22.0 23.9 0.1 0.3 0.8 0.1 0.0
Number of Traders in Each Category Total Traders: 83
14 17 14 4 . . 18 24 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 111,751
Positions
1,050 36,547 0 1,639 2,543 0 3,726 29,521 42,468 62,809 591 0 59 81
Changes from: July 6, 2021 Total Change is: 6,135
0 1,231 0 0 93 0 2,174 -4,400 9,211 -5,260 0 0 10 0
Percent of Open Interest Represented by Each Category of Trader
0.9 32.7 0.0 1.5 2.3 0.0 3.3 26.4 38.0 56.2 0.5 0.0 0.1 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 13, 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 7,418
Positions
295 102 74 559 496 0 2,741 4,997 515 1,484 226 139 1,610 869
Changes from: July 6, 2021 Total Change is: 280
15 -15 -8 42 -1 0 297 327 -23 100 42 -82 -60 40
Percent of Open Interest Represented by Each Category of Trader
4.0 1.4 1.0 7.5 6.7 0.0 37.0 67.4 6.9 20.0 3.0 1.9 21.7 11.7
Number of Traders in Each Category Total Traders: 74
. . . 4 . 0 21 28 12 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 17,959
Positions
110 72 0 0 0 0 9,232 15,269 478 3,296 666 272 4,571 1,202
Changes from: July 6, 2021 Total Change is: 1,731
-20 -471 0 0 0 0 784 1,522 -13 813 286 117 50 290
Percent of Open Interest Represented by Each Category of Trader
0.6 0.4 0.0 0.0 0.0 0.0 51.4 85.0 2.7 18.4 3.7 1.5 25.5 6.7
Number of Traders in Each Category Total Traders: 87
. . 0 0 0 0 11 8 . 55 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 3,252
Positions
69 102 45 0 142 0 1,074 2,306 47 958 21 55 1,004 534
Changes from: July 6, 2021 Total Change is: -176
-1 -28 45 0 22 0 -68 -319 5 -19 -52 11 -149 140
Percent of Open Interest Represented by Each Category of Trader
2.1 3.1 1.4 0.0 4.4 0.0 33.0 70.9 1.4 29.5 0.6 1.7 30.9 16.4
Number of Traders in Each Category Total Traders: 43
. . . 0 . 0 12 15 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 38,002
Positions
1,182 15,134 0 10,742 2,888 951 11,293 14,137 881 5,374 1,867 30 7,549 2,114
Changes from: July 6, 2021 Total Change is: 761
21 2,943 -1 -910 -911 45 1,135 -1,936 278 215 345 -2 -20 0
Percent of Open Interest Represented by Each Category of Trader
3.1 39.8 0.0 28.3 7.6 2.5 29.7 37.2 2.3 14.1 4.9 0.1 19.9 5.6
Number of Traders in Each Category Total Traders: 117
. . 0 10 8 . 27 20 6 36 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 322,134
Positions
53,431 19,916 10,716 103,259 70,306 30,103 35,441 96,497 56,879 4,902 2,464 6,382 21,021 28,871
Changes from: July 6, 2021 Total Change is: -19,023
-3,978 801 -446 -7,814 -16,277 -5,761 -3,406 -4,238 3,278 -991 288 1,953 -1,858 1,379
Percent of Open Interest Represented by Each Category of Trader
16.6 6.2 3.3 32.1 21.8 9.3 11.0 30.0 17.7 1.5 0.8 2.0 6.5 9.0
Number of Traders in Each Category Total Traders: 169
12 14 18 17 30 26 33 46 49 . 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 40,811
Positions
3,220 7,815 175 29,802 2,326 0 379 30,384 0 6,766 0 0 469 111
Changes from: July 6, 2021 Total Change is: 210
-135 -60 60 2,002 0 0 -833 213 0 -896 0 0 12 -3
Percent of Open Interest Represented by Each Category of Trader
7.9 19.1 0.4 73.0 5.7 0.0 0.9 74.5 0.0 16.6 0.0 0.0 1.1 0.3
Number of Traders in Each Category Total Traders: 52
. 4 . 13 4 0 . 8 0 17 0 0
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Updated July 16, 2021