Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 219,213
Positions
29,610 92,349 7,937 42,477 33,588 7,122 53,138 29,981 20,724 18,785 2,048 202 39,218 25,261
Changes from: July 13, 2021 Total Change is: -1,631
8,292 -27,409 754 -12,685 7,357 647 1,558 6,225 5,485 -385 -834 180 -5,477 5,964
Percent of Open Interest Represented by Each Category of Trader
13.5 42.1 3.6 19.4 15.3 3.2 24.2 13.7 9.5 8.6 0.9 0.1 17.9 11.5
Number of Traders in Each Category Total Traders: 114
9 6 7 19 16 15 25 22 19 16 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 47,555
Positions
13,107 5,753 783 2,624 12,697 1,528 19,484 4,197 1,831 0 642 0 8,198 20,124
Changes from: July 13, 2021 Total Change is: -869
-491 -143 3 323 -337 167 -80 -2,224 1 0 0 0 -793 1,664
Percent of Open Interest Represented by Each Category of Trader
27.6 12.1 1.6 5.5 26.7 3.2 41.0 8.8 3.9 0.0 1.4 0.0 17.2 42.3
Number of Traders in Each Category Total Traders: 47
6 . . 5 12 6 13 7 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 212,550
Positions
65,813 48,715 7,500 37,115 61,637 8,138 39,797 30,753 18,815 4,433 6,224 528 30,411 30,241
Changes from: July 13, 2021 Total Change is: 21,828
21,636 -2,054 1,211 -2,752 9,347 1,568 -1,989 4,840 3,132 435 445 166 -1,579 3,173
Percent of Open Interest Represented by Each Category of Trader
31.0 22.9 3.5 17.5 29.0 3.8 18.7 14.5 8.9 2.1 2.9 0.2 14.3 14.2
Number of Traders in Each Category Total Traders: 127
6 8 8 18 30 16 23 29 18 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 210,699
Positions
91,173 5,162 2,734 44,894 74,380 7,147 31,493 73,737 12,416 1,373 602 40 19,429 34,480
Changes from: July 13, 2021 Total Change is: -11,093
-5,752 1,079 -289 3,343 -1,260 -2,306 -9,068 -7,213 1,679 -182 -1,182 -7 1,489 -1,593
Percent of Open Interest Represented by Each Category of Trader
43.3 2.5 1.3 21.3 35.3 3.4 14.9 35.0 5.9 0.7 0.3 0.0 9.2 16.4
Number of Traders in Each Category Total Traders: 132
11 . 6 19 31 15 20 39 21 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 744,288
Positions
45,534 393,628 18,496 415,249 109,402 30,337 56,337 83,843 38,625 41,558 6,566 5,503 92,648 57,888
Changes from: July 13, 2021 Total Change is: -9,532
18,051 -27,031 -611 -14,889 12,706 350 -5,824 3,463 -1,111 -2,205 -47 -130 -3,163 2,880
Percent of Open Interest Represented by Each Category of Trader
6.1 52.9 2.5 55.8 14.7 4.1 7.6 11.3 5.2 5.6 0.9 0.7 12.4 7.8
Number of Traders in Each Category Total Traders: 323
18 14 12 110 39 55 42 53 31 33 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 30,235
Positions
0 9,608 0 11,975 4,797 2,819 479 4,544 1,196 800 0 0 12,966 7,271
Changes from: July 13, 2021 Total Change is: 1,066
0 25 0 796 108 -34 -28 489 28 0 0 0 304 450
Percent of Open Interest Represented by Each Category of Trader
0.0 31.8 0.0 39.6 15.9 9.3 1.6 15.0 4.0 2.6 0.0 0.0 42.9 24.0
Number of Traders in Each Category Total Traders: 24
0 . 0 12 5 7 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 25,143
Positions
447 1,193 0 5,956 16,001 2,154 7,745 1,545 0 0 975 0 8,841 3,275
Changes from: July 13, 2021 Total Change is: -725
-437 0 0 -477 -713 -111 319 0 0 0 0 0 -19 99
Percent of Open Interest Represented by Each Category of Trader
1.8 4.7 0.0 23.7 63.6 8.6 30.8 6.1 0.0 0.0 3.9 0.0 35.2 13.0
Number of Traders in Each Category Total Traders: 26
. . 0 7 10 5 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 174,799
Positions
45,544 11,408 1,116 40,022 92,290 4,780 51,207 27,629 5,736 5,438 2,146 0 20,955 29,694
Changes from: July 13, 2021 Total Change is: 10,315
8,860 -3,784 -169 -1,259 5,186 1,398 891 3,059 1,459 262 1,003 0 -1,127 2,162
Percent of Open Interest Represented by Each Category of Trader
26.1 6.5 0.6 22.9 52.8 2.7 29.3 15.8 3.3 3.1 1.2 0.0 12.0 17.0
Number of Traders in Each Category Total Traders: 96
11 4 7 13 18 11 22 22 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 47,663
Positions
402 22,332 0 35,022 0 26 7,917 22,715 0 1,468 1,045 17 2,811 1,528
Changes from: July 13, 2021 Total Change is: -1,146
55 -11 0 -2,273 -112 21 843 -1,300 0 0 2 -23 231 277
Percent of Open Interest Represented by Each Category of Trader
0.8 46.9 0.0 73.5 0.0 0.1 16.6 47.7 0.0 3.1 2.2 0.0 5.9 3.2
Number of Traders in Each Category Total Traders: 49
. 5 0 12 0 . 16 7 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 146,576
Positions
5,803 88,258 506 66,255 7,880 763 58,621 21,121 3,020 4,733 21,566 0 6,875 3,463
Changes from: July 13, 2021 Total Change is: -2,987
1,125 403 0 1,093 247 -338 -4,088 -3,428 -287 -450 189 0 -42 228
Percent of Open Interest Represented by Each Category of Trader
4.0 60.2 0.3 45.2 5.4 0.5 40.0 14.4 2.1 3.2 14.7 0.0 4.7 2.4
Number of Traders in Each Category Total Traders: 143
6 9 . 21 7 4 50 28 16 9 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 39,807
Positions
964 17,480 0 16,836 1,519 0 11,692 14,918 2,296 4,485 2,030 18 3,516 1,546
Changes from: July 13, 2021 Total Change is: 975
-64 0 0 1,921 581 0 -2,036 1,002 923 255 -1,271 0 -24 -260
Percent of Open Interest Represented by Each Category of Trader
2.4 43.9 0.0 42.3 3.8 0.0 29.4 37.5 5.8 11.3 5.1 0.0 8.8 3.9
Number of Traders in Each Category Total Traders: 64
. . 0 11 . 0 16 15 6 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 43,807
Positions
11,367 13,821 34 3,299 11,705 1,050 22,587 10,934 902 398 598 20 4,150 4,743
Changes from: July 13, 2021 Total Change is: 1,275
801 -90 3 -444 1,748 -232 771 -604 261 -92 -181 0 207 370
Percent of Open Interest Represented by Each Category of Trader
25.9 31.5 0.1 7.5 26.7 2.4 51.6 25.0 2.1 0.9 1.4 0.0 9.5 10.8
Number of Traders in Each Category Total Traders: 96
9 4 . 10 16 6 37 13 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 17,267
Positions
2,914 4,876 0 5,704 2,897 0 6,739 7,819 1 623 170 0 1,286 1,504
Changes from: July 13, 2021 Total Change is: -209
229 -14 0 -2,141 14 0 2,150 -124 0 -151 0 0 -296 -85
Percent of Open Interest Represented by Each Category of Trader
16.9 28.2 0.0 33.0 16.8 0.0 39.0 45.3 0.0 3.6 1.0 0.0 7.4 8.7
Number of Traders in Each Category Total Traders: 40
. . 0 7 . 0 12 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 51,463
Positions
14,136 19,268 685 13,363 1,900 850 12,471 5,639 1,164 616 15,966 0 8,179 5,992
Changes from: July 13, 2021 Total Change is: -4,494
238 -7,777 16 -3,101 520 468 -1,139 774 225 0 942 0 -1,200 339
Percent of Open Interest Represented by Each Category of Trader
27.5 37.4 1.3 26.0 3.7 1.7 24.2 11.0 2.3 1.2 31.0 0.0 15.9 11.6
Number of Traders in Each Category Total Traders: 109
11 14 . 26 8 8 30 13 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 102,925
Positions
28,271 38,535 1,370 26,725 3,799 1,699 24,942 11,277 2,328 1,232 31,932 0 16,358 11,985
Changes from: July 13, 2021 Total Change is: -8,987
476 -15,553 32 -6,202 1,040 936 -2,279 1,547 451 0 1,883 0 -2,401 677
Percent of Open Interest Represented by Each Category of Trader
27.5 37.4 1.3 26.0 3.7 1.7 24.2 11.0 2.3 1.2 31.0 0.0 15.9 11.6
Number of Traders in Each Category Total Traders: 109
11 14 . 26 8 8 30 13 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 46,075
Positions
2,018 41,533 0 38,467 0 1,353 1,513 2,886 0 0 0 0 2,724 303
Changes from: July 13, 2021 Total Change is: -395
61 -179 0 209 0 73 -546 -178 0 0 0 0 -192 -111
Percent of Open Interest Represented by Each Category of Trader
4.4 90.1 0.0 83.5 0.0 2.9 3.3 6.3 0.0 0.0 0.0 0.0 5.9 0.7
Number of Traders in Each Category Total Traders: 35
4 8 0 18 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 674,354
Positions
39,146 156,114 48,988 270,593 82,804 57,499 40,877 73,458 115,971 24,582 63,124 3,432 73,266 72,965
Changes from: July 13, 2021 Total Change is: 9,393
1,885 4,385 1,513 -1,366 4,549 1,014 1,765 -2,682 4,612 798 -4,602 -1,237 410 1,842
Percent of Open Interest Represented by Each Category of Trader
5.8 23.2 7.3 40.1 12.3 8.5 6.1 10.9 17.2 3.6 9.4 0.5 10.9 10.8
Number of Traders in Each Category Total Traders: 554
34 32 40 165 79 111 78 95 103 42 29 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 31,951
Positions
4,530 1,200 239 0 0 0 9,860 8,911 7,326 300 0 0 9,695 14,274
Changes from: July 13, 2021 Total Change is: -74
752 1,200 -12 0 0 0 820 250 -1,217 298 -1,402 0 -715 1,106
Percent of Open Interest Represented by Each Category of Trader
14.2 3.8 0.7 0.0 0.0 0.0 30.9 27.9 22.9 0.9 0.0 0.0 30.3 44.7
Number of Traders in Each Category Total Traders: 20
. . . 0 0 0 . 11 13 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 22,225
Positions
10,016 17,187 0 8,632 1,058 145 537 2,546 0 0 0 0 2,895 1,289
Changes from: July 13, 2021 Total Change is: 1,286
2,151 -516 0 -325 1,058 0 -398 1,040 -111 0 0 0 -31 -185
Percent of Open Interest Represented by Each Category of Trader
45.1 77.3 0.0 38.8 4.8 0.7 2.4 11.5 0.0 0.0 0.0 0.0 13.0 5.8
Number of Traders in Each Category Total Traders: 32
6 6 0 11 . . . 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 3,212,015
Positions
195,728 797,222 221,090 1,352,964 414,019 287,493 227,894 395,538 470,421 121,410 315,618 17,160 317,855 293,454
Changes from: July 13, 2021 Total Change is: 47,333
9,423 19,687 3,861 -6,832 22,743 5,068 6,960 -12,431 26,916 -4,511 -23,011 821 5,626 3,678
Percent of Open Interest Represented by Each Category of Trader
6.1 24.8 6.9 42.1 12.9 9.0 7.1 12.3 14.6 3.8 9.8 0.5 9.9 9.1
Number of Traders in Each Category Total Traders: 550
34 32 38 165 79 111 78 91 99 42 29 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 31,368
Positions
9,892 29,529 12 16,990 498 130 1,129 682 6 0 0 0 3,209 511
Changes from: July 13, 2021 Total Change is: -1,604
324 -1,793 -2 -1,593 161 -27 38 187 -5 0 0 0 -339 -125
Percent of Open Interest Represented by Each Category of Trader
31.5 94.1 0.0 54.2 1.6 0.4 3.6 2.2 0.0 0.0 0.0 0.0 10.2 1.6
Number of Traders in Each Category Total Traders: 37
7 7 . 17 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,445
Positions
312 11,725 0 7,777 0 0 1,864 712 0 0 0 0 3,492 1,008
Changes from: July 13, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.3 87.2 0.0 57.8 0.0 0.0 13.9 5.3 0.0 0.0 0.0 0.0 26.0 7.5
Number of Traders in Each Category Total Traders: 20
. 8 0 7 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 12,319
Positions
1,813 8,703 1 7,128 0 395 1,042 2,393 0 0 0 0 1,940 827
Changes from: July 13, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
14.7 70.6 0.0 57.9 0.0 3.2 8.5 19.4 0.0 0.0 0.0 0.0 15.7 6.7
Number of Traders in Each Category Total Traders: 22
4 8 . 6 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 45,106
Positions
4,115 13,615 140 26,065 21,584 2,299 3,950 2,569 243 203 649 0 8,091 4,007
Changes from: July 13, 2021 Total Change is: 1,705
-68 -319 -5 976 1,000 34 978 1,058 61 203 389 0 -474 -513
Percent of Open Interest Represented by Each Category of Trader
9.1 30.2 0.3 57.8 47.9 5.1 8.8 5.7 0.5 0.5 1.4 0.0 17.9 8.9
Number of Traders in Each Category Total Traders: 70
. 8 . 27 16 10 8 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 462,556
Positions
113,765 39,796 4,517 200,761 183,224 39,460 55,826 105,171 13,745 3,902 53,723 253 30,328 22,667
Changes from: July 13, 2021 Total Change is: 33,218
17,455 -7,776 -1,093 -318 26,731 -3,127 17,693 17,701 2,109 166 -1,244 44 290 -126
Percent of Open Interest Represented by Each Category of Trader
24.6 8.6 1.0 43.4 39.6 8.5 12.1 22.7 3.0 0.8 11.6 0.1 6.6 4.9
Number of Traders in Each Category Total Traders: 340
32 11 4 88 55 51 41 77 32 11 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 32,648
Positions
5,895 31,065 0 23,413 482 0 1,834 644 5 0 0 0 1,501 452
Changes from: July 13, 2021 Total Change is: 7
18 0 0 56 0 0 292 -8 0 0 0 0 -359 15
Percent of Open Interest Represented by Each Category of Trader
18.1 95.2 0.0 71.7 1.5 0.0 5.6 2.0 0.0 0.0 0.0 0.0 4.6 1.4
Number of Traders in Each Category Total Traders: 30
. 8 0 14 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 45,351
Positions
7,984 3,202 637 8,102 6,343 610 18,985 3,284 41 3,011 0 0 5,981 31,234
Changes from: July 13, 2021 Total Change is: 345
193 -148 203 -170 3,078 45 162 135 -32 -451 0 0 395 -2,936
Percent of Open Interest Represented by Each Category of Trader
17.6 7.1 1.4 17.9 14.0 1.3 41.9 7.2 0.1 6.6 0.0 0.0 13.2 68.9
Number of Traders in Each Category Total Traders: 49
7 5 . 10 6 5 12 5 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 433,422
Positions
44,480 271,492 10,105 283,854 76,160 54,816 21,576 10,780 806 7,100 3,233 0 10,685 6,030
Changes from: July 13, 2021 Total Change is: 5,891
2,386 9,009 -267 7,526 5,900 -5,956 2,834 -1,195 -261 233 -1,664 0 -604 325
Percent of Open Interest Represented by Each Category of Trader
10.3 62.6 2.3 65.5 17.6 12.6 5.0 2.5 0.2 1.6 0.7 0.0 2.5 1.4
Number of Traders in Each Category Total Traders: 190
13 13 6 78 40 43 26 10 4 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 1,050,520
Positions
90,948 479,691 4,083 670,246 332,977 112,846 93,050 47,629 7,398 39,605 51,792 1,601 30,743 12,503
Changes from: July 13, 2021 Total Change is: -2,890
-1,022 -10,132 -57 278 9,487 -3,128 -737 -1,487 2,572 -637 140 -866 707 581
Percent of Open Interest Represented by Each Category of Trader
8.7 45.7 0.4 63.8 31.7 10.7 8.9 4.5 0.7 3.8 4.9 0.2 2.9 1.2
Number of Traders in Each Category Total Traders: 413
28 20 8 165 70 79 57 29 26 26 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 226,679
Positions
35,701 167,507 32,798 17,399 7,097 3,091 124,702 411 9,517 1,184 177 1 2,286 6,080
Changes from: July 13, 2021 Total Change is: 3,798
5,324 -2,864 -1,754 0 0 0 -4,233 0 2,415 14 0 0 2,032 6,001
Percent of Open Interest Represented by Each Category of Trader
15.7 73.9 14.5 7.7 3.1 1.4 55.0 0.2 4.2 0.5 0.1 0.0 1.0 2.7
Number of Traders in Each Category Total Traders: 88
10 21 17 13 . . 29 . 5 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 54,075
Positions
11,153 8,364 1,003 12,389 9,943 1,051 12,260 14,659 5,802 2,218 2,730 417 7,783 10,107
Changes from: July 13, 2021 Total Change is: -639
-2,789 763 107 -233 1,090 13 2,523 -18 -1,248 301 -205 -112 798 -1,029
Percent of Open Interest Represented by Each Category of Trader
20.6 15.5 1.9 22.9 18.4 1.9 22.7 27.1 10.7 4.1 5.0 0.8 14.4 18.7
Number of Traders in Each Category Total Traders: 312
27 19 11 57 50 37 39 68 37 24 27 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 270,375
Positions
55,764 41,819 5,017 61,943 49,713 5,253 61,300 73,293 29,009 11,091 13,652 2,085 38,914 50,535
Changes from: July 13, 2021 Total Change is: -3,194
-13,944 3,816 537 -1,163 5,449 66 12,615 -92 -6,240 1,504 -1,024 -559 3,991 -5,145
Percent of Open Interest Represented by Each Category of Trader
20.6 15.5 1.9 22.9 18.4 1.9 22.7 27.1 10.7 4.1 5.0 0.8 14.4 18.7
Number of Traders in Each Category Total Traders: 312
27 19 11 57 50 37 39 68 37 24 27 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 63,660
Positions
466 1,573 0 261 342 0 14,266 21,650 1,906 4,050 3,697 326 42,385 34,166
Changes from: July 13, 2021 Total Change is: 2,394
233 350 0 -43 342 0 -2,760 5,523 -1,174 980 457 -11 5,169 -3,093
Percent of Open Interest Represented by Each Category of Trader
0.7 2.5 0.0 0.4 0.5 0.0 22.4 34.0 3.0 6.4 5.8 0.5 66.6 53.7
Number of Traders in Each Category Total Traders: 26
. . 0 . . 0 10 . 4 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 1,456,651
Positions
9,991 101,897 73,379 557,556 299,742 293,877 74,041 305,278 137,660 101,750 42,246 10,167 198,230 192,405
Changes from: July 13, 2021 Total Change is: 79,291
3,769 -24,397 33,892 -12,198 -5,308 32,142 9,943 17,524 15,245 -4,218 6,590 -1,150 1,866 4,754
Percent of Open Interest Represented by Each Category of Trader
0.7 7.0 5.0 38.3 20.6 20.2 5.1 21.0 9.5 7.0 2.9 0.7 13.6 13.2
Number of Traders in Each Category Total Traders: 210
8 18 22 59 41 62 17 43 46 12 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 1,224,598
Positions
28,243 107,899 171 683,015 289,218 195,630 73,548 447,832 21,851 71,908 24,169 272 149,960 137,556
Changes from: July 13, 2021 Total Change is: 15,161
-2,749 13,135 -349 11,331 -2,866 -4,717 5,978 8,441 638 1,328 75 272 3,429 532
Percent of Open Interest Represented by Each Category of Trader
2.3 8.8 0.0 55.8 23.6 16.0 6.0 36.6 1.8 5.9 2.0 0.0 12.2 11.2
Number of Traders in Each Category Total Traders: 161
. 13 . 73 29 56 7 25 8 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 2,016,067
Positions
63,636 159,530 15,453 848,227 492,328 321,777 444,715 708,784 61,669 115,979 123,216 174 144,438 133,135
Changes from: July 13, 2021 Total Change is: 9,211
-12,852 16,134 3,769 35,350 -12,886 -4,030 -9,624 308 -2,382 -5,501 12,674 -61 4,542 -4,315
Percent of Open Interest Represented by Each Category of Trader
3.2 7.9 0.8 42.1 24.4 16.0 22.1 35.2 3.1 5.8 6.1 0.0 7.2 6.6
Number of Traders in Each Category Total Traders: 300
13 33 10 91 42 73 41 48 27 17 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 5,059,129
Positions
179,470 260,257 223,451 1,453,838 1,518,324 921,458 1,077,891 500,671 614,731 153,504 315,006 80,010 354,775 625,221
Changes from: July 13, 2021 Total Change is: 93,856
32,693 -24,915 35,075 -69,950 52,234 42,436 37,560 -35,591 8,848 25,383 18,438 -22,076 3,887 19,408
Percent of Open Interest Represented by Each Category of Trader
3.5 5.1 4.4 28.7 30.0 18.2 21.3 9.9 12.2 3.0 6.2 1.6 7.0 12.4
Number of Traders in Each Category Total Traders: 458
24 36 42 78 119 121 68 83 93 20 29 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 1,506,230
Positions
116,379 27,081 5,746 461,872 584,477 187,216 519,225 367,081 4,887 85,733 61,344 830 124,342 267,568
Changes from: July 13, 2021 Total Change is: -31,721
1,080 -6,702 -1,052 5,262 -22,504 4,765 -43,627 1,135 -60 9,740 -15,275 -175 -7,654 8,147
Percent of Open Interest Represented by Each Category of Trader
7.7 1.8 0.4 30.7 38.8 12.4 34.5 24.4 0.3 5.7 4.1 0.1 8.3 17.8
Number of Traders in Each Category Total Traders: 165
9 7 4 23 65 51 29 17 10 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 3,763,527
Positions
45,454 239,256 71,600 1,732,651 1,052,761 721,175 343,221 700,047 285,926 248,949 210,747 19,153 295,397 462,862
Changes from: July 13, 2021 Total Change is: -37,033
-7,604 72,172 2,970 -66,395 -54,083 59,013 12,491 -64,960 -32,355 -101 -6,826 -11,568 6,515 -1,397
Percent of Open Interest Represented by Each Category of Trader
1.2 6.4 1.9 46.0 28.0 19.2 9.1 18.6 7.6 6.6 5.6 0.5 7.8 12.3
Number of Traders in Each Category Total Traders: 341
13 31 24 82 73 86 37 70 56 12 23 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 1,105,553
Positions
289,357 156,296 391,337 35,527 5,318 3,666 89,546 235,095 275,534 0 6,704 0 20,586 31,603
Changes from: July 13, 2021 Total Change is: 27,872
8,979 -3,975 21,637 5,237 -1,000 600 -2,544 14,327 -1,726 0 784 0 -4,311 -2,775
Percent of Open Interest Represented by Each Category of Trader
26.2 14.1 35.4 3.2 0.5 0.3 8.1 21.3 24.9 0.0 0.6 0.0 1.9 2.9
Number of Traders in Each Category Total Traders: 101
21 33 48 . . 4 15 21 28 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 is22,095,087
Positions
3,074,983 1,621,112 3,227,908 624,954 1,505,353 1,545,933 1,109,981 1,226,676 11,616,754 28,768 255,980 243,688 622,120 851,683
Changes from: July 13, 2021 Total Change is:-1,104,432
-5,477 57,204 -305,757 76,328 4,698 -167,577 -405,031 -313,141 -287,685 4,266 -24,472 -3,582 -9,916 -64,120
Percent of Open Interest Represented by Each Category of Trader
13.9 7.3 14.6 2.8 6.8 7.0 5.0 5.6 52.6 0.1 1.2 1.1 2.8 3.9
Number of Traders in Each Category Total Traders: 287
31 43 68 22 22 33 53 71 111 7 32 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 641,782
Positions
141,156 197,633 172,361 17,126 17,970 6,455 145,369 78,248 149,174 627 10,359 9,445 68 136
Changes from: July 13, 2021 Total Change is: -5,618
10,949 34,747 -7,978 478 -1,331 2,000 -1,106 -25,177 -10,498 -121 1,947 643 14 28
Percent of Open Interest Represented by Each Category of Trader
22.0 30.8 26.9 2.7 2.8 1.0 22.7 12.2 23.2 0.1 1.6 1.5 0.0 0.0
Number of Traders in Each Category Total Traders: 113
17 27 30 4 4 . 20 24 35 7 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 179,410
Positions
30,789 60,395 29,032 6,350 5,562 1,292 68,512 39,460 41,728 123 414 1,463 121 64
Changes from: July 13, 2021 Total Change is: 616
1,883 787 738 431 13 0 -1,448 109 -1,003 0 -43 35 -20 -20
Percent of Open Interest Represented by Each Category of Trader
17.2 33.7 16.2 3.5 3.1 0.7 38.2 22.0 23.3 0.1 0.2 0.8 0.1 0.0
Number of Traders in Each Category Total Traders: 85
15 17 15 4 . . 20 22 25 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 118,506
Positions
1,050 43,646 0 1,639 1,565 0 5,591 26,927 45,676 64,540 591 0 10 101
Changes from: July 13, 2021 Total Change is: 6,755
0 7,099 0 0 -978 0 1,865 -2,594 3,208 1,731 0 0 -49 20
Percent of Open Interest Represented by Each Category of Trader
0.9 36.8 0.0 1.4 1.3 0.0 4.7 22.7 38.5 54.5 0.5 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 30
. 7 0 . 4 0 . 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 8,642
Positions
341 120 48 579 602 0 3,813 5,815 623 1,373 262 230 1,635 942
Changes from: July 13, 2021 Total Change is: 1,224
46 18 -26 20 106 0 1,071 819 107 -111 36 91 25 73
Percent of Open Interest Represented by Each Category of Trader
3.9 1.4 0.6 6.7 7.0 0.0 44.1 67.3 7.2 15.9 3.0 2.7 18.9 10.9
Number of Traders in Each Category Total Traders: 80
. . . 4 4 0 22 32 11 8 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 19,719
Positions
100 5,553 0 0 0 0 10,470 10,830 372 3,119 954 555 5,103 1,455
Changes from: July 13, 2021 Total Change is: 1,760
-10 5,481 0 0 0 0 1,238 -4,439 -106 -177 288 283 532 253
Percent of Open Interest Represented by Each Category of Trader
0.5 28.2 0.0 0.0 0.0 0.0 53.1 54.9 1.9 15.8 4.8 2.8 25.9 7.4
Number of Traders in Each Category Total Traders: 99
. . 0 0 0 0 11 10 . 57 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 3,267
Positions
74 98 55 0 118 0 932 2,282 76 1,061 106 50 1,019 482
Changes from: July 13, 2021 Total Change is: 15
5 -4 10 0 -24 0 -142 -24 29 103 85 -5 15 -52
Percent of Open Interest Represented by Each Category of Trader
2.3 3.0 1.7 0.0 3.6 0.0 28.5 69.9 2.3 32.5 3.2 1.5 31.2 14.8
Number of Traders in Each Category Total Traders: 42
. . . 0 . 0 12 15 4 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 39,046
Positions
852 15,653 0 9,840 1,919 1,004 13,375 16,042 825 5,563 1,641 29 7,557 1,933
Changes from: July 13, 2021 Total Change is: 1,044
-330 519 0 -902 -969 53 2,082 1,905 -56 189 -227 -1 9 -181
Percent of Open Interest Represented by Each Category of Trader
2.2 40.1 0.0 25.2 4.9 2.6 34.3 41.1 2.1 14.2 4.2 0.1 19.4 5.0
Number of Traders in Each Category Total Traders: 122
. . 0 12 5 4 31 22 6 38 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 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 324,704
Positions
54,334 22,008 15,221 104,649 58,688 29,228 26,995 99,728 56,577 4,904 1,501 12,755 20,041 28,998
Changes from: July 13, 2021 Total Change is: 2,570
903 2,092 4,505 1,390 -11,618 -875 -8,446 3,231 -302 2 -963 6,373 -980 127
Percent of Open Interest Represented by Each Category of Trader
16.7 6.8 4.7 32.2 18.1 9.0 8.3 30.7 17.4 1.5 0.5 3.9 6.2 8.9
Number of Traders in Each Category Total Traders: 164
14 13 18 15 25 22 29 48 50 5 6 12
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Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 36,597
Positions
3,240 7,810 180 19,136 2,326 0 6,514 26,189 0 7,043 0 0 484 92
Changes from: July 13, 2021 Total Change is: -4,214
20 -5 5 -10,666 0 0 6,135 -4,195 0 277 0 0 15 -19
Percent of Open Interest Represented by Each Category of Trader
8.9 21.3 0.5 52.3 6.4 0.0 17.8 71.6 0.0 19.2 0.0 0.0 1.3 0.3
Number of Traders in Each Category Total Traders: 54
. 4 . 13 4 0 6 5 0 19 0 0
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Updated July 23, 2021