Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 195,158
Positions
22,635 85,991 8,870 44,854 28,158 6,439 38,288 23,898 17,950 16,422 1,113 6 39,694 22,733
Changes from: July 27, 2021 Total Change is: -4,581
-3,878 -1,564 725 644 -3,082 251 -1,709 -1,124 -141 -749 -175 -69 345 598
Percent of Open Interest Represented by Each Category of Trader
11.6 44.1 4.5 23.0 14.4 3.3 19.6 12.2 9.2 8.4 0.6 0.0 20.3 11.6
Number of Traders in Each Category Total Traders: 102
8 6 6 22 13 13 22 16 13 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 45,202
Positions
8,522 5,713 982 2,570 10,686 1,093 17,681 5,583 1,644 475 642 0 12,236 18,860
Changes from: July 27, 2021 Total Change is: -2,392
-3,311 -58 78 399 -1,976 -864 -1,739 958 -164 0 0 0 3,209 -366
Percent of Open Interest Represented by Each Category of Trader
18.9 12.6 2.2 5.7 23.6 2.4 39.1 12.4 3.6 1.1 1.4 0.0 27.1 41.7
Number of Traders in Each Category Total Traders: 44
6 . . 4 12 6 10 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 204,366
Positions
47,367 54,857 6,797 42,149 51,976 6,731 42,330 31,094 19,073 9,120 5,546 882 29,917 27,410
Changes from: July 27, 2021 Total Change is: -5,530
-16,991 4,118 0 5,625 -6,831 633 1,270 -1,678 764 1,098 259 3 2,070 -2,796
Percent of Open Interest Represented by Each Category of Trader
23.2 26.8 3.3 20.6 25.4 3.3 20.7 15.2 9.3 4.5 2.7 0.4 14.6 13.4
Number of Traders in Each Category Total Traders: 122
5 10 8 18 28 16 24 25 20 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 208,812
Positions
90,038 5,273 3,936 42,626 77,517 7,148 28,849 65,957 13,121 722 564 26 22,345 35,269
Changes from: July 27, 2021 Total Change is: -6,342
-6,860 3,001 745 -509 -6,640 749 -2,160 -4,049 -151 -848 -34 -11 2,703 49
Percent of Open Interest Represented by Each Category of Trader
43.1 2.5 1.9 20.4 37.1 3.4 13.8 31.6 6.3 0.3 0.3 0.0 10.7 16.9
Number of Traders in Each Category Total Traders: 128
12 . 8 19 28 17 24 34 22 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 732,213
Positions
47,055 379,175 18,386 402,716 110,148 31,146 50,271 89,097 36,405 43,576 6,449 7,166 95,492 54,241
Changes from: July 27, 2021 Total Change is: -4,856
186 -3,064 1,206 -1,327 -3,926 -878 -3,101 5,231 -3,181 2,140 35 762 -663 -1,040
Percent of Open Interest Represented by Each Category of Trader
6.4 51.8 2.5 55.0 15.0 4.3 6.9 12.2 5.0 6.0 0.9 1.0 13.0 7.4
Number of Traders in Each Category Total Traders: 319
16 12 13 110 40 52 40 47 31 40 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 30,147
Positions
0 9,614 0 12,102 5,490 2,551 473 4,465 1,196 800 0 0 13,025 6,831
Changes from: July 27, 2021 Total Change is: 367
0 1 0 -12 465 0 0 44 0 0 0 0 379 -143
Percent of Open Interest Represented by Each Category of Trader
0.0 31.9 0.0 40.1 18.2 8.5 1.6 14.8 4.0 2.7 0.0 0.0 43.2 22.7
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 August 3, 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 28,011
Positions
1,415 1,193 0 5,704 19,590 1,317 12,103 1,545 0 0 975 0 7,472 3,391
Changes from: July 27, 2021 Total Change is: 52
409 4 0 -112 402 -368 67 0 0 0 0 0 56 14
Percent of Open Interest Represented by Each Category of Trader
5.1 4.3 0.0 20.4 69.9 4.7 43.2 5.5 0.0 0.0 3.5 0.0 26.7 12.1
Number of Traders in Each Category Total Traders: 29
. . 0 6 11 5 6 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 180,892
Positions
47,952 8,518 1,069 41,958 98,308 5,214 51,260 26,111 7,075 5,534 3,680 0 20,831 30,917
Changes from: July 27, 2021 Total Change is: 1,953
-188 -1,629 63 157 3,067 187 -587 -628 553 106 616 0 1,662 -276
Percent of Open Interest Represented by Each Category of Trader
26.5 4.7 0.6 23.2 54.3 2.9 28.3 14.4 3.9 3.1 2.0 0.0 11.5 17.1
Number of Traders in Each Category Total Traders: 98
10 5 6 15 18 10 21 19 12 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 54,727
Positions
387 23,018 0 37,707 200 38 11,030 29,222 6 2,528 1,184 73 2,958 986
Changes from: July 27, 2021 Total Change is: 2,978
5 610 0 -59 100 12 2,107 2,138 -35 570 281 73 305 -201
Percent of Open Interest Represented by Each Category of Trader
0.7 42.1 0.0 68.9 0.4 0.1 20.2 53.4 0.0 4.6 2.2 0.1 5.4 1.8
Number of Traders in Each Category Total Traders: 56
. 5 0 12 . . 21 6 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 154,564
Positions
4,827 97,648 506 70,972 7,802 1,872 61,308 19,173 3,387 4,505 21,321 0 7,187 2,855
Changes from: July 27, 2021 Total Change is: 4,041
98 3,892 0 2,363 170 -242 3,001 777 -1,400 -394 1,284 0 615 -440
Percent of Open Interest Represented by Each Category of Trader
3.1 63.2 0.3 45.9 5.0 1.2 39.7 12.4 2.2 2.9 13.8 0.0 4.6 1.8
Number of Traders in Each Category Total Traders: 159
. 11 . 26 6 6 61 27 16 11 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 41,269
Positions
1,085 17,420 33 19,121 838 0 13,770 19,241 141 3,869 1,974 18 3,232 1,604
Changes from: July 27, 2021 Total Change is: -2,291
240 -60 -3,683 2,512 -681 -33 1,483 3,648 -1,364 -1,025 -10 0 -421 -108
Percent of Open Interest Represented by Each Category of Trader
2.6 42.2 0.1 46.3 2.0 0.0 33.4 46.6 0.3 9.4 4.8 0.0 7.8 3.9
Number of Traders in Each Category Total Traders: 65
4 . . 10 . 0 18 14 . 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 42,926
Positions
11,523 13,698 48 5,601 10,247 1,027 19,225 12,600 755 530 348 22 4,195 4,181
Changes from: July 27, 2021 Total Change is: -1,234
252 -620 9 -106 -1,794 197 -1,979 914 238 -94 -192 0 249 14
Percent of Open Interest Represented by Each Category of Trader
26.8 31.9 0.1 13.0 23.9 2.4 44.8 29.4 1.8 1.2 0.8 0.1 9.8 9.7
Number of Traders in Each Category Total Traders: 96
9 4 . 12 18 6 34 13 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 17,158
Positions
2,988 4,876 0 3,990 3,302 0 7,785 7,573 1 1,022 0 0 1,372 1,406
Changes from: July 27, 2021 Total Change is: -1,166
-101 -10 0 -573 167 0 -879 -791 0 399 -379 0 -12 -153
Percent of Open Interest Represented by Each Category of Trader
17.4 28.4 0.0 23.3 19.2 0.0 45.4 44.1 0.0 6.0 0.0 0.0 8.0 8.2
Number of Traders in Each Category Total Traders: 44
. . 0 5 5 0 13 14 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 55,526
Positions
13,946 22,134 610 18,987 1,516 301 10,696 7,953 1,301 616 15,494 0 9,071 6,220
Changes from: July 27, 2021 Total Change is: 4,136
349 2,018 96 2,037 -90 33 1,016 1,482 432 0 239 0 173 -73
Percent of Open Interest Represented by Each Category of Trader
25.1 39.9 1.1 34.2 2.7 0.5 19.3 14.3 2.3 1.1 27.9 0.0 16.3 11.2
Number of Traders in Each Category Total Traders: 112
11 20 . 27 6 7 29 11 7 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 111,051
Positions
27,891 44,267 1,219 37,974 3,031 601 21,391 15,905 2,601 1,232 30,987 0 18,141 12,440
Changes from: July 27, 2021 Total Change is: 8,271
698 4,036 191 4,074 -180 66 2,033 2,964 864 0 477 0 346 -147
Percent of Open Interest Represented by Each Category of Trader
25.1 39.9 1.1 34.2 2.7 0.5 19.3 14.3 2.3 1.1 27.9 0.0 16.3 11.2
Number of Traders in Each Category Total Traders: 112
11 20 . 27 6 7 29 11 7 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 45,128
Positions
2,403 39,650 200 36,517 0 1,564 1,759 2,880 0 0 0 0 2,685 834
Changes from: July 27, 2021 Total Change is: -265
412 -1,796 200 -742 0 204 -140 511 0 0 0 0 -199 616
Percent of Open Interest Represented by Each Category of Trader
5.3 87.9 0.4 80.9 0.0 3.5 3.9 6.4 0.0 0.0 0.0 0.0 5.9 1.8
Number of Traders in Each Category Total Traders: 36
4 7 . 19 0 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 692,860
Positions
34,519 146,279 59,417 261,603 79,476 54,891 43,408 77,371 125,522 26,863 65,865 3,467 83,170 80,574
Changes from: July 27, 2021 Total Change is: 4,595
-1,247 -4,446 3,794 -2,506 -520 -723 4,646 2,375 -789 -2,543 1,707 -23 3,987 3,220
Percent of Open Interest Represented by Each Category of Trader
5.0 21.1 8.6 37.8 11.5 7.9 6.3 11.2 18.1 3.9 9.5 0.5 12.0 11.6
Number of Traders in Each Category Total Traders: 547
32 32 41 166 75 114 74 97 101 40 31 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 42,756
Positions
9,734 3,290 119 1,000 0 0 16,054 10,896 6,247 1 1 0 9,602 22,204
Changes from: July 27, 2021 Total Change is: 2,139
1,267 -100 -8 0 0 0 1,783 -925 -797 1 1 0 -107 3,969
Percent of Open Interest Represented by Each Category of Trader
22.8 7.7 0.3 2.3 0.0 0.0 37.5 25.5 14.6 0.0 0.0 0.0 22.5 51.9
Number of Traders in Each Category Total Traders: 24
4 . . . 0 0 6 8 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 22,782
Positions
6,493 18,564 0 11,371 2,034 0 3,284 1,315 0 0 0 0 1,634 869
Changes from: July 27, 2021 Total Change is: 1,208
-204 971 -3 387 0 0 1,295 56 0 0 0 0 -267 184
Percent of Open Interest Represented by Each Category of Trader
28.5 81.5 0.0 49.9 8.9 0.0 14.4 5.8 0.0 0.0 0.0 0.0 7.2 3.8
Number of Traders in Each Category Total Traders: 23
4 8 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 22,898
Positions
10,692 17,435 62 8,303 1,425 145 1,042 2,775 0 0 0 0 2,654 1,056
Changes from: July 27, 2021 Total Change is: 721
295 -13 62 137 0 0 505 632 0 0 0 0 -278 40
Percent of Open Interest Represented by Each Category of Trader
46.7 76.1 0.3 36.3 6.2 0.6 4.6 12.1 0.0 0.0 0.0 0.0 11.6 4.6
Number of Traders in Each Category Total Traders: 34
7 7 . 11 . . . 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 3,250,518
Positions
179,047 770,065 241,370 1,303,016 397,379 274,454 249,812 445,415 483,332 134,316 329,324 17,331 367,840 291,849
Changes from: July 27, 2021 Total Change is: 12,280
-4,662 -13,823 11,104 -12,532 -2,602 -3,615 20,717 22,909 -6,368 -12,714 8,535 -117 20,468 -3,742
Percent of Open Interest Represented by Each Category of Trader
5.5 23.7 7.4 40.1 12.2 8.4 7.7 13.7 14.9 4.1 10.1 0.5 11.3 9.0
Number of Traders in Each Category Total Traders: 546
32 32 39 166 75 114 75 95 100 40 31 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 28,947
Positions
10,252 26,555 12 14,030 498 20 1,106 1,220 93 0 0 0 3,434 549
Changes from: July 27, 2021 Total Change is: -271
216 -888 -1 -979 0 0 261 538 87 0 0 0 145 -7
Percent of Open Interest Represented by Each Category of Trader
35.4 91.7 0.0 48.5 1.7 0.1 3.8 4.2 0.3 0.0 0.0 0.0 11.9 1.9
Number of Traders in Each Category Total Traders: 38
7 7 . 17 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 20,146
Positions
2,658 16,713 1 13,795 0 394 1,118 2,128 0 0 0 0 2,180 910
Changes from: July 27, 2021 Total Change is: 3,233
101 3,415 0 3,091 0 0 76 -643 0 0 0 0 -35 461
Percent of Open Interest Represented by Each Category of Trader
13.2 83.0 0.0 68.5 0.0 2.0 5.5 10.6 0.0 0.0 0.0 0.0 10.8 4.5
Number of Traders in Each Category Total Traders: 24
4 9 . 7 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 42,313
Positions
3,840 13,229 148 25,190 21,108 1,982 2,779 2,259 16 0 0 0 8,358 3,571
Changes from: July 27, 2021 Total Change is: -1,498
-129 -553 6 -465 -155 -290 -487 -487 -150 0 0 0 17 131
Percent of Open Interest Represented by Each Category of Trader
9.1 31.3 0.3 59.5 49.9 4.7 6.6 5.3 0.0 0.0 0.0 0.0 19.8 8.4
Number of Traders in Each Category Total Traders: 66
. 6 . 29 17 11 6 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 462,166
Positions
120,598 39,918 4,954 204,737 175,741 37,894 45,206 119,619 13,115 5,657 47,330 260 29,745 23,335
Changes from: July 27, 2021 Total Change is: -4,910
668 2,408 456 -1,785 -6,951 1,081 -2,998 1,175 -43 -615 -181 -1,019 -656 -1,837
Percent of Open Interest Represented by Each Category of Trader
26.1 8.6 1.1 44.3 38.0 8.2 9.8 25.9 2.8 1.2 10.2 0.1 6.4 5.0
Number of Traders in Each Category Total Traders: 327
31 11 4 86 56 54 42 71 32 11 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 32,734
Positions
5,892 31,065 0 22,976 476 0 2,092 726 5 0 0 0 1,769 462
Changes from: July 27, 2021 Total Change is: 86
-3 0 0 -443 -6 0 263 84 0 0 0 0 269 8
Percent of Open Interest Represented by Each Category of Trader
18.0 94.9 0.0 70.2 1.5 0.0 6.4 2.2 0.0 0.0 0.0 0.0 5.4 1.4
Number of Traders in Each Category Total Traders: 29
. 8 0 13 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 15,708
Positions
275 2,147 0 9,895 216 4 803 5,142 0 1,118 2,639 0 3,613 5,560
Changes from: July 27, 2021 Total Change is: -2
0 253 0 266 216 0 -1 278 0 0 -341 0 -267 -408
Percent of Open Interest Represented by Each Category of Trader
1.8 13.7 0.0 63.0 1.4 0.0 5.1 32.7 0.0 7.1 16.8 0.0 23.0 35.4
Number of Traders in Each Category Total Traders: 23
. . 0 10 . . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 47,784
Positions
8,711 5,617 619 7,477 2,959 824 18,799 3,834 6 3,821 0 0 7,527 33,925
Changes from: July 27, 2021 Total Change is: -103
80 -84 26 -1,104 -1,271 536 -382 -1,633 -57 -570 0 0 1,368 2,380
Percent of Open Interest Represented by Each Category of Trader
18.2 11.8 1.3 15.6 6.2 1.7 39.3 8.0 0.0 8.0 0.0 0.0 15.8 71.0
Number of Traders in Each Category Total Traders: 52
8 8 . 9 4 6 14 5 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 425,247
Positions
39,301 266,437 10,138 289,146 72,961 52,302 14,615 12,123 818 8,169 4,255 0 10,758 6,213
Changes from: July 27, 2021 Total Change is: -8,419
-2,725 -4,807 33 -6,820 -1,709 269 309 279 131 -154 1,516 0 538 -4,131
Percent of Open Interest Represented by Each Category of Trader
9.2 62.7 2.4 68.0 17.2 12.3 3.4 2.9 0.2 1.9 1.0 0.0 2.5 1.5
Number of Traders in Each Category Total Traders: 191
12 14 7 81 39 42 24 14 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 1,069,000
Positions
87,839 477,976 2,985 690,224 298,032 128,616 78,231 76,040 7,886 42,457 60,918 1,046 29,716 15,501
Changes from: July 27, 2021 Total Change is: -489
-7,415 6,599 -2,742 9,785 -27,714 2,934 -5,352 8,502 1,777 2,246 10,660 1 -1,723 -506
Percent of Open Interest Represented by Each Category of Trader
8.2 44.7 0.3 64.6 27.9 12.0 7.3 7.1 0.7 4.0 5.7 0.1 2.8 1.5
Number of Traders in Each Category Total Traders: 407
25 21 6 162 76 83 47 35 24 27 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 235,832
Positions
32,874 172,530 40,970 17,888 7,397 2,626 128,416 386 11,625 1,106 177 0 327 121
Changes from: July 27, 2021 Total Change is: 10,823
-2,865 7,447 2,863 480 300 -465 10,113 -20 688 2 0 0 7 10
Percent of Open Interest Represented by Each Category of Trader
13.9 73.2 17.4 7.6 3.1 1.1 54.5 0.2 4.9 0.5 0.1 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 89
10 22 17 13 . . 30 . 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 51,894
Positions
12,903 7,335 1,153 12,762 8,488 1,341 7,682 14,396 6,363 2,213 2,471 356 7,120 9,992
Changes from: July 27, 2021 Total Change is: -3,387
196 -517 83 314 -961 159 -2,916 -1,181 -844 153 -126 -22 -512 21
Percent of Open Interest Represented by Each Category of Trader
24.9 14.1 2.2 24.6 16.4 2.6 14.8 27.7 12.3 4.3 4.8 0.7 13.7 19.3
Number of Traders in Each Category Total Traders: 315
24 19 10 64 47 40 41 71 45 21 28 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 259,470
Positions
64,515 36,675 5,765 63,812 42,440 6,704 38,412 71,978 31,815 11,064 12,354 1,780 35,602 49,958
Changes from: July 27, 2021 Total Change is: -16,934
982 -2,585 416 1,572 -4,806 795 -14,579 -5,904 -4,218 767 -630 -108 -2,562 106
Percent of Open Interest Represented by Each Category of Trader
24.9 14.1 2.2 24.6 16.4 2.6 14.8 27.7 12.3 4.3 4.8 0.7 13.7 19.3
Number of Traders in Each Category Total Traders: 315
24 19 10 64 47 40 41 71 45 21 28 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 83,715
Positions
0 2,821 0 303 299 0 33,553 43,212 1,424 3,370 4,379 300 44,766 31,280
Changes from: July 27, 2021 Total Change is: 9,640
-456 1,467 0 -19 21 0 10,427 4,205 -105 190 576 -146 -252 3,622
Percent of Open Interest Represented by Each Category of Trader
0.0 3.4 0.0 0.4 0.4 0.0 40.1 51.6 1.7 4.0 5.2 0.4 53.5 37.4
Number of Traders in Each Category Total Traders: 26
0 . 0 . . 0 10 6 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 1,369,705
Positions
7,483 107,401 45,058 595,026 295,982 274,187 78,602 309,101 90,360 66,571 45,490 14,255 198,162 187,871
Changes from: July 27, 2021 Total Change is: 43,766
-1,648 -6,052 11,469 15,951 -9,430 11,167 6,243 18,977 7,315 -4,594 6,420 4,163 -6,301 -263
Percent of Open Interest Represented by Each Category of Trader
0.5 7.8 3.3 43.4 21.6 20.0 5.7 22.6 6.6 4.9 3.3 1.0 14.5 13.7
Number of Traders in Each Category Total Traders: 202
8 17 20 61 41 62 16 37 37 8 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 1,265,859
Positions
30,847 103,239 200 695,542 285,242 185,743 68,239 458,659 66,256 71,048 21,879 202 147,783 144,439
Changes from: July 27, 2021 Total Change is: 30,495
781 -1,603 -132 -10,215 3,958 -1,928 -697 -18,416 44,397 2,630 -915 -70 -4,271 5,204
Percent of Open Interest Represented by Each Category of Trader
2.4 8.2 0.0 54.9 22.5 14.7 5.4 36.2 5.2 5.6 1.7 0.0 11.7 11.4
Number of Traders in Each Category Total Traders: 161
. 12 . 71 30 60 8 26 13 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 1,987,985
Positions
46,038 154,725 10,105 836,389 518,207 337,920 430,241 662,336 52,672 121,296 116,820 5,601 147,723 129,599
Changes from: July 27, 2021 Total Change is: 12,259
-11,053 2,016 -1,182 -3,169 -2,204 8,062 5,736 2,903 -723 6,787 5,444 1,251 6,551 -3,307
Percent of Open Interest Represented by Each Category of Trader
2.3 7.8 0.5 42.1 26.1 17.0 21.6 33.3 2.6 6.1 5.9 0.3 7.4 6.5
Number of Traders in Each Category Total Traders: 304
13 32 9 96 44 79 38 46 22 17 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 4,775,254
Positions
192,963 253,030 164,072 1,515,019 1,521,891 874,149 958,796 505,021 484,781 150,642 331,565 46,758 388,073 593,987
Changes from: July 27, 2021 Total Change is: 114,436
23,257 14,781 24,773 46,349 30,170 -2,694 -1,404 -37,206 60,611 -36,463 28,635 3,842 -3,836 -8,477
Percent of Open Interest Represented by Each Category of Trader
4.0 5.3 3.4 31.7 31.9 18.3 20.1 10.6 10.2 3.2 6.9 1.0 8.1 12.4
Number of Traders in Each Category Total Traders: 465
21 43 38 82 117 120 61 88 92 21 32 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 1,458,798
Positions
102,988 29,586 6,027 461,880 545,969 183,280 488,210 346,032 14,976 71,663 55,525 701 129,073 276,702
Changes from: July 27, 2021 Total Change is: -29,506
-1,417 1,095 -755 -26,582 -18,305 3,070 -12,832 -21,130 9,930 -3,184 -8,673 -129 2,393 5,391
Percent of Open Interest Represented by Each Category of Trader
7.1 2.0 0.4 31.7 37.4 12.6 33.5 23.7 1.0 4.9 3.8 0.0 8.8 19.0
Number of Traders in Each Category Total Traders: 160
6 8 4 24 66 51 26 17 13 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 3,691,760
Positions
38,940 252,654 56,373 1,671,338 950,318 720,166 330,811 791,935 262,693 295,220 216,652 11,586 304,633 429,383
Changes from: July 27, 2021 Total Change is: -8,843
5,504 9,061 5,481 -28,878 -66,890 12,761 -48,967 11,269 26,622 17,092 8,947 -1,288 2,830 -14,806
Percent of Open Interest Represented by Each Category of Trader
1.1 6.8 1.5 45.3 25.7 19.5 9.0 21.5 7.1 8.0 5.9 0.3 8.3 11.6
Number of Traders in Each Category Total Traders: 345
10 34 25 79 74 90 37 75 61 12 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 972,491
Positions
246,156 163,839 363,899 33,247 5,527 10,906 49,191 155,672 232,306 0 5,484 0 36,786 34,858
Changes from: July 27, 2021 Total Change is: -113,025
-55,907 -49,476 -20,579 -3,126 610 1,668 -31,541 -26,019 -17,731 0 -1,500 0 14,191 2
Percent of Open Interest Represented by Each Category of Trader
25.3 16.8 37.4 3.4 0.6 1.1 5.1 16.0 23.9 0.0 0.6 0.0 3.8 3.6
Number of Traders in Each Category Total Traders: 92
20 30 45 . . . 14 19 26 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 is22,138,068
Positions
3,296,542 1,663,088 3,228,658 742,953 1,425,377 1,577,037 901,742 1,457,196 11,457,887 25,258 216,992 241,402 666,589 870,432
Changes from: July 27, 2021 Total Change is: 49,801
205,274 -15,391 12,352 65,852 -63,654 1,477 -186,112 235,735 -76,345 -1,807 -36,522 -202 29,312 -7,649
Percent of Open Interest Represented by Each Category of Trader
14.9 7.5 14.6 3.4 6.4 7.1 4.1 6.6 51.8 0.1 1.0 1.1 3.0 3.9
Number of Traders in Each Category Total Traders: 293
34 41 69 27 22 40 40 83 109 . 36 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 663,414
Positions
172,552 171,323 189,773 19,475 9,309 9,935 125,634 126,714 133,238 251 10,273 12,385 172 464
Changes from: July 27, 2021 Total Change is: 11,852
12,216 -2,554 -1,880 1,528 -11,237 1,964 -7,262 21,604 1,336 -299 -1,846 4,166 83 299
Percent of Open Interest Represented by Each Category of Trader
26.0 25.8 28.6 2.9 1.4 1.5 18.9 19.1 20.1 0.0 1.5 1.9 0.0 0.1
Number of Traders in Each Category Total Traders: 113
18 27 29 4 . . 15 29 33 4 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 123,797
Positions
43,704 30,421 19,295 8,234 5,432 300 21,213 29,271 29,322 126 787 959 644 8,010
Changes from: July 27, 2021 Total Change is: -61,367
2,226 -32,864 -10,669 1,091 -97 -992 -39,385 -11,136 -13,777 -50 587 -327 516 7,908
Percent of Open Interest Represented by Each Category of Trader
35.3 24.6 15.6 6.7 4.4 0.2 17.1 23.6 23.7 0.1 0.6 0.8 0.5 6.5
Number of Traders in Each Category Total Traders: 76
13 14 13 4 . . 18 21 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 127,715
Positions
1,050 46,224 0 1,639 1,606 0 6,196 33,550 45,672 73,140 591 0 18 72
Changes from: July 27, 2021 Total Change is: 3,147
0 1,673 0 0 0 0 240 1,497 -4 2,900 0 0 11 -19
Percent of Open Interest Represented by Each Category of Trader
0.8 36.2 0.0 1.3 1.3 0.0 4.9 26.3 35.8 57.3 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 August 3, 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 6,559
Positions
232 74 140 656 234 0 1,991 4,800 280 1,570 169 44 1,645 818
Changes from: July 27, 2021 Total Change is: -1,520
37 -31 36 162 69 -13 -866 -106 -1,055 586 -137 -279 -128 -5
Percent of Open Interest Represented by Each Category of Trader
3.5 1.1 2.1 10.0 3.6 0.0 30.4 73.2 4.3 23.9 2.6 0.7 25.1 12.5
Number of Traders in Each Category Total Traders: 71
. . . 6 . 0 25 22 8 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 14,072
Positions
69 84 0 39 0 0 3,222 11,303 1,187 5,546 527 218 3,791 753
Changes from: July 27, 2021 Total Change is: -5,434
69 -1,237 -4 39 0 0 -5,349 -2,418 -1,335 1,816 -11 -157 -513 -272
Percent of Open Interest Represented by Each Category of Trader
0.5 0.6 0.0 0.3 0.0 0.0 22.9 80.3 8.4 39.4 3.7 1.5 26.9 5.4
Number of Traders in Each Category Total Traders: 97
. . 0 . 0 0 17 6 . 58 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 3,501
Positions
53 97 41 25 51 0 778 2,788 113 1,291 0 66 1,134 345
Changes from: July 27, 2021 Total Change is: 368
-8 7 -17 0 -24 0 121 408 -9 234 0 66 -19 -63
Percent of Open Interest Represented by Each Category of Trader
1.5 2.8 1.2 0.7 1.5 0.0 22.2 79.6 3.2 36.9 0.0 1.9 32.4 9.9
Number of Traders in Each Category Total Traders: 44
. . . . . 0 11 17 . 9 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 43,166
Positions
1,780 21,910 0 11,654 2,285 898 15,843 13,834 565 5,752 1,382 37 6,638 2,254
Changes from: July 27, 2021 Total Change is: 25
131 1,387 0 -371 460 0 2,169 -1,229 -693 28 6 -11 -1,228 105
Percent of Open Interest Represented by Each Category of Trader
4.1 50.8 0.0 27.0 5.3 2.1 36.7 32.0 1.3 13.3 3.2 0.1 15.4 5.2
Number of Traders in Each Category Total Traders: 123
4 . 0 13 . . 26 26 6 39 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 312,851
Positions
51,544 19,349 9,071 109,992 68,411 26,896 26,005 95,212 57,047 4,684 1,337 5,173 22,439 30,355
Changes from: July 27, 2021 Total Change is: 10,533
-3,205 521 -717 2,153 -2,100 2,497 2,723 4,927 2,468 122 -1,496 1,105 3,387 3,328
Percent of Open Interest Represented by Each Category of Trader
16.5 6.2 2.9 35.2 21.9 8.6 8.3 30.4 18.2 1.5 0.4 1.7 7.2 9.7
Number of Traders in Each Category Total Traders: 153
13 9 14 18 31 24 25 43 39 . 5 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 37,693
Positions
3,290 7,780 225 23,382 3,160 0 3,728 26,419 0 6,594 0 0 474 109
Changes from: July 27, 2021 Total Change is: 780
50 -30 45 2,468 811 0 -1,338 -48 0 -501 0 0 56 2
Percent of Open Interest Represented by Each Category of Trader
8.7 20.6 0.6 62.0 8.4 0.0 9.9 70.1 0.0 17.5 0.0 0.0 1.3 0.3
Number of Traders in Each Category Total Traders: 56
. 4 . 14 4 0 8 4 0 19 0 0
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Updated August 6, 2021