Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 198,943
Positions
28,139 75,283 10,100 39,681 31,964 5,977 39,409 22,957 21,584 15,552 2,093 1,310 37,192 27,675
Changes from: August 17, 2021 Total Change is: -244
-2,102 -7,873 1,876 -3,523 3,230 69 -227 -6,491 6,257 -1,878 -99 224 -940 2,563
Percent of Open Interest Represented by Each Category of Trader
14.1 37.8 5.1 19.9 16.1 3.0 19.8 11.5 10.8 7.8 1.1 0.7 18.7 13.9
Number of Traders in Each Category Total Traders: 102
8 7 7 13 16 10 26 16 17 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 46,761
Positions
12,879 5,072 999 2,154 12,368 1,686 15,749 5,707 1,874 475 642 0 10,945 18,413
Changes from: August 17, 2021 Total Change is: -380
-176 -69 9 -339 820 -23 133 323 -475 0 0 0 490 -965
Percent of Open Interest Represented by Each Category of Trader
27.5 10.8 2.1 4.6 26.4 3.6 33.7 12.2 4.0 1.0 1.4 0.0 23.4 39.4
Number of Traders in Each Category Total Traders: 46
6 . . . 13 6 8 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 215,459
Positions
62,087 54,629 5,687 50,325 65,710 5,986 38,189 32,281 15,843 9,299 5,106 317 27,726 29,899
Changes from: August 17, 2021 Total Change is: 18,374
12,892 -1,408 -58 9,857 10,403 1,093 -1,300 9,984 -1,548 601 469 317 -3,480 -879
Percent of Open Interest Represented by Each Category of Trader
28.8 25.4 2.6 23.4 30.5 2.8 17.7 15.0 7.4 4.3 2.4 0.1 12.9 13.9
Number of Traders in Each Category Total Traders: 123
6 10 8 17 30 16 21 27 20 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 209,739
Positions
99,649 3,619 2,357 41,943 85,505 7,536 26,388 63,364 10,543 700 559 260 20,363 35,996
Changes from: August 17, 2021 Total Change is: -2,585
2,621 -311 -805 -1,198 -545 243 -1,351 -212 -989 0 -5 -9 -1,097 47
Percent of Open Interest Represented by Each Category of Trader
47.5 1.7 1.1 20.0 40.8 3.6 12.6 30.2 5.0 0.3 0.3 0.1 9.7 17.2
Number of Traders in Each Category Total Traders: 120
11 . 7 17 28 16 20 34 17 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 750,650
Positions
52,108 364,492 22,672 402,703 133,253 33,948 59,025 83,773 39,109 41,389 6,790 5,293 94,404 61,320
Changes from: August 17, 2021 Total Change is: 3,047
836 -5,456 3,915 -2,470 7,444 971 2,881 -8,260 3,664 -27,388 -1,332 -1,372 22,010 3,474
Percent of Open Interest Represented by Each Category of Trader
6.9 48.6 3.0 53.6 17.8 4.5 7.9 11.2 5.2 5.5 0.9 0.7 12.6 8.2
Number of Traders in Each Category Total Traders: 329
17 12 12 111 44 50 45 49 31 37 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 30,662
Positions
0 9,626 0 12,120 6,357 2,662 475 3,874 1,196 800 0 0 13,409 6,947
Changes from: August 17, 2021 Total Change is: 548
0 -1 0 11 418 55 2 36 0 0 0 0 480 40
Percent of Open Interest Represented by Each Category of Trader
0.0 31.4 0.0 39.5 20.7 8.7 1.5 12.6 3.9 2.6 0.0 0.0 43.7 22.7
Number of Traders in Each Category Total Traders: 23
0 . 0 12 5 7 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 29,265
Positions
1,741 1,200 0 5,657 20,451 1,554 13,225 1,545 0 0 975 0 7,088 3,540
Changes from: August 17, 2021 Total Change is: 206
374 0 0 -24 -10 -1 -24 0 0 0 0 0 -119 217
Percent of Open Interest Represented by Each Category of Trader
5.9 4.1 0.0 19.3 69.9 5.3 45.2 5.3 0.0 0.0 3.3 0.0 24.2 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 24, 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 209,658
Positions
73,290 3,094 2,743 43,466 97,952 5,479 52,469 49,509 8,626 6,299 4,273 0 17,287 37,984
Changes from: August 17, 2021 Total Change is: 11,930
11,461 0 1,765 3,191 1,475 1,120 -5,827 5,606 1,290 876 524 0 -1,946 151
Percent of Open Interest Represented by Each Category of Trader
35.0 1.5 1.3 20.7 46.7 2.6 25.0 23.6 4.1 3.0 2.0 0.0 8.2 18.1
Number of Traders in Each Category Total Traders: 106
13 . 6 12 19 7 16 34 17 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 58,217
Positions
233 23,248 0 41,957 0 43 9,965 31,706 89 3,429 1,650 17 2,484 1,464
Changes from: August 17, 2021 Total Change is: 1,152
-2 -104 0 2,900 -200 0 -1,551 626 38 145 443 -66 -312 415
Percent of Open Interest Represented by Each Category of Trader
0.4 39.9 0.0 72.1 0.0 0.1 17.1 54.5 0.2 5.9 2.8 0.0 4.3 2.5
Number of Traders in Each Category Total Traders: 55
. 5 0 13 0 . 19 7 . 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 152,519
Positions
8,135 90,308 728 73,549 6,000 1,875 54,727 23,408 3,123 3,854 22,786 356 6,171 3,935
Changes from: August 17, 2021 Total Change is: -7,472
2,177 -7,300 11 -3,049 -388 508 -5,824 -1,600 -413 -748 914 237 -371 560
Percent of Open Interest Represented by Each Category of Trader
5.3 59.2 0.5 48.2 3.9 1.2 35.9 15.3 2.0 2.5 14.9 0.2 4.0 2.6
Number of Traders in Each Category Total Traders: 155
5 8 . 21 9 7 44 34 16 11 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 33,505
Positions
1,000 17,049 63 4,920 2,491 134 19,699 9,018 344 4,326 2,449 9 3,010 1,948
Changes from: August 17, 2021 Total Change is: -1,768
166 0 63 -10,726 665 134 8,953 -3,227 342 -471 46 -9 -221 218
Percent of Open Interest Represented by Each Category of Trader
3.0 50.9 0.2 14.7 7.4 0.4 58.8 26.9 1.0 12.9 7.3 0.0 9.0 5.8
Number of Traders in Each Category Total Traders: 70
. . . 9 5 . 17 15 5 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 46,588
Positions
13,020 11,795 802 6,346 12,951 845 18,474 11,291 3,627 294 632 22 3,158 4,623
Changes from: August 17, 2021 Total Change is: 2,166
1,940 -2,140 765 -231 3,864 -363 575 -1,246 793 -356 93 0 -958 400
Percent of Open Interest Represented by Each Category of Trader
27.9 25.3 1.7 13.6 27.8 1.8 39.7 24.2 7.8 0.6 1.4 0.0 6.8 9.9
Number of Traders in Each Category Total Traders: 99
9 . . 11 18 6 34 18 11 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 17,958
Positions
3,522 5,063 0 2,553 3,623 0 10,074 7,163 254 626 95 5 924 1,755
Changes from: August 17, 2021 Total Change is: 181
381 -107 0 -1,672 -441 0 1,909 299 85 0 95 5 -527 245
Percent of Open Interest Represented by Each Category of Trader
19.6 28.2 0.0 14.2 20.2 0.0 56.1 39.9 1.4 3.5 0.5 0.0 5.1 9.8
Number of Traders in Each Category Total Traders: 38
. . 0 4 5 0 8 14 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 53,981
Positions
15,178 19,961 517 19,277 1,779 349 9,084 10,027 564 0 15,226 0 9,013 5,559
Changes from: August 17, 2021 Total Change is: -117
323 754 -10 -591 110 5 757 501 -878 0 67 0 277 -664
Percent of Open Interest Represented by Each Category of Trader
28.1 37.0 1.0 35.7 3.3 0.6 16.8 18.6 1.0 0.0 28.2 0.0 16.7 10.3
Number of Traders in Each Category Total Traders: 111
13 16 . 27 9 8 26 14 12 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 107,961
Positions
30,356 39,921 1,033 38,554 3,558 697 18,168 20,054 1,127 0 30,452 0 18,026 11,118
Changes from: August 17, 2021 Total Change is: -233
646 1,507 -20 -1,182 220 10 1,515 1,002 -1,757 0 133 0 555 -1,328
Percent of Open Interest Represented by Each Category of Trader
28.1 37.0 1.0 35.7 3.3 0.6 16.8 18.6 1.0 0.0 28.2 0.0 16.7 10.3
Number of Traders in Each Category Total Traders: 111
13 16 . 27 9 8 26 14 12 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 40,551
Positions
2,510 35,799 200 32,543 0 1,056 1,595 2,970 0 0 0 0 2,647 526
Changes from: August 17, 2021 Total Change is: -12
-2 633 0 1,441 0 -762 -739 223 0 0 0 0 50 -106
Percent of Open Interest Represented by Each Category of Trader
6.2 88.3 0.5 80.3 0.0 2.6 3.9 7.3 0.0 0.0 0.0 0.0 6.5 1.3
Number of Traders in Each Category Total Traders: 35
4 7 . 19 0 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 729,196
Positions
38,163 141,440 64,492 257,379 79,981 56,103 47,118 74,496 148,394 22,437 68,503 5,451 89,661 90,337
Changes from: August 17, 2021 Total Change is: 9,079
2,794 -1,504 1,224 -3,592 1,275 -2,317 5,016 1,455 2,891 -1,634 563 114 4,582 5,377
Percent of Open Interest Represented by Each Category of Trader
5.2 19.4 8.8 35.3 11.0 7.7 6.5 10.2 20.4 3.1 9.4 0.7 12.3 12.4
Number of Traders in Each Category Total Traders: 557
32 31 42 167 76 112 73 99 99 44 35 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 57,363
Positions
17,302 2,490 232 1,000 0 0 22,229 16,671 7,939 300 0 0 8,361 30,031
Changes from: August 17, 2021 Total Change is: 4,386
2,439 -1,000 112 0 0 0 3,511 723 859 299 -1,201 0 -2,833 4,893
Percent of Open Interest Represented by Each Category of Trader
30.2 4.3 0.4 1.7 0.0 0.0 38.8 29.1 13.8 0.5 0.0 0.0 14.6 52.4
Number of Traders in Each Category Total Traders: 29
7 . . . 0 0 6 11 13 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 31,959
Positions
10,992 26,482 0 16,236 4,093 0 2,696 688 0 0 0 0 2,035 696
Changes from: August 17, 2021 Total Change is: 1,053
-104 1,467 0 2,008 8 0 -720 -63 0 0 0 0 -131 -359
Percent of Open Interest Represented by Each Category of Trader
34.4 82.9 0.0 50.8 12.8 0.0 8.4 2.2 0.0 0.0 0.0 0.0 6.4 2.2
Number of Traders in Each Category Total Traders: 24
6 7 0 6 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 31,847
Positions
13,792 25,178 0 11,176 2,861 145 1,406 2,317 0 0 0 0 5,328 1,346
Changes from: August 17, 2021 Total Change is: 4,375
633 4,423 0 476 7 0 125 163 0 0 0 0 3,141 -218
Percent of Open Interest Represented by Each Category of Trader
43.3 79.1 0.0 35.1 9.0 0.5 4.4 7.3 0.0 0.0 0.0 0.0 16.7 4.2
Number of Traders in Each Category Total Traders: 34
4 9 0 13 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 3,359,167
Positions
198,263 788,714 227,337 1,281,897 399,906 280,513 301,474 466,157 525,244 112,186 344,014 25,753 406,500 301,530
Changes from: August 17, 2021 Total Change is: 23,467
15,877 11,580 -8,540 -17,959 6,376 -11,585 27,197 23,330 -9,506 -12,749 5,733 3,656 37,074 2,421
Percent of Open Interest Represented by Each Category of Trader
5.9 23.5 6.8 38.2 11.9 8.4 9.0 13.9 15.6 3.3 10.2 0.8 12.1 9.0
Number of Traders in Each Category Total Traders: 555
32 31 41 167 76 112 75 95 97 44 35 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 33,650
Positions
13,130 31,070 0 15,437 498 20 842 1,507 96 0 0 0 4,125 459
Changes from: August 17, 2021 Total Change is: -727
-144 -400 0 -870 0 0 0 291 1 0 0 0 286 -619
Percent of Open Interest Represented by Each Category of Trader
39.0 92.3 0.0 45.9 1.5 0.1 2.5 4.5 0.3 0.0 0.0 0.0 12.3 1.4
Number of Traders in Each Category Total Traders: 38
8 7 0 17 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 25,379
Positions
266 24,308 0 19,828 0 0 671 0 0 0 0 0 4,614 1,071
Changes from: August 17, 2021 Total Change is: 3,203
-1,026 2,948 0 5,804 0 0 343 0 0 0 0 0 -1,918 255
Percent of Open Interest Represented by Each Category of Trader
1.0 95.8 0.0 78.1 0.0 0.0 2.6 0.0 0.0 0.0 0.0 0.0 18.2 4.2
Number of Traders in Each Category Total Traders: 27
. 12 0 12 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 31,075
Positions
3,264 26,358 0 21,361 0 392 1,197 1,369 0 0 0 0 4,861 2,956
Changes from: August 17, 2021 Total Change is: 4,303
400 2,194 0 3,862 0 0 79 205 0 0 0 0 -38 1,904
Percent of Open Interest Represented by Each Category of Trader
10.5 84.8 0.0 68.7 0.0 1.3 3.9 4.4 0.0 0.0 0.0 0.0 15.6 9.5
Number of Traders in Each Category Total Traders: 26
. 10 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 144,777
Positions
0 1,612 0 24,189 0 121 6,050 88,609 10,103 5,678 0 22 98,614 44,310
Changes from: August 17, 2021 Total Change is: 29,306
0 1,612 0 -1,052 0 -4 -2,102 28,360 -1,703 725 0 0 33,442 1,041
Percent of Open Interest Represented by Each Category of Trader
0.0 1.1 0.0 16.7 0.0 0.1 4.2 61.2 7.0 3.9 0.0 0.0 68.1 30.6
Number of Traders in Each Category Total Traders: 20
0 . 0 5 0 . . 8 8 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 43,150
Positions
4,117 13,241 134 23,940 21,559 1,970 3,472 2,360 65 0 0 0 9,452 3,821
Changes from: August 17, 2021 Total Change is: -255
145 -104 -63 -1,094 397 -209 -11 280 57 0 0 0 920 -613
Percent of Open Interest Represented by Each Category of Trader
9.5 30.7 0.3 55.5 50.0 4.6 8.0 5.5 0.2 0.0 0.0 0.0 21.9 8.9
Number of Traders in Each Category Total Traders: 65
4 5 . 29 16 9 7 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 461,148
Positions
128,929 39,998 5,457 194,290 160,575 37,734 47,273 132,878 13,961 3,799 46,229 240 29,467 24,077
Changes from: August 17, 2021 Total Change is: -3,593
10,305 -2,011 -324 -5,643 -6,992 -74 -6,014 4,817 685 -2,839 853 -258 570 -289
Percent of Open Interest Represented by Each Category of Trader
28.0 8.7 1.2 42.1 34.8 8.2 10.3 28.8 3.0 0.8 10.0 0.1 6.4 5.2
Number of Traders in Each Category Total Traders: 332
32 11 6 85 59 56 39 75 30 8 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 32,095
Positions
5,584 30,277 0 23,026 468 0 1,926 717 6 0 0 0 1,553 627
Changes from: August 17, 2021 Total Change is: -326
-308 -306 0 63 -8 0 -201 3 0 0 0 0 120 -15
Percent of Open Interest Represented by Each Category of Trader
17.4 94.3 0.0 71.7 1.5 0.0 6.0 2.2 0.0 0.0 0.0 0.0 4.8 2.0
Number of Traders in Each Category Total Traders: 29
. 8 0 14 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 18,967
Positions
275 4,779 0 10,563 216 63 1,069 3,871 965 1,118 2,453 0 4,914 6,620
Changes from: August 17, 2021 Total Change is: 3,130
0 2,581 0 610 0 61 430 -1,682 965 0 -53 0 1,064 1,258
Percent of Open Interest Represented by Each Category of Trader
1.4 25.2 0.0 55.7 1.1 0.3 5.6 20.4 5.1 5.9 12.9 0.0 25.9 34.9
Number of Traders in Each Category Total Traders: 28
. . 0 11 . . 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 52,900
Positions
10,808 7,072 1,437 8,757 4,654 323 19,204 7,334 1,007 3,828 807 0 7,536 30,266
Changes from: August 17, 2021 Total Change is: 1,441
1,136 -96 619 933 489 -131 -2,512 2,058 986 -259 251 0 669 -2,735
Percent of Open Interest Represented by Each Category of Trader
20.4 13.4 2.7 16.6 8.8 0.6 36.3 13.9 1.9 7.2 1.5 0.0 14.2 57.2
Number of Traders in Each Category Total Traders: 63
9 7 . 11 6 5 17 8 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 419,754
Positions
36,517 251,550 10,111 275,647 75,679 59,124 17,905 8,929 665 9,985 6,970 0 9,800 6,726
Changes from: August 17, 2021 Total Change is: 8,572
1,984 382 -371 154 4,897 5,347 2,919 -322 65 -353 -1,335 0 -1,173 -91
Percent of Open Interest Represented by Each Category of Trader
8.7 59.9 2.4 65.7 18.0 14.1 4.3 2.1 0.2 2.4 1.7 0.0 2.3 1.6
Number of Traders in Each Category Total Traders: 185
14 13 7 80 39 41 22 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 1,104,604
Positions
97,301 508,519 3,378 694,944 314,365 135,323 84,918 62,510 4,827 43,564 57,572 1,033 39,316 17,077
Changes from: August 17, 2021 Total Change is: 23,364
1,483 1,025 -53 -151 30,071 6,512 6,088 -12,734 -970 -114 -2,426 14 10,555 1,925
Percent of Open Interest Represented by Each Category of Trader
8.8 46.0 0.3 62.9 28.5 12.3 7.7 5.7 0.4 3.9 5.2 0.1 3.6 1.5
Number of Traders in Each Category Total Traders: 408
26 24 6 158 71 84 53 33 22 28 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 236,456
Positions
32,892 171,403 41,808 17,967 7,397 2,626 127,077 330 12,604 1,199 217 11 272 60
Changes from: August 17, 2021 Total Change is: 717
-121 -846 1,003 79 0 0 -844 0 598 20 0 0 -18 -38
Percent of Open Interest Represented by Each Category of Trader
13.9 72.5 17.7 7.6 3.1 1.1 53.7 0.1 5.3 0.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 89
10 22 17 13 . . 29 . 6 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 54,002
Positions
13,951 7,499 1,347 12,972 8,733 1,001 7,635 13,745 7,301 2,048 2,500 340 7,407 11,535
Changes from: August 17, 2021 Total Change is: -1,537
-3,058 936 25 -37 -837 -38 1,854 -2,221 -191 191 15 -115 -170 889
Percent of Open Interest Represented by Each Category of Trader
25.8 13.9 2.5 24.0 16.2 1.9 14.1 25.5 13.5 3.8 4.6 0.6 13.7 21.4
Number of Traders in Each Category Total Traders: 315
29 19 14 58 52 42 40 63 40 20 34 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 270,008
Positions
69,757 37,497 6,735 64,859 43,666 5,005 38,174 68,725 36,504 10,239 12,500 1,701 37,034 57,675
Changes from: August 17, 2021 Total Change is: -7,684
-15,290 4,678 126 -183 -4,186 -188 9,272 -11,105 -956 956 74 -573 -848 4,447
Percent of Open Interest Represented by Each Category of Trader
25.8 13.9 2.5 24.0 16.2 1.9 14.1 25.5 13.5 3.8 4.6 0.6 13.7 21.4
Number of Traders in Each Category Total Traders: 315
29 19 14 58 52 42 40 63 40 20 34 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 115,211
Positions
0 8,922 0 342 0 0 57,185 58,901 1,669 3,800 5,074 314 51,901 40,331
Changes from: August 17, 2021 Total Change is: 8,758
0 2,833 0 25 -296 0 16,468 -5,273 -619 -100 489 -124 -6,892 11,748
Percent of Open Interest Represented by Each Category of Trader
0.0 7.7 0.0 0.3 0.0 0.0 49.6 51.1 1.4 3.3 4.4 0.3 45.0 35.0
Number of Traders in Each Category Total Traders: 27
0 . 0 . 0 0 9 5 7 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 1,435,261
Positions
6,198 116,446 56,038 589,598 287,396 278,463 84,177 320,225 139,666 65,537 40,563 7,352 208,233 189,113
Changes from: August 17, 2021 Total Change is: 47,033
-809 1,090 4,281 -2,860 -3,695 6,671 -5,274 3,743 40,709 -7,086 -1,436 -1,255 12,655 -3,075
Percent of Open Interest Represented by Each Category of Trader
0.4 8.1 3.9 41.1 20.0 19.4 5.9 22.3 9.7 4.6 2.8 0.5 14.5 13.2
Number of Traders in Each Category Total Traders: 193
8 19 22 57 40 57 17 34 38 11 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 1,329,152
Positions
28,347 100,828 5,765 668,292 249,242 193,925 109,300 514,733 90,738 68,179 22,676 1,117 163,489 150,128
Changes from: August 17, 2021 Total Change is: 9,348
-2,032 -3,768 5,737 -32,819 -20,976 8,784 6,978 11,831 10,561 -1,427 -2,535 1,005 12,561 -1,291
Percent of Open Interest Represented by Each Category of Trader
2.1 7.6 0.4 50.3 18.8 14.6 8.2 38.7 6.8 5.1 1.7 0.1 12.3 11.3
Number of Traders in Each Category Total Traders: 162
. 13 6 71 26 57 7 27 19 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 2,058,384
Positions
67,271 112,682 30,311 770,200 521,351 345,153 438,531 632,727 138,539 98,345 117,772 12,987 157,047 146,863
Changes from: August 17, 2021 Total Change is: 83,181
21,024 -28,437 10,372 -22,960 -22,136 -652 -33,549 8,995 94,975 -1,093 1,705 11,713 3,351 6,646
Percent of Open Interest Represented by Each Category of Trader
3.3 5.5 1.5 37.4 25.3 16.8 21.3 30.7 6.7 4.8 5.7 0.6 7.6 7.1
Number of Traders in Each Category Total Traders: 309
14 32 18 90 42 76 50 44 39 20 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 4,975,839
Positions
190,069 264,056 177,598 1,485,586 1,388,779 922,428 799,783 544,343 638,031 255,450 310,501 100,456 406,438 629,647
Changes from: August 17, 2021 Total Change is: 72,510
15,559 -14,920 -706 -16,561 -41,530 14,475 -10,073 28,882 76,976 -20,826 -3,812 -9,905 23,572 23,052
Percent of Open Interest Represented by Each Category of Trader
3.8 5.3 3.6 29.9 27.9 18.5 16.1 10.9 12.8 5.1 6.2 2.0 8.2 12.7
Number of Traders in Each Category Total Traders: 471
20 43 46 82 121 127 64 84 87 21 36 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 1,674,889
Positions
118,637 45,019 12,584 448,739 511,495 196,423 483,287 361,047 204,385 69,504 49,676 3,355 137,975 290,905
Changes from: August 17, 2021 Total Change is: 174,025
6,743 786 6,462 -503 -4,924 9,459 -2,148 6,881 148,684 -3,599 -2,220 3,000 5,927 5,897
Percent of Open Interest Represented by Each Category of Trader
7.1 2.7 0.8 26.8 30.5 11.7 28.9 21.6 12.2 4.1 3.0 0.2 8.2 17.4
Number of Traders in Each Category Total Traders: 162
6 10 10 26 63 52 21 23 22 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 3,857,483
Positions
42,384 227,434 83,672 1,668,444 948,636 741,042 312,871 783,781 360,063 301,487 227,737 16,172 331,348 468,946
Changes from: August 17, 2021 Total Change is: 86,309
658 6,314 18,019 15,112 -73,700 -1,638 23,740 92,424 -8,204 19,254 26,202 4,870 14,499 22,022
Percent of Open Interest Represented by Each Category of Trader
1.1 5.9 2.2 43.3 24.6 19.2 8.1 20.3 9.3 7.8 5.9 0.4 8.6 12.2
Number of Traders in Each Category Total Traders: 330
13 28 25 73 75 86 39 65 61 11 25 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 1,044,520
Positions
268,192 170,602 412,819 35,547 4,527 10,506 54,538 158,144 240,540 0 10,960 0 22,378 36,422
Changes from: August 17, 2021 Total Change is: 34,827
-3,359 -4,131 32,780 -700 -1,000 0 2,337 2,842 3,940 0 -997 0 -171 1,393
Percent of Open Interest Represented by Each Category of Trader
25.7 16.3 39.5 3.4 0.4 1.0 5.2 15.1 23.0 0.0 1.0 0.0 2.1 3.5
Number of Traders in Each Category Total Traders: 94
19 33 47 . . . 15 18 29 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 is22,438,153
Positions
3,200,468 1,641,004 3,232,710 692,776 1,647,512 1,687,621 1,480,631 1,705,516 11,167,659 37,727 179,924 268,082 670,479 908,126
Changes from: August 17, 2021 Total Change is: 329,465
-62,354 -31,303 39,182 22,558 -15,236 -17,251 303,972 289,767 34,076 1,931 -6,419 10,337 -2,987 26,312
Percent of Open Interest Represented by Each Category of Trader
14.3 7.3 14.4 3.1 7.3 7.5 6.6 7.6 49.8 0.2 0.8 1.2 3.0 4.0
Number of Traders in Each Category Total Traders: 292
32 40 66 25 20 36 61 68 106 7 30 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 686,680
Positions
258,653 186,310 188,506 21,621 26,545 2,300 61,595 119,090 141,620 265 10,062 12,059 60 188
Changes from: August 17, 2021 Total Change is: 13,224
22,083 8,209 -2,635 -453 709 -143 -1,276 12,084 -4,858 -10 -699 543 -27 14
Percent of Open Interest Represented by Each Category of Trader
37.7 27.1 27.5 3.1 3.9 0.3 9.0 17.3 20.6 0.0 1.5 1.8 0.0 0.0
Number of Traders in Each Category Total Traders: 117
24 25 32 5 . . 15 27 35 5 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 133,437
Positions
44,186 43,837 22,165 12,156 4,558 300 21,197 29,574 31,495 636 200 1,208 94 100
Changes from: August 17, 2021 Total Change is: 10,180
707 4,206 1,925 -31 -33 0 2,246 -238 4,645 510 -541 244 -66 -28
Percent of Open Interest Represented by Each Category of Trader
33.1 32.9 16.6 9.1 3.4 0.2 15.9 22.2 23.6 0.5 0.1 0.9 0.1 0.1
Number of Traders in Each Category Total Traders: 81
13 19 13 4 . . 18 22 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 134,056
Positions
1,050 45,829 0 1,639 1,775 0 5,676 39,938 45,851 79,838 591 0 2 72
Changes from: August 17, 2021 Total Change is: 3,535
0 1,119 0 0 -10 0 -145 2,421 0 3,680 0 0 0 5
Percent of Open Interest Represented by Each Category of Trader
0.8 34.2 0.0 1.2 1.3 0.0 4.2 29.8 34.2 59.6 0.4 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 24, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 7,736
Positions
252 110 32 695 311 9 2,046 5,317 700 1,867 247 134 2,001 876
Changes from: August 17, 2021 Total Change is: 184
-36 58 -60 21 0 0 -272 -246 406 20 8 30 75 -12
Percent of Open Interest Represented by Each Category of Trader
3.3 1.4 0.4 9.0 4.0 0.1 26.5 68.7 9.0 24.1 3.2 1.7 25.9 11.3
Number of Traders in Each Category Total Traders: 80
. . . 8 . . 27 25 13 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 22,285
Positions
704 0 5 53 0 0 4,781 15,326 5,103 6,574 505 235 4,830 1,111
Changes from: August 17, 2021 Total Change is: -1,782
464 0 5 -19 0 0 -750 -506 -1,277 -277 107 -302 374 191
Percent of Open Interest Represented by Each Category of Trader
3.2 0.0 0.0 0.2 0.0 0.0 21.5 68.8 22.9 29.5 2.3 1.1 21.7 5.0
Number of Traders in Each Category Total Traders: 106
. 0 . . 0 0 16 10 4 67 10 4
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,796
Positions
93 43 0 54 47 0 935 3,173 103 1,080 23 37 1,494 370
Changes from: August 17, 2021 Total Change is: -193
16 -46 0 0 -33 0 -101 -113 -2 -180 -29 -38 112 68
Percent of Open Interest Represented by Each Category of Trader
2.4 1.1 0.0 1.4 1.2 0.0 24.6 83.6 2.7 28.5 0.6 1.0 39.4 9.7
Number of Traders in Each Category Total Traders: 43
. . 0 . . 0 14 15 . 7 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 48,547
Positions
1,789 21,910 0 13,042 2,189 824 15,884 17,927 1,894 7,597 1,690 36 7,480 2,077
Changes from: August 17, 2021 Total Change is: 1,929
671 0 -1 1,257 -1,971 -56 -1,212 3,399 282 539 349 -9 458 -63
Percent of Open Interest Represented by Each Category of Trader
3.7 45.1 0.0 26.9 4.5 1.7 32.7 36.9 3.9 15.6 3.5 0.1 15.4 4.3
Number of Traders in Each Category Total Traders: 127
. . 0 15 6 . 30 25 6 39 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 290,283
Positions
49,743 14,749 12,530 103,696 84,729 26,612 28,007 79,704 37,391 7,167 2,869 4,314 20,823 27,385
Changes from: August 17, 2021 Total Change is: -29,038
-6,224 -3,704 -273 -4,875 -13,454 78 -10,632 -2,700 -8,512 1,769 -1,614 -1,707 1,338 2,848
Percent of Open Interest Represented by Each Category of Trader
17.1 5.1 4.3 35.7 29.2 9.2 9.6 27.5 12.9 2.5 1.0 1.5 7.2 9.4
Number of Traders in Each Category Total Traders: 172
13 13 21 16 36 24 31 41 39 5 9 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 40,491
Positions
3,170 7,752 253 27,726 4,551 0 4,498 27,823 0 4,395 0 15 434 97
Changes from: August 17, 2021 Total Change is: 2,446
-40 0 0 5,759 280 0 -2,935 2,163 0 -311 0 14 -41 -11
Percent of Open Interest Represented by Each Category of Trader
7.8 19.1 0.6 68.5 11.2 0.0 11.1 68.7 0.0 10.9 0.0 0.0 1.1 0.2
Number of Traders in Each Category Total Traders: 51
. 4 . 14 4 0 6 5 0 15 0 .
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Updated August 27, 2021