Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 203,555
Positions
29,880 71,608 20,441 39,744 24,987 6,133 38,982 29,654 18,651 13,586 4,472 1,097 35,040 26,511
Changes from: September 7, 2021 Total Change is: 7,352
1,283 -857 8,630 -812 309 261 5,201 2,128 -3,713 105 -12 -687 -2,916 1,292
Percent of Open Interest Represented by Each Category of Trader
14.7 35.2 10.0 19.5 12.3 3.0 19.2 14.6 9.2 6.7 2.2 0.5 17.2 13.0
Number of Traders in Each Category Total Traders: 100
8 6 11 16 15 11 21 19 21 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 48,160
Positions
24,275 1,724 589 2,624 14,161 1,399 8,350 7,269 1,190 475 642 0 9,258 21,186
Changes from: September 7, 2021 Total Change is: 911
8,778 -12 -1,045 467 1,334 -23 -4,837 219 -709 0 0 -7 -1,713 1,154
Percent of Open Interest Represented by Each Category of Trader
50.4 3.6 1.2 5.4 29.4 2.9 17.3 15.1 2.5 1.0 1.3 0.0 19.2 44.0
Number of Traders in Each Category Total Traders: 48
7 . . . 15 5 10 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 159,274
Positions
11,422 31,365 3,320 49,814 57,426 3,884 37,048 21,286 11,336 8,735 5,106 415 33,300 25,137
Changes from: September 7, 2021 Total Change is: -58,026
-48,419 -26,252 -10,257 -2,743 -4,486 130 6,665 -10,435 -5,105 -496 0 20 2,178 -1,642
Percent of Open Interest Represented by Each Category of Trader
7.2 19.7 2.1 31.3 36.1 2.4 23.3 13.4 7.1 5.5 3.2 0.3 20.9 15.8
Number of Traders in Each Category Total Traders: 110
. 12 7 17 27 14 24 17 16 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 204,326
Positions
97,111 20,441 1,179 44,289 77,643 7,800 19,011 54,737 10,519 700 915 242 23,476 30,850
Changes from: September 7, 2021 Total Change is: -12,830
3,776 19,849 -10,315 830 -5,090 2,094 -9,662 -11,202 -2,886 0 328 14 3,320 -5,623
Percent of Open Interest Represented by Each Category of Trader
47.5 10.0 0.6 21.7 38.0 3.8 9.3 26.8 5.1 0.3 0.4 0.1 11.5 15.1
Number of Traders in Each Category Total Traders: 129
7 6 4 19 29 17 24 37 23 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 692,667
Positions
21,618 361,163 11,633 412,811 121,202 30,641 46,070 74,697 28,024 44,174 6,363 5,013 92,682 53,931
Changes from: September 7, 2021 Total Change is: -42,276
-18,148 -14,286 -16,397 3,250 -2,054 -863 -3,478 -7,613 -1,616 2,530 -294 241 -7,795 605
Percent of Open Interest Represented by Each Category of Trader
3.1 52.1 1.7 59.6 17.5 4.4 6.7 10.8 4.0 6.4 0.9 0.7 13.4 7.8
Number of Traders in Each Category Total Traders: 316
12 15 11 111 43 50 37 51 34 34 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 28,553
Positions
0 11,491 0 12,558 5,832 2,661 0 3,664 0 800 0 0 12,534 4,905
Changes from: September 7, 2021 Total Change is: -4,243
-468 1,861 -1,263 427 1,054 -1 -475 -3,720 -1,468 0 0 0 -995 -706
Percent of Open Interest Represented by Each Category of Trader
0.0 40.2 0.0 44.0 20.4 9.3 0.0 12.8 0.0 2.8 0.0 0.0 43.9 17.2
Number of Traders in Each Category Total Traders: 22
0 . 0 12 6 7 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 34,253
Positions
1,685 1,186 3,691 5,711 19,340 1,570 11,772 1,545 1,771 0 975 0 8,053 4,175
Changes from: September 7, 2021 Total Change is: 1,230
120 -14 272 95 -437 17 139 0 676 0 0 0 -89 716
Percent of Open Interest Represented by Each Category of Trader
4.9 3.5 10.8 16.7 56.5 4.6 34.4 4.5 5.2 0.0 2.8 0.0 23.5 12.2
Number of Traders in Each Category Total Traders: 27
. . . 6 9 4 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 175,431
Positions
94,893 4,778 1,198 39,976 84,654 5,830 5,948 37,990 6,746 3,517 4,027 0 17,322 30,208
Changes from: September 7, 2021 Total Change is: -8,146
19,455 1,682 -1,777 -1,128 3,492 -138 -17,519 -8,297 319 -3,730 508 0 -3,628 -3,936
Percent of Open Interest Represented by Each Category of Trader
54.1 2.7 0.7 22.8 48.3 3.3 3.4 21.7 3.8 2.0 2.3 0.0 9.9 17.2
Number of Traders in Each Category Total Traders: 88
11 4 8 14 14 10 9 28 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 68,115
Positions
389 23,442 11,695 31,654 0 0 12,775 27,098 0 4,699 903 4,166 2,737 811
Changes from: September 7, 2021 Total Change is: 15,398
155 -31 11,693 -731 0 0 727 1,001 -788 235 -338 4,074 33 -213
Percent of Open Interest Represented by Each Category of Trader
0.6 34.4 17.2 46.5 0.0 0.0 18.8 39.8 0.0 6.9 1.3 6.1 4.0 1.2
Number of Traders in Each Category Total Traders: 62
. 5 . 16 0 0 22 6 0 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 176,912
Positions
114 115,769 619 85,919 5,604 1,788 74,755 26,368 718 5,593 23,433 148 7,259 2,466
Changes from: September 7, 2021 Total Change is: -3,740
-2,474 10,893 -1,561 5,947 923 424 2,880 -6,439 -9,032 111 1,203 37 -73 -188
Percent of Open Interest Represented by Each Category of Trader
0.1 65.4 0.3 48.6 3.2 1.0 42.3 14.9 0.4 3.2 13.2 0.1 4.1 1.4
Number of Traders in Each Category Total Traders: 172
. 13 4 25 8 6 63 27 12 15 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 24,174
Positions
1,051 1,709 0 7,884 2,436 0 7,158 16,487 203 4,748 1,561 0 3,130 1,778
Changes from: September 7, 2021 Total Change is: -1,259
20 13 0 -362 23 0 -1,042 -1,563 201 -23 21 0 -53 46
Percent of Open Interest Represented by Each Category of Trader
4.3 7.1 0.0 32.6 10.1 0.0 29.6 68.2 0.8 19.6 6.5 0.0 12.9 7.4
Number of Traders in Each Category Total Traders: 61
. . 0 11 5 0 16 12 . 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 35,673
Positions
2,978 14,380 0 8,413 10,129 1,327 16,381 5,933 206 463 346 27 5,878 3,325
Changes from: September 7, 2021 Total Change is: -22,408
-7,206 -5,224 -8,405 -118 1,018 87 -3,624 -5,614 -3,727 -184 111 0 769 -654
Percent of Open Interest Represented by Each Category of Trader
8.3 40.3 0.0 23.6 28.4 3.7 45.9 16.6 0.6 1.3 1.0 0.1 16.5 9.3
Number of Traders in Each Category Total Traders: 85
. 9 0 13 11 5 32 13 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 15,430
Positions
2,570 1,537 0 7,700 3,486 0 2,102 7,875 860 685 324 0 1,513 1,348
Changes from: September 7, 2021 Total Change is: -7,598
-669 -3,252 -1,940 1,993 131 0 -4,784 503 -2,756 357 -53 -2 203 -229
Percent of Open Interest Represented by Each Category of Trader
16.7 10.0 0.0 49.9 22.6 0.0 13.6 51.0 5.6 4.4 2.1 0.0 9.8 8.7
Number of Traders in Each Category Total Traders: 36
4 . 0 5 4 0 5 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 60,734
Positions
17,205 21,844 4,879 12,393 1,849 2,087 10,881 7,175 1,948 433 15,081 7 10,902 5,864
Changes from: September 7, 2021 Total Change is: 7,189
489 1,898 4,083 -2,452 62 1,264 2,517 -486 120 166 72 7 996 172
Percent of Open Interest Represented by Each Category of Trader
28.3 36.0 8.0 20.4 3.0 3.4 17.9 11.8 3.2 0.7 24.8 0.0 18.0 9.7
Number of Traders in Each Category Total Traders: 118
18 16 10 26 7 8 26 18 17 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 121,467
Positions
34,409 43,688 9,757 24,786 3,698 4,174 21,762 14,350 3,896 865 30,162 13 21,805 11,729
Changes from: September 7, 2021 Total Change is: 14,377
977 3,795 8,165 -4,904 123 2,528 5,035 -973 240 331 143 13 1,993 343
Percent of Open Interest Represented by Each Category of Trader
28.3 36.0 8.0 20.4 3.0 3.4 17.9 11.8 3.2 0.7 24.8 0.0 18.0 9.7
Number of Traders in Each Category Total Traders: 118
18 16 10 26 7 8 26 18 17 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 44,996
Positions
3,977 31,746 5,272 26,726 1,403 1,685 2,331 2,149 1,925 0 0 0 3,080 816
Changes from: September 7, 2021 Total Change is: 5,182
286 -4,872 5,172 -2,086 1,403 783 -941 426 1,847 0 0 0 121 423
Percent of Open Interest Represented by Each Category of Trader
8.8 70.6 11.7 59.4 3.1 3.7 5.2 4.8 4.3 0.0 0.0 0.0 6.8 1.8
Number of Traders in Each Category Total Traders: 39
6 7 4 19 . 4 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 799,480
Positions
39,960 153,276 79,956 247,672 74,870 75,946 48,777 64,186 173,333 24,086 75,865 6,584 103,166 95,465
Changes from: September 7, 2021 Total Change is: 52,339
-1,037 452 8,687 -10,313 978 17,063 2,148 -8,064 20,253 -367 2,997 1,751 14,153 8,222
Percent of Open Interest Represented by Each Category of Trader
5.0 19.2 10.0 31.0 9.4 9.5 6.1 8.0 21.7 3.0 9.5 0.8 12.9 11.9
Number of Traders in Each Category Total Traders: 559
32 33 51 164 75 117 79 93 118 48 35 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 59,463
Positions
18,433 4,725 160 1,000 0 0 22,747 14,603 8,192 100 0 1 8,830 31,783
Changes from: September 7, 2021 Total Change is: -179
-659 1,100 -74 0 0 0 194 -4,260 -334 100 -1,100 1 593 4,488
Percent of Open Interest Represented by Each Category of Trader
31.0 7.9 0.3 1.7 0.0 0.0 38.3 24.6 13.8 0.2 0.0 0.0 14.8 53.4
Number of Traders in Each Category Total Traders: 26
5 . . . 0 0 6 9 11 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 41,372
Positions
10,994 29,614 4,588 15,488 3,112 249 2,411 0 0 0 0 0 7,642 3,809
Changes from: September 7, 2021 Total Change is: 7,980
-1,645 3,287 4,588 -374 -3,036 249 -126 -447 0 0 0 0 5,288 3,339
Percent of Open Interest Represented by Each Category of Trader
26.6 71.6 11.1 37.4 7.5 0.6 5.8 0.0 0.0 0.0 0.0 0.0 18.5 9.2
Number of Traders in Each Category Total Traders: 22
5 8 . 6 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 43,123
Positions
15,217 24,899 6,088 10,833 2,956 503 1,017 2,040 625 0 0 0 8,840 6,012
Changes from: September 7, 2021 Total Change is: 14,639
2,191 -148 6,088 -949 2,956 358 0 -196 594 0 0 0 6,357 4,987
Percent of Open Interest Represented by Each Category of Trader
35.3 57.7 14.1 25.1 6.9 1.2 2.4 4.7 1.4 0.0 0.0 0.0 20.5 13.9
Number of Traders in Each Category Total Traders: 35
4 9 7 12 . . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 3,700,086
Positions
206,566 841,687 300,048 1,233,362 374,348 379,729 303,748 421,517 652,104 120,426 379,820 32,421 471,682 318,412
Changes from: September 7, 2021 Total Change is: 262,588
-5,113 -6,461 47,022 -51,565 4,890 85,316 -3,481 -32,274 116,188 -1,836 20,980 8,257 67,800 18,670
Percent of Open Interest Represented by Each Category of Trader
5.6 22.7 8.1 33.3 10.1 10.3 8.2 11.4 17.6 3.3 10.3 0.9 12.7 8.6
Number of Traders in Each Category Total Traders: 557
33 32 51 164 75 117 78 92 116 48 35 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 35,180
Positions
15,762 26,499 4,527 9,408 481 20 828 1,233 1,057 0 0 0 3,578 1,363
Changes from: September 7, 2021 Total Change is: 1,019
-68 -2,461 4,527 -1,448 -17 -2,476 3 34 955 0 0 0 -474 457
Percent of Open Interest Represented by Each Category of Trader
44.8 75.3 12.9 26.7 1.4 0.1 2.4 3.5 3.0 0.0 0.0 0.0 10.2 3.9
Number of Traders in Each Category Total Traders: 35
7 7 7 14 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 34,639
Positions
630 24,461 9,860 18,959 0 0 0 0 0 0 0 0 5,190 318
Changes from: September 7, 2021 Total Change is: 8,741
0 -897 9,860 -1,623 0 0 -343 0 0 0 0 0 847 -222
Percent of Open Interest Represented by Each Category of Trader
1.8 70.6 28.5 54.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 15.0 0.9
Number of Traders in Each Category Total Traders: 25
. 12 6 10 0 0 0 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 22,468
Positions
9,425 18,277 3,237 8,178 0 0 0 0 0 0 0 0 1,628 954
Changes from: September 7, 2021 Total Change is: -2,634
218 -187 3,237 -3,663 0 -2,075 0 0 0 0 0 0 -351 -3,609
Percent of Open Interest Represented by Each Category of Trader
41.9 81.3 14.4 36.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 7.2 4.2
Number of Traders in Each Category Total Traders: 21
6 7 4 7 0 0 0 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 41,406
Positions
3,063 21,681 17,977 15,592 0 392 1,197 342 0 0 0 0 3,185 1,014
Changes from: September 7, 2021 Total Change is: 17,583
-1 -345 17,977 -755 0 0 0 -115 0 0 0 0 362 66
Percent of Open Interest Represented by Each Category of Trader
7.4 52.4 43.4 37.7 0.0 0.9 2.9 0.8 0.0 0.0 0.0 0.0 7.7 2.4
Number of Traders in Each Category Total Traders: 23
4 9 6 7 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 170,188
Positions
16,625 0 0 15,740 1,598 71 7,486 104,972 21,960 2,656 0 0 105,650 41,587
Changes from: September 7, 2021 Total Change is: 36,337
14,237 0 0 -9,060 1,598 -5 1,633 26,052 11,296 354 0 0 17,881 -2,604
Percent of Open Interest Represented by Each Category of Trader
9.8 0.0 0.0 9.2 0.9 0.0 4.4 61.7 12.9 1.6 0.0 0.0 62.1 24.4
Number of Traders in Each Category Total Traders: 21
. 0 0 5 . . 5 8 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 46,193
Positions
3,936 12,810 1,140 23,895 22,005 1,886 3,530 1,865 3 0 0 0 11,803 6,484
Changes from: September 7, 2021 Total Change is: 3,463
-62 -108 964 -142 628 184 923 -980 -95 0 0 0 1,691 2,870
Percent of Open Interest Represented by Each Category of Trader
8.5 27.7 2.5 51.7 47.6 4.1 7.6 4.0 0.0 0.0 0.0 0.0 25.6 14.0
Number of Traders in Each Category Total Traders: 65
. 8 6 29 15 10 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 494,843
Positions
128,010 47,593 17,629 199,329 165,157 44,166 46,730 126,583 19,151 6,037 48,349 593 33,198 25,622
Changes from: September 7, 2021 Total Change is: 32,435
6,647 -1,669 12,272 -434 13,846 4,675 5,584 -3,510 2,739 -562 1,169 406 1,107 2,508
Percent of Open Interest Represented by Each Category of Trader
25.9 9.6 3.6 40.3 33.4 8.9 9.4 25.6 3.9 1.2 9.8 0.1 6.7 5.2
Number of Traders in Each Category Total Traders: 328
30 14 16 84 54 52 43 68 34 13 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 50,362
Positions
4,621 28,235 5,609 12,974 463 582 2,296 699 22 1,435 0 0 22,823 14,752
Changes from: September 7, 2021 Total Change is: 18,639
-995 -1,104 5,609 -7,935 0 582 73 -3 22 0 0 0 21,283 13,533
Percent of Open Interest Represented by Each Category of Trader
9.2 56.1 11.1 25.8 0.9 1.2 4.6 1.4 0.0 2.8 0.0 0.0 45.3 29.3
Number of Traders in Each Category Total Traders: 29
. 8 . 12 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 23,351
Positions
0 6,452 0 17,324 0 11 1,041 8,992 0 876 2,661 0 4,099 5,235
Changes from: September 7, 2021 Total Change is: -3,042
-275 -1,542 -126 3,402 0 2 380 1,516 -64 876 301 -53 -7,184 -3,076
Percent of Open Interest Represented by Each Category of Trader
0.0 27.6 0.0 74.2 0.0 0.0 4.5 38.5 0.0 3.8 11.4 0.0 17.6 22.4
Number of Traders in Each Category Total Traders: 31
0 . 0 15 0 . . 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 45,185
Positions
7,551 3,346 315 11,318 3,414 786 15,525 7,534 0 3,127 3,632 7 6,556 26,151
Changes from: September 7, 2021 Total Change is: -17,361
-6,987 -5,600 -1,198 245 -28 62 -8,040 -1,899 -1,977 946 893 -24 -388 -7,590
Percent of Open Interest Represented by Each Category of Trader
16.7 7.4 0.7 25.0 7.6 1.7 34.4 16.7 0.0 6.9 8.0 0.0 14.5 57.9
Number of Traders in Each Category Total Traders: 59
5 7 . 12 5 7 14 10 0 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 448,762
Positions
38,560 231,065 50,992 253,658 89,414 57,714 24,066 7,806 1,105 10,844 1,801 217 11,606 8,648
Changes from: September 7, 2021 Total Change is: 35,707
4,070 -11,248 40,767 -17,184 789 1,326 5,497 928 63 -255 -2,803 217 1,206 5,668
Percent of Open Interest Represented by Each Category of Trader
8.6 51.5 11.4 56.5 19.9 12.9 5.4 1.7 0.2 2.4 0.4 0.0 2.6 1.9
Number of Traders in Each Category Total Traders: 187
15 12 8 76 44 45 23 9 6 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 1,327,868
Positions
90,104 460,398 228,405 652,988 288,488 118,903 71,525 81,602 22,643 41,243 51,513 18,100 83,957 57,816
Changes from: September 7, 2021 Total Change is: 283,168
-891 -9,501 223,099 -7,341 -5,530 -6,199 -5,749 9,043 14,845 -473 411 14,639 51,238 42,361
Percent of Open Interest Represented by Each Category of Trader
6.8 34.7 17.2 49.2 21.7 9.0 5.4 6.1 1.7 3.1 3.9 1.4 6.3 4.4
Number of Traders in Each Category Total Traders: 398
23 22 19 153 71 82 54 35 32 26 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 240,079
Positions
33,258 171,578 43,433 17,323 7,397 2,636 127,559 330 14,435 1,163 217 3 269 50
Changes from: September 7, 2021 Total Change is: 2,940
1,451 243 1,253 168 0 0 -1,128 0 1,454 2 0 -8 -252 -2
Percent of Open Interest Represented by Each Category of Trader
13.9 71.5 18.1 7.2 3.1 1.1 53.1 0.1 6.0 0.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 89
10 23 15 13 . . 29 . 7 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 64,428
Positions
11,940 9,144 6,106 14,248 8,722 2,265 9,730 16,081 8,795 2,150 2,441 434 8,760 10,441
Changes from: September 7, 2021 Total Change is: 8,930
-1,061 1,411 4,379 1,611 -188 1,289 712 975 1,570 331 -148 191 -94 -550
Percent of Open Interest Represented by Each Category of Trader
18.5 14.2 9.5 22.1 13.5 3.5 15.1 25.0 13.7 3.3 3.8 0.7 13.6 16.2
Number of Traders in Each Category Total Traders: 321
25 28 31 59 49 44 44 64 48 20 30 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 322,138
Positions
59,702 45,722 30,530 71,241 43,609 11,324 48,650 80,403 43,973 10,750 12,203 2,169 43,800 52,205
Changes from: September 7, 2021 Total Change is: 44,649
-5,303 7,057 21,895 8,057 -938 6,447 3,562 4,877 7,848 1,656 -741 956 -468 -2,752
Percent of Open Interest Represented by Each Category of Trader
18.5 14.2 9.5 22.1 13.5 3.5 15.1 25.0 13.7 3.3 3.8 0.7 13.6 16.2
Number of Traders in Each Category Total Traders: 321
25 28 31 59 49 44 44 64 48 20 30 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 121,972
Positions
0 4,863 751 496 545 0 63,927 76,206 4,148 3,050 5,064 300 49,300 30,095
Changes from: September 7, 2021 Total Change is: 2,513
0 -4,610 722 -2 280 0 -2,252 12,936 2,657 -710 128 -38 2,136 -9,562
Percent of Open Interest Represented by Each Category of Trader
0.0 4.0 0.6 0.4 0.4 0.0 52.4 62.5 3.4 2.5 4.2 0.2 40.4 24.7
Number of Traders in Each Category Total Traders: 29
0 . . . . 0 13 . 10 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 1,387,478
Positions
4,967 121,332 30,215 600,144 292,526 268,663 91,342 331,916 95,113 81,530 43,116 7,367 208,137 197,231
Changes from: September 7, 2021 Total Change is: 32,011
1,574 8,352 5,221 -296 -76 11,991 11,900 17,993 -5,069 -3,980 941 -4,485 15,154 -2,857
Percent of Open Interest Represented by Each Category of Trader
0.4 8.7 2.2 43.3 21.1 19.4 6.6 23.9 6.9 5.9 3.1 0.5 15.0 14.2
Number of Traders in Each Category Total Traders: 195
6 22 20 57 39 59 17 36 36 9 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 1,246,708
Positions
29,353 94,664 547 681,074 273,696 193,225 84,319 503,540 23,297 68,081 15,879 44 166,768 141,816
Changes from: September 7, 2021 Total Change is: -8,817
1,513 7,557 -1,162 5,016 1,157 -3,789 -13,968 1,115 -8,929 3 -249 -34 12,534 -4,482
Percent of Open Interest Represented by Each Category of Trader
2.4 7.6 0.0 54.6 22.0 15.5 6.8 40.4 1.9 5.5 1.3 0.0 13.4 11.4
Number of Traders in Each Category Total Traders: 156
. 12 . 71 28 61 8 23 13 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 1,931,808
Positions
41,278 134,315 20,966 789,092 516,917 324,930 462,178 633,221 41,716 101,468 126,014 2,189 147,991 131,540
Changes from: September 7, 2021 Total Change is: -23,249
-17,543 3,394 3,142 18,675 13,787 -2,420 -19,974 -31,436 -10,993 687 4,769 928 4,248 -4,421
Percent of Open Interest Represented by Each Category of Trader
2.1 7.0 1.1 40.8 26.8 16.8 23.9 32.8 2.2 5.3 6.5 0.1 7.7 6.8
Number of Traders in Each Category Total Traders: 311
13 32 10 95 42 80 47 48 30 18 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 4,521,853
Positions
184,981 258,493 153,983 1,457,486 1,405,120 853,667 771,188 452,921 414,359 224,199 288,755 88,313 373,677 606,243
Changes from: September 7, 2021 Total Change is: 32,397
-22,443 15,428 5,603 -39,676 30,513 25,284 77,288 -20,839 -47,192 12,266 5,516 14,037 7,229 4,047
Percent of Open Interest Represented by Each Category of Trader
4.1 5.7 3.4 32.2 31.1 18.9 17.1 10.0 9.2 5.0 6.4 2.0 8.3 13.4
Number of Traders in Each Category Total Traders: 473
18 40 37 83 125 127 67 86 80 19 35 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 1,456,391
Positions
98,140 36,101 7,147 443,692 526,953 168,924 518,361 340,716 16,253 75,365 65,316 645 127,864 294,336
Changes from: September 7, 2021 Total Change is: 9,392
-6,660 8,599 1,932 9,370 15,827 -8,275 18,677 9,463 -13,841 0 -4,277 290 7,899 -326
Percent of Open Interest Represented by Each Category of Trader
6.7 2.5 0.5 30.5 36.2 11.6 35.6 23.4 1.1 5.2 4.5 0.0 8.8 20.2
Number of Traders in Each Category Total Traders: 162
5 8 5 26 64 52 21 22 11 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 3,690,788
Positions
51,548 180,812 46,976 1,820,893 861,011 734,283 242,607 1,006,611 189,549 295,182 225,295 4,879 304,870 441,371
Changes from: September 7, 2021 Total Change is: 126,718
-6,276 -4,932 4,939 71,913 2,553 22,196 49,400 114,158 -25,890 -7,573 784 1,114 16,895 11,796
Percent of Open Interest Represented by Each Category of Trader
1.4 4.9 1.3 49.3 23.3 19.9 6.6 27.3 5.1 8.0 6.1 0.1 8.3 12.0
Number of Traders in Each Category Total Traders: 337
12 27 17 82 70 88 40 70 53 11 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 1,061,119
Positions
325,786 186,095 365,633 37,296 4,434 12,632 63,478 218,632 231,570 0 11,304 0 24,724 30,819
Changes from: September 7, 2021 Total Change is: 65,968
18,311 27,831 6,965 2,928 0 -1,588 14,530 7,891 26,080 0 1,226 0 -1,258 -2,437
Percent of Open Interest Represented by Each Category of Trader
30.7 17.5 34.5 3.5 0.4 1.2 6.0 20.6 21.8 0.0 1.1 0.0 2.3 2.9
Number of Traders in Each Category Total Traders: 100
20 35 47 . . . 13 22 29 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 is19,529,768
Positions
3,116,445 1,554,123 2,820,551 721,267 1,819,390 1,437,601 1,391,998 1,643,516 9,062,453 60,386 116,990 227,477 691,591 847,668
Changes from: September 7, 2021 Total Change is:-2,925,805
-75,507 -152,662 -444,149 15,883 121,186 -185,998 -74,581 -37,786 -2,131,364 -18,087 -37,480 -20,585 8,583 -36,968
Percent of Open Interest Represented by Each Category of Trader
16.0 8.0 14.4 3.7 9.3 7.4 7.1 8.4 46.4 0.3 0.6 1.2 3.5 4.3
Number of Traders in Each Category Total Traders: 279
29 42 68 25 21 36 48 70 101 8 26 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 814,086
Positions
311,753 221,742 212,344 20,545 27,102 10,091 50,626 136,932 181,907 14,313 11,393 12,415 91 159
Changes from: September 7, 2021 Total Change is: 57,122
27,173 8,986 5,143 -1,626 -4,527 5,854 -20,318 14,899 26,151 14,026 -97 756 -38 -43
Percent of Open Interest Represented by Each Category of Trader
38.3 27.2 26.1 2.5 3.3 1.2 6.2 16.8 22.3 1.8 1.4 1.5 0.0 0.0
Number of Traders in Each Category Total Traders: 121
27 23 30 4 . . 16 27 38 6 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 138,202
Positions
33,616 37,809 29,114 8,529 3,642 300 25,815 26,756 39,367 436 200 907 118 107
Changes from: September 7, 2021 Total Change is: 10,915
1,229 -4,638 5,331 -1,235 8 0 -3,462 1,067 8,659 -106 0 486 13 2
Percent of Open Interest Represented by Each Category of Trader
24.3 27.4 21.1 6.2 2.6 0.2 18.7 19.4 28.5 0.3 0.1 0.7 0.1 0.1
Number of Traders in Each Category Total Traders: 71
10 18 13 . . . 12 21 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 150,496
Positions
1,050 47,206 0 1,470 1,979 0 7,225 54,516 46,127 94,622 600 0 2 68
Changes from: September 7, 2021 Total Change is: 2,853
0 -9,170 0 0 150 0 1,109 11,871 4 1,749 9 0 -9 -11
Percent of Open Interest Represented by Each Category of Trader
0.7 31.4 0.0 1.0 1.3 0.0 4.8 36.2 30.6 62.9 0.4 0.0 0.0 0.0
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 September 14, 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 :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 6,844
Positions
357 195 51 560 451 69 1,762 4,527 332 1,613 210 231 1,869 779
Changes from: September 7, 2021 Total Change is: -10
55 34 7 -115 73 55 92 -501 53 -311 0 186 -34 82
Percent of Open Interest Represented by Each Category of Trader
5.2 2.8 0.7 8.2 6.6 1.0 25.8 66.1 4.8 23.6 3.1 3.4 27.3 11.4
Number of Traders in Each Category Total Traders: 77
. 4 . 8 . . 21 22 11 14 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 25,482
Positions
3,396 0 0 91 0 0 8,508 20,288 3,342 4,641 827 190 5,314 835
Changes from: September 7, 2021 Total Change is: 2,942
1,536 0 0 12 0 0 -544 1,337 1,843 543 -97 -309 -139 168
Percent of Open Interest Represented by Each Category of Trader
13.3 0.0 0.0 0.4 0.0 0.0 33.4 79.6 13.1 18.2 3.2 0.7 20.9 3.3
Number of Traders in Each Category Total Traders: 109
. 0 0 . 0 0 15 6 7 73 11 4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 4,195
Positions
214 87 35 62 0 0 981 3,618 118 1,405 0 0 1,380 337
Changes from: September 7, 2021 Total Change is: -77
96 -12 -24 5 -30 0 -107 -8 -15 28 -28 -2 -58 42
Percent of Open Interest Represented by Each Category of Trader
5.1 2.1 0.8 1.5 0.0 0.0 23.4 86.2 2.8 33.5 0.0 0.0 32.9 8.0
Number of Traders in Each Category Total Traders: 48
. . . . 0 0 15 15 4 10 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 44,440
Positions
3,334 26,878 0 10,247 2,214 815 17,425 11,259 497 4,845 1,005 87 7,190 1,686
Changes from: September 7, 2021 Total Change is: -1,956
-55 3,841 0 -256 -485 -31 1,610 -2,154 -2,272 -129 -128 6 -829 -733
Percent of Open Interest Represented by Each Category of Trader
7.5 60.5 0.0 23.1 5.0 1.8 39.2 25.3 1.1 10.9 2.3 0.2 16.2 3.8
Number of Traders in Each Category Total Traders: 114
. . 0 13 6 . 23 22 5 39 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 325,683
Positions
55,998 17,783 13,758 113,899 80,671 28,346 30,287 93,095 47,438 5,881 7,767 10,809 19,267 26,016
Changes from: September 7, 2021 Total Change is: 2,253
-3,215 3,565 3,039 -348 -16,046 1,381 -7,396 -2,289 9,472 -73 3,392 1,276 -1,883 -1,537
Percent of Open Interest Represented by Each Category of Trader
17.2 5.5 4.2 35.0 24.8 8.7 9.3 28.6 14.6 1.8 2.4 3.3 5.9 8.0
Number of Traders in Each Category Total Traders: 177
10 15 21 17 35 27 25 47 40 5 14 12
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Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 39,139
Positions
3,206 7,960 45 15,758 4,506 0 10,617 24,081 975 6,682 63 0 1,856 1,509
Changes from: September 7, 2021 Total Change is: 569
0 0 0 -7,573 -72 0 5,853 -1,563 874 63 -93 0 1,352 1,423
Percent of Open Interest Represented by Each Category of Trader
8.2 20.3 0.1 40.3 11.5 0.0 27.1 61.5 2.5 17.1 0.2 0.0 4.7 3.9
Number of Traders in Each Category Total Traders: 52
. 4 . 12 4 0 8 4 . 16 . 0
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Updated September 17, 2021