Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 155,262
Positions
5,762 24,255 12,926 39,675 34,555 6,722 20,017 26,583 20,117 13,964 4,023 1,103 34,975 24,977
Changes from: September 14, 2021 Total Change is: -48,293
-24,118 -47,353 -7,515 -69 9,568 589 -18,965 -3,071 1,466 377 -449 6 -65 -1,534
Percent of Open Interest Represented by Each Category of Trader
3.7 15.6 8.3 25.6 22.3 4.3 12.9 17.1 13.0 9.0 2.6 0.7 22.5 16.1
Number of Traders in Each Category Total Traders: 102
7 7 8 17 17 12 18 20 17 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 59,782
Positions
34,701 1,635 801 2,143 21,235 963 10,518 9,581 985 475 0 0 9,195 24,582
Changes from: September 14, 2021 Total Change is: 11,622
10,426 -89 212 -481 7,074 -436 2,168 2,313 -205 0 -642 0 -63 3,396
Percent of Open Interest Represented by Each Category of Trader
58.0 2.7 1.3 3.6 35.5 1.6 17.6 16.0 1.6 0.8 0.0 0.0 15.4 41.1
Number of Traders in Each Category Total Traders: 55
8 . . . 20 5 10 12 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 178,905
Positions
29,692 25,321 3,282 48,404 72,231 5,376 45,793 24,351 14,924 3,717 5,106 289 27,429 28,026
Changes from: September 14, 2021 Total Change is: 19,631
18,270 -6,044 -38 -1,410 14,805 1,492 8,745 3,066 3,588 -5,018 0 -126 -5,872 2,888
Percent of Open Interest Represented by Each Category of Trader
16.6 14.2 1.8 27.1 40.4 3.0 25.6 13.6 8.3 2.1 2.9 0.2 15.3 15.7
Number of Traders in Each Category Total Traders: 123
7 7 7 18 30 16 29 23 25 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 207,255
Positions
94,429 25,007 2,674 46,452 73,059 7,638 19,211 52,192 13,985 1,578 932 256 21,031 31,511
Changes from: September 14, 2021 Total Change is: 2,929
-2,681 4,566 1,495 2,163 -4,584 -161 200 -2,545 3,466 878 17 15 -2,445 661
Percent of Open Interest Represented by Each Category of Trader
45.6 12.1 1.3 22.4 35.3 3.7 9.3 25.2 6.7 0.8 0.4 0.1 10.1 15.2
Number of Traders in Each Category Total Traders: 129
8 5 6 20 28 16 22 38 24 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 710,412
Positions
20,916 351,382 14,311 427,268 133,806 29,859 46,735 80,055 32,865 44,159 6,520 6,023 88,275 55,591
Changes from: September 14, 2021 Total Change is: 17,745
-702 -9,781 2,678 14,457 12,604 -782 664 5,358 4,841 -14 157 1,010 -4,407 1,660
Percent of Open Interest Represented by Each Category of Trader
2.9 49.5 2.0 60.1 18.8 4.2 6.6 11.3 4.6 6.2 0.9 0.8 12.4 7.8
Number of Traders in Each Category Total Traders: 325
12 15 11 112 44 52 40 54 28 35 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 29,473
Positions
0 11,610 0 12,640 6,203 2,684 0 3,710 0 800 0 0 13,349 5,266
Changes from: September 14, 2021 Total Change is: 920
0 119 0 82 371 23 0 46 0 0 0 0 815 361
Percent of Open Interest Represented by Each Category of Trader
0.0 39.4 0.0 42.9 21.0 9.1 0.0 12.6 0.0 2.7 0.0 0.0 45.3 17.9
Number of Traders in Each Category Total Traders: 22
0 . 0 13 5 7 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 28,988
Positions
7,184 697 0 5,692 19,400 1,570 7,723 2,205 0 0 875 0 6,819 4,241
Changes from: September 14, 2021 Total Change is: -5,265
5,499 -489 -3,691 -19 60 0 -4,049 660 -1,771 0 -100 0 -1,234 66
Percent of Open Interest Represented by Each Category of Trader
24.8 2.4 0.0 19.6 66.9 5.4 26.6 7.6 0.0 0.0 3.0 0.0 23.5 14.6
Number of Traders in Each Category Total Traders: 28
4 . 0 6 9 4 5 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 197,122
Positions
105,411 3,426 1,059 41,432 94,785 5,106 19,509 48,070 6,832 1,677 4,796 740 15,356 32,308
Changes from: September 14, 2021 Total Change is: 21,691
10,518 -1,352 -140 1,455 10,131 -724 13,561 10,080 86 -1,840 769 740 -1,966 2,100
Percent of Open Interest Represented by Each Category of Trader
53.5 1.7 0.5 21.0 48.1 2.6 9.9 24.4 3.5 0.9 2.4 0.4 7.8 16.4
Number of Traders in Each Category Total Traders: 99
12 . 7 15 17 9 13 31 17 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 53,629
Positions
274 33,909 2 33,544 0 0 14,169 13,746 0 3,196 5,052 53 2,391 867
Changes from: September 14, 2021 Total Change is: -14,486
-115 10,467 -11,693 1,890 0 0 1,394 -13,352 0 -1,503 4,149 -4,113 -346 56
Percent of Open Interest Represented by Each Category of Trader
0.5 63.2 0.0 62.5 0.0 0.0 26.4 25.6 0.0 6.0 9.4 0.1 4.5 1.6
Number of Traders in Each Category Total Traders: 60
. 5 . 14 0 0 24 6 0 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 170,100
Positions
3,433 112,801 506 87,108 6,377 1,544 65,105 21,238 1,041 4,701 23,598 80 6,582 2,915
Changes from: September 14, 2021 Total Change is: -6,812
3,319 -2,968 -113 1,189 773 -244 -9,650 -5,130 323 -892 165 -68 -677 449
Percent of Open Interest Represented by Each Category of Trader
2.0 66.3 0.3 51.2 3.7 0.9 38.3 12.5 0.6 2.8 13.9 0.0 3.9 1.7
Number of Traders in Each Category Total Traders: 159
5 10 . 25 7 7 58 25 12 11 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 23,390
Positions
660 1,682 97 7,772 2,436 0 6,545 15,590 216 5,189 1,473 0 2,911 1,896
Changes from: September 14, 2021 Total Change is: -784
-391 -27 97 -112 0 0 -613 -897 13 441 -88 0 -219 118
Percent of Open Interest Represented by Each Category of Trader
2.8 7.2 0.4 33.2 10.4 0.0 28.0 66.7 0.9 22.2 6.3 0.0 12.4 8.1
Number of Traders in Each Category Total Traders: 63
. . . 11 5 0 17 12 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 36,696
Positions
3,144 13,517 11 8,368 10,343 1,118 18,361 7,096 468 303 341 46 4,877 3,756
Changes from: September 14, 2021 Total Change is: 1,023
166 -863 11 -45 214 -209 1,980 1,163 263 -160 -5 19 -1,002 430
Percent of Open Interest Represented by Each Category of Trader
8.6 36.8 0.0 22.8 28.2 3.0 50.0 19.3 1.3 0.8 0.9 0.1 13.3 10.2
Number of Traders in Each Category Total Traders: 81
4 7 . 13 12 5 28 13 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 14,720
Positions
2,601 1,530 0 8,043 3,332 0 1,837 7,402 866 343 0 0 1,030 1,590
Changes from: September 14, 2021 Total Change is: -710
31 -7 0 343 -154 0 -265 -473 6 -342 -324 0 -483 242
Percent of Open Interest Represented by Each Category of Trader
17.7 10.4 0.0 54.6 22.6 0.0 12.5 50.3 5.9 2.3 0.0 0.0 7.0 10.8
Number of Traders in Each Category Total Traders: 36
4 . 0 6 4 0 5 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 48,079
Positions
16,452 17,551 537 11,073 2,122 504 8,633 5,841 1,429 304 14,442 9 9,139 5,646
Changes from: September 14, 2021 Total Change is: -12,655
-753 -4,294 -4,342 -1,320 273 -1,584 -2,248 -1,335 -519 -129 -639 2 -1,763 -218
Percent of Open Interest Represented by Each Category of Trader
34.2 36.5 1.1 23.0 4.4 1.0 18.0 12.1 3.0 0.6 30.0 0.0 19.0 11.7
Number of Traders in Each Category Total Traders: 105
18 13 . 25 6 7 22 15 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 96,157
Positions
32,903 35,101 1,074 22,146 4,244 1,007 17,265 11,681 2,857 608 28,883 18 18,279 11,292
Changes from: September 14, 2021 Total Change is: -25,310
-1,506 -8,587 -8,683 -2,640 546 -3,167 -4,497 -2,669 -1,039 -257 -1,279 5 -3,526 -437
Percent of Open Interest Represented by Each Category of Trader
34.2 36.5 1.1 23.0 4.4 1.0 18.0 12.1 3.0 0.6 30.0 0.0 19.0 11.7
Number of Traders in Each Category Total Traders: 105
18 13 . 25 6 7 22 15 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 37,579
Positions
4,353 29,792 0 26,413 1,538 1,586 2,480 4,075 0 0 0 0 2,747 588
Changes from: September 14, 2021 Total Change is: -7,417
376 -1,954 -5,272 -313 135 -99 149 1,926 -1,925 0 0 0 -333 -228
Percent of Open Interest Represented by Each Category of Trader
11.6 79.3 0.0 70.3 4.1 4.2 6.6 10.8 0.0 0.0 0.0 0.0 7.3 1.6
Number of Traders in Each Category Total Traders: 36
4 7 0 19 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 624,649
Positions
35,828 148,199 27,984 246,455 76,888 65,334 41,527 64,121 106,095 28,903 75,403 4,531 67,992 56,094
Changes from: September 14, 2021 Total Change is: -174,832
-4,132 -5,077 -51,972 -1,218 2,019 -10,612 -7,250 -66 -67,238 4,817 -461 -2,053 -35,174 -39,371
Percent of Open Interest Represented by Each Category of Trader
5.7 23.7 4.5 39.5 12.3 10.5 6.6 10.3 17.0 4.6 12.1 0.7 10.9 9.0
Number of Traders in Each Category Total Traders: 557
30 31 37 162 81 118 75 90 97 48 40 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 27,237
Positions
6,628 23,517 0 14,752 3,112 0 3,280 0 0 0 0 0 2,577 608
Changes from: September 14, 2021 Total Change is: -14,135
-4,366 -6,097 -4,588 -736 0 -249 869 0 0 0 0 0 -5,065 -3,201
Percent of Open Interest Represented by Each Category of Trader
24.3 86.3 0.0 54.2 11.4 0.0 12.0 0.0 0.0 0.0 0.0 0.0 9.5 2.2
Number of Traders in Each Category Total Traders: 21
. 6 0 6 . 0 5 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 25,240
Positions
8,942 20,881 0 10,780 1,507 145 2,517 1,687 0 0 0 0 2,856 1,020
Changes from: September 14, 2021 Total Change is: -17,883
-6,275 -4,018 -6,088 -53 -1,449 -358 1,500 -353 -625 0 0 0 -5,984 -4,992
Percent of Open Interest Represented by Each Category of Trader
35.4 82.7 0.0 42.7 6.0 0.6 10.0 6.7 0.0 0.0 0.0 0.0 11.3 4.0
Number of Traders in Each Category Total Traders: 35
5 9 0 12 . . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 3,123,243
Positions
179,142 740,993 139,918 1,232,274 384,442 326,668 207,636 320,603 530,475 144,514 377,017 22,656 339,960 280,470
Changes from: September 14, 2021 Total Change is: -576,843
-27,424 -100,694 -160,131 -1,088 10,094 -53,061 -96,112 -100,914 -121,629 24,087 -2,803 -9,765 -131,723 -37,942
Percent of Open Interest Represented by Each Category of Trader
5.7 23.7 4.5 39.5 12.3 10.5 6.6 10.3 17.0 4.6 12.1 0.7 10.9 9.0
Number of Traders in Each Category Total Traders: 557
30 31 37 162 81 118 75 90 97 48 40 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 22,641
Positions
9,370 18,951 0 9,110 481 20 825 2,415 109 0 0 0 3,207 665
Changes from: September 14, 2021 Total Change is: -12,539
-6,392 -7,548 -4,527 -298 0 0 -3 1,182 -948 0 0 0 -371 -698
Percent of Open Interest Represented by Each Category of Trader
41.4 83.7 0.0 40.2 2.1 0.1 3.6 10.7 0.5 0.0 0.0 0.0 14.2 2.9
Number of Traders in Each Category Total Traders: 32
6 6 0 13 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 23,907
Positions
456 23,679 0 18,415 0 0 0 0 0 0 0 0 5,036 228
Changes from: September 14, 2021 Total Change is: -10,732
-174 -782 -9,860 -544 0 0 0 0 0 0 0 0 -154 -90
Percent of Open Interest Represented by Each Category of Trader
1.9 99.0 0.0 77.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 21.1 1.0
Number of Traders in Each Category Total Traders: 20
. 9 0 9 0 0 0 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 21,694
Positions
1,979 20,585 0 15,674 0 392 904 0 0 0 0 0 2,745 717
Changes from: September 14, 2021 Total Change is: -19,712
-1,084 -1,096 -17,977 82 0 0 -293 -342 0 0 0 0 -440 -297
Percent of Open Interest Represented by Each Category of Trader
9.1 94.9 0.0 72.3 0.0 1.8 4.2 0.0 0.0 0.0 0.0 0.0 12.7 3.3
Number of Traders in Each Category Total Traders: 21
. 9 0 7 0 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 43,515
Positions
4,246 12,623 157 24,914 22,822 1,868 3,581 1,865 11 0 0 0 8,738 4,169
Changes from: September 14, 2021 Total Change is: -2,678
310 -187 -983 1,019 817 -18 51 0 8 0 0 0 -3,065 -2,315
Percent of Open Interest Represented by Each Category of Trader
9.8 29.0 0.4 57.3 52.4 4.3 8.2 4.3 0.0 0.0 0.0 0.0 20.1 9.6
Number of Traders in Each Category Total Traders: 70
5 6 . 32 15 9 9 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 442,235
Positions
108,801 22,014 3,104 201,504 178,536 41,655 41,144 114,062 13,088 2,993 47,233 513 29,432 22,029
Changes from: September 14, 2021 Total Change is: -52,608
-19,209 -25,579 -14,524 2,175 13,379 -2,511 -5,585 -12,521 -6,063 -3,044 -1,116 -80 -3,767 -3,593
Percent of Open Interest Represented by Each Category of Trader
24.6 5.0 0.7 45.6 40.4 9.4 9.3 25.8 3.0 0.7 10.7 0.1 6.7 5.0
Number of Traders in Each Category Total Traders: 326
28 12 . 89 53 53 39 73 29 12 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 24,875
Positions
4,709 22,719 0 15,523 457 0 1,942 621 8 1,435 0 0 1,258 1,070
Changes from: September 14, 2021 Total Change is: -25,487
88 -5,516 -5,609 2,549 -6 -582 -354 -78 -14 0 0 0 -21,565 -13,682
Percent of Open Interest Represented by Each Category of Trader
18.9 91.3 0.0 62.4 1.8 0.0 7.8 2.5 0.0 5.8 0.0 0.0 5.1 4.3
Number of Traders in Each Category Total Traders: 26
. 7 0 12 . 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 22,577
Positions
0 10,279 0 17,342 369 60 230 7,016 0 876 1,850 0 4,069 3,003
Changes from: September 14, 2021 Total Change is: -774
0 3,827 0 18 369 49 -811 -1,976 0 0 -811 0 -30 -2,232
Percent of Open Interest Represented by Each Category of Trader
0.0 45.5 0.0 76.8 1.6 0.3 1.0 31.1 0.0 3.9 8.2 0.0 18.0 13.3
Number of Traders in Each Category Total Traders: 30
0 4 0 15 . . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 51,368
Positions
13,295 3,315 243 11,674 3,601 1,383 15,080 10,092 798 2,018 4,370 0 6,877 27,566
Changes from: September 14, 2021 Total Change is: 6,183
5,744 -31 -72 356 187 597 -445 2,558 798 -1,109 738 -7 321 1,415
Percent of Open Interest Represented by Each Category of Trader
25.9 6.5 0.5 22.7 7.0 2.7 29.4 19.6 1.6 3.9 8.5 0.0 13.4 53.7
Number of Traders in Each Category Total Traders: 63
8 6 . 11 5 6 13 14 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 389,857
Positions
33,467 231,552 3,062 259,359 84,677 52,887 19,083 8,629 682 11,024 3,467 236 10,057 4,665
Changes from: September 14, 2021 Total Change is: -58,905
-5,093 487 -47,930 5,701 -4,737 -4,827 -4,983 823 -423 180 1,666 19 -1,549 -3,983
Percent of Open Interest Represented by Each Category of Trader
8.6 59.4 0.8 66.5 21.7 13.6 4.9 2.2 0.2 2.8 0.9 0.1 2.6 1.2
Number of Traders in Each Category Total Traders: 188
14 13 6 76 44 44 25 9 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 1,068,835
Positions
98,408 524,872 5,595 676,750 310,932 117,373 96,902 58,740 4,793 40,029 29,474 1,277 27,708 15,779
Changes from: September 14, 2021 Total Change is: -259,033
8,304 64,474 -222,810 23,762 22,444 -1,530 25,377 -22,862 -17,850 -1,214 -22,039 -16,823 -56,249 -42,037
Percent of Open Interest Represented by Each Category of Trader
9.2 49.1 0.5 63.3 29.1 11.0 9.1 5.5 0.4 3.7 2.8 0.1 2.6 1.5
Number of Traders in Each Category Total Traders: 384
29 17 11 150 74 81 53 29 18 23 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 237,692
Positions
31,445 168,990 44,558 17,358 7,397 2,636 125,702 330 13,504 1,181 217 0 1,308 60
Changes from: September 14, 2021 Total Change is: -2,387
-1,813 -2,588 1,125 35 0 0 -1,857 0 -931 18 0 -3 1,039 10
Percent of Open Interest Represented by Each Category of Trader
13.2 71.1 18.7 7.3 3.1 1.1 52.9 0.1 5.7 0.5 0.1 0.0 0.6 0.0
Number of Traders in Each Category Total Traders: 89
10 23 15 13 . . 28 . 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 52,698
Positions
10,446 11,909 1,118 14,774 8,933 1,013 8,312 11,512 6,566 1,936 2,972 298 8,234 8,378
Changes from: September 14, 2021 Total Change is: -11,730
-1,494 2,764 -4,988 526 211 -1,252 -1,418 -4,569 -2,228 -214 531 -136 -526 -2,063
Percent of Open Interest Represented by Each Category of Trader
19.8 22.6 2.1 28.0 17.0 1.9 15.8 21.8 12.5 3.7 5.6 0.6 15.6 15.9
Number of Traders in Each Category Total Traders: 320
22 24 13 58 54 43 49 61 39 22 30 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 263,490
Positions
52,231 59,543 5,591 73,870 44,663 5,064 41,560 57,560 32,831 9,681 14,858 1,490 41,171 41,890
Changes from: September 14, 2021 Total Change is: -58,648
-7,471 13,821 -24,938 2,629 1,054 -6,260 -7,090 -22,843 -11,142 -1,069 2,655 -678 -2,629 -10,315
Percent of Open Interest Represented by Each Category of Trader
19.8 22.6 2.1 28.0 17.0 1.9 15.8 21.8 12.5 3.7 5.6 0.6 15.6 15.9
Number of Traders in Each Category Total Traders: 320
22 24 13 58 54 43 49 61 39 22 30 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 40,325
Positions
2,259 247 0 572 362 0 4,866 17,527 1,199 1,840 3,024 0 29,589 17,965
Changes from: September 14, 2021 Total Change is: -81,647
2,259 -4,616 -751 76 -183 0 -59,061 -58,679 -2,948 -1,210 -2,040 -300 -19,712 -12,130
Percent of Open Interest Represented by Each Category of Trader
5.6 0.6 0.0 1.4 0.9 0.0 12.1 43.5 3.0 4.6 7.5 0.0 73.4 44.6
Number of Traders in Each Category Total Traders: 22
. . 0 . . 0 6 7 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 1,350,143
Positions
5,959 119,447 31,904 618,467 289,053 261,304 78,787 333,894 76,484 70,382 40,241 7,109 199,746 190,706
Changes from: September 14, 2021 Total Change is: -37,335
992 -1,885 1,688 18,323 -3,473 -7,359 -12,555 1,978 -18,629 -11,148 -2,875 -257 -8,391 -6,525
Percent of Open Interest Represented by Each Category of Trader
0.4 8.8 2.4 45.8 21.4 19.4 5.8 24.7 5.7 5.2 3.0 0.5 14.8 14.1
Number of Traders in Each Category Total Traders: 195
7 21 19 60 36 59 12 42 36 9 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 1,243,274
Positions
33,035 100,184 466 688,929 262,681 196,553 67,204 496,213 27,031 69,788 17,728 42 160,227 142,377
Changes from: September 14, 2021 Total Change is: -3,434
3,682 5,520 -81 7,855 -11,015 3,327 -17,115 -7,327 3,734 1,707 1,849 -2 -6,541 561
Percent of Open Interest Represented by Each Category of Trader
2.7 8.1 0.0 55.4 21.1 15.8 5.4 39.9 2.2 5.6 1.4 0.0 12.9 11.5
Number of Traders in Each Category Total Traders: 160
4 10 . 71 27 62 11 24 12 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 1,929,066
Positions
42,445 137,009 24,631 774,537 538,253 320,477 474,035 608,311 28,459 111,337 136,792 1,643 151,503 133,492
Changes from: September 14, 2021 Total Change is: -2,742
1,167 2,694 3,665 -14,555 21,336 -4,454 11,857 -24,910 -13,257 9,869 10,778 -546 3,512 1,952
Percent of Open Interest Represented by Each Category of Trader
2.2 7.1 1.3 40.2 27.9 16.6 24.6 31.5 1.5 5.8 7.1 0.1 7.9 6.9
Number of Traders in Each Category Total Traders: 308
11 31 12 92 44 79 44 49 28 17 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 4,503,264
Positions
194,020 250,188 159,448 1,462,393 1,412,466 859,727 824,904 441,780 446,143 142,910 283,265 54,856 358,864 595,391
Changes from: September 14, 2021 Total Change is: -18,589
9,040 -8,305 5,465 4,906 7,346 6,060 53,716 -11,141 31,784 -81,289 -5,490 -33,457 -14,813 -10,851
Percent of Open Interest Represented by Each Category of Trader
4.3 5.6 3.5 32.5 31.4 19.1 18.3 9.8 9.9 3.2 6.3 1.2 8.0 13.2
Number of Traders in Each Category Total Traders: 460
17 42 41 82 124 126 56 87 83 20 32 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 1,441,200
Positions
90,220 38,124 7,357 436,575 527,642 174,664 523,867 338,015 16,075 67,632 62,939 766 124,044 275,618
Changes from: September 14, 2021 Total Change is: -15,191
-7,920 2,023 210 -7,117 689 5,740 5,506 -2,701 -178 -7,733 -2,377 121 -3,820 -18,718
Percent of Open Interest Represented by Each Category of Trader
6.3 2.6 0.5 30.3 36.6 12.1 36.3 23.5 1.1 4.7 4.4 0.1 8.6 19.1
Number of Traders in Each Category Total Traders: 162
4 8 4 26 66 54 20 23 11 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 3,761,898
Positions
60,311 184,072 61,272 1,862,200 956,228 707,557 229,738 957,826 241,636 296,745 207,695 7,951 294,488 437,660
Changes from: September 14, 2021 Total Change is: 71,110
8,763 3,260 14,296 41,308 95,217 -26,726 -12,869 -48,785 52,087 1,562 -17,599 3,072 -10,382 -3,712
Percent of Open Interest Represented by Each Category of Trader
1.6 4.9 1.6 49.5 25.4 18.8 6.1 25.5 6.4 7.9 5.5 0.2 7.8 11.6
Number of Traders in Each Category Total Traders: 337
12 26 20 81 77 90 37 68 50 12 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 1,118,976
Positions
327,751 190,282 384,451 42,796 4,434 12,732 84,743 239,519 242,412 0 11,304 0 24,091 33,842
Changes from: September 14, 2021 Total Change is: 57,857
1,965 4,187 18,818 5,500 0 100 21,265 20,887 10,842 0 0 0 -633 3,023
Percent of Open Interest Represented by Each Category of Trader
29.3 17.0 34.4 3.8 0.4 1.1 7.6 21.4 21.7 0.0 1.0 0.0 2.2 3.0
Number of Traders in Each Category Total Traders: 98
19 35 46 . . . 12 22 27 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 is20,211,879
Positions
3,192,966 1,639,053 2,932,693 733,245 1,845,736 1,472,594 1,343,996 1,546,451 9,597,562 65,772 158,953 232,248 640,802 786,589
Changes from: September 14, 2021 Total Change is: 682,111
76,522 84,930 112,143 11,978 26,346 34,993 -48,002 -97,066 535,109 5,387 41,963 4,772 -50,789 -61,079
Percent of Open Interest Represented by Each Category of Trader
15.8 8.1 14.5 3.6 9.1 7.3 6.6 7.7 47.5 0.3 0.8 1.1 3.2 3.9
Number of Traders in Each Category Total Traders: 294
33 40 70 24 26 39 45 80 105 9 29 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 775,941
Positions
340,956 251,072 159,788 20,104 26,181 10,028 52,892 136,259 165,852 14,258 14,732 11,902 161 126
Changes from: September 14, 2021 Total Change is: -38,145
29,202 29,330 -52,556 -441 -921 -63 2,266 -673 -16,055 -55 3,339 -513 70 -33
Percent of Open Interest Represented by Each Category of Trader
43.9 32.4 20.6 2.6 3.4 1.3 6.8 17.6 21.4 1.8 1.9 1.5 0.0 0.0
Number of Traders in Each Category Total Traders: 122
25 25 31 4 . . 11 30 39 4 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 178,475
Positions
61,478 44,791 27,873 12,048 3,721 304 31,309 56,399 43,563 423 200 1,368 109 256
Changes from: September 14, 2021 Total Change is: 40,273
27,862 6,982 -1,241 3,519 79 4 5,494 29,643 4,196 -13 0 461 -9 149
Percent of Open Interest Represented by Each Category of Trader
34.4 25.1 15.6 6.8 2.1 0.2 17.5 31.6 24.4 0.2 0.1 0.8 0.1 0.1
Number of Traders in Each Category Total Traders: 75
13 17 12 . . . 13 22 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 154,887
Positions
1,050 50,097 0 1,470 1,549 0 7,685 52,130 50,436 94,242 627 0 4 48
Changes from: September 14, 2021 Total Change is: 4,391
0 2,891 0 0 -430 0 460 -2,386 4,309 -380 27 0 2 -20
Percent of Open Interest Represented by Each Category of Trader
0.7 32.3 0.0 0.9 1.0 0.0 5.0 33.7 32.6 60.8 0.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 31
. 8 0 . 4 0 . 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 7,647
Positions
360 145 79 591 471 32 1,965 4,987 792 1,917 210 4 1,907 926
Changes from: September 14, 2021 Total Change is: 803
3 -50 28 32 20 -36 203 461 460 304 0 -227 37 148
Percent of Open Interest Represented by Each Category of Trader
4.7 1.9 1.0 7.7 6.2 0.4 25.7 65.2 10.4 25.1 2.7 0.1 24.9 12.1
Number of Traders in Each Category Total Traders: 76
. 4 . 8 . . 22 24 15 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 25,615
Positions
2,532 0 0 40 0 0 7,039 21,448 2,522 8,369 564 84 5,029 997
Changes from: September 14, 2021 Total Change is: 133
-864 0 0 -51 0 0 -1,469 1,160 -820 3,728 -263 -106 -285 162
Percent of Open Interest Represented by Each Category of Trader
9.9 0.0 0.0 0.2 0.0 0.0 27.5 83.7 9.8 32.7 2.2 0.3 19.6 3.9
Number of Traders in Each Category Total Traders: 114
. 0 0 . 0 0 11 10 5 79 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,972
Positions
196 29 56 0 11 39 842 3,232 179 1,373 20 9 1,278 397
Changes from: September 14, 2021 Total Change is: -223
-18 -58 21 -62 11 39 -139 -386 61 -32 20 9 -102 60
Percent of Open Interest Represented by Each Category of Trader
4.9 0.7 1.4 0.0 0.3 1.0 21.2 81.4 4.5 34.6 0.5 0.2 32.2 10.0
Number of Traders in Each Category Total Traders: 45
. . . 0 . . 13 15 . 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 45,972
Positions
639 27,378 0 12,489 1,485 750 19,537 12,969 540 4,926 1,058 78 7,013 1,714
Changes from: September 14, 2021 Total Change is: 1,532
-2,695 500 0 2,242 -729 -65 2,112 1,710 43 81 54 -10 -177 29
Percent of Open Interest Represented by Each Category of Trader
1.4 59.6 0.0 27.2 3.2 1.6 42.5 28.2 1.2 10.7 2.3 0.2 15.3 3.7
Number of Traders in Each Category Total Traders: 120
. . 0 15 5 . 27 24 6 38 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 323,316
Positions
53,203 25,639 10,236 117,472 61,172 26,715 25,534 100,536 53,718 5,001 8,204 9,233 22,204 27,863
Changes from: September 14, 2021 Total Change is: -2,367
-2,795 7,856 -3,522 3,573 -19,499 -1,631 -4,753 7,441 6,280 -880 437 -1,576 2,937 1,847
Percent of Open Interest Represented by Each Category of Trader
16.5 7.9 3.2 36.3 18.9 8.3 7.9 31.1 16.6 1.5 2.5 2.9 6.9 8.6
Number of Traders in Each Category Total Traders: 180
10 17 17 15 36 27 28 46 45 4 12 10
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Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 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 28,142
Positions
3,942 2,772 45 15,253 2,192 1,681 450 21,268 0 6,336 122 0 435 62
Changes from: September 14, 2021 Total Change is: -10,997
736 -5,188 0 -505 -2,314 1,681 -10,167 -2,813 -975 -346 59 0 -1,421 -1,447
Percent of Open Interest Represented by Each Category of Trader
14.0 9.9 0.2 54.2 7.8 6.0 1.6 75.6 0.0 22.5 0.4 0.0 1.5 0.2
Number of Traders in Each Category Total Traders: 43
. . . 11 4 . 5 5 0 12 . 0
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Updated September 24, 2021