Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 150,132
Positions
7,973 28,646 6,750 39,427 24,736 7,007 20,458 40,112 15,496 13,113 4,312 906 39,001 22,165
Changes from: October 5, 2021 Total Change is: 3,642
256 6,889 -3,924 4,662 -5,165 -417 2,272 10,005 -1,279 -530 -74 -177 2,779 -2,216
Percent of Open Interest Represented by Each Category of Trader
5.3 19.1 4.5 26.3 16.5 4.7 13.6 26.7 10.3 8.7 2.9 0.6 26.0 14.8
Number of Traders in Each Category Total Traders: 116
5 11 8 17 16 13 20 29 19 12 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 61,886
Positions
41,979 2,085 1,109 2,418 21,762 1,027 5,214 8,638 1,491 0 0 0 8,648 25,775
Changes from: October 5, 2021 Total Change is: 1,484
1,733 610 -93 -242 -1,546 47 687 360 -88 0 -472 0 -560 2,667
Percent of Open Interest Represented by Each Category of Trader
67.8 3.4 1.8 3.9 35.2 1.7 8.4 14.0 2.4 0.0 0.0 0.0 14.0 41.6
Number of Traders in Each Category Total Traders: 53
8 . . . 21 4 9 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 193,008
Positions
52,028 25,013 4,170 41,381 71,960 6,309 42,182 28,680 17,124 3,710 5,417 366 25,738 33,970
Changes from: October 5, 2021 Total Change is: -13,812
-8,766 535 -378 1,024 -11,580 543 -3,359 -2,115 -1,877 43 -284 145 -1,188 1,197
Percent of Open Interest Represented by Each Category of Trader
27.0 13.0 2.2 21.4 37.3 3.3 21.9 14.9 8.9 1.9 2.8 0.2 13.3 17.6
Number of Traders in Each Category Total Traders: 125
7 8 7 16 32 14 26 26 21 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 275,543
Positions
136,533 18,333 5,197 44,057 101,186 7,661 35,731 81,833 20,133 3,057 167 97 23,078 40,936
Changes from: October 5, 2021 Total Change is: 21,964
10,594 629 1,383 -2,888 8,676 -435 5,634 8,930 2,926 1,857 -478 -52 2,944 385
Percent of Open Interest Represented by Each Category of Trader
49.6 6.7 1.9 16.0 36.7 2.8 13.0 29.7 7.3 1.1 0.1 0.0 8.4 14.9
Number of Traders in Each Category Total Traders: 129
11 . 7 18 29 16 23 39 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 747,144
Positions
55,124 319,583 15,338 406,119 145,665 31,283 59,566 120,281 36,337 46,439 8,372 5,949 90,989 64,336
Changes from: October 5, 2021 Total Change is: -8,844
10,484 -5,139 -1,884 -13,981 3,989 -65 8,383 -98 -9,179 -483 1,472 180 -2,299 1,880
Percent of Open Interest Represented by Each Category of Trader
7.4 42.8 2.1 54.4 19.5 4.2 8.0 16.1 4.9 6.2 1.1 0.8 12.2 8.6
Number of Traders in Each Category Total Traders: 332
16 16 12 109 44 52 41 57 35 35 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 30,992
Positions
0 11,631 0 12,693 7,211 2,636 0 3,692 0 800 0 0 14,863 5,822
Changes from: October 5, 2021 Total Change is: 945
0 0 0 33 458 0 0 -18 0 0 0 0 912 505
Percent of Open Interest Represented by Each Category of Trader
0.0 37.5 0.0 41.0 23.3 8.5 0.0 11.9 0.0 2.6 0.0 0.0 48.0 18.8
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 October 12, 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 28,288
Positions
7,771 0 0 5,040 20,621 1,350 6,548 2,309 1 0 0 0 7,578 4,007
Changes from: October 5, 2021 Total Change is: 174
195 0 0 -21 259 -232 -735 252 1 0 0 0 966 -106
Percent of Open Interest Represented by Each Category of Trader
27.5 0.0 0.0 17.8 72.9 4.8 23.1 8.2 0.0 0.0 0.0 0.0 26.8 14.2
Number of Traders in Each Category Total Traders: 26
4 0 0 5 10 5 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 189,713
Positions
109,516 6,590 1,709 36,319 78,678 7,594 7,960 47,802 7,933 1,360 7,335 0 17,322 32,071
Changes from: October 5, 2021 Total Change is: -11,955
-4,556 3,092 607 -3,316 -13,693 -214 -5,891 249 193 -95 656 -500 1,817 -2,346
Percent of Open Interest Represented by Each Category of Trader
57.7 3.5 0.9 19.1 41.5 4.0 4.2 25.2 4.2 0.7 3.9 0.0 9.1 16.9
Number of Traders in Each Category Total Traders: 98
8 7 6 13 21 10 11 26 11 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 54,771
Positions
165 34,345 2 31,774 192 0 14,944 14,697 0 4,696 4,755 0 3,190 780
Changes from: October 5, 2021 Total Change is: 1,858
22 171 0 222 -75 0 427 2,072 0 1,169 0 -80 98 -230
Percent of Open Interest Represented by Each Category of Trader
0.3 62.7 0.0 58.0 0.4 0.0 27.3 26.8 0.0 8.6 8.7 0.0 5.8 1.4
Number of Traders in Each Category Total Traders: 73
. 6 . 16 . 0 29 7 0 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 171,894
Positions
31,572 104,936 596 60,668 7,185 1,926 64,884 30,002 1,811 4,758 21,623 76 5,603 3,739
Changes from: October 5, 2021 Total Change is: 3,376
10,156 -246 -25 -9,828 1,402 -257 3,919 2,093 -43 -530 450 -47 32 49
Percent of Open Interest Represented by Each Category of Trader
18.4 61.0 0.3 35.3 4.2 1.1 37.7 17.5 1.1 2.8 12.6 0.0 3.3 2.2
Number of Traders in Each Category Total Traders: 151
6 10 . 17 10 7 39 42 10 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 27,338
Positions
661 1,743 3,406 4,451 7,181 0 12,074 9,833 129 3,457 2,366 6 3,154 2,674
Changes from: October 5, 2021 Total Change is: 4,362
182 0 -78 -959 3,537 -66 6,400 -222 86 -1,299 468 6 90 631
Percent of Open Interest Represented by Each Category of Trader
2.4 6.4 12.5 16.3 26.3 0.0 44.2 36.0 0.5 12.6 8.7 0.0 11.5 9.8
Number of Traders in Each Category Total Traders: 70
. . . 7 6 0 18 16 4 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 37,363
Positions
6,919 11,272 26 5,708 9,541 682 19,474 9,880 527 329 1,147 44 3,655 4,245
Changes from: October 5, 2021 Total Change is: 1,473
1,018 -775 -8 -1,536 -1,064 -20 2,110 3,108 -13 -39 -142 14 -54 372
Percent of Open Interest Represented by Each Category of Trader
18.5 30.2 0.1 15.3 25.5 1.8 52.1 26.4 1.4 0.9 3.1 0.1 9.8 11.4
Number of Traders in Each Category Total Traders: 92
5 6 . 10 17 7 32 17 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 14,994
Positions
4,310 1,392 0 5,640 4,952 0 3,226 5,924 49 504 702 2 1,263 1,973
Changes from: October 5, 2021 Total Change is: 716
107 0 0 -11 186 0 550 7 32 100 702 0 -62 -211
Percent of Open Interest Represented by Each Category of Trader
28.7 9.3 0.0 37.6 33.0 0.0 21.5 39.5 0.3 3.4 4.7 0.0 8.4 13.2
Number of Traders in Each Category Total Traders: 33
. . 0 . 4 0 7 11 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 51,234
Positions
15,322 23,444 602 13,495 2,349 477 10,478 2,280 1,547 0 14,953 0 9,314 5,582
Changes from: October 5, 2021 Total Change is: 2,926
-5 2,936 -100 2,661 -462 211 -304 765 194 -242 0 0 510 -618
Percent of Open Interest Represented by Each Category of Trader
29.9 45.8 1.2 26.3 4.6 0.9 20.5 4.5 3.0 0.0 29.2 0.0 18.2 10.9
Number of Traders in Each Category Total Traders: 94
15 14 4 24 6 5 25 6 7 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 102,468
Positions
30,643 46,889 1,204 26,989 4,698 953 20,955 4,560 3,095 0 29,906 0 18,629 11,163
Changes from: October 5, 2021 Total Change is: 5,852
-9 5,873 -200 5,322 -924 421 -607 1,529 388 -484 0 0 1,021 -1,236
Percent of Open Interest Represented by Each Category of Trader
29.9 45.8 1.2 26.3 4.6 0.9 20.5 4.5 3.0 0.0 29.2 0.0 18.2 10.9
Number of Traders in Each Category Total Traders: 94
15 14 4 24 6 5 25 6 7 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 43,174
Positions
6,047 27,141 791 28,878 9,521 1,632 3,137 3,745 0 0 0 0 2,689 344
Changes from: October 5, 2021 Total Change is: -376
288 1,159 -607 -465 3 -3 640 -933 0 0 0 0 -229 5
Percent of Open Interest Represented by Each Category of Trader
14.0 62.9 1.8 66.9 22.1 3.8 7.3 8.7 0.0 0.0 0.0 0.0 6.2 0.8
Number of Traders in Each Category Total Traders: 37
5 8 . 18 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 611,786
Positions
38,089 143,935 28,038 226,846 81,343 66,849 54,379 56,721 101,550 27,936 73,215 6,212 61,886 53,923
Changes from: October 5, 2021 Total Change is: -7,622
-255 -2,685 1,334 -9,736 2,286 1,256 632 -2,750 -2,570 1,828 -1,290 528 -639 -3,731
Percent of Open Interest Represented by Each Category of Trader
6.2 23.5 4.6 37.1 13.3 10.9 8.9 9.3 16.6 4.6 12.0 1.0 10.1 8.8
Number of Traders in Each Category Total Traders: 571
34 33 41 161 82 116 87 85 106 53 35 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 29,328
Positions
10,202 26,518 0 12,842 0 145 2,665 1,259 0 0 0 0 3,474 1,406
Changes from: October 5, 2021 Total Change is: -2,929
-319 -1,419 0 -1,509 0 -1,532 20 -28 0 0 0 0 411 50
Percent of Open Interest Represented by Each Category of Trader
34.8 90.4 0.0 43.8 0.0 0.5 9.1 4.3 0.0 0.0 0.0 0.0 11.8 4.8
Number of Traders in Each Category Total Traders: 32
4 9 0 11 0 . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 3,058,929
Positions
190,445 719,674 140,191 1,134,230 406,717 334,244 271,895 283,603 507,752 139,681 366,073 31,060 309,431 269,615
Changes from: October 5, 2021 Total Change is: -38,110
-1,273 -13,425 6,669 -48,680 11,431 6,280 3,159 -13,748 -12,852 9,141 -6,449 2,641 -3,193 -18,655
Percent of Open Interest Represented by Each Category of Trader
6.2 23.5 4.6 37.1 13.3 10.9 8.9 9.3 16.6 4.6 12.0 1.0 10.1 8.8
Number of Traders in Each Category Total Traders: 571
34 33 41 161 82 116 87 85 106 53 35 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 31,883
Positions
13,485 29,358 0 13,097 481 0 1,619 1,147 96 0 0 0 3,586 801
Changes from: October 5, 2021 Total Change is: 3,811
3,639 4,716 -13 -379 0 0 559 -859 -8 0 0 0 13 -25
Percent of Open Interest Represented by Each Category of Trader
42.3 92.1 0.0 41.1 1.5 0.0 5.1 3.6 0.3 0.0 0.0 0.0 11.2 2.5
Number of Traders in Each Category Total Traders: 39
6 9 0 16 . 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 23,033
Positions
14,236 20,808 0 5,569 1,120 392 1,078 0 0 0 0 0 1,758 713
Changes from: October 5, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
61.8 90.3 0.0 24.2 4.9 1.7 4.7 0.0 0.0 0.0 0.0 0.0 7.6 3.1
Number of Traders in Each Category Total Traders: 20
. 10 0 4 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 39,132
Positions
4,652 7,567 202 20,635 23,401 1,657 2,689 2,284 12 0 0 0 9,285 4,009
Changes from: October 5, 2021 Total Change is: -1,373
8 -845 -114 -896 -864 -136 -317 264 9 0 0 0 73 313
Percent of Open Interest Represented by Each Category of Trader
11.9 19.3 0.5 52.7 59.8 4.2 6.9 5.8 0.0 0.0 0.0 0.0 23.7 10.2
Number of Traders in Each Category Total Traders: 63
5 5 . 26 16 9 7 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 462,015
Positions
102,527 38,002 3,335 208,111 182,560 43,283 47,614 116,347 14,451 11,588 44,358 162 30,943 19,517
Changes from: October 5, 2021 Total Change is: 6,165
3,504 5,380 519 -1,766 7,086 -927 1,810 -2,942 -1,112 3,504 -858 -152 785 -828
Percent of Open Interest Represented by Each Category of Trader
22.2 8.2 0.7 45.0 39.5 9.4 10.3 25.2 3.1 2.5 9.6 0.0 6.7 4.2
Number of Traders in Each Category Total Traders: 335
27 15 4 86 60 55 43 67 31 13 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 31,476
Positions
6,168 29,912 0 18,677 466 0 3,791 795 0 1,559 0 0 1,281 303
Changes from: October 5, 2021 Total Change is: 72
0 316 0 -68 0 0 -14 -86 -13 124 0 0 43 -145
Percent of Open Interest Represented by Each Category of Trader
19.6 95.0 0.0 59.3 1.5 0.0 12.0 2.5 0.0 5.0 0.0 0.0 4.1 1.0
Number of Traders in Each Category Total Traders: 31
. 7 0 13 . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 17,548
Positions
0 13,532 0 11,351 0 29 932 283 0 678 488 0 4,558 3,216
Changes from: October 5, 2021 Total Change is: -4,912
0 -341 0 -5,159 0 -43 26 -3,956 0 2 -1,181 0 262 609
Percent of Open Interest Represented by Each Category of Trader
0.0 77.1 0.0 64.7 0.0 0.2 5.3 1.6 0.0 3.9 2.8 0.0 26.0 18.3
Number of Traders in Each Category Total Traders: 24
0 4 0 13 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 56,171
Positions
16,924 2,418 1,074 15,166 2,137 2,997 10,372 7,187 1,061 1,156 569 0 7,421 38,728
Changes from: October 5, 2021 Total Change is: -131
-1,323 175 239 3,953 -2,299 2,299 -4,756 -6,273 209 -1,378 -2,000 0 626 7,519
Percent of Open Interest Represented by Each Category of Trader
30.1 4.3 1.9 27.0 3.8 5.3 18.5 12.8 1.9 2.1 1.0 0.0 13.2 68.9
Number of Traders in Each Category Total Traders: 66
10 4 4 13 4 7 21 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 389,341
Positions
34,968 237,059 3,714 261,186 80,784 49,497 14,677 4,667 1,499 13,232 6,995 233 10,335 4,893
Changes from: October 5, 2021 Total Change is: -5,862
2,246 1,002 -106 -6,412 -906 -1,598 -183 -523 -485 625 -2,519 1 50 -728
Percent of Open Interest Represented by Each Category of Trader
9.0 60.9 1.0 67.1 20.7 12.7 3.8 1.2 0.4 3.4 1.8 0.1 2.7 1.3
Number of Traders in Each Category Total Traders: 182
11 12 6 76 44 41 21 7 5 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,104,543
Positions
98,256 508,333 7,375 692,283 355,730 113,833 100,612 61,982 8,463 54,351 25,597 3,592 25,778 19,638
Changes from: October 5, 2021 Total Change is: 3,908
1,936 -10,728 797 16,924 10,724 1,791 -19,866 -9,557 1,505 -3,047 2,445 2,252 1,616 4,679
Percent of Open Interest Represented by Each Category of Trader
8.9 46.0 0.7 62.7 32.2 10.3 9.1 5.6 0.8 4.9 2.3 0.3 2.3 1.8
Number of Traders in Each Category Total Traders: 408
29 17 13 143 88 84 57 34 22 28 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 243,608
Positions
32,508 174,327 46,983 17,180 7,397 2,656 131,214 330 11,676 1,026 177 0 365 62
Changes from: October 5, 2021 Total Change is: -416
1,127 525 -558 105 0 0 -688 0 -397 -97 0 0 92 14
Percent of Open Interest Represented by Each Category of Trader
13.3 71.6 19.3 7.1 3.0 1.1 53.9 0.1 4.8 0.4 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 86
11 23 15 13 . . 27 . 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 56,299
Positions
13,256 11,297 1,592 12,799 10,161 1,269 8,260 11,396 8,463 1,886 2,816 210 8,565 9,096
Changes from: October 5, 2021 Total Change is: 853
159 1,805 2 86 354 -72 1,262 -381 -196 -126 -286 -21 -242 -352
Percent of Open Interest Represented by Each Category of Trader
23.5 20.1 2.8 22.7 18.0 2.3 14.7 20.2 15.0 3.4 5.0 0.4 15.2 16.2
Number of Traders in Each Category Total Traders: 314
31 17 13 53 62 44 38 62 39 20 31 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 281,495
Positions
66,279 56,483 7,961 63,994 50,805 6,346 41,299 56,982 42,313 9,432 14,079 1,048 42,824 45,478
Changes from: October 5, 2021 Total Change is: 4,264
794 9,023 9 432 1,771 -359 6,312 -1,905 -979 -631 -1,429 -104 -1,209 -1,762
Percent of Open Interest Represented by Each Category of Trader
23.5 20.1 2.8 22.7 18.0 2.3 14.7 20.2 15.0 3.4 5.0 0.4 15.2 16.2
Number of Traders in Each Category Total Traders: 314
31 17 13 53 62 44 38 62 39 20 31 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 68,811
Positions
420 4,826 0 405 0 0 24,450 41,300 2,937 2,247 3,484 25 38,327 16,239
Changes from: October 5, 2021 Total Change is: 13,035
0 1,765 0 42 0 0 6,471 16,331 51 1,360 -1,052 0 5,110 -4,060
Percent of Open Interest Represented by Each Category of Trader
0.6 7.0 0.0 0.6 0.0 0.0 35.5 60.0 4.3 3.3 5.1 0.0 55.7 23.6
Number of Traders in Each Category Total Traders: 25
. . 0 . 0 0 6 6 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 1,398,933
Positions
5,148 117,655 41,745 593,204 310,921 294,769 90,520 279,903 106,552 73,446 33,707 11,593 181,957 202,089
Changes from: October 5, 2021 Total Change is: 5,300
-777 644 4,328 -30,355 5,442 15,961 4,963 -42,321 13,240 1,892 4,209 -515 -3,437 4,312
Percent of Open Interest Represented by Each Category of Trader
0.4 8.4 3.0 42.4 22.2 21.1 6.5 20.0 7.6 5.3 2.4 0.8 13.0 14.4
Number of Traders in Each Category Total Traders: 202
9 18 17 55 43 67 15 44 42 8 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 1,217,200
Positions
34,433 80,449 717 677,602 286,410 195,618 57,406 455,343 30,487 69,099 12,348 56 151,784 155,773
Changes from: October 5, 2021 Total Change is: -5,658
-11 -5,159 79 -16,495 5,978 1,897 -2,984 -11,935 6,687 420 -1,409 -114 4,864 -1,681
Percent of Open Interest Represented by Each Category of Trader
2.8 6.6 0.1 55.7 23.5 16.1 4.7 37.4 2.5 5.7 1.0 0.0 12.5 12.8
Number of Traders in Each Category Total Traders: 152
4 9 . 69 30 64 8 22 11 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 1,850,000
Positions
96,406 111,326 25,337 653,774 601,629 326,340 451,556 398,340 70,267 94,607 166,462 1,518 130,195 148,781
Changes from: October 5, 2021 Total Change is: 73,487
37,092 13,930 -2,860 -23,373 44,005 3,942 41,702 -46,320 21,778 943 36,512 1,047 -6,784 1,453
Percent of Open Interest Represented by Each Category of Trader
5.2 6.0 1.4 35.3 32.5 17.6 24.4 21.5 3.8 5.1 9.0 0.1 7.0 8.0
Number of Traders in Each Category Total Traders: 317
18 37 10 87 56 79 48 38 32 15 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 4,835,173
Positions
215,498 224,832 168,709 1,397,750 1,500,360 945,166 1,036,998 446,000 499,907 184,800 335,929 64,238 322,107 650,032
Changes from: October 5, 2021 Total Change is: 97,580
29,097 10,039 12,387 -55,034 38,757 44,129 14,039 -38,326 29,325 17,994 9,133 -3,635 9,277 -4,228
Percent of Open Interest Represented by Each Category of Trader
4.5 4.6 3.5 28.9 31.0 19.5 21.4 9.2 10.3 3.8 6.9 1.3 6.7 13.4
Number of Traders in Each Category Total Traders: 447
18 43 38 78 118 122 57 87 92 20 26 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 1,478,239
Positions
101,383 31,732 10,594 428,111 525,343 171,483 578,590 347,872 23,454 57,388 80,105 270 106,966 287,386
Changes from: October 5, 2021 Total Change is: 27,281
3,075 3,089 2,038 -351 20,402 -1,215 23,828 -4,178 5,532 -2,468 -70 -37 -3,121 1,720
Percent of Open Interest Represented by Each Category of Trader
6.9 2.1 0.7 29.0 35.5 11.6 39.1 23.5 1.6 3.9 5.4 0.0 7.2 19.4
Number of Traders in Each Category Total Traders: 162
6 8 4 24 66 54 21 25 14 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 3,928,551
Positions
78,105 181,561 74,188 1,853,072 996,442 772,756 224,199 830,569 336,254 311,791 222,862 11,803 266,382 502,115
Changes from: October 5, 2021 Total Change is: 102,996
3,463 -1,375 3,550 -1,942 24,915 4,463 25,579 580 40,090 14,634 21,313 2,213 10,946 7,247
Percent of Open Interest Represented by Each Category of Trader
2.0 4.6 1.9 47.2 25.4 19.7 5.7 21.1 8.6 7.9 5.7 0.3 6.8 12.8
Number of Traders in Each Category Total Traders: 345
18 27 20 79 82 90 32 68 50 15 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 1,190,212
Positions
346,573 201,566 402,303 49,472 4,384 14,259 80,651 254,506 274,913 0 5,326 1,087 20,954 31,868
Changes from: October 5, 2021 Total Change is: 77,568
-234 -307 45,361 4,992 -1 720 2,276 10,152 26,550 0 -2,094 1,085 -3,182 -3,898
Percent of Open Interest Represented by Each Category of Trader
29.1 16.9 33.8 4.2 0.4 1.2 6.8 21.4 23.1 0.0 0.4 0.1 1.8 2.7
Number of Traders in Each Category Total Traders: 101
22 32 44 . 4 . 13 24 30 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is22,833,987
Positions
3,245,875 1,760,606 3,304,243 609,760 1,956,312 1,870,045 1,888,832 1,592,728 11,052,773 30,199 164,870 223,088 609,172 909,322
Changes from: October 5, 2021 Total Change is: 1,463,150
-166,176 26,237 314,628 -36,663 130,918 138,989 582,009 153,545 689,676 -31,990 -12,055 -629 -26,693 21,840
Percent of Open Interest Represented by Each Category of Trader
14.2 7.7 14.5 2.7 8.6 8.2 8.3 7.0 48.4 0.1 0.7 1.0 2.7 4.0
Number of Traders in Each Category Total Traders: 298
35 39 68 23 25 39 60 74 112 12 24 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 921,278
Positions
352,848 350,965 175,322 20,359 10,632 32,145 96,266 109,430 213,737 17,103 15,643 12,787 711 617
Changes from: October 5, 2021 Total Change is: 62,171
13,288 20,567 -95 -5,984 4,816 6,342 14,336 593 30,669 2,712 -1,703 559 343 423
Percent of Open Interest Represented by Each Category of Trader
38.3 38.1 19.0 2.2 1.2 3.5 10.4 11.9 23.2 1.9 1.7 1.4 0.1 0.1
Number of Traders in Each Category Total Traders: 132
25 29 37 . 5 . 18 27 39 8 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 170,030
Positions
57,733 34,810 19,254 11,482 2,521 796 38,845 66,557 40,588 166 4,269 1,056 110 179
Changes from: October 5, 2021 Total Change is: 8,539
4,564 -2,749 -432 1,644 -7 0 3,138 7,763 -121 -322 4,021 47 21 17
Percent of Open Interest Represented by Each Category of Trader
34.0 20.5 11.3 6.8 1.5 0.5 22.8 39.1 23.9 0.1 2.5 0.6 0.1 0.1
Number of Traders in Each Category Total Traders: 77
15 16 13 . . . 19 17 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 170,702
Positions
1,050 55,661 0 1,470 1,870 0 9,227 48,823 63,681 95,262 627 0 12 40
Changes from: October 5, 2021 Total Change is: 7,332
0 3,717 0 0 46 0 1,079 -1,460 5,041 1,200 0 0 12 -12
Percent of Open Interest Represented by Each Category of Trader
0.6 32.6 0.0 0.9 1.1 0.0 5.4 28.6 37.3 55.8 0.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 32
. 9 0 . 4 0 . 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 11,089
Positions
485 1,010 153 720 320 11 2,133 6,864 1,396 4,205 210 182 1,806 944
Changes from: October 5, 2021 Total Change is: 2,052
-18 477 75 196 -79 -1 430 847 457 733 0 178 2 98
Percent of Open Interest Represented by Each Category of Trader
4.4 9.1 1.4 6.5 2.9 0.1 19.2 61.9 12.6 37.9 1.9 1.6 16.3 8.5
Number of Traders in Each Category Total Traders: 95
. 7 . 9 . . 26 32 17 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 50,937
Positions
3,665 0 0 117 0 0 26,822 43,164 5,455 9,840 1,107 46 4,992 1,165
Changes from: October 5, 2021 Total Change is: 14,795
470 0 0 12 0 0 11,808 14,455 63 1,943 208 14 485 55
Percent of Open Interest Represented by Each Category of Trader
7.2 0.0 0.0 0.2 0.0 0.0 52.7 84.7 10.7 19.3 2.2 0.1 9.8 2.3
Number of Traders in Each Category Total Traders: 113
. 0 0 . 0 0 14 10 . 68 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 4,677
Positions
308 102 44 77 21 5 1,328 3,741 180 1,231 22 31 1,473 531
Changes from: October 5, 2021 Total Change is: -59
64 11 8 77 9 -33 86 -151 14 -280 -31 -9 14 123
Percent of Open Interest Represented by Each Category of Trader
6.6 2.2 0.9 1.6 0.4 0.1 28.4 80.0 3.8 26.3 0.5 0.7 31.5 11.4
Number of Traders in Each Category Total Traders: 50
. . . . . . 15 15 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 62,885
Positions
1,114 40,055 0 20,120 953 763 23,391 15,555 1,801 6,321 2,025 248 9,127 1,485
Changes from: October 5, 2021 Total Change is: 5,656
50 4,024 0 824 -339 0 2,858 1,624 208 1,146 408 3 566 -273
Percent of Open Interest Represented by Each Category of Trader
1.8 63.7 0.0 32.0 1.5 1.2 37.2 24.7 2.9 10.1 3.2 0.4 14.5 2.4
Number of Traders in Each Category Total Traders: 147
. . 0 19 4 . 39 23 6 48 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 329,905
Positions
54,416 23,440 12,542 97,899 81,128 32,089 37,393 80,298 56,893 6,675 3,669 11,280 20,718 28,566
Changes from: October 5, 2021 Total Change is: 22,241
631 1,275 -432 1,947 22,994 -1,888 10,270 -9,718 8,885 1,875 -1,366 2,765 -1,812 -274
Percent of Open Interest Represented by Each Category of Trader
16.5 7.1 3.8 29.7 24.6 9.7 11.3 24.3 17.2 2.0 1.1 3.4 6.3 8.7
Number of Traders in Each Category Total Traders: 182
15 12 21 13 35 25 32 44 54 9 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 41,361
Positions
3,405 2,817 0 26,053 1,816 1,953 2,748 34,527 0 6,581 151 0 621 97
Changes from: October 5, 2021 Total Change is: 3,624
0 61 -61 3,336 0 0 -12 3,622 0 276 0 0 85 2
Percent of Open Interest Represented by Each Category of Trader
8.2 6.8 0.0 63.0 4.4 4.7 6.6 83.5 0.0 15.9 0.4 0.0 1.5 0.2
Number of Traders in Each Category Total Traders: 48
. . 0 12 4 . 7 6 0 12 . 0
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Updated October 15, 2021