Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 137,101
Positions
29,585 44,390 651 38,747 17,078 4,177 14,532 42,810 4,135 12,604 912 20 32,650 22,928
Changes from: July 28, 2020 Total Change is: -2,296
3,029 -472 630 -1,092 1,110 -99 -5,575 -2,906 -459 -755 -466 -224 2,249 590
Percent of Open Interest Represented by Each Category of Trader
21.6 32.4 0.5 28.3 12.5 3.0 10.6 31.2 3.0 9.2 0.7 0.0 23.8 16.7
Number of Traders in Each Category Total Traders: 92
4 10 4 17 10 9 15 23 11 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 56,772
Positions
0 31,183 40 14,262 4,641 613 21,473 9,619 134 0 481 0 20,250 10,061
Changes from: July 28, 2020 Total Change is: 4,973
0 5,507 8 1,096 -784 183 4,007 887 -453 0 1 0 132 -376
Percent of Open Interest Represented by Each Category of Trader
0.0 54.9 0.1 25.1 8.2 1.1 37.8 16.9 0.2 0.0 0.8 0.0 35.7 17.7
Number of Traders in Each Category Total Traders: 48
0 10 . 13 6 . 10 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 176,728
Positions
39,773 11,749 451 59,535 67,363 4,861 35,038 53,904 5,573 3,354 6,970 0 28,143 25,857
Changes from: July 28, 2020 Total Change is: -2,184
-12,348 4,572 79 2,428 -750 802 2,423 -5,733 722 0 -304 0 3,710 -1,572
Percent of Open Interest Represented by Each Category of Trader
22.5 6.6 0.3 33.7 38.1 2.8 19.8 30.5 3.2 1.9 3.9 0.0 15.9 14.6
Number of Traders in Each Category Total Traders: 106
6 5 . 18 21 9 20 30 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 157,968
Positions
5,999 93,192 584 72,031 12,340 10,425 31,502 23,149 1,073 5,560 1,107 0 30,794 16,098
Changes from: July 28, 2020 Total Change is: -12,301
-215 3,888 -110 -2,751 -1,207 809 -4,221 -13,646 487 -4,489 433 0 -1,811 -2,955
Percent of Open Interest Represented by Each Category of Trader
3.8 59.0 0.4 45.6 7.8 6.6 19.9 14.7 0.7 3.5 0.7 0.0 19.5 10.2
Number of Traders in Each Category Total Traders: 109
5 11 . 30 11 11 27 18 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 704,875
Positions
27,191 478,174 2,716 401,811 69,106 19,053 91,850 80,218 8,308 52,440 6,504 2,015 99,491 38,781
Changes from: July 28, 2020 Total Change is: 25,910
139 29,848 461 2,332 -690 -510 13,138 -4,344 937 7,656 -789 64 1,693 933
Percent of Open Interest Represented by Each Category of Trader
3.9 67.8 0.4 57.0 9.8 2.7 13.0 11.4 1.2 7.4 0.9 0.3 14.1 5.5
Number of Traders in Each Category Total Traders: 288
11 16 8 107 28 39 48 32 24 35 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 23,970
Positions
440 9,588 32 8,975 2,624 1,938 0 5,151 0 765 449 0 11,820 4,188
Changes from: July 28, 2020 Total Change is: 734
0 24 0 21 46 -42 0 1,056 0 765 0 0 -10 -350
Percent of Open Interest Represented by Each Category of Trader
1.8 40.0 0.1 37.4 10.9 8.1 0.0 21.5 0.0 3.2 1.9 0.0 49.3 17.5
Number of Traders in Each Category Total Traders: 26
. . . 11 5 8 0 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 120,274
Positions
6,908 36,876 232 42,340 37,484 4,159 37,710 21,129 314 0 25 0 28,611 20,055
Changes from: July 28, 2020 Total Change is: 6,592
-1,085 4,069 -22 3,096 -1,174 211 363 3,069 -38 0 0 0 4,067 477
Percent of Open Interest Represented by Each Category of Trader
5.7 30.7 0.2 35.2 31.2 3.5 31.4 17.6 0.3 0.0 0.0 0.0 23.8 16.7
Number of Traders in Each Category Total Traders: 74
. 8 . 18 10 9 22 12 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 24,093
Positions
492 19,031 0 13,031 911 5 9,249 1,267 102 138 1,169 0 1,076 1,608
Changes from: July 28, 2020 Total Change is: -555
-184 3 0 -1,468 391 -9 935 -842 0 0 -225 0 171 127
Percent of Open Interest Represented by Each Category of Trader
2.0 79.0 0.0 54.1 3.8 0.0 38.4 5.3 0.4 0.6 4.9 0.0 4.5 6.7
Number of Traders in Each Category Total Traders: 37
. 5 0 4 4 . 10 8 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 128,492
Positions
1,978 55,753 509 85,313 9,261 432 28,959 34,177 3,968 2,309 19,952 0 5,024 4,440
Changes from: July 28, 2020 Total Change is: -5,422
1,148 -4,599 0 1,874 637 17 -9,518 -3,446 1,907 -413 231 0 -437 -169
Percent of Open Interest Represented by Each Category of Trader
1.5 43.4 0.4 66.4 7.2 0.3 22.5 26.6 3.1 1.8 15.5 0.0 3.9 3.5
Number of Traders in Each Category Total Traders: 131
5 6 . 15 16 5 34 36 13 6 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 25,822
Positions
10,194 517 80 6,183 16,457 3 4,651 4,993 43 2,498 1,111 0 2,170 2,618
Changes from: July 28, 2020 Total Change is: -110
3,389 0 2 917 291 -2 -3,926 230 -607 141 177 0 -24 -201
Percent of Open Interest Represented by Each Category of Trader
39.5 2.0 0.3 23.9 63.7 0.0 18.0 19.3 0.2 9.7 4.3 0.0 8.4 10.1
Number of Traders in Each Category Total Traders: 50
. . . 10 7 . 8 15 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 38,499
Positions
8,255 6,449 0 12,541 8,562 509 11,840 18,235 311 485 1,246 6 4,552 3,181
Changes from: July 28, 2020 Total Change is: 2,357
-260 290 0 1,112 1,011 88 1,180 1,088 0 15 -12 0 222 -108
Percent of Open Interest Represented by Each Category of Trader
21.4 16.8 0.0 32.6 22.2 1.3 30.8 47.4 0.8 1.3 3.2 0.0 11.8 8.3
Number of Traders in Each Category Total Traders: 83
5 5 0 19 9 5 23 16 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 11,963
Positions
149 0 0 4,357 2,127 0 6,870 8,129 1 0 254 0 586 1,452
Changes from: July 28, 2020 Total Change is: -278
0 0 0 -496 83 0 193 -284 -28 0 -343 0 53 294
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 36.4 17.8 0.0 57.4 68.0 0.0 0.0 2.1 0.0 4.9 12.1
Number of Traders in Each Category Total Traders: 26
. 0 0 . . 0 9 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 45,154
Positions
13,544 12,574 1,132 13,007 2,390 372 9,922 6,452 42 0 14,933 0 7,136 7,261
Changes from: July 28, 2020 Total Change is: 4,037
1,681 815 76 1,175 -487 -94 1,443 3,578 -4 -103 422 0 -137 -269
Percent of Open Interest Represented by Each Category of Trader
30.0 27.8 2.5 28.8 5.3 0.8 22.0 14.3 0.1 0.0 33.1 0.0 15.8 16.1
Number of Traders in Each Category Total Traders: 94
20 15 5 16 7 7 18 12 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 90,307
Positions
27,088 25,148 2,263 26,014 4,780 743 19,843 12,903 84 0 29,865 0 14,272 14,521
Changes from: July 28, 2020 Total Change is: 8,073
3,362 1,629 151 2,349 -974 -188 2,886 7,155 -7 -206 844 0 -274 -537
Percent of Open Interest Represented by Each Category of Trader
30.0 27.8 2.5 28.8 5.3 0.8 22.0 14.3 0.1 0.0 33.1 0.0 15.8 16.1
Number of Traders in Each Category Total Traders: 94
20 15 5 16 7 7 18 12 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 35,046
Positions
7,654 19,456 21 20,394 9,917 1,985 1,696 2,398 0 1,080 421 0 2,216 848
Changes from: July 28, 2020 Total Change is: 380
102 610 0 962 -393 -19 -411 101 0 0 0 0 -254 81
Percent of Open Interest Represented by Each Category of Trader
21.8 55.5 0.1 58.2 28.3 5.7 4.8 6.8 0.0 3.1 1.2 0.0 6.3 2.4
Number of Traders in Each Category Total Traders: 27
6 4 . 10 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 559,277
Positions
85,433 73,503 21,010 259,904 137,480 55,166 40,527 107,626 8,588 19,061 78,084 998 68,590 76,822
Changes from: July 28, 2020 Total Change is: 7,486
6,708 -1,239 867 7,115 -6,323 -5,468 -4,801 13,120 -1,894 -469 5,198 -141 5,569 3,365
Percent of Open Interest Represented by Each Category of Trader
15.3 13.1 3.8 46.5 24.6 9.9 7.2 19.2 1.5 3.4 14.0 0.2 12.3 13.7
Number of Traders in Each Category Total Traders: 570
34 37 29 158 96 124 57 112 45 28 48 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 11,951
Positions
7,328 1,295 81 2,151 6,771 75 228 2,065 16 0 0 0 2,072 1,648
Changes from: July 28, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
61.3 10.8 0.7 18.0 56.7 0.6 1.9 17.3 0.1 0.0 0.0 0.0 17.3 13.8
Number of Traders in Each Category Total Traders: 20
4 . . 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,676,398
Positions
472,256 323,783 53,608 1,299,522 687,399 275,828 197,891 546,627 26,350 95,303 390,420 4,992 250,648 367,391
Changes from: July 28, 2020 Total Change is: 29,249
39,959 -10,525 1,067 35,574 -31,615 -27,340 -24,360 59,732 -2,530 -2,343 25,992 -706 9,928 15,174
Percent of Open Interest Represented by Each Category of Trader
17.6 12.1 2.0 48.6 25.7 10.3 7.4 20.4 1.0 3.6 14.6 0.2 9.4 13.7
Number of Traders in Each Category Total Traders: 570
36 35 27 158 96 124 57 112 41 28 48 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874N Open Interest is 231,370
Positions
122,773 124,272 102,398 0 0 0 4,499 1,000 1,700 0 0 0 0 2,000
Changes from: July 28, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
53.1 53.7 44.3 0.0 0.0 0.0 1.9 0.4 0.7 0.0 0.0 0.0 0.0 0.9
Number of Traders in Each Category Total Traders: 20
9 8 9 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 57,201
Positions
9,377 6,236 499 35,272 41,744 1,466 1,252 1,961 564 0 210 0 8,771 4,521
Changes from: July 28, 2020 Total Change is: -1,868
-751 844 93 -1,319 -1,055 432 -508 -1,408 -1 0 -819 -19 205 65
Percent of Open Interest Represented by Each Category of Trader
16.4 10.9 0.9 61.7 73.0 2.6 2.2 3.4 1.0 0.0 0.4 0.0 15.3 7.9
Number of Traders in Each Category Total Traders: 69
9 6 . 26 18 12 4 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 45,713
Positions
10,040 7,793 190 13,521 5,882 979 11,072 19,345 500 1,850 4,201 2 7,559 6,821
Changes from: July 28, 2020 Total Change is: 1,530
557 -1,010 -12 126 208 88 606 788 -232 319 1,329 0 79 372
Percent of Open Interest Represented by Each Category of Trader
22.0 17.0 0.4 29.6 12.9 2.1 24.2 42.3 1.1 4.0 9.2 0.0 16.5 14.9
Number of Traders in Each Category Total Traders: 278
20 23 . 73 40 33 45 50 22 9 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 228,566
Positions
50,202 38,963 949 67,607 29,412 4,897 55,360 96,723 2,499 9,248 21,006 11 37,793 34,106
Changes from: July 28, 2020 Total Change is: 7,651
2,783 -5,049 -58 628 1,041 439 3,031 3,938 -1,161 1,594 6,644 -2 397 1,859
Percent of Open Interest Represented by Each Category of Trader
22.0 17.0 0.4 29.6 12.9 2.1 24.2 42.3 1.1 4.0 9.2 0.0 16.5 14.9
Number of Traders in Each Category Total Traders: 278
20 23 . 73 40 33 45 50 22 9 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 58,862
Positions
1,420 4,522 0 0 0 0 40,291 32,166 134 510 1,314 0 16,507 20,726
Changes from: July 28, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.4 7.7 0.0 0.0 0.0 0.0 68.4 54.6 0.2 0.9 2.2 0.0 28.0 35.2
Number of Traders in Each Category Total Traders: 22
. . 0 0 0 0 8 . . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 509,290
Positions
105,811 44,395 1,327 240,620 218,141 53,944 76,471 100,322 3,644 8,014 65,460 21 19,438 22,036
Changes from: July 28, 2020 Total Change is: 13,165
7,220 -4,000 217 9,296 -143 -2,754 2,480 19,827 -542 -2,732 930 -28 8 -342
Percent of Open Interest Represented by Each Category of Trader
20.8 8.7 0.3 47.2 42.8 10.6 15.0 19.7 0.7 1.6 12.9 0.0 3.8 4.3
Number of Traders in Each Category Total Traders: 338
32 16 . 89 63 54 36 64 19 12 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 37,641
Positions
5,696 12,657 393 14,655 4,732 546 6,487 3,796 14 1,065 200 0 8,785 15,303
Changes from: July 28, 2020 Total Change is: 1,132
-408 -100 74 -1,013 -483 208 1,101 1,040 -26 569 -1,145 0 627 1,564
Percent of Open Interest Represented by Each Category of Trader
15.1 33.6 1.0 38.9 12.6 1.5 17.2 10.1 0.0 2.8 0.5 0.0 23.3 40.7
Number of Traders in Each Category Total Traders: 60
9 8 . 11 8 6 12 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 451,362
Positions
41,091 257,746 6,793 349,410 128,428 26,752 16,944 22,587 957 1,414 1,642 0 8,001 6,457
Changes from: July 28, 2020 Total Change is: 8,002
-3,910 1,548 1,897 14,440 -1,626 -1,207 -3,020 6,745 50 -1 0 0 -247 595
Percent of Open Interest Represented by Each Category of Trader
9.1 57.1 1.5 77.4 28.5 5.9 3.8 5.0 0.2 0.3 0.4 0.0 1.8 1.4
Number of Traders in Each Category Total Traders: 178
13 14 7 71 44 40 14 14 4 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,181,165
Positions
79,372 594,534 3,234 822,223 302,260 118,930 79,518 54,259 8,128 28,008 82,349 2,378 39,374 15,093
Changes from: July 28, 2020 Total Change is: 10,628
25,085 -18,114 -1,667 -18,238 41,108 953 1,388 -16,342 956 -3,775 1,150 -1 5,927 2,585
Percent of Open Interest Represented by Each Category of Trader
6.7 50.3 0.3 69.6 25.6 10.1 6.7 4.6 0.7 2.4 7.0 0.2 3.3 1.3
Number of Traders in Each Category Total Traders: 420
24 24 8 171 70 84 54 34 18 29 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 161,505
Positions
38,474 118,254 34,126 25,568 0 2,486 51,346 0 6,296 2,819 65 148 242 130
Changes from: July 28, 2020 Total Change is: 2,559
363 3,528 -869 -146 0 0 3,150 -200 20 46 0 0 -5 80
Percent of Open Interest Represented by Each Category of Trader
23.8 73.2 21.1 15.8 0.0 1.5 31.8 0.0 3.9 1.7 0.0 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 81
10 19 19 13 0 . 28 0 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,099,313
Positions
9,898 105,977 8,254 532,335 195,047 198,183 69,579 387,773 52,609 54,515 21,065 95 173,845 130,310
Changes from: July 28, 2020 Total Change is: 26,653
1,274 -4,077 -341 3,569 -13,042 2,149 -2,500 26,291 20,906 -1,527 -3,230 0 3,123 -2,003
Percent of Open Interest Represented by Each Category of Trader
0.9 9.6 0.8 48.4 17.7 18.0 6.3 35.3 4.8 5.0 1.9 0.0 15.8 11.9
Number of Traders in Each Category Total Traders: 170
7 16 6 58 29 46 22 28 19 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,038,714
Positions
26,388 123,740 1,949 555,583 135,539 188,650 58,779 464,731 4,588 51,772 15,347 0 151,005 104,170
Changes from: July 28, 2020 Total Change is: -2,085
249 -9,318 624 -9,522 6,585 3,305 754 -9,453 -652 727 305 0 2,430 6,519
Percent of Open Interest Represented by Each Category of Trader
2.5 11.9 0.2 53.5 13.0 18.2 5.7 44.7 0.4 5.0 1.5 0.0 14.5 10.0
Number of Traders in Each Category Total Traders: 135
. 11 . 70 16 58 4 23 6 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,209,759
Positions
72,227 239,762 8,254 1,043,145 468,720 257,995 388,362 1,032,745 18,083 221,139 75,920 1,389 199,165 106,891
Changes from: July 28, 2020 Total Change is: 93,394
6,479 -17,450 -1,915 16,087 2,042 3,655 40,922 93,322 -1,823 6,305 -315 282 23,402 15,596
Percent of Open Interest Represented by Each Category of Trader
3.3 10.9 0.4 47.2 21.2 11.7 17.6 46.7 0.8 10.0 3.4 0.1 9.0 4.8
Number of Traders in Each Category Total Traders: 306
14 25 7 111 28 70 51 46 21 22 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,480,234
Positions
236,124 236,688 18,243 1,386,993 1,090,731 643,591 522,905 937,436 84,504 185,484 98,849 917 401,473 369,275
Changes from: July 28, 2020 Total Change is: -23,681
6,507 -4,428 -23,496 -52,812 -38,727 19,369 35,106 -12,497 23,151 -6,593 2,555 199 -25,112 10,193
Percent of Open Interest Represented by Each Category of Trader
6.8 6.8 0.5 39.9 31.3 18.5 15.0 26.9 2.4 5.3 2.8 0.0 11.5 10.6
Number of Traders in Each Category Total Traders: 378
20 32 15 104 71 98 49 73 45 18 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,002,123
Positions
65,052 21,418 8,220 303,824 341,676 113,580 350,298 298,901 9,442 39,498 13,571 0 112,209 195,315
Changes from: July 28, 2020 Total Change is: 2,518
787 -2,515 -14 4,382 7,765 -1,602 -8,313 4,551 -5,054 2,575 1,770 0 9,757 -2,383
Percent of Open Interest Represented by Each Category of Trader
6.5 2.1 0.8 30.3 34.1 11.3 35.0 29.8 0.9 3.9 1.4 0.0 11.2 19.5
Number of Traders in Each Category Total Traders: 109
. 6 5 27 40 41 17 13 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,511,951
Positions
118,558 330,895 22,176 1,676,054 705,270 552,209 449,136 1,395,263 68,522 298,751 161,329 2,988 323,557 273,299
Changes from: July 28, 2020 Total Change is: 7,019
17,805 -42,373 1,096 3,156 34,752 19,095 -51,189 -17,290 9,582 7,374 -2,593 0 100 4,750
Percent of Open Interest Represented by Each Category of Trader
3.4 9.4 0.6 47.7 20.1 15.7 12.8 39.7 2.0 8.5 4.6 0.1 9.2 7.8
Number of Traders in Each Category Total Traders: 306
10 27 10 93 53 88 37 61 33 11 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,549,273
Positions
247,638 215,807 354,961 5,500 13,488 43,230 621,627 644,979 231,300 17,668 6,064 1,250 26,099 38,194
Changes from: July 28, 2020 Total Change is: -146,375
19,313 -60,376 -62,073 0 -2,435 5,096 -87,716 -1,154 -27,052 4,229 -994 -419 2,247 3,032
Percent of Open Interest Represented by Each Category of Trader
16.0 13.9 22.9 0.4 0.9 2.8 40.1 41.6 14.9 1.1 0.4 0.1 1.7 2.5
Number of Traders in Each Category Total Traders: 107
27 16 35 . 4 . 22 27 34 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is 9,667,488
Positions
1,381,143 1,821,118 2,245,682 479,923 242,740 437,228 1,191,678 1,017,838 2,872,364 170,488 114,997 181,312 707,670 734,209
Changes from: July 28, 2020 Total Change is: 47,142
95,662 -27,553 51,369 -158,755 -1,158 27,292 12,507 -29,694 8,605 -13,545 -3,411 -6,996 31,003 28,688
Percent of Open Interest Represented by Each Category of Trader
14.3 18.8 23.2 5.0 2.5 4.5 12.3 10.5 29.7 1.8 1.2 1.9 7.3 7.6
Number of Traders in Each Category Total Traders: 225
32 42 67 14 12 21 46 45 77 10 13 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 172,529
Positions
15,068 51,426 23,732 656 8,026 9,399 99,216 54,990 22,547 36 631 1,704 171 74
Changes from: July 28, 2020 Total Change is: 3,190
-2,798 2,751 2,249 21 -488 1,080 1,028 -4,889 2,579 -263 631 -672 -34 -51
Percent of Open Interest Represented by Each Category of Trader
8.7 29.8 13.8 0.4 4.7 5.4 57.5 31.9 13.1 0.0 0.4 1.0 0.1 0.0
Number of Traders in Each Category Total Traders: 62
6 16 11 . . . 14 17 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 153,242
Positions
14,335 62,810 18,841 5,647 707 743 92,560 53,037 16,011 4,201 117 786 118 190
Changes from: July 28, 2020 Total Change is: -68,485
-14,725 -36,275 1,114 4,425 -3,712 -1,880 -44,930 -16,616 -11,156 -1,550 -179 201 16 18
Percent of Open Interest Represented by Each Category of Trader
9.4 41.0 12.3 3.7 0.5 0.5 60.4 34.6 10.4 2.7 0.1 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 75
7 24 12 . . . 12 24 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 72,728
Positions
0 19,689 0 2,000 2,431 0 79 22,632 27,090 43,531 500 0 28 386
Changes from: July 28, 2020 Total Change is: 1,784
0 952 0 484 17 0 0 -307 1,298 0 0 0 2 -176
Percent of Open Interest Represented by Each Category of Trader
0.0 27.1 0.0 2.7 3.3 0.0 0.1 31.1 37.2 59.9 0.7 0.0 0.0 0.5
Number of Traders in Each Category Total Traders: 23
0 4 0 . 5 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 12,703
Positions
0 580 0 451 584 15 6,312 7,702 276 2,131 3,106 4 3,514 436
Changes from: July 28, 2020 Total Change is: -365
0 0 -2 -195 -100 -5 330 -240 102 -161 259 -263 -171 -116
Percent of Open Interest Represented by Each Category of Trader
0.0 4.6 0.0 3.6 4.6 0.1 49.7 60.6 2.2 16.8 24.5 0.0 27.7 3.4
Number of Traders in Each Category Total Traders: 93
0 . 0 6 . . 36 18 10 25 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 35,497
Positions
1,574 0 0 5,023 6,776 914 21,271 19,797 1,055 2,975 2,761 8 2,677 4,186
Changes from: July 28, 2020 Total Change is: -1,815
360 0 0 279 27 151 -2,941 -2,549 338 -50 -101 -52 100 371
Percent of Open Interest Represented by Each Category of Trader
4.4 0.0 0.0 14.2 19.1 2.6 59.9 55.8 3.0 8.4 7.8 0.0 7.5 11.8
Number of Traders in Each Category Total Traders: 84
. 0 0 5 7 . 16 26 7 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 277,065
Positions
18,700 16,299 15,502 122,953 53,555 18,758 29,394 101,928 34,323 7,440 2,547 8,103 21,892 26,050
Changes from: July 28, 2020 Total Change is: 8,491
-327 -2,922 238 2,282 7,486 1,891 -1,159 1,149 2,150 725 -411 -252 2,943 -838
Percent of Open Interest Represented by Each Category of Trader
6.7 5.9 5.6 44.4 19.3 6.8 10.6 36.8 12.4 2.7 0.9 2.9 7.9 9.4
Number of Traders in Each Category Total Traders: 151
10 15 19 12 31 15 19 44 34 8 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 21,215
Positions
3,242 817 0 15,888 5,665 926 412 13,760 0 544 0 0 203 47
Changes from: July 28, 2020 Total Change is: -2,004
-1,250 31 0 -901 0 44 142 -2,036 0 -35 -38 0 -4 -5
Percent of Open Interest Represented by Each Category of Trader
15.3 3.9 0.0 74.9 26.7 4.4 1.9 64.9 0.0 2.6 0.0 0.0 1.0 0.2
Number of Traders in Each Category Total Traders: 36
. . 0 7 7 . . 7 0 8 0 0
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Updated August 07, 2020