Traders in Financial Futures - Futures Only Positions as of August 11, 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 136,885
Positions
30,236 44,589 530 41,064 19,587 3,303 13,114 43,422 3,628 12,107 783 31 32,872 21,012
Changes from: August 4, 2020 Total Change is: -216
651 199 -121 2,317 2,509 -874 -1,418 612 -507 -497 -129 11 222 -1,916
Percent of Open Interest Represented by Each Category of Trader
22.1 32.6 0.4 30.0 14.3 2.4 9.6 31.7 2.7 8.8 0.6 0.0 24.0 15.4
Number of Traders in Each Category Total Traders: 96
5 9 5 19 11 8 14 24 9 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 56,592
Positions
0 34,121 213 12,657 4,932 764 22,212 5,438 53 0 481 0 20,693 10,590
Changes from: August 4, 2020 Total Change is: -180
0 2,938 173 -1,605 291 151 739 -4,181 -81 0 0 0 443 529
Percent of Open Interest Represented by Each Category of Trader
0.0 60.3 0.4 22.4 8.7 1.4 39.2 9.6 0.1 0.0 0.8 0.0 36.6 18.7
Number of Traders in Each Category Total Traders: 48
0 10 . 13 6 4 11 7 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 179,071
Positions
37,673 24,147 2,913 55,735 65,891 4,716 39,067 42,408 6,578 3,354 7,396 0 29,035 25,022
Changes from: August 4, 2020 Total Change is: 2,343
-2,100 12,398 2,462 -3,800 -1,472 -145 4,029 -11,496 1,005 0 426 0 892 -835
Percent of Open Interest Represented by Each Category of Trader
21.0 13.5 1.6 31.1 36.8 2.6 21.8 23.7 3.7 1.9 4.1 0.0 16.2 14.0
Number of Traders in Each Category Total Traders: 112
7 7 4 18 21 11 29 23 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 150,149
Positions
6,527 83,371 473 70,691 10,519 9,039 29,027 23,982 2,243 4,862 956 0 27,287 19,566
Changes from: August 4, 2020 Total Change is: -7,819
528 -9,821 -111 -1,340 -1,821 -1,386 -2,475 833 1,170 -698 -151 0 -3,507 3,468
Percent of Open Interest Represented by Each Category of Trader
4.3 55.5 0.3 47.1 7.0 6.0 19.3 16.0 1.5 3.2 0.6 0.0 18.2 13.0
Number of Traders in Each Category Total Traders: 105
5 10 4 32 11 12 24 18 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 706,458
Positions
27,562 493,403 3,052 401,216 68,210 19,537 96,780 66,321 7,630 52,147 6,281 1,874 96,660 40,150
Changes from: August 4, 2020 Total Change is: 1,583
371 15,229 336 -595 -896 484 4,930 -13,897 -678 -293 -223 -141 -2,831 1,369
Percent of Open Interest Represented by Each Category of Trader
3.9 69.8 0.4 56.8 9.7 2.8 13.7 9.4 1.1 7.4 0.9 0.3 13.7 5.7
Number of Traders in Each Category Total Traders: 292
11 16 9 110 28 39 51 30 20 34 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 24,287
Positions
440 9,630 32 9,383 2,623 1,939 0 5,036 0 765 449 0 11,728 4,578
Changes from: August 4, 2020 Total Change is: 317
0 42 0 408 -1 1 0 -115 0 0 0 0 -92 390
Percent of Open Interest Represented by Each Category of Trader
1.8 39.7 0.1 38.6 10.8 8.0 0.0 20.7 0.0 3.1 1.8 0.0 48.3 18.8
Number of Traders in Each Category Total Traders: 25
. . . 11 5 8 0 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 122,210
Positions
7,294 36,919 232 42,885 35,424 3,865 38,550 24,584 422 1,026 25 0 27,936 20,739
Changes from: August 4, 2020 Total Change is: 1,936
386 43 0 545 -2,060 -294 840 3,455 108 1,026 0 0 -675 684
Percent of Open Interest Represented by Each Category of Trader
6.0 30.2 0.2 35.1 29.0 3.2 31.5 20.1 0.3 0.8 0.0 0.0 22.9 17.0
Number of Traders in Each Category Total Traders: 76
4 8 . 16 10 9 22 13 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 24,035
Positions
473 19,031 0 12,710 897 5 8,905 1,404 102 138 929 0 1,702 1,667
Changes from: August 4, 2020 Total Change is: -58
-19 0 0 -321 -14 0 -344 137 0 0 -240 0 626 59
Percent of Open Interest Represented by Each Category of Trader
2.0 79.2 0.0 52.9 3.7 0.0 37.1 5.8 0.4 0.6 3.9 0.0 7.1 6.9
Number of Traders in Each Category Total Traders: 38
. 5 0 5 4 . 11 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 130,908
Positions
1,827 59,857 509 85,208 6,139 589 32,971 37,948 2,634 2,109 18,466 0 5,061 4,766
Changes from: August 4, 2020 Total Change is: 2,416
-151 4,104 0 -105 -3,122 157 4,012 3,771 -1,334 -200 -1,486 0 37 326
Percent of Open Interest Represented by Each Category of Trader
1.4 45.7 0.4 65.1 4.7 0.4 25.2 29.0 2.0 1.6 14.1 0.0 3.9 3.6
Number of Traders in Each Category Total Traders: 125
. 8 . 16 14 6 36 30 11 7 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 31,846
Positions
10,080 327 100 6,057 20,485 2 11,094 5,982 205 1,883 1,994 0 2,425 2,751
Changes from: August 4, 2020 Total Change is: 6,024
-114 -190 20 -126 4,028 -1 6,443 989 162 -615 883 0 255 133
Percent of Open Interest Represented by Each Category of Trader
31.7 1.0 0.3 19.0 64.3 0.0 34.8 18.8 0.6 5.9 6.3 0.0 7.6 8.6
Number of Traders in Each Category Total Traders: 55
. . . 9 8 . 10 17 5 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 37,528
Positions
8,379 6,979 0 12,845 6,641 594 10,403 18,272 316 491 1,262 6 4,494 3,458
Changes from: August 4, 2020 Total Change is: -971
124 530 0 304 -1,921 85 -1,437 37 5 6 16 0 -58 277
Percent of Open Interest Represented by Each Category of Trader
22.3 18.6 0.0 34.2 17.7 1.6 27.7 48.7 0.8 1.3 3.4 0.0 12.0 9.2
Number of Traders in Each Category Total Traders: 85
5 4 0 20 9 5 19 22 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 13,403
Positions
149 0 0 2,012 3,311 0 10,784 7,967 1 0 464 0 457 1,660
Changes from: August 4, 2020 Total Change is: 1,440
0 0 0 -2,345 1,184 0 3,914 -162 0 0 210 0 -129 208
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 15.0 24.7 0.0 80.5 59.4 0.0 0.0 3.5 0.0 3.4 12.4
Number of Traders in Each Category Total Traders: 29
. 0 0 . 5 0 9 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 47,392
Positions
12,820 14,985 1,098 14,198 2,195 394 11,268 6,728 215 0 14,757 0 7,400 7,021
Changes from: August 4, 2020 Total Change is: 2,238
-724 2,411 -34 1,191 -195 23 1,346 276 173 0 -176 0 264 -240
Percent of Open Interest Represented by Each Category of Trader
27.1 31.6 2.3 30.0 4.6 0.8 23.8 14.2 0.5 0.0 31.1 0.0 15.6 14.8
Number of Traders in Each Category Total Traders: 99
18 16 5 19 5 6 20 15 6 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 94,783
Positions
25,640 29,969 2,195 28,396 4,390 788 22,535 13,455 430 0 29,514 0 14,799 14,042
Changes from: August 4, 2020 Total Change is: 4,476
-1,448 4,821 -68 2,382 -390 45 2,692 552 346 0 -351 0 527 -479
Percent of Open Interest Represented by Each Category of Trader
27.1 31.6 2.3 30.0 4.6 0.8 23.8 14.2 0.5 0.0 31.1 0.0 15.6 14.8
Number of Traders in Each Category Total Traders: 99
18 16 5 19 5 6 20 15 6 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 34,577
Positions
7,996 18,990 21 19,614 9,903 1,999 2,043 2,374 0 580 421 0 2,324 869
Changes from: August 4, 2020 Total Change is: -469
342 -466 0 -780 -14 14 347 -24 0 -500 0 0 108 21
Percent of Open Interest Represented by Each Category of Trader
23.1 54.9 0.1 56.7 28.6 5.8 5.9 6.9 0.0 1.7 1.2 0.0 6.7 2.5
Number of Traders in Each Category Total Traders: 29
6 4 . 11 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 566,508
Positions
86,983 81,363 21,519 261,384 127,254 54,062 41,183 108,063 13,407 19,116 81,600 1,037 67,816 78,201
Changes from: August 4, 2020 Total Change is: 7,231
1,550 7,860 510 1,480 -10,225 -1,104 656 436 4,819 55 3,516 39 -774 1,379
Percent of Open Interest Represented by Each Category of Trader
15.4 14.4 3.8 46.1 22.5 9.5 7.3 19.1 2.4 3.4 14.4 0.2 12.0 13.8
Number of Traders in Each Category Total Traders: 570
32 38 30 159 90 122 58 118 47 30 45 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 10,027
Positions
4,792 5,409 0 2,169 3,079 128 1,249 0 0 0 0 0 1,689 1,411
Changes from: August 4, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
47.8 53.9 0.0 21.6 30.7 1.3 12.5 0.0 0.0 0.0 0.0 0.0 16.8 14.1
Number of Traders in Each Category Total Traders: 20
4 6 0 4 . . 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 14,899
Positions
7,170 5,424 16 2,476 5,514 0 228 2,385 16 0 0 0 4,993 1,544
Changes from: August 4, 2020 Total Change is: 2,948
-158 4,129 -65 325 -1,257 -75 0 320 0 0 0 0 2,921 -104
Percent of Open Interest Represented by Each Category of Trader
48.1 36.4 0.1 16.6 37.0 0.0 1.5 16.0 0.1 0.0 0.0 0.0 33.5 10.4
Number of Traders in Each Category Total Traders: 24
. 6 . 8 . 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 2,694,088
Positions
471,730 344,419 62,323 1,306,921 636,272 270,310 205,671 568,985 25,204 95,579 408,002 5,186 251,164 373,387
Changes from: August 4, 2020 Total Change is: 17,690
-526 20,636 8,715 7,399 -51,127 -5,518 7,780 22,358 -1,146 276 17,582 194 516 5,996
Percent of Open Interest Represented by Each Category of Trader
17.5 12.8 2.3 48.5 23.6 10.0 7.6 21.1 0.9 3.5 15.1 0.2 9.3 13.9
Number of Traders in Each Category Total Traders: 570
34 36 28 159 90 122 58 118 42 30 45 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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: August 4, 2020 Total Change is: 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0
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 11, 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 56,417
Positions
7,912 6,559 7 35,946 40,442 1,534 1,780 3,353 301 0 0 0 8,937 4,221
Changes from: August 4, 2020 Total Change is: -784
-1,465 323 -492 674 -1,302 68 528 1,392 -263 0 -210 0 166 -300
Percent of Open Interest Represented by Each Category of Trader
14.0 11.6 0.0 63.7 71.7 2.7 3.2 5.9 0.5 0.0 0.0 0.0 15.8 7.5
Number of Traders in Each Category Total Traders: 70
7 6 . 28 18 10 5 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 47,013
Positions
11,866 8,189 174 13,147 6,414 1,429 9,742 19,786 977 2,010 3,162 2 7,665 6,879
Changes from: August 4, 2020 Total Change is: 1,299
1,825 396 -16 -374 532 450 -1,330 441 477 161 -1,039 0 106 58
Percent of Open Interest Represented by Each Category of Trader
25.2 17.4 0.4 28.0 13.6 3.0 20.7 42.1 2.1 4.3 6.7 0.0 16.3 14.6
Number of Traders in Each Category Total Traders: 294
23 22 . 73 45 39 42 58 22 11 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 235,063
Positions
59,328 40,945 870 65,736 32,071 7,145 48,712 98,928 4,886 10,051 15,811 12 38,323 34,395
Changes from: August 4, 2020 Total Change is: 6,497
9,126 1,982 -79 -1,871 2,659 2,248 -6,648 2,205 2,387 803 -5,195 1 530 289
Percent of Open Interest Represented by Each Category of Trader
25.2 17.4 0.4 28.0 13.6 3.0 20.7 42.1 2.1 4.3 6.7 0.0 16.3 14.6
Number of Traders in Each Category Total Traders: 294
23 22 . 73 45 39 42 58 22 11 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 62,875
Positions
1,562 704 0 0 0 0 29,444 45,573 326 592 1,527 0 30,951 14,745
Changes from: August 4, 2020 Total Change is: 4,013
142 -3,818 0 0 0 0 -10,847 13,407 192 82 213 0 14,444 -5,981
Percent of Open Interest Represented by Each Category of Trader
2.5 1.1 0.0 0.0 0.0 0.0 46.8 72.5 0.5 0.9 2.4 0.0 49.2 23.5
Number of Traders in Each Category Total Traders: 20
. . 0 0 0 0 8 . . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 503,384
Positions
86,715 52,170 2,270 256,299 209,849 50,782 73,873 96,454 3,645 7,830 65,003 15 21,955 23,196
Changes from: August 4, 2020 Total Change is: -5,906
-19,096 7,775 943 15,679 -8,292 -3,162 -2,598 -3,868 1 -184 -457 -6 2,517 1,160
Percent of Open Interest Represented by Each Category of Trader
17.2 10.4 0.5 50.9 41.7 10.1 14.7 19.2 0.7 1.6 12.9 0.0 4.4 4.6
Number of Traders in Each Category Total Traders: 343
31 20 . 92 61 54 41 64 16 13 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 37,555
Positions
4,565 13,214 350 16,090 4,697 519 6,026 2,403 24 679 839 0 9,302 15,509
Changes from: August 4, 2020 Total Change is: -86
-1,131 557 -43 1,435 -35 -27 -461 -1,393 10 -386 639 0 517 206
Percent of Open Interest Represented by Each Category of Trader
12.2 35.2 0.9 42.8 12.5 1.4 16.0 6.4 0.1 1.8 2.2 0.0 24.8 41.3
Number of Traders in Each Category Total Traders: 61
7 9 . 13 8 6 13 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 450,026
Positions
44,494 259,116 6,975 341,666 124,370 29,799 17,316 21,116 869 1,384 1,552 0 7,523 6,229
Changes from: August 4, 2020 Total Change is: -1,336
3,403 1,370 182 -7,744 -4,058 3,047 372 -1,471 -88 -30 -90 0 -478 -228
Percent of Open Interest Represented by Each Category of Trader
9.9 57.6 1.5 75.9 27.6 6.6 3.8 4.7 0.2 0.3 0.3 0.0 1.7 1.4
Number of Traders in Each Category Total Traders: 179
13 14 7 72 43 39 15 14 4 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 1,180,367
Positions
75,977 577,652 3,284 826,058 284,678 129,352 69,243 78,483 7,342 28,415 81,301 2,378 38,318 15,897
Changes from: August 4, 2020 Total Change is: -798
-3,395 -16,882 50 3,835 -17,582 10,422 -10,275 24,224 -786 407 -1,048 0 -1,056 804
Percent of Open Interest Represented by Each Category of Trader
6.4 48.9 0.3 70.0 24.1 11.0 5.9 6.6 0.6 2.4 6.9 0.2 3.2 1.3
Number of Traders in Each Category Total Traders: 424
22 22 8 175 71 89 51 40 17 31 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 167,366
Positions
38,911 122,030 35,855 24,880 0 2,486 55,342 0 6,652 2,842 65 148 250 130
Changes from: August 4, 2020 Total Change is: 5,861
437 3,776 1,729 -688 0 0 3,996 0 356 23 0 0 8 0
Percent of Open Interest Represented by Each Category of Trader
23.2 72.9 21.4 14.9 0.0 1.5 33.1 0.0 4.0 1.7 0.0 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 83
10 20 19 13 0 . 29 0 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 1,124,844
Positions
8,552 107,341 4,744 548,156 192,287 202,434 76,171 402,559 57,391 60,558 23,128 95 166,743 134,865
Changes from: August 4, 2020 Total Change is: 25,531
-1,346 1,364 -3,510 15,821 -2,760 4,251 6,592 14,786 4,782 6,043 2,063 0 -7,102 4,555
Percent of Open Interest Represented by Each Category of Trader
0.8 9.5 0.4 48.7 17.1 18.0 6.8 35.8 5.1 5.4 2.1 0.0 14.8 12.0
Number of Traders in Each Category Total Traders: 178
8 15 7 58 32 49 22 29 21 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 1,051,718
Positions
26,468 131,720 3,566 548,463 139,763 188,400 69,258 458,207 4,699 61,999 17,467 0 148,865 107,896
Changes from: August 4, 2020 Total Change is: 13,004
80 7,980 1,617 -7,120 4,224 -250 10,479 -6,524 111 10,227 2,120 0 -2,140 3,726
Percent of Open Interest Represented by Each Category of Trader
2.5 12.5 0.3 52.1 13.3 17.9 6.6 43.6 0.4 5.9 1.7 0.0 14.2 10.3
Number of Traders in Each Category Total Traders: 137
. 11 . 66 17 56 6 25 8 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 2,167,428
Positions
68,595 237,806 9,130 1,049,189 491,116 258,133 356,868 973,429 23,123 227,160 76,372 1,389 173,841 96,930
Changes from: August 4, 2020 Total Change is: -42,331
-3,632 -1,956 876 6,044 22,396 138 -31,494 -59,316 5,040 6,021 452 0 -25,324 -9,961
Percent of Open Interest Represented by Each Category of Trader
3.2 11.0 0.4 48.4 22.7 11.9 16.5 44.9 1.1 10.5 3.5 0.1 8.0 4.5
Number of Traders in Each Category Total Traders: 304
13 27 7 109 30 68 47 46 24 23 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 3,509,822
Positions
260,439 198,979 17,303 1,423,380 1,167,981 621,898 499,415 969,323 88,582 187,263 91,561 711 410,831 353,484
Changes from: August 4, 2020 Total Change is: 29,588
24,315 -37,709 -940 36,387 77,250 -21,693 -23,490 31,887 4,078 1,779 -7,288 -206 9,358 -15,791
Percent of Open Interest Represented by Each Category of Trader
7.4 5.7 0.5 40.6 33.3 17.7 14.2 27.6 2.5 5.3 2.6 0.0 11.7 10.1
Number of Traders in Each Category Total Traders: 385
22 34 16 110 73 103 37 79 55 18 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 1,033,440
Positions
63,680 31,477 8,234 300,931 370,711 120,049 380,819 293,944 10,605 37,399 11,807 0 111,723 186,613
Changes from: August 4, 2020 Total Change is: 31,317
-1,372 10,059 14 -2,893 29,035 6,469 30,521 -4,957 1,163 -2,099 -1,764 0 -486 -8,702
Percent of Open Interest Represented by Each Category of Trader
6.2 3.0 0.8 29.1 35.9 11.6 36.8 28.4 1.0 3.6 1.1 0.0 10.8 18.1
Number of Traders in Each Category Total Traders: 111
. 6 5 28 41 42 18 13 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 3,449,522
Positions
108,616 315,633 23,577 1,628,199 661,496 552,045 410,161 1,361,412 88,132 307,845 157,750 2,988 327,959 286,489
Changes from: August 4, 2020 Total Change is: -62,429
-9,942 -15,262 1,401 -47,855 -43,774 -164 -38,975 -33,851 19,610 9,094 -3,579 0 4,402 13,190
Percent of Open Interest Represented by Each Category of Trader
3.1 9.2 0.7 47.2 19.2 16.0 11.9 39.5 2.6 8.9 4.6 0.1 9.5 8.3
Number of Traders in Each Category Total Traders: 301
11 26 10 91 54 88 34 61 37 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 1,500,950
Positions
244,882 225,282 358,691 8,562 7,777 40,325 574,425 595,597 229,352 17,984 6,520 761 25,968 36,645
Changes from: August 4, 2020 Total Change is: -48,323
-2,756 9,475 3,730 3,062 -5,711 -2,905 -47,202 -49,382 -1,948 316 456 -489 -131 -1,549
Percent of Open Interest Represented by Each Category of Trader
16.3 15.0 23.9 0.6 0.5 2.7 38.3 39.7 15.3 1.2 0.4 0.1 1.7 2.4
Number of Traders in Each Category Total Traders: 109
25 19 34 . . . 22 27 33 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 9,706,552
Positions
1,417,725 1,828,531 2,243,708 421,789 249,534 436,112 1,218,340 943,853 2,960,609 161,298 115,597 173,355 673,616 755,253
Changes from: August 4, 2020 Total Change is: 39,064
36,582 7,413 -1,974 -58,134 6,794 -1,116 26,662 -73,985 88,245 -9,190 600 -7,957 -34,054 21,044
Percent of Open Interest Represented by Each Category of Trader
14.6 18.8 23.1 4.3 2.6 4.5 12.6 9.7 30.5 1.7 1.2 1.8 6.9 7.8
Number of Traders in Each Category Total Traders: 226
34 41 66 13 14 21 50 41 77 9 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 171,855
Positions
12,882 58,361 23,606 1,235 11,119 9,399 101,260 45,448 22,636 37 547 630 170 109
Changes from: August 4, 2020 Total Change is: -674
-2,186 6,935 -126 579 3,093 0 2,044 -9,542 89 1 -84 -1,074 -1 35
Percent of Open Interest Represented by Each Category of Trader
7.5 34.0 13.7 0.7 6.5 5.5 58.9 26.4 13.2 0.0 0.3 0.4 0.1 0.1
Number of Traders in Each Category Total Traders: 62
7 16 11 . . . 12 18 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 157,154
Positions
18,513 71,877 16,761 4,975 705 798 92,090 48,757 17,458 5,884 82 620 55 96
Changes from: August 4, 2020 Total Change is: 3,912
4,178 9,067 -2,080 -672 -2 55 -470 -4,280 1,447 1,683 -35 -166 -63 -94
Percent of Open Interest Represented by Each Category of Trader
11.8 45.7 10.7 3.2 0.4 0.5 58.6 31.0 11.1 3.7 0.1 0.4 0.0 0.1
Number of Traders in Each Category Total Traders: 76
7 24 12 . . . 14 23 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 73,600
Positions
0 20,058 0 2,000 2,450 0 0 22,093 28,132 43,431 500 0 37 367
Changes from: August 4, 2020 Total Change is: 872
0 369 0 0 19 0 -79 -539 1,042 -100 0 0 9 -19
Percent of Open Interest Represented by Each Category of Trader
0.0 27.3 0.0 2.7 3.3 0.0 0.0 30.0 38.2 59.0 0.7 0.0 0.1 0.5
Number of Traders in Each Category Total Traders: 21
0 . 0 . 5 0 0 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 13,090
Positions
0 580 0 206 495 156 6,444 7,785 373 1,943 2,677 540 3,428 484
Changes from: August 4, 2020 Total Change is: 387
0 0 0 -245 -89 141 132 83 97 -188 -429 536 -86 48
Percent of Open Interest Represented by Each Category of Trader
0.0 4.4 0.0 1.6 3.8 1.2 49.2 59.5 2.8 14.8 20.5 4.1 26.2 3.7
Number of Traders in Each Category Total Traders: 90
0 . 0 5 . . 34 16 9 23 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 34,460
Positions
1,177 0 0 5,083 7,205 967 19,784 19,620 1,287 3,046 1,637 8 3,108 3,736
Changes from: August 4, 2020 Total Change is: -1,037
-397 0 0 60 429 53 -1,487 -177 232 71 -1,124 0 431 -450
Percent of Open Interest Represented by Each Category of Trader
3.4 0.0 0.0 14.8 20.9 2.8 57.4 56.9 3.7 8.8 4.8 0.0 9.0 10.8
Number of Traders in Each Category Total Traders: 86
. 0 0 4 10 . 18 29 6 14 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 291,763
Positions
18,651 14,249 16,515 121,046 60,734 20,182 36,071 100,576 40,592 7,237 2,271 11,247 20,222 25,397
Changes from: August 4, 2020 Total Change is: 14,698
-49 -2,050 1,013 -1,907 7,179 1,424 6,677 -1,352 6,269 -203 -276 3,144 -1,670 -653
Percent of Open Interest Represented by Each Category of Trader
6.4 4.9 5.7 41.5 20.8 6.9 12.4 34.5 13.9 2.5 0.8 3.9 6.9 8.7
Number of Traders in Each Category Total Traders: 162
10 16 21 12 29 16 24 49 44 6 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 21,230
Positions
2,946 710 107 15,925 5,665 954 504 13,759 0 602 0 0 192 35
Changes from: August 4, 2020 Total Change is: 15
-296 -107 107 37 0 28 92 -1 0 58 0 0 -11 -12
Percent of Open Interest Represented by Each Category of Trader
13.9 3.3 0.5 75.0 26.7 4.5 2.4 64.8 0.0 2.8 0.0 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 36
. . . 7 7 . . 7 0 8 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 14, 2020