Traders in Financial Futures - Futures Only Positions as of August 25, 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 129,557
Positions
16,771 32,743 289 45,626 23,607 3,324 16,181 44,751 4,379 11,627 753 18 31,342 19,693
Changes from: August 18, 2020 Total Change is: -12,043
-14,401 -7,084 -177 1,785 -1,674 196 1,918 -2,684 756 -292 -181 -8 -1,820 -1,187
Percent of Open Interest Represented by Each Category of Trader
12.9 25.3 0.2 35.2 18.2 2.6 12.5 34.5 3.4 9.0 0.6 0.0 24.2 15.2
Number of Traders in Each Category Total Traders: 102
6 8 6 18 13 8 18 25 11 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 53,085
Positions
0 31,321 226 13,902 6,196 273 16,975 4,957 116 0 483 0 21,593 9,513
Changes from: August 18, 2020 Total Change is: -3,029
0 -2,872 -18 898 870 -200 -2,819 -311 -112 0 2 0 -778 -388
Percent of Open Interest Represented by Each Category of Trader
0.0 59.0 0.4 26.2 11.7 0.5 32.0 9.3 0.2 0.0 0.9 0.0 40.7 17.9
Number of Traders in Each Category Total Traders: 45
0 10 . 13 6 . 10 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 175,363
Positions
32,696 35,962 3,732 52,230 60,245 7,210 38,327 32,539 6,109 3,983 6,740 0 31,076 22,826
Changes from: August 18, 2020 Total Change is: -11,680
55 -3,963 812 -5,923 -3,113 1,971 -5,769 -8,009 3 -430 0 0 -2,399 619
Percent of Open Interest Represented by Each Category of Trader
18.6 20.5 2.1 29.8 34.4 4.1 21.9 18.6 3.5 2.3 3.8 0.0 17.7 13.0
Number of Traders in Each Category Total Traders: 107
5 8 4 19 22 11 24 22 12 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 147,553
Positions
6,213 78,112 650 75,013 13,687 7,098 23,483 24,678 2,020 6,177 956 0 26,899 20,352
Changes from: August 18, 2020 Total Change is: 477
-1,423 -4,896 560 5,613 3,993 -2,200 -17 1,004 -81 1,315 0 0 -3,290 2,097
Percent of Open Interest Represented by Each Category of Trader
4.2 52.9 0.4 50.8 9.3 4.8 15.9 16.7 1.4 4.2 0.6 0.0 18.2 13.8
Number of Traders in Each Category Total Traders: 109
5 10 5 33 12 13 23 20 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 704,077
Positions
28,911 497,753 3,560 407,293 75,184 17,680 89,098 52,003 7,694 48,912 5,504 1,771 99,158 42,928
Changes from: August 18, 2020 Total Change is: 27
306 1,084 710 1,058 6,272 -891 -4,795 -10,321 450 6,420 -237 -377 -2,854 3,337
Percent of Open Interest Represented by Each Category of Trader
4.1 70.7 0.5 57.8 10.7 2.5 12.7 7.4 1.1 6.9 0.8 0.3 14.1 6.1
Number of Traders in Each Category Total Traders: 283
12 15 9 110 26 37 48 27 19 33 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 24,750
Positions
440 9,754 0 9,242 2,668 1,939 0 5,587 0 765 449 0 12,364 4,353
Changes from: August 18, 2020 Total Change is: 144
0 1 0 -340 56 0 0 235 0 0 0 0 484 -148
Percent of Open Interest Represented by Each Category of Trader
1.8 39.4 0.0 37.3 10.8 7.8 0.0 22.6 0.0 3.1 1.8 0.0 50.0 17.6
Number of Traders in Each Category Total Traders: 25
. . 0 10 5 8 0 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 127,505
Positions
6,528 39,910 15 49,329 37,230 3,320 37,348 25,788 734 1,226 934 0 29,005 19,574
Changes from: August 18, 2020 Total Change is: 2,574
-317 2,024 -65 3,653 -1,771 -455 373 2,833 599 200 449 0 -1,414 -1,040
Percent of Open Interest Represented by Each Category of Trader
5.1 31.3 0.0 38.7 29.2 2.6 29.3 20.2 0.6 1.0 0.7 0.0 22.7 15.4
Number of Traders in Each Category Total Traders: 81
. 9 . 20 9 9 21 16 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 25,173
Positions
405 18,983 0 11,670 1,133 5 11,601 1,940 111 306 1,247 0 1,075 1,754
Changes from: August 18, 2020 Total Change is: 954
-116 -48 0 -1,159 139 0 2,591 473 10 168 318 0 -540 62
Percent of Open Interest Represented by Each Category of Trader
1.6 75.4 0.0 46.4 4.5 0.0 46.1 7.7 0.4 1.2 5.0 0.0 4.3 7.0
Number of Traders in Each Category Total Traders: 43
. 5 0 6 4 . 9 10 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 134,794
Positions
2,581 61,097 505 81,239 6,137 665 36,935 38,355 4,965 2,088 18,702 85 5,731 4,283
Changes from: August 18, 2020 Total Change is: 252
341 397 -7 -2,108 -1,896 -71 2,477 967 858 -1,720 331 19 463 -346
Percent of Open Interest Represented by Each Category of Trader
1.9 45.3 0.4 60.3 4.6 0.5 27.4 28.5 3.7 1.5 13.9 0.1 4.3 3.2
Number of Traders in Each Category Total Traders: 131
. 7 . 15 13 4 35 38 11 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 50,474
Positions
11,305 107 10,107 5,602 22,261 15 17,065 6,945 1,496 2,196 1,328 162 2,526 8,053
Changes from: August 18, 2020 Total Change is: 15,068
179 107 10,001 -355 -1,424 13 4,223 335 1,115 -427 -400 162 157 5,159
Percent of Open Interest Represented by Each Category of Trader
22.4 0.2 20.0 11.1 44.1 0.0 33.8 13.8 3.0 4.4 2.6 0.3 5.0 16.0
Number of Traders in Each Category Total Traders: 57
. . . 7 8 . 10 16 5 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 36,678
Positions
6,420 9,272 0 11,115 4,655 750 13,355 16,643 415 135 1,543 6 4,482 3,394
Changes from: August 18, 2020 Total Change is: -1,883
-23 -212 0 -1,293 -1,635 254 -298 -323 -191 -226 97 0 -106 127
Percent of Open Interest Represented by Each Category of Trader
17.5 25.3 0.0 30.3 12.7 2.0 36.4 45.4 1.1 0.4 4.2 0.0 12.2 9.3
Number of Traders in Each Category Total Traders: 87
5 5 0 19 9 7 22 20 6 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 12,544
Positions
149 0 0 1,478 3,449 0 10,315 7,258 0 0 589 0 602 1,248
Changes from: August 18, 2020 Total Change is: -1,208
0 0 0 -131 67 0 -1,058 -1,001 0 -157 10 0 138 -284
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 11.8 27.5 0.0 82.2 57.9 0.0 0.0 4.7 0.0 4.8 9.9
Number of Traders in Each Category Total Traders: 29
. 0 0 . 6 0 10 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 42,244
Positions
11,657 12,105 1,090 9,529 2,498 454 10,658 3,979 715 0 14,841 0 8,141 6,562
Changes from: August 18, 2020 Total Change is: -3,985
-442 -3,655 41 -1,196 240 -64 -1,964 -818 196 -851 74 0 294 1
Percent of Open Interest Represented by Each Category of Trader
27.6 28.7 2.6 22.6 5.9 1.1 25.2 9.4 1.7 0.0 35.1 0.0 19.3 15.5
Number of Traders in Each Category Total Traders: 91
17 16 4 18 6 6 20 9 9 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 84,487
Positions
23,314 24,210 2,180 19,058 4,996 908 21,315 7,958 1,430 0 29,681 0 16,282 13,124
Changes from: August 18, 2020 Total Change is: -7,970
-884 -7,309 82 -2,391 480 -128 -3,928 -1,636 392 -1,701 147 0 588 2
Percent of Open Interest Represented by Each Category of Trader
27.6 28.7 2.6 22.6 5.9 1.1 25.2 9.4 1.7 0.0 35.1 0.0 19.3 15.5
Number of Traders in Each Category Total Traders: 91
17 16 4 18 6 6 20 9 9 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 34,093
Positions
8,431 18,015 21 19,525 10,057 2,149 1,700 2,773 0 480 421 0 1,787 657
Changes from: August 18, 2020 Total Change is: -511
450 -717 0 -1,152 525 -221 473 -83 0 -100 0 0 39 -15
Percent of Open Interest Represented by Each Category of Trader
24.7 52.8 0.1 57.3 29.5 6.3 5.0 8.1 0.0 1.4 1.2 0.0 5.2 1.9
Number of Traders in Each Category Total Traders: 30
7 4 . 11 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 579,474
Positions
85,481 85,503 24,115 268,410 125,687 52,686 43,407 109,481 17,629 18,875 86,688 1,782 67,090 75,904
Changes from: August 18, 2020 Total Change is: 4,640
-126 -752 415 5,507 -1,408 -3,319 686 3,845 3,334 119 1,170 -334 -1,641 1,691
Percent of Open Interest Represented by Each Category of Trader
14.8 14.8 4.2 46.3 21.7 9.1 7.5 18.9 3.0 3.3 15.0 0.3 11.6 13.1
Number of Traders in Each Category Total Traders: 579
36 38 30 158 91 124 64 114 50 29 49 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 30,240
Positions
1,992 22,633 0 0 0 0 11,394 3,368 182 670 0 0 16,002 4,057
Changes from: August 18, 2020 Total Change is: 1,264
200 -601 0 0 0 0 2,641 890 182 -345 0 0 -1,414 793
Percent of Open Interest Represented by Each Category of Trader
6.6 74.8 0.0 0.0 0.0 0.0 37.7 11.1 0.6 2.2 0.0 0.0 52.9 13.4
Number of Traders in Each Category Total Traders: 21
. 6 0 0 0 0 8 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 15,241
Positions
9,644 4,763 23 3,200 5,494 0 224 1,997 20 0 0 0 2,130 2,944
Changes from: August 18, 2020 Total Change is: 1,234
1,360 -2,303 20 3 2,159 0 -3 -19 3 0 0 0 -149 1,374
Percent of Open Interest Represented by Each Category of Trader
63.3 31.3 0.2 21.0 36.0 0.0 1.5 13.1 0.1 0.0 0.0 0.0 14.0 19.3
Number of Traders in Each Category Total Traders: 25
4 7 . 9 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 2,746,170
Positions
472,159 369,064 65,859 1,342,049 628,437 263,430 208,466 578,966 38,830 94,377 436,790 5,560 255,440 359,234
Changes from: August 18, 2020 Total Change is: 16,880
115 987 331 27,536 -7,040 -16,597 -2,337 22,214 8,319 597 4,125 53 -1,137 4,488
Percent of Open Interest Represented by Each Category of Trader
17.2 13.4 2.4 48.9 22.9 9.6 7.6 21.1 1.4 3.4 15.9 0.2 9.3 13.1
Number of Traders in Each Category Total Traders: 579
38 36 28 158 91 124 63 115 46 29 49 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 18, 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 25, 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 58,075
Positions
5,920 8,508 11 39,458 39,501 1,212 2,266 5,300 298 0 0 0 8,910 3,245
Changes from: August 18, 2020 Total Change is: 381
-740 305 0 1,473 -61 -9 253 1,351 -9 0 0 0 -587 -1,196
Percent of Open Interest Represented by Each Category of Trader
10.2 14.7 0.0 67.9 68.0 2.1 3.9 9.1 0.5 0.0 0.0 0.0 15.3 5.6
Number of Traders in Each Category Total Traders: 78
7 7 . 32 17 11 7 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 46,997
Positions
8,296 8,634 469 16,669 5,785 851 8,640 20,187 877 2,401 2,783 2 8,792 7,408
Changes from: August 18, 2020 Total Change is: 1,008
-269 -385 239 -443 361 -213 627 490 292 224 -180 0 551 403
Percent of Open Interest Represented by Each Category of Trader
17.7 18.4 1.0 35.5 12.3 1.8 18.4 43.0 1.9 5.1 5.9 0.0 18.7 15.8
Number of Traders in Each Category Total Traders: 288
20 25 6 75 41 34 44 54 22 11 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 234,983
Positions
41,479 43,170 2,345 83,345 28,924 4,257 43,198 100,936 4,384 12,004 13,915 11 43,960 37,041
Changes from: August 18, 2020 Total Change is: 5,039
-1,345 -1,926 1,196 -2,217 1,807 -1,065 3,137 2,451 1,460 1,119 -901 0 2,754 2,017
Percent of Open Interest Represented by Each Category of Trader
17.7 18.4 1.0 35.5 12.3 1.8 18.4 43.0 1.9 5.1 5.9 0.0 18.7 15.8
Number of Traders in Each Category Total Traders: 288
20 25 6 75 41 34 44 54 22 11 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 82,191
Positions
0 301 0 0 0 0 68,662 21,072 345 2,567 835 0 10,617 59,638
Changes from: August 18, 2020 Total Change is: 6,702
-2,049 -470 0 0 0 0 8,243 15,821 34 -219 -1,079 0 693 -7,604
Percent of Open Interest Represented by Each Category of Trader
0.0 0.4 0.0 0.0 0.0 0.0 83.5 25.6 0.4 3.1 1.0 0.0 12.9 72.6
Number of Traders in Each Category Total Traders: 20
0 . 0 0 0 0 9 . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 506,799
Positions
76,817 60,570 3,674 259,486 199,352 55,196 78,160 98,933 2,591 7,871 65,675 36 22,968 20,772
Changes from: August 18, 2020 Total Change is: 4,127
1,051 6,105 -606 -4,195 -3,771 3,194 4,962 3,055 -807 -197 -956 20 705 -2,107
Percent of Open Interest Represented by Each Category of Trader
15.2 12.0 0.7 51.2 39.3 10.9 15.4 19.5 0.5 1.6 13.0 0.0 4.5 4.1
Number of Traders in Each Category Total Traders: 335
32 18 . 94 59 52 37 62 19 13 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 37,617
Positions
4,136 13,268 436 16,305 5,014 216 6,629 5,456 592 808 577 0 8,495 12,058
Changes from: August 18, 2020 Total Change is: 414
-756 -256 -74 719 254 -279 -209 2,599 569 109 -1,391 0 335 -1,008
Percent of Open Interest Represented by Each Category of Trader
11.0 35.3 1.2 43.3 13.3 0.6 17.6 14.5 1.6 2.1 1.5 0.0 22.6 32.1
Number of Traders in Each Category Total Traders: 60
6 9 . 12 8 5 10 12 4 . . 0
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 454,446
Positions
45,931 265,155 5,224 345,860 120,411 29,689 17,170 23,043 749 1,142 4,489 0 8,681 5,686
Changes from: August 18, 2020 Total Change is: -2,838
965 1,657 133 -3,624 -569 742 -937 -4,232 -120 0 -151 0 3 -298
Percent of Open Interest Represented by Each Category of Trader
10.1 58.3 1.1 76.1 26.5 6.5 3.8 5.1 0.2 0.3 1.0 0.0 1.9 1.3
Number of Traders in Each Category Total Traders: 180
15 12 6 70 45 38 14 16 4 . 5 0
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 :
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MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,213,467
Positions
58,575 610,371 3,225 885,486 269,927 125,981 68,831 90,625 8,380 24,060 89,089 2,348 36,581 13,521
Changes from: August 18, 2020 Total Change is: -8,690
-3,420 28,592 -17 1,416 1,451 -2,499 -2,002 -25,793 1,146 -1,706 -12,747 -24 -1,584 1,201
Percent of Open Interest Represented by Each Category of Trader
4.8 50.3 0.3 73.0 22.2 10.4 5.7 7.5 0.7 2.0 7.3 0.2 3.0 1.1
Number of Traders in Each Category Total Traders: 425
24 22 8 177 68 87 53 39 20 29 13 5
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 181,569
Positions
39,575 140,662 32,023 24,880 0 2,486 73,108 0 6,055 3,072 65 148 222 130
Changes from: August 18, 2020 Total Change is: 3,314
-90 5,509 -1,695 0 0 0 5,612 0 -500 20 0 0 -33 0
Percent of Open Interest Represented by Each Category of Trader
21.8 77.5 17.6 13.7 0.0 1.4 40.3 0.0 3.3 1.7 0.0 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 83
10 20 17 13 0 . 29 0 4 9 . .
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,200,353
Positions
6,481 128,081 5,910 584,878 180,598 203,544 72,926 405,074 91,734 63,273 25,925 2,391 169,216 157,096
Changes from: August 18, 2020 Total Change is: 35,782
-4,798 4,812 371 13,543 -13,831 -3,926 -2,036 -1,529 23,652 690 770 2,296 5,990 23,167
Percent of Open Interest Represented by Each Category of Trader
0.5 10.7 0.5 48.7 15.0 17.0 6.1 33.7 7.6 5.3 2.2 0.2 14.1 13.1
Number of Traders in Each Category Total Traders: 166
4 12 6 57 28 47 25 23 22 9 6 .
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,170,929
Positions
25,332 149,388 5,425 541,337 140,147 185,456 55,831 429,496 122,230 67,732 15,949 0 167,586 122,838
Changes from: August 18, 2020 Total Change is: 81,339
-1,425 5,389 742 -26,174 -6,917 2,551 -16,032 -34,464 102,215 2,812 -2,602 0 16,650 14,425
Percent of Open Interest Represented by Each Category of Trader
2.2 12.8 0.5 46.2 12.0 15.8 4.8 36.7 10.4 5.8 1.4 0.0 14.3 10.5
Number of Traders in Each Category Total Traders: 134
. 12 5 62 16 54 5 27 17 8 . 0
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,133,318
Positions
71,250 190,454 25,227 952,682 462,989 260,040 363,391 933,735 73,883 197,011 74,189 5,593 184,241 107,208
Changes from: August 18, 2020 Total Change is: 31,251
-3,844 -11,072 16,200 -56,858 -48,790 2,766 19,648 14,790 44,658 -7,697 -2,448 4,203 12,175 10,944
Percent of Open Interest Represented by Each Category of Trader
3.3 8.9 1.2 44.7 21.7 12.2 17.0 43.8 3.5 9.2 3.5 0.3 8.6 5.0
Number of Traders in Each Category Total Traders: 302
13 25 14 107 28 69 54 44 32 22 9 4
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,570,255
Positions
181,695 268,928 47,326 1,348,650 1,134,758 652,898 418,576 727,671 236,670 242,429 72,200 11,853 430,158 417,951
Changes from: August 18, 2020 Total Change is: 59,762
-18,308 44,852 -14,312 -58,310 -47,741 27,659 -51,778 -139,996 118,285 15,074 -11,880 7,817 33,635 75,078
Percent of Open Interest Represented by Each Category of Trader
5.1 7.5 1.3 37.8 31.8 18.3 11.7 20.4 6.6 6.8 2.0 0.3 12.0 11.7
Number of Traders in Each Category Total Traders: 363
12 35 17 103 66 102 57 58 59 22 9 4
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,087,583
Positions
61,145 52,585 15,133 283,040 361,750 119,617 392,134 285,364 47,401 35,620 13,097 3,560 129,933 189,076
Changes from: August 18, 2020 Total Change is: 45,915
-4,217 17,475 8,063 -18,811 -812 -7,046 16,532 -10,049 36,855 -1,939 1,321 3,560 12,918 -3,452
Percent of Open Interest Represented by Each Category of Trader
5.6 4.8 1.4 26.0 33.3 11.0 36.1 26.2 4.4 3.3 1.2 0.3 11.9 17.4
Number of Traders in Each Category Total Traders: 112
. 9 5 21 44 41 19 12 15 . . .
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,497,602
Positions
55,914 260,550 48,339 1,478,919 599,689 567,363 386,862 1,267,378 271,502 323,932 164,222 5,083 359,688 313,476
Changes from: August 18, 2020 Total Change is: 19,120
-30,912 -53,451 20,401 -118,347 -58,808 -11,212 -31,980 -46,268 145,223 12,067 -5,800 2,145 31,735 26,890
Percent of Open Interest Represented by Each Category of Trader
1.6 7.4 1.4 42.3 17.1 16.2 11.1 36.2 7.8 9.3 4.7 0.1 10.3 9.0
Number of Traders in Each Category Total Traders: 274
9 22 12 86 49 83 32 49 28 13 13 .
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,528,592
Positions
252,761 283,388 366,241 9,010 6,574 40,631 574,669 555,538 235,143 18,992 6,642 0 31,145 34,435
Changes from: August 18, 2020 Total Change is: 20,813
14,934 33,234 3,258 -1,208 -1,000 1,062 1,060 -19,784 4,314 -5,496 -5 0 2,889 -266
Percent of Open Interest Represented by Each Category of Trader
16.5 18.5 24.0 0.6 0.4 2.7 37.6 36.3 15.4 1.2 0.4 0.0 2.0 2.3
Number of Traders in Each Category Total Traders: 109
25 20 36 . . . 21 28 35 5 . 0
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,934,095
Positions
1,302,977 1,847,235 2,306,856 356,668 258,124 482,910 1,339,089 842,455 3,185,488 162,927 115,475 182,007 615,173 713,545
Changes from: August 18, 2020 Total Change is: 326,126
-132,132 6,149 156,963 -1,826 -1,799 34,212 106,232 -12,312 178,566 -5,743 72 -514 -9,632 -35,211
Percent of Open Interest Represented by Each Category of Trader
13.1 18.6 23.2 3.6 2.6 4.9 13.5 8.5 32.1 1.6 1.2 1.8 6.2 7.2
Number of Traders in Each Category Total Traders: 235
37 43 70 13 15 22 45 47 80 12 11 14
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 198,062
Positions
11,207 74,371 25,634 1,266 13,051 10,115 120,519 44,583 28,369 29 1,023 757 166 159
Changes from: August 18, 2020 Total Change is: 3,991
-2,443 2,089 280 -2 60 379 6,015 918 5 -10 499 -253 20 14
Percent of Open Interest Represented by Each Category of Trader
5.7 37.5 12.9 0.6 6.6 5.1 60.8 22.5 14.3 0.0 0.5 0.4 0.1 0.1
Number of Traders in Each Category Total Traders: 67
7 16 11 . . . 16 16 22 . . .
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 171,475
Positions
28,705 83,955 18,180 5,586 833 962 84,270 44,046 22,488 10,452 97 730 102 184
Changes from: August 18, 2020 Total Change is: 2,174
7,475 2,160 988 582 128 164 -7,698 -1,791 432 284 97 -29 -24 25
Percent of Open Interest Represented by Each Category of Trader
16.7 49.0 10.6 3.3 0.5 0.6 49.1 25.7 13.1 6.1 0.1 0.4 0.1 0.1
Number of Traders in Each Category Total Traders: 81
9 23 13 . . . 17 22 21 . . .
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 76,023
Positions
0 20,904 0 2,000 2,275 0 0 21,604 30,419 43,581 500 0 23 321
Changes from: August 18, 2020 Total Change is: 1,318
0 462 0 0 -175 0 0 -126 1,177 150 0 0 -9 -20
Percent of Open Interest Represented by Each Category of Trader
0.0 27.5 0.0 2.6 3.0 0.0 0.0 28.4 40.0 57.3 0.7 0.0 0.0 0.4
Number of Traders in Each Category Total Traders: 22
0 4 0 . 5 0 0 4 . 7 . 0
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 11,615
Positions
0 580 0 296 1 24 4,839 6,148 549 1,957 2,345 753 3,197 1,215
Changes from: August 18, 2020 Total Change is: -2,839
0 0 0 0 -584 -190 -921 -2,442 165 -819 -82 -386 -688 680
Percent of Open Interest Represented by Each Category of Trader
0.0 5.0 0.0 2.5 0.0 0.2 41.7 52.9 4.7 16.8 20.2 6.5 27.5 10.5
Number of Traders in Each Category Total Traders: 84
0 . 0 4 . . 29 19 10 22 6 6
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 30,716
Positions
3,034 0 0 5,814 8,220 937 12,130 13,404 1,623 2,415 1,837 8 4,755 4,687
Changes from: August 18, 2020 Total Change is: -4,180
-505 0 0 647 904 6 -6,482 -5,406 378 109 -230 0 1,667 168
Percent of Open Interest Represented by Each Category of Trader
9.9 0.0 0.0 18.9 26.8 3.1 39.5 43.6 5.3 7.9 6.0 0.0 15.5 15.3
Number of Traders in Each Category Total Traders: 86
. 0 0 6 10 . 14 28 7 14 11 .
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 303,485
Positions
18,434 9,234 16,093 120,505 67,323 24,697 43,654 104,428 38,902 7,766 3,993 13,775 19,659 25,040
Changes from: August 18, 2020 Total Change is: -5,210
937 624 -2,151 3,709 2,746 -652 1,029 2,731 -8,461 547 -1,187 1,366 -1,534 -226
Percent of Open Interest Represented by Each Category of Trader
6.1 3.0 5.3 39.7 22.2 8.1 14.4 34.4 12.8 2.6 1.3 4.5 6.5 8.3
Number of Traders in Each Category Total Traders: 165
11 12 20 13 31 19 26 49 43 8 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 21,266
Positions
2,546 762 55 16,781 5,796 518 688 14,099 10 482 0 0 186 26
Changes from: August 18, 2020 Total Change is: 273
0 -55 55 576 860 -293 199 -201 10 -120 0 0 -154 -103
Percent of Open Interest Represented by Each Category of Trader
12.0 3.6 0.3 78.9 27.3 2.4 3.2 66.3 0.0 2.3 0.0 0.0 0.9 0.1
Number of Traders in Each Category Total Traders: 36
. . . 9 5 . 5 6 . 7 0 0
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Updated August 28, 2020