Traders in Financial Futures - Futures Only Positions as of September 15, 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 147,273
Positions
2,522 51,454 9,463 50,821 21,273 3,033 18,973 40,899 3,410 11,277 430 0 47,774 17,311
Changes from: September 8, 2020 Total Change is: 9,655
-10,916 7,986 8,272 -782 -1,964 -222 162 -331 -1,693 -204 -602 -10 15,048 -1,781
Percent of Open Interest Represented by Each Category of Trader
1.7 34.9 6.4 34.5 14.4 2.1 12.9 27.8 2.3 7.7 0.3 0.0 32.4 11.8
Number of Traders in Each Category Total Traders: 98
4 8 6 21 12 7 18 22 10 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 52,411
Positions
0 28,676 8 14,121 6,171 509 16,900 5,631 10 0 484 0 20,863 10,922
Changes from: September 8, 2020 Total Change is: -151
0 977 -224 2,294 -300 27 -828 654 -535 0 0 -9 -876 -741
Percent of Open Interest Represented by Each Category of Trader
0.0 54.7 0.0 26.9 11.8 1.0 32.2 10.7 0.0 0.0 0.9 0.0 39.8 20.8
Number of Traders in Each Category Total Traders: 44
0 5 . 14 7 5 10 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 149,989
Positions
19,853 19,724 678 46,506 62,361 6,162 40,859 28,052 4,283 2,600 6,232 0 29,048 22,497
Changes from: September 8, 2020 Total Change is: -47,535
-14,527 -16,934 -24,251 -4,502 970 -563 3,617 3,341 -5,017 -1,348 -508 0 -944 -4,573
Percent of Open Interest Represented by Each Category of Trader
13.2 13.2 0.5 31.0 41.6 4.1 27.2 18.7 2.9 1.7 4.2 0.0 19.4 15.0
Number of Traders in Each Category Total Traders: 106
6 7 . 17 26 14 23 22 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 148,912
Positions
4,678 75,924 159 72,570 13,007 8,128 25,525 34,056 939 8,929 454 0 27,984 16,245
Changes from: September 8, 2020 Total Change is: -2,634
-884 -1,858 -668 1,662 1,363 222 2,607 6,655 -5,614 977 -502 0 -936 -2,232
Percent of Open Interest Represented by Each Category of Trader
3.1 51.0 0.1 48.7 8.7 5.5 17.1 22.9 0.6 6.0 0.3 0.0 18.8 10.9
Number of Traders in Each Category Total Traders: 112
5 6 . 32 15 15 28 20 10 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 658,174
Positions
29,085 447,861 2,996 394,974 90,237 16,478 67,043 47,965 5,305 45,767 7,389 1,997 94,529 37,946
Changes from: September 8, 2020 Total Change is: -32,608
-301 -21,223 -4,480 -4,971 4,665 -515 -14,054 -3,203 -2,951 -3,040 1,743 -155 -2,141 -6,489
Percent of Open Interest Represented by Each Category of Trader
4.4 68.0 0.5 60.0 13.7 2.5 10.2 7.3 0.8 7.0 1.1 0.3 14.4 5.8
Number of Traders in Each Category Total Traders: 289
13 13 9 111 30 34 47 26 19 33 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 24,623
Positions
0 8,644 0 8,408 2,518 2,013 395 6,223 16 0 449 0 13,791 4,760
Changes from: September 8, 2020 Total Change is: -48
-440 -1,118 0 437 96 -120 395 1,606 16 -765 0 0 429 -528
Percent of Open Interest Represented by Each Category of Trader
0.0 35.1 0.0 34.1 10.2 8.2 1.6 25.3 0.1 0.0 1.8 0.0 56.0 19.3
Number of Traders in Each Category Total Traders: 22
0 . 0 10 5 7 . 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 131,814
Positions
2,137 51,788 104 53,246 42,711 3,446 41,998 13,434 1,743 1,632 115 0 27,508 18,473
Changes from: September 8, 2020 Total Change is: -12,277
-4,005 10,688 -2,620 -286 1,265 -208 2,572 -15,108 -4,836 0 -839 -190 -2,704 -429
Percent of Open Interest Represented by Each Category of Trader
1.6 39.3 0.1 40.4 32.4 2.6 31.9 10.2 1.3 1.2 0.1 0.0 20.9 14.0
Number of Traders in Each Category Total Traders: 81
. 6 . 21 10 9 22 15 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 27,865
Positions
1,309 18,757 191 8,752 4,785 5 15,029 1,733 100 1,141 685 0 1,338 1,609
Changes from: September 8, 2020 Total Change is: 2,387
510 31 177 -627 2,591 -16 2,615 696 -255 239 -480 0 -256 -357
Percent of Open Interest Represented by Each Category of Trader
4.7 67.3 0.7 31.4 17.2 0.0 53.9 6.2 0.4 4.1 2.5 0.0 4.8 5.8
Number of Traders in Each Category Total Traders: 42
. 4 . 6 4 . 11 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 134,482
Positions
1,080 69,900 505 78,907 4,209 513 42,995 36,072 430 3,541 19,530 80 6,431 3,243
Changes from: September 8, 2020 Total Change is: -15,905
-2,477 9,341 -92 339 -1,734 -210 -1,846 -9,146 -13,440 1,135 130 -78 764 -676
Percent of Open Interest Represented by Each Category of Trader
0.8 52.0 0.4 58.7 3.1 0.4 32.0 26.8 0.3 2.6 14.5 0.1 4.8 2.4
Number of Traders in Each Category Total Traders: 146
4 6 . 23 10 4 48 30 6 11 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 37,715
Positions
19,522 185 132 5,918 26,009 5 7,215 6,428 222 2,653 2,080 0 2,048 2,654
Changes from: September 8, 2020 Total Change is: -646
2 73 -2 -505 -1,457 3 -559 1,217 -426 810 80 0 31 -134
Percent of Open Interest Represented by Each Category of Trader
51.8 0.5 0.3 15.7 69.0 0.0 19.1 17.0 0.6 7.0 5.5 0.0 5.4 7.0
Number of Traders in Each Category Total Traders: 62
. . . 10 8 . 12 16 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 35,834
Positions
5,943 6,524 0 11,120 9,485 262 12,147 14,143 1,055 135 1,299 6 5,166 3,060
Changes from: September 8, 2020 Total Change is: -8,213
-1,412 -1,873 -3,522 172 305 -479 -1,488 -945 -1,707 0 289 -36 259 -245
Percent of Open Interest Represented by Each Category of Trader
16.6 18.2 0.0 31.0 26.5 0.7 33.9 39.5 2.9 0.4 3.6 0.0 14.4 8.5
Number of Traders in Each Category Total Traders: 84
4 . 0 19 6 4 30 17 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 12,242
Positions
2,620 0 0 3,631 2,551 0 5,041 7,650 28 0 869 0 922 1,144
Changes from: September 8, 2020 Total Change is: -1,810
2,460 0 -166 1,688 251 0 -3,373 263 -2,620 0 615 0 201 -153
Percent of Open Interest Represented by Each Category of Trader
21.4 0.0 0.0 29.7 20.8 0.0 41.2 62.5 0.2 0.0 7.1 0.0 7.5 9.3
Number of Traders in Each Category Total Traders: 26
. 0 0 4 5 0 7 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 44,088
Positions
12,484 7,936 6,947 5,952 3,169 589 8,517 4,201 878 355 14,625 0 8,368 5,745
Changes from: September 8, 2020 Total Change is: 7,405
-208 -325 5,827 932 704 -348 -267 820 873 159 -138 0 436 -9
Percent of Open Interest Represented by Each Category of Trader
28.3 18.0 15.8 13.5 7.2 1.3 19.3 9.5 2.0 0.8 33.2 0.0 19.0 13.0
Number of Traders in Each Category Total Traders: 88
19 13 13 15 6 6 17 9 9 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 88,175
Positions
24,967 15,871 13,894 11,904 6,338 1,177 17,033 8,401 1,755 710 29,250 0 16,735 11,489
Changes from: September 8, 2020 Total Change is: 14,809
-416 -649 11,654 1,864 1,408 -695 -533 1,639 1,746 317 -276 0 872 -18
Percent of Open Interest Represented by Each Category of Trader
28.3 18.0 15.8 13.5 7.2 1.3 19.3 9.5 2.0 0.8 33.2 0.0 19.0 13.0
Number of Traders in Each Category Total Traders: 88
19 13 13 15 6 6 17 9 9 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 42,928
Positions
7,335 16,371 9,960 18,570 8,738 2,307 1,164 3,567 873 480 431 0 2,239 681
Changes from: September 8, 2020 Total Change is: 12,266
191 -383 9,939 1,367 -127 176 -100 1,632 873 0 10 0 -180 146
Percent of Open Interest Represented by Each Category of Trader
17.1 38.1 23.2 43.3 20.4 5.4 2.7 8.3 2.0 1.1 1.0 0.0 5.2 1.6
Number of Traders in Each Category Total Traders: 32
7 5 5 12 . 4 . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 620,388
Positions
69,223 100,589 54,286 252,766 127,890 66,100 43,571 87,713 29,673 22,556 71,525 1,624 80,588 80,987
Changes from: September 8, 2020 Total Change is: 42,717
-11,555 9,004 29,012 3,615 1,294 6,489 -6,971 -3,470 8,030 2,190 -7,603 443 11,462 -482
Percent of Open Interest Represented by Each Category of Trader
11.2 16.2 8.8 40.7 20.6 10.7 7.0 14.1 4.8 3.6 11.5 0.3 13.0 13.1
Number of Traders in Each Category Total Traders: 559
30 42 36 151 89 127 64 106 68 30 45 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 38,758
Positions
3,430 29,050 0 0 0 0 11,883 5,048 120 0 0 0 23,325 4,540
Changes from: September 8, 2020 Total Change is: 2,367
-572 3,300 0 0 0 0 -1,851 10 120 -270 0 0 4,940 -1,063
Percent of Open Interest Represented by Each Category of Trader
8.8 75.0 0.0 0.0 0.0 0.0 30.7 13.0 0.3 0.0 0.0 0.0 60.2 11.7
Number of Traders in Each Category Total Traders: 21
. 6 0 0 0 0 8 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 26,407
Positions
12,391 3,308 5,230 1,950 10,218 686 1,127 2,138 24 0 0 0 4,999 4,803
Changes from: September 8, 2020 Total Change is: 9,208
945 -702 5,207 -568 2,599 686 53 152 0 0 0 0 2,885 1,266
Percent of Open Interest Represented by Each Category of Trader
46.9 12.5 19.8 7.4 38.7 2.6 4.3 8.1 0.1 0.0 0.0 0.0 18.9 18.2
Number of Traders in Each Category Total Traders: 25
5 6 4 5 4 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 2,908,148
Positions
361,346 390,073 239,049 1,263,830 639,449 330,502 217,721 472,605 88,485 112,780 357,626 8,122 286,313 382,237
Changes from: September 8, 2020 Total Change is: 201,749
-66,815 16,618 156,964 18,076 6,468 32,447 -27,961 -19,762 41,912 12,301 -38,015 2,213 32,612 2,904
Percent of Open Interest Represented by Each Category of Trader
12.4 13.4 8.2 43.5 22.0 11.4 7.5 16.3 3.0 3.9 12.3 0.3 9.8 13.1
Number of Traders in Each Category Total Traders: 558
33 39 35 151 89 127 64 105 65 30 45 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,851
Positions
1,900 6,589 3,935 5,536 2,289 0 558 287 14 0 0 0 1,908 737
Changes from: September 8, 2020 Total Change is: 4,338
209 -30 3,935 528 666 0 -204 -212 0 0 0 0 -130 -21
Percent of Open Interest Represented by Each Category of Trader
13.7 47.6 28.4 40.0 16.5 0.0 4.0 2.1 0.1 0.0 0.0 0.0 13.8 5.3
Number of Traders in Each Category Total Traders: 21
4 9 5 5 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 16,239
Positions
4,210 5,411 2,966 5,239 2,818 701 869 320 0 361 0 0 1,893 4,023
Changes from: September 8, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
25.9 33.3 18.3 32.3 17.4 4.3 5.4 2.0 0.0 2.2 0.0 0.0 11.7 24.8
Number of Traders in Each Category Total Traders: 21
4 6 4 4 4 . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 274,767
Positions
0 988 254 19,536 0 0 204,450 71,904 18,649 6,104 1,941 0 25,774 181,031
Changes from: September 8, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.4 0.1 7.1 0.0 0.0 74.4 26.2 6.8 2.2 0.7 0.0 9.4 65.9
Number of Traders in Each Category Total Traders: 22
0 . . . 0 0 9 6 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 65,020
Positions
5,510 6,597 8,201 35,994 41,609 2,092 3,470 1,550 196 0 0 0 9,557 4,775
Changes from: September 8, 2020 Total Change is: 8,663
-310 -1,291 7,857 -402 556 921 28 -26 181 0 0 0 388 465
Percent of Open Interest Represented by Each Category of Trader
8.5 10.1 12.6 55.4 64.0 3.2 5.3 2.4 0.3 0.0 0.0 0.0 14.7 7.3
Number of Traders in Each Category Total Traders: 70
7 5 8 28 17 13 9 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 69,673
Positions
15,804 4,760 7,375 14,755 6,494 1,667 12,820 14,316 3,015 2,002 24,808 107 12,128 7,130
Changes from: September 8, 2020 Total Change is: 19,512
6,763 -3,388 6,965 928 -897 719 1,870 -1,308 2,062 -432 15,220 105 531 35
Percent of Open Interest Represented by Each Category of Trader
22.7 6.8 10.6 21.2 9.3 2.4 18.4 20.5 4.3 2.9 35.6 0.2 17.4 10.2
Number of Traders in Each Category Total Traders: 284
25 19 16 74 36 38 46 47 32 12 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 348,364
Positions
79,019 23,801 36,877 73,777 32,472 8,337 64,098 71,579 15,075 10,008 124,039 535 60,638 35,649
Changes from: September 8, 2020 Total Change is: 97,561
33,816 -16,941 34,824 4,641 -4,483 3,593 9,352 -6,542 10,312 -2,158 76,101 524 2,657 173
Percent of Open Interest Represented by Each Category of Trader
22.7 6.8 10.6 21.2 9.3 2.4 18.4 20.5 4.3 2.9 35.6 0.2 17.4 10.2
Number of Traders in Each Category Total Traders: 284
25 19 16 74 36 38 46 47 32 12 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 570,721
Positions
80,012 48,936 60,774 254,760 208,683 61,050 73,660 87,269 9,613 7,857 70,497 339 22,656 23,560
Changes from: September 8, 2020 Total Change is: 67,436
172 -1,812 55,707 8,370 10,461 1,729 -5,906 -11,856 7,538 -1,719 1,855 318 1,227 3,496
Percent of Open Interest Represented by Each Category of Trader
14.0 8.6 10.6 44.6 36.6 10.7 12.9 15.3 1.7 1.4 12.4 0.1 4.0 4.1
Number of Traders in Each Category Total Traders: 346
33 18 21 96 58 58 46 54 25 13 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 17,470
Positions
4,619 9,183 2,713 2,968 1,620 37 4,403 1,372 2,037 0 0 0 693 508
Changes from: September 8, 2020 Total Change is: 8,998
4,390 4,440 2,713 12 17 37 0 -234 2,003 0 0 0 -157 22
Percent of Open Interest Represented by Each Category of Trader
26.4 52.6 15.5 17.0 9.3 0.2 25.2 7.9 11.7 0.0 0.0 0.0 4.0 2.9
Number of Traders in Each Category Total Traders: 24
. 7 . 5 . . . . 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 35,796
Positions
5,611 9,609 1,408 13,584 5,419 141 6,047 5,343 233 1,894 993 0 6,878 12,650
Changes from: September 8, 2020 Total Change is: -11,437
860 -2,798 -2,810 -1,687 70 -122 -430 -539 -2,038 602 -179 -210 -5,602 -2,811
Percent of Open Interest Represented by Each Category of Trader
15.7 26.8 3.9 37.9 15.1 0.4 16.9 14.9 0.7 5.3 2.8 0.0 19.2 35.3
Number of Traders in Each Category Total Traders: 61
4 10 . 11 9 4 12 11 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 468,800
Positions
41,900 251,835 39,503 309,743 120,599 32,592 26,367 10,216 2,607 5,088 1,438 0 11,000 10,010
Changes from: September 8, 2020 Total Change is: 22,875
-4,750 -9,299 32,838 -12,206 -1,535 -1,770 1,979 -1,758 1,939 2,831 -1,405 0 2,014 3,865
Percent of Open Interest Represented by Each Category of Trader
8.9 53.7 8.4 66.1 25.7 7.0 5.6 2.2 0.6 1.1 0.3 0.0 2.3 2.1
Number of Traders in Each Category Total Traders: 180
17 11 15 68 43 44 19 10 8 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 1,452,574
Positions
66,703 621,096 199,687 837,611 286,089 129,782 79,373 48,881 20,819 41,598 97,353 2,348 74,653 46,519
Changes from: September 8, 2020 Total Change is: 246,041
388 385 195,499 -8,642 11,705 -668 372 -7,657 12,863 4,023 471 -136 42,342 33,579
Percent of Open Interest Represented by Each Category of Trader
4.6 42.8 13.7 57.7 19.7 8.9 5.5 3.4 1.4 2.9 6.7 0.2 5.1 3.2
Number of Traders in Each Category Total Traders: 430
24 23 23 174 70 86 59 35 31 27 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 188,899
Positions
45,268 147,786 32,136 22,899 0 2,486 76,640 13 6,062 3,020 65 148 240 203
Changes from: September 8, 2020 Total Change is: 4,503
3,832 5,010 -82 -1,150 0 0 1,860 -490 -10 35 0 0 18 75
Percent of Open Interest Represented by Each Category of Trader
24.0 78.2 17.0 12.1 0.0 1.3 40.6 0.0 3.2 1.6 0.0 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 84
12 19 18 14 0 . 28 . 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 1,174,506
Positions
5,640 146,876 1,880 629,788 187,326 189,286 90,265 454,059 32,021 66,074 26,846 40 159,512 136,172
Changes from: September 8, 2020 Total Change is: 21,724
3,227 14,762 -1,549 13,314 -3,893 -7,709 13,331 22,311 2,377 1,013 601 -10 -2,270 -5,166
Percent of Open Interest Represented by Each Category of Trader
0.5 12.5 0.2 53.6 15.9 16.1 7.7 38.7 2.7 5.6 2.3 0.0 13.6 11.6
Number of Traders in Each Category Total Traders: 185
6 17 4 63 28 47 25 31 16 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 1,007,376
Positions
25,051 106,776 3 556,233 157,782 165,546 46,085 410,123 25,979 46,158 17,892 0 142,321 123,275
Changes from: September 8, 2020 Total Change is: 10,266
-37 30,322 -365 17,447 -1,195 1,292 -1,317 3,597 -14,404 1,737 -1,400 0 5,913 -7,581
Percent of Open Interest Represented by Each Category of Trader
2.5 10.6 0.0 55.2 15.7 16.4 4.6 40.7 2.6 4.6 1.8 0.0 14.1 12.2
Number of Traders in Each Category Total Traders: 136
. 13 . 61 18 51 5 28 10 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 1,991,623
Positions
45,512 154,368 8,900 952,680 474,193 261,373 311,981 874,149 59,726 183,754 71,403 889 166,808 86,622
Changes from: September 8, 2020 Total Change is: 1,945
9,222 -8,333 3,041 21,913 27,363 1,108 -14,996 699 -14,662 -641 566 0 -3,040 -7,837
Percent of Open Interest Represented by Each Category of Trader
2.3 7.8 0.4 47.8 23.8 13.1 15.7 43.9 3.0 9.2 3.6 0.0 8.4 4.3
Number of Traders in Each Category Total Traders: 288
15 22 8 107 28 70 51 38 29 20 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 3,267,812
Positions
183,624 243,156 44,719 1,391,465 1,115,090 594,919 369,206 745,302 81,035 209,179 94,505 1,208 392,457 347,878
Changes from: September 8, 2020 Total Change is: -65,699
-17,604 22,576 17,059 32,179 8,870 -33,688 -48,903 -34,767 -21,062 -2,228 1,102 689 7,859 -26,478
Percent of Open Interest Represented by Each Category of Trader
5.6 7.4 1.4 42.6 34.1 18.2 11.3 22.8 2.5 6.4 2.9 0.0 12.0 10.6
Number of Traders in Each Category Total Traders: 377
17 38 11 102 68 96 47 70 32 19 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 925,176
Positions
59,693 35,735 4,623 270,227 333,721 102,982 270,196 214,201 39,902 54,651 6,292 0 122,902 187,720
Changes from: September 8, 2020 Total Change is: -48,347
-1,890 -482 -1,433 -12,371 -4,579 -388 -35,910 -34,198 -531 -84 0 0 4,260 -6,736
Percent of Open Interest Represented by Each Category of Trader
6.5 3.9 0.5 29.2 36.1 11.1 29.2 23.2 4.3 5.9 0.7 0.0 13.3 20.3
Number of Traders in Each Category Total Traders: 108
. 6 . 26 42 39 19 9 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 3,268,577
Positions
87,233 215,466 26,426 1,448,162 585,525 544,179 372,215 1,363,138 92,320 349,139 161,762 259 348,644 279,502
Changes from: September 8, 2020 Total Change is: 53,191
-11,044 -9,606 2,073 51,315 -10,439 -5,233 17,642 86,313 -7,256 -7,547 2,854 0 13,241 -5,515
Percent of Open Interest Represented by Each Category of Trader
2.7 6.6 0.8 44.3 17.9 16.6 11.4 41.7 2.8 10.7 4.9 0.0 10.7 8.6
Number of Traders in Each Category Total Traders: 289
12 22 7 88 49 81 39 55 29 12 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 1,412,189
Positions
265,353 255,072 310,469 21,741 5,833 26,402 491,054 523,624 252,469 14,803 6,665 129 29,769 31,526
Changes from: September 8, 2020 Total Change is: -6,610
9,397 482 -17,021 2,177 -411 -4,433 6,584 22,250 -6,701 3,606 919 -806 587 -889
Percent of Open Interest Represented by Each Category of Trader
18.8 18.1 22.0 1.5 0.4 1.9 34.8 37.1 17.9 1.0 0.5 0.0 2.1 2.2
Number of Traders in Each Category Total Traders: 106
27 18 36 . . . 23 23 33 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 8,882,113
Positions
1,397,988 1,910,863 1,708,131 449,464 300,813 439,516 1,166,171 599,407 2,823,374 72,376 115,034 239,834 585,259 745,141
Changes from: September 8, 2020 Total Change is:-1,252,794
-48,986 96,913 -590,635 142,323 -11,264 -35,488 -180,545 -175,177 -498,749 -28,907 -15,512 16,769 -28,576 -39,651
Percent of Open Interest Represented by Each Category of Trader
15.7 21.5 19.2 5.1 3.4 4.9 13.1 6.7 31.8 0.8 1.3 2.7 6.6 8.4
Number of Traders in Each Category Total Traders: 223
26 45 65 19 10 22 48 44 73 12 8 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 213,365
Positions
11,326 93,127 26,860 1,459 13,505 10,348 131,268 37,014 29,565 0 489 2,362 177 95
Changes from: September 8, 2020 Total Change is: 5,502
-671 6,373 992 146 -21 21 732 -6,082 3,627 -125 247 898 -118 -553
Percent of Open Interest Represented by Each Category of Trader
5.3 43.6 12.6 0.7 6.3 4.8 61.5 17.3 13.9 0.0 0.2 1.1 0.1 0.0
Number of Traders in Each Category Total Traders: 69
4 20 11 . . . 18 15 24 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 155,868
Positions
9,449 75,408 21,011 3,498 718 1,315 80,180 30,482 25,950 13,576 0 801 88 183
Changes from: September 8, 2020 Total Change is: 9,930
1,024 1,503 3,217 411 2 -557 745 2,590 3,094 1,878 0 129 -11 -48
Percent of Open Interest Represented by Each Category of Trader
6.1 48.4 13.5 2.2 0.5 0.8 51.4 19.6 16.6 8.7 0.0 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 79
7 22 12 . . . 15 24 26 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 102,290
Positions
0 33,647 0 2,592 2,314 0 0 28,329 37,230 62,445 500 0 23 270
Changes from: September 8, 2020 Total Change is: 7,343
0 12,472 0 -72 -29 0 0 -8,437 3,348 4,070 0 0 -3 -11
Percent of Open Interest Represented by Each Category of Trader
0.0 32.9 0.0 2.5 2.3 0.0 0.0 27.7 36.4 61.0 0.5 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 23
0 5 0 . 5 0 0 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 9,383
Positions
0 0 0 717 12 70 2,819 5,224 388 1,653 2,766 321 3,415 602
Changes from: September 8, 2020 Total Change is: 1,185
0 -229 0 461 -23 -38 61 563 -13 -76 738 99 691 88
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 7.6 0.1 0.7 30.0 55.7 4.1 17.6 29.5 3.4 36.4 6.4
Number of Traders in Each Category Total Traders: 76
0 0 0 5 . . 23 17 6 22 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 28,493
Positions
9,870 0 1 5,703 7,790 963 6,687 14,247 1,070 1,001 894 1 3,197 3,527
Changes from: September 8, 2020 Total Change is: -1,283
8,542 0 -618 -141 299 3 -6,060 2,462 -791 -358 -526 -101 -1,759 -2,011
Percent of Open Interest Represented by Each Category of Trader
34.6 0.0 0.0 20.0 27.3 3.4 23.5 50.0 3.8 3.5 3.1 0.0 11.2 12.4
Number of Traders in Each Category Total Traders: 83
. 0 . 6 8 . 15 33 4 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 263,642
Positions
26,820 15,959 15,282 93,055 65,274 15,248 39,978 81,567 34,745 8,594 3,090 9,253 20,667 23,224
Changes from: September 8, 2020 Total Change is: -3,967
-313 -6,644 -273 -10,125 10,870 -817 4,374 -6,976 3,694 140 -3,384 -25 -622 -412
Percent of Open Interest Represented by Each Category of Trader
10.2 6.1 5.8 35.3 24.8 5.8 15.2 30.9 13.2 3.3 1.2 3.5 7.8 8.8
Number of Traders in Each Category Total Traders: 155
11 16 20 14 26 19 29 39 41 9 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 23,584
Positions
2,954 797 920 16,772 4,976 153 472 15,061 1,598 449 0 0 266 79
Changes from: September 8, 2020 Total Change is: 2,119
208 55 865 49 -3 -128 -131 79 1,212 -30 0 0 74 39
Percent of Open Interest Represented by Each Category of Trader
12.5 3.4 3.9 71.1 21.1 0.6 2.0 63.9 6.8 1.9 0.0 0.0 1.1 0.3
Number of Traders in Each Category Total Traders: 33
. . . 9 5 . . 7 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 18, 2020