Traders in Financial Futures - Futures Only Positions as of September 22, 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 117,564
Positions
3,004 34,404 280 53,059 20,083 3,253 15,578 41,064 1,070 10,433 430 0 30,887 16,980
Changes from: September 15, 2020 Total Change is: -29,709
482 -17,050 -9,183 2,238 -1,190 220 -3,395 165 -2,340 -844 0 0 -16,887 -331
Percent of Open Interest Represented by Each Category of Trader
2.6 29.3 0.2 45.1 17.1 2.8 13.3 34.9 0.9 8.9 0.4 0.0 26.3 14.4
Number of Traders in Each Category Total Traders: 99
5 9 . 22 12 9 15 23 9 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 51,875
Positions
1,003 26,782 10 11,314 6,247 441 20,028 4,809 148 0 483 0 18,931 12,955
Changes from: September 15, 2020 Total Change is: -536
1,003 -1,894 2 -2,807 76 -68 3,128 -822 138 0 -1 0 -1,932 2,033
Percent of Open Interest Represented by Each Category of Trader
1.9 51.6 0.0 21.8 12.0 0.9 38.6 9.3 0.3 0.0 0.9 0.0 36.5 25.0
Number of Traders in Each Category Total Traders: 45
. 5 . 12 7 4 13 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 152,613
Positions
25,849 16,737 481 45,039 68,002 5,643 41,137 25,110 4,995 2,600 6,399 0 26,869 25,246
Changes from: September 15, 2020 Total Change is: 2,624
5,996 -2,987 -197 -1,467 5,641 -519 278 -2,942 712 0 167 0 -2,179 2,749
Percent of Open Interest Represented by Each Category of Trader
16.9 11.0 0.3 29.5 44.6 3.7 27.0 16.5 3.3 1.7 4.2 0.0 17.6 16.5
Number of Traders in Each Category Total Traders: 102
6 6 . 14 27 14 21 22 12 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 169,251
Positions
3,994 92,729 261 89,596 13,491 7,609 31,667 34,141 2,224 1,605 564 0 32,295 18,232
Changes from: September 15, 2020 Total Change is: 20,339
-684 16,805 102 17,026 484 -519 6,142 85 1,285 -7,324 110 0 4,311 1,987
Percent of Open Interest Represented by Each Category of Trader
2.4 54.8 0.2 52.9 8.0 4.5 18.7 20.2 1.3 0.9 0.3 0.0 19.1 10.8
Number of Traders in Each Category Total Traders: 115
. 9 . 37 14 14 27 20 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 666,412
Positions
28,166 448,397 3,060 390,535 89,840 17,213 74,981 51,976 5,263 56,003 8,063 2,019 89,172 40,581
Changes from: September 15, 2020 Total Change is: 8,238
-919 536 64 -4,439 -397 735 7,938 4,011 -42 10,236 674 22 -5,357 2,635
Percent of Open Interest Represented by Each Category of Trader
4.2 67.3 0.5 58.6 13.5 2.6 11.3 7.8 0.8 8.4 1.2 0.3 13.4 6.1
Number of Traders in Each Category Total Traders: 301
9 15 8 111 30 38 53 30 19 36 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 24,504
Positions
0 8,681 0 8,675 1,912 1,703 0 6,835 0 0 449 0 14,126 4,924
Changes from: September 15, 2020 Total Change is: -119
0 37 0 267 -606 -310 -395 612 -16 0 0 0 335 164
Percent of Open Interest Represented by Each Category of Trader
0.0 35.4 0.0 35.4 7.8 6.9 0.0 27.9 0.0 0.0 1.8 0.0 57.6 20.1
Number of Traders in Each Category Total Traders: 20
0 . 0 11 . 6 0 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 133,214
Positions
4,480 48,841 105 50,958 45,008 3,800 45,003 13,004 1,431 1,226 55 0 26,211 20,970
Changes from: September 15, 2020 Total Change is: 1,400
2,343 -2,947 1 -2,288 2,297 354 3,005 -430 -312 -406 -60 0 -1,297 2,497
Percent of Open Interest Represented by Each Category of Trader
3.4 36.7 0.1 38.3 33.8 2.9 33.8 9.8 1.1 0.9 0.0 0.0 19.7 15.7
Number of Traders in Each Category Total Traders: 80
. 7 . 21 11 9 22 13 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 18,316
Positions
1,304 7,796 69 8,427 5,671 5 6,338 1,860 102 902 685 0 1,169 2,128
Changes from: September 15, 2020 Total Change is: -9,549
-5 -10,961 -122 -325 886 0 -8,691 127 2 -239 0 0 -169 519
Percent of Open Interest Represented by Each Category of Trader
7.1 42.6 0.4 46.0 31.0 0.0 34.6 10.2 0.6 4.9 3.7 0.0 6.4 11.6
Number of Traders in Each Category Total Traders: 38
4 . . 6 4 . 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 136,718
Positions
2,537 69,960 557 76,550 3,380 636 44,796 38,549 1,141 4,404 19,228 73 6,024 3,194
Changes from: September 15, 2020 Total Change is: 2,236
1,457 60 52 -2,357 -829 123 1,801 2,477 711 863 -302 -7 -407 -49
Percent of Open Interest Represented by Each Category of Trader
1.9 51.2 0.4 56.0 2.5 0.5 32.8 28.2 0.8 3.2 14.1 0.1 4.4 2.3
Number of Traders in Each Category Total Traders: 139
4 7 . 23 9 6 48 26 10 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 34,981
Positions
20,011 180 80 5,291 24,616 0 4,475 4,720 220 2,582 2,085 0 2,322 3,080
Changes from: September 15, 2020 Total Change is: -2,734
489 -5 -52 -627 -1,393 -5 -2,740 -1,708 -2 -71 5 0 274 426
Percent of Open Interest Represented by Each Category of Trader
57.2 0.5 0.2 15.1 70.4 0.0 12.8 13.5 0.6 7.4 6.0 0.0 6.6 8.8
Number of Traders in Each Category Total Traders: 54
. . . 8 8 0 9 15 . 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 35,216
Positions
6,087 8,685 0 11,810 6,907 178 9,879 14,032 1,452 335 1,256 6 5,469 2,700
Changes from: September 15, 2020 Total Change is: -618
144 2,161 0 690 -2,578 -84 -2,268 -111 397 200 -43 0 303 -360
Percent of Open Interest Represented by Each Category of Trader
17.3 24.7 0.0 33.5 19.6 0.5 28.1 39.8 4.1 1.0 3.6 0.0 15.5 7.7
Number of Traders in Each Category Total Traders: 86
4 5 0 20 7 4 27 16 5 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 11,536
Positions
2,502 0 0 4,218 2,214 0 4,110 8,120 29 0 0 0 677 1,173
Changes from: September 15, 2020 Total Change is: -706
-118 0 0 587 -337 0 -931 470 1 0 -869 0 -245 29
Percent of Open Interest Represented by Each Category of Trader
21.7 0.0 0.0 36.6 19.2 0.0 35.6 70.4 0.3 0.0 0.0 0.0 5.9 10.2
Number of Traders in Each Category Total Traders: 23
. 0 0 . 4 0 6 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 34,886
Positions
12,468 8,902 471 5,718 1,971 748 7,071 2,523 6 640 14,229 0 7,766 6,039
Changes from: September 15, 2020 Total Change is: -9,202
-16 966 -6,477 -235 -1,199 160 -1,446 -1,678 -872 285 -397 0 -602 294
Percent of Open Interest Represented by Each Category of Trader
35.7 25.5 1.3 16.4 5.6 2.1 20.3 7.2 0.0 1.8 40.8 0.0 22.3 17.3
Number of Traders in Each Category Total Traders: 81
15 13 . 16 6 7 14 10 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 69,772
Positions
24,935 17,803 941 11,435 3,941 1,496 14,142 5,045 12 1,279 28,457 0 15,532 12,077
Changes from: September 15, 2020 Total Change is: -18,403
-32 1,932 -12,953 -469 -2,397 319 -2,891 -3,356 -1,743 569 -793 0 -1,203 588
Percent of Open Interest Represented by Each Category of Trader
35.7 25.5 1.3 16.4 5.6 2.1 20.3 7.2 0.0 1.8 40.8 0.0 22.3 17.3
Number of Traders in Each Category Total Traders: 81
15 13 . 16 6 7 14 10 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 34,062
Positions
9,836 15,470 21 15,605 8,818 5,168 1,287 3,754 0 0 431 0 2,145 400
Changes from: September 15, 2020 Total Change is: -8,866
2,501 -901 -9,939 -2,965 80 2,861 123 187 -873 -480 0 0 -94 -281
Percent of Open Interest Represented by Each Category of Trader
28.9 45.4 0.1 45.8 25.9 15.2 3.8 11.0 0.0 0.0 1.3 0.0 6.3 1.2
Number of Traders in Each Category Total Traders: 29
5 5 . 12 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 502,173
Positions
60,357 105,770 5,339 263,537 132,111 55,316 32,640 68,828 8,916 19,669 66,530 1,722 54,678 57,642
Changes from: September 15, 2020 Total Change is: -118,214
-8,867 5,182 -48,946 10,771 4,221 -10,785 -10,931 -18,885 -20,757 -2,887 -4,996 98 -25,910 -23,346
Percent of Open Interest Represented by Each Category of Trader
12.0 21.1 1.1 52.5 26.3 11.0 6.5 13.7 1.8 3.9 13.2 0.3 10.9 11.5
Number of Traders in Each Category Total Traders: 550
32 41 15 154 95 128 60 97 38 28 43 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 20,474
Positions
15,513 2,206 49 1,922 10,940 0 474 2,553 18 0 0 0 2,498 4,708
Changes from: September 15, 2020 Total Change is: -5,933
3,122 -1,102 -5,181 -28 722 -686 -653 415 -6 0 0 0 -2,501 -95
Percent of Open Interest Represented by Each Category of Trader
75.8 10.8 0.2 9.4 53.4 0.0 2.3 12.5 0.1 0.0 0.0 0.0 12.2 23.0
Number of Traders in Each Category Total Traders: 25
6 4 . 5 4 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 2,472,951
Positions
296,783 522,852 26,697 1,317,683 660,553 276,579 175,699 338,079 30,069 98,345 335,648 5,611 245,485 276,863
Changes from: September 15, 2020 Total Change is: -435,197
-64,563 132,779 -212,352 53,853 21,104 -53,923 -42,022 -134,526 -58,416 -14,435 -21,978 -2,511 -40,828 -105,374
Percent of Open Interest Represented by Each Category of Trader
12.0 21.1 1.1 53.3 26.7 11.2 7.1 13.7 1.2 4.0 13.6 0.2 9.9 11.2
Number of Traders in Each Category Total Traders: 549
32 41 15 154 95 128 60 96 37 28 43 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 12,154
Positions
3,937 4,725 0 4,755 6,032 450 1,114 0 0 361 0 0 1,537 947
Changes from: September 15, 2020 Total Change is: -4,085
-273 -686 -2,966 -484 3,214 -251 245 -320 0 0 0 0 -356 -3,076
Percent of Open Interest Represented by Each Category of Trader
32.4 38.9 0.0 39.1 49.6 3.7 9.2 0.0 0.0 3.0 0.0 0.0 12.6 7.8
Number of Traders in Each Category Total Traders: 20
5 4 0 4 4 . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 58,730
Positions
7,005 9,133 255 36,309 42,820 1,199 3,989 464 302 0 208 0 9,671 4,349
Changes from: September 15, 2020 Total Change is: -6,290
1,495 2,536 -7,946 315 1,211 -893 519 -1,086 106 0 208 0 114 -426
Percent of Open Interest Represented by Each Category of Trader
11.9 15.6 0.4 61.8 72.9 2.0 6.8 0.8 0.5 0.0 0.4 0.0 16.5 7.4
Number of Traders in Each Category Total Traders: 72
7 7 . 28 18 11 10 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 66,403
Positions
24,992 1,988 130 14,981 6,600 1,173 12,820 9,184 451 2,044 40,050 10 9,801 6,818
Changes from: September 15, 2020 Total Change is: -3,269
9,189 -2,772 -7,246 226 105 -494 1 -5,132 -2,564 42 15,242 -97 -2,326 -312
Percent of Open Interest Represented by Each Category of Trader
37.6 3.0 0.2 22.6 9.9 1.8 19.3 13.8 0.7 3.1 60.3 0.0 14.8 10.3
Number of Traders in Each Category Total Traders: 288
22 14 4 73 42 35 51 50 21 11 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 332,017
Positions
124,962 9,942 649 74,906 32,999 5,866 64,101 45,919 2,256 10,220 200,248 50 49,007 34,088
Changes from: September 15, 2020 Total Change is: -16,347
45,943 -13,859 -36,228 1,129 527 -2,471 3 -25,660 -12,819 212 76,209 -485 -11,631 -1,561
Percent of Open Interest Represented by Each Category of Trader
37.6 3.0 0.2 22.6 9.9 1.8 19.3 13.8 0.7 3.1 60.3 0.0 14.8 10.3
Number of Traders in Each Category Total Traders: 288
22 14 4 73 42 35 51 50 21 11 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 506,801
Positions
95,990 54,573 4,288 252,833 228,232 54,036 67,842 79,652 2,184 8,870 65,876 14 20,744 17,946
Changes from: September 15, 2020 Total Change is: -63,920
15,978 5,637 -56,486 -1,927 19,549 -7,014 -5,818 -7,617 -7,429 1,013 -4,621 -325 -1,912 -5,614
Percent of Open Interest Represented by Each Category of Trader
18.9 10.8 0.8 49.9 45.0 10.7 13.4 15.7 0.4 1.8 13.0 0.0 4.1 3.5
Number of Traders in Each Category Total Traders: 337
34 15 5 94 60 55 49 49 13 14 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 13,048
Positions
4,390 10,996 0 3,015 1,686 0 5,023 0 66 0 0 0 554 300
Changes from: September 15, 2020 Total Change is: -4,422
-229 1,813 -2,713 47 66 -37 620 -1,372 -1,971 0 0 0 -139 -208
Percent of Open Interest Represented by Each Category of Trader
33.6 84.3 0.0 23.1 12.9 0.0 38.5 0.0 0.5 0.0 0.0 0.0 4.2 2.3
Number of Traders in Each Category Total Traders: 20
. 7 0 5 . 0 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 14,740
Positions
0 5,861 0 8,121 908 5 2,520 2,246 0 425 1,395 0 3,669 4,325
Changes from: September 15, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 39.8 0.0 55.1 6.2 0.0 17.1 15.2 0.0 2.9 9.5 0.0 24.9 29.3
Number of Traders in Each Category Total Traders: 21
0 . 0 7 . . 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 35,900
Positions
5,499 6,618 1,183 12,187 5,501 172 6,793 6,886 147 1,893 660 0 8,026 14,733
Changes from: September 15, 2020 Total Change is: 104
-112 -2,991 -225 -1,397 82 31 746 1,543 -86 -1 -333 0 1,148 2,083
Percent of Open Interest Represented by Each Category of Trader
15.3 18.4 3.3 33.9 15.3 0.5 18.9 19.2 0.4 5.3 1.8 0.0 22.4 41.0
Number of Traders in Each Category Total Traders: 60
. 8 . 10 9 4 15 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 414,160
Positions
36,419 232,170 4,717 308,566 125,179 32,149 19,541 11,361 832 2,928 1,204 0 9,008 6,548
Changes from: September 15, 2020 Total Change is: -54,640
-5,481 -19,665 -34,786 -1,177 4,580 -443 -6,826 1,145 -1,775 -2,160 -234 0 -1,992 -3,462
Percent of Open Interest Represented by Each Category of Trader
8.8 56.1 1.1 74.5 30.2 7.8 4.7 2.7 0.2 0.7 0.3 0.0 2.2 1.6
Number of Traders in Each Category Total Traders: 173
13 13 4 66 45 38 14 13 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 1,221,551
Positions
86,133 667,999 3,279 846,577 268,448 122,367 84,293 38,373 6,428 38,183 100,616 2,323 31,968 11,718
Changes from: September 15, 2020 Total Change is: -231,023
19,430 46,903 -196,408 8,966 -17,641 -7,415 4,920 -10,508 -14,391 -3,415 3,263 -25 -42,685 -34,801
Percent of Open Interest Represented by Each Category of Trader
7.1 54.7 0.3 69.3 22.0 10.0 6.9 3.1 0.5 3.1 8.2 0.2 2.6 1.0
Number of Traders in Each Category Total Traders: 413
28 19 8 175 68 81 56 30 17 24 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 191,198
Positions
46,773 149,374 32,292 22,899 0 2,486 77,189 30 6,115 3,069 65 148 227 688
Changes from: September 15, 2020 Total Change is: 2,299
1,505 1,588 156 0 0 0 549 17 53 49 0 0 -13 485
Percent of Open Interest Represented by Each Category of Trader
24.5 78.1 16.9 12.0 0.0 1.3 40.4 0.0 3.2 1.6 0.0 0.1 0.1 0.4
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 22, 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 1,184,288
Positions
8,450 154,579 3,048 629,899 181,705 181,622 99,419 470,119 33,370 67,880 25,046 40 160,560 134,759
Changes from: September 15, 2020 Total Change is: 9,782
2,810 7,703 1,168 111 -5,621 -7,664 9,154 16,060 1,349 1,806 -1,800 0 1,048 -1,413
Percent of Open Interest Represented by Each Category of Trader
0.7 13.1 0.3 53.2 15.3 15.3 8.4 39.7 2.8 5.7 2.1 0.0 13.6 11.4
Number of Traders in Each Category Total Traders: 189
7 17 4 62 27 47 31 29 16 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 992,106
Positions
25,050 96,508 42 539,802 164,322 167,995 46,110 409,096 14,653 45,878 21,547 0 152,576 117,943
Changes from: September 15, 2020 Total Change is: -15,270
-1 -10,268 39 -16,431 6,540 2,449 25 -1,027 -11,326 -280 3,655 0 10,255 -5,332
Percent of Open Interest Represented by Each Category of Trader
2.5 9.7 0.0 54.4 16.6 16.9 4.6 41.2 1.5 4.6 2.2 0.0 15.4 11.9
Number of Traders in Each Category Total Traders: 132
. 13 . 57 18 48 6 26 7 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,024,498
Positions
35,045 180,818 9,121 960,851 450,200 256,719 357,185 915,541 51,538 186,542 68,438 884 166,613 91,239
Changes from: September 15, 2020 Total Change is: 32,875
-10,467 26,450 221 8,171 -23,993 -4,654 45,204 41,392 -8,188 2,788 -2,965 -5 -195 4,617
Percent of Open Interest Represented by Each Category of Trader
1.7 8.9 0.5 47.5 22.2 12.7 17.6 45.2 2.5 9.2 3.4 0.0 8.2 4.5
Number of Traders in Each Category Total Traders: 290
12 27 8 107 27 69 51 39 25 21 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 3,262,396
Positions
183,734 255,016 49,148 1,367,316 1,162,519 602,202 375,291 690,837 69,176 218,722 95,105 487 396,320 337,906
Changes from: September 15, 2020 Total Change is: -5,416
110 11,860 4,429 -24,149 47,429 7,283 6,085 -54,465 -11,859 9,543 600 -721 3,863 -9,972
Percent of Open Interest Represented by Each Category of Trader
5.6 7.8 1.5 41.9 35.6 18.5 11.5 21.2 2.1 6.7 2.9 0.0 12.1 10.4
Number of Traders in Each Category Total Traders: 385
20 40 11 101 73 98 51 66 32 20 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 890,744
Positions
60,573 26,746 7,788 262,635 337,598 96,513 249,113 195,823 29,059 61,903 6,324 0 123,160 190,893
Changes from: September 15, 2020 Total Change is: -34,432
880 -8,989 3,165 -7,592 3,877 -6,469 -21,083 -18,378 -10,843 7,252 32 0 258 3,173
Percent of Open Interest Represented by Each Category of Trader
6.8 3.0 0.9 29.5 37.9 10.8 28.0 22.0 3.3 6.9 0.7 0.0 13.8 21.4
Number of Traders in Each Category Total Traders: 109
. 5 4 26 42 39 19 9 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 3,297,115
Positions
70,498 261,048 25,206 1,409,197 574,677 523,848 407,700 1,339,006 132,155 386,007 163,090 259 342,245 277,826
Changes from: September 15, 2020 Total Change is: 28,538
-16,735 45,582 -1,220 -38,965 -10,848 -20,331 35,485 -24,132 39,835 36,868 1,328 0 -6,399 -1,676
Percent of Open Interest Represented by Each Category of Trader
2.1 7.9 0.8 42.7 17.4 15.9 12.4 40.6 4.0 11.7 4.9 0.0 10.4 8.4
Number of Traders in Each Category Total Traders: 294
11 25 6 86 49 78 47 53 32 13 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 1,455,744
Positions
285,648 283,665 293,940 46,165 5,833 18,134 478,390 531,874 281,285 19,203 5,009 915 32,064 35,089
Changes from: September 15, 2020 Total Change is: 43,555
20,295 28,593 -16,529 24,424 0 -8,268 -12,664 8,250 28,816 4,400 -1,656 786 2,295 3,563
Percent of Open Interest Represented by Each Category of Trader
19.6 19.5 20.2 3.2 0.4 1.2 32.9 36.5 19.3 1.3 0.3 0.1 2.2 2.4
Number of Traders in Each Category Total Traders: 104
26 17 34 . . . 27 20 33 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 8,952,033
Positions
1,284,274 2,071,986 1,872,677 471,443 302,102 420,393 1,293,427 530,913 2,813,965 60,187 109,410 141,442 594,225 689,145
Changes from: September 15, 2020 Total Change is: 69,920
-113,714 161,123 164,546 21,979 1,289 -19,123 127,256 -68,494 -9,409 -12,189 -5,624 -98,392 8,966 -55,996
Percent of Open Interest Represented by Each Category of Trader
14.3 23.1 20.9 5.3 3.4 4.7 14.4 5.9 31.4 0.7 1.2 1.6 6.6 7.7
Number of Traders in Each Category Total Traders: 227
28 46 67 17 11 21 54 43 79 9 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 209,392
Positions
17,952 94,118 25,873 1,510 8,522 10,348 119,252 36,233 32,145 58 50 2,023 231 80
Changes from: September 15, 2020 Total Change is: -3,973
6,626 991 -987 51 -4,983 0 -12,016 -781 2,580 58 -439 -339 54 -15
Percent of Open Interest Represented by Each Category of Trader
8.6 44.9 12.4 0.7 4.1 4.9 57.0 17.3 15.4 0.0 0.0 1.0 0.1 0.0
Number of Traders in Each Category Total Traders: 66
7 15 12 . . . 17 15 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 175,880
Positions
17,441 91,895 12,947 4,582 2,178 3,181 93,854 38,253 26,543 16,625 0 631 76 252
Changes from: September 15, 2020 Total Change is: 20,012
7,992 16,487 -8,064 1,084 1,460 1,866 13,674 7,771 593 3,049 0 -170 -12 69
Percent of Open Interest Represented by Each Category of Trader
9.9 52.2 7.4 2.6 1.2 1.8 53.4 21.7 15.1 9.5 0.0 0.4 0.0 0.1
Number of Traders in Each Category Total Traders: 78
6 22 13 . . 4 14 25 26 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 112,055
Positions
0 40,708 0 2,592 2,443 0 0 21,250 46,886 62,560 500 0 17 268
Changes from: September 15, 2020 Total Change is: 9,765
0 7,061 0 0 129 0 0 -7,079 9,656 115 0 0 -6 -2
Percent of Open Interest Represented by Each Category of Trader
0.0 36.3 0.0 2.3 2.2 0.0 0.0 19.0 41.8 55.8 0.4 0.0 0.0 0.2
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 22, 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 8,426
Positions
0 0 0 285 12 45 2,280 4,480 874 1,580 2,062 356 3,006 597
Changes from: September 15, 2020 Total Change is: -957
0 0 0 -432 0 -25 -539 -744 486 -73 -704 35 -409 -5
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 3.4 0.1 0.5 27.1 53.2 10.4 18.8 24.5 4.2 35.7 7.1
Number of Traders in Each Category Total Traders: 75
0 0 0 4 . . 22 19 7 21 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 28,767
Positions
7,000 0 1 5,919 7,902 1,036 7,060 13,819 1,962 1,576 700 1 4,212 3,346
Changes from: September 15, 2020 Total Change is: 274
-2,870 0 0 216 112 73 373 -428 892 575 -194 0 1,015 -181
Percent of Open Interest Represented by Each Category of Trader
24.3 0.0 0.0 20.6 27.5 3.6 24.5 48.0 6.8 5.5 2.4 0.0 14.6 11.6
Number of Traders in Each Category Total Traders: 87
. 0 . 6 8 . 20 27 4 17 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 255,490
Positions
27,422 12,592 12,266 96,195 65,711 13,790 36,102 83,832 34,702 8,346 4,406 8,085 18,582 20,106
Changes from: September 15, 2020 Total Change is: -8,152
602 -3,367 -3,016 3,140 437 -1,458 -3,876 2,265 -43 -248 1,316 -1,168 -2,085 -3,118
Percent of Open Interest Represented by Each Category of Trader
10.7 4.9 4.8 37.7 25.7 5.4 14.1 32.8 13.6 3.3 1.7 3.2 7.3 7.9
Number of Traders in Each Category Total Traders: 153
12 13 17 10 31 18 29 34 37 7 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 21,190
Positions
2,168 1,679 38 16,760 7,076 153 1,471 12,225 0 406 0 0 194 19
Changes from: September 15, 2020 Total Change is: -2,394
-786 882 -882 -12 2,100 0 999 -2,836 -1,598 -43 0 0 -72 -60
Percent of Open Interest Represented by Each Category of Trader
10.2 7.9 0.2 79.1 33.4 0.7 6.9 57.7 0.0 1.9 0.0 0.0 0.9 0.1
Number of Traders in Each Category Total Traders: 34
. . . 9 5 . 6 4 0 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 25, 2020