Traders in Financial Futures - Futures Only Positions as of November 3, 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 124,892
Positions
5,318 42,637 39 59,833 20,895 3,315 11,009 37,881 1,696 11,686 0 83 31,913 18,346
Changes from: October 27, 2020 Total Change is: 2,489
-10 4,917 0 3,704 -1,416 -613 -2,015 -1,378 373 69 -400 54 927 952
Percent of Open Interest Represented by Each Category of Trader
4.3 34.1 0.0 47.9 16.7 2.7 8.8 30.3 1.4 9.4 0.0 0.1 25.6 14.7
Number of Traders in Each Category Total Traders: 93
5 9 . 23 10 8 15 21 10 10 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 51,092
Positions
3,142 26,919 145 9,404 4,014 883 19,617 5,462 103 0 477 0 17,798 13,089
Changes from: October 27, 2020 Total Change is: -1,643
739 -822 -2 -1,517 -208 44 521 -823 -49 0 0 0 -1,379 217
Percent of Open Interest Represented by Each Category of Trader
6.1 52.7 0.3 18.4 7.9 1.7 38.4 10.7 0.2 0.0 0.9 0.0 34.8 25.6
Number of Traders in Each Category Total Traders: 44
. 5 . 12 5 5 11 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 140,437
Positions
35,577 13,478 783 39,571 59,397 5,617 31,120 26,652 1,866 1,600 6,214 0 24,303 26,430
Changes from: October 27, 2020 Total Change is: 453
8,607 12 297 -4,661 2,075 1,086 -1,261 -1,236 -659 0 0 0 -2,956 -1,122
Percent of Open Interest Represented by Each Category of Trader
25.3 9.6 0.6 28.2 42.3 4.0 22.2 19.0 1.3 1.1 4.4 0.0 17.3 18.8
Number of Traders in Each Category Total Traders: 98
8 7 4 11 25 12 22 22 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 184,751
Positions
5,279 117,634 2,054 96,561 12,901 8,407 35,077 26,321 1,346 926 564 0 35,101 15,524
Changes from: October 27, 2020 Total Change is: 7,129
918 10,900 -90 568 2,508 1,202 5,069 -6,192 616 0 0 0 -1,154 -1,815
Percent of Open Interest Represented by Each Category of Trader
2.9 63.7 1.1 52.3 7.0 4.6 19.0 14.2 0.7 0.5 0.3 0.0 19.0 8.4
Number of Traders in Each Category Total Traders: 120
5 9 . 31 17 12 32 22 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 627,754
Positions
44,816 417,511 3,693 361,060 74,836 21,724 49,641 59,764 3,739 55,584 5,343 2,015 85,482 39,129
Changes from: October 27, 2020 Total Change is: -9,024
9,061 -15,470 123 -721 6,717 -303 -11,200 3,336 -1,401 2,176 -177 97 -6,856 -1,946
Percent of Open Interest Represented by Each Category of Trader
7.1 66.5 0.6 57.5 11.9 3.5 7.9 9.5 0.6 8.9 0.9 0.3 13.6 6.2
Number of Traders in Each Category Total Traders: 295
16 14 12 112 29 45 46 33 21 34 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 24,490
Positions
0 8,660 0 9,569 2,542 1,825 0 6,231 0 400 449 0 12,696 4,783
Changes from: October 27, 2020 Total Change is: -228
0 13 0 14 -26 0 0 -77 0 0 0 0 -242 -138
Percent of Open Interest Represented by Each Category of Trader
0.0 35.4 0.0 39.1 10.4 7.5 0.0 25.4 0.0 1.6 1.8 0.0 51.8 19.5
Number of Traders in Each Category Total Traders: 21
0 . 0 11 . 7 0 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 19,660
Positions
0 2,526 30 5,658 11,242 2,546 4,097 0 0 0 0 0 7,329 3,316
Changes from: October 27, 2020 Total Change is: 41
0 -156 0 -392 157 18 775 0 0 0 0 0 -360 22
Percent of Open Interest Represented by Each Category of Trader
0.0 12.8 0.2 28.8 57.2 13.0 20.8 0.0 0.0 0.0 0.0 0.0 37.3 16.9
Number of Traders in Each Category Total Traders: 20
0 . . 6 9 7 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 134,352
Positions
13,450 43,409 191 43,797 48,536 2,919 47,877 19,770 1,227 1,226 1,150 0 23,665 17,150
Changes from: October 27, 2020 Total Change is: 3,991
6,957 -1,908 22 -4,475 732 935 1,330 4,067 784 0 20 0 -1,562 -661
Percent of Open Interest Represented by Each Category of Trader
10.0 32.3 0.1 32.6 36.1 2.2 35.6 14.7 0.9 0.9 0.9 0.0 17.6 12.8
Number of Traders in Each Category Total Traders: 86
5 7 4 19 9 7 21 22 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 23,732
Positions
782 7,796 76 8,735 11,316 5 11,460 1,967 102 1,283 527 0 1,289 1,943
Changes from: October 27, 2020 Total Change is: 554
17 0 -7 43 559 0 183 322 0 186 -541 0 132 221
Percent of Open Interest Represented by Each Category of Trader
3.3 32.9 0.3 36.8 47.7 0.0 48.3 8.3 0.4 5.4 2.2 0.0 5.4 8.2
Number of Traders in Each Category Total Traders: 43
. . . 6 5 . 9 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 118,193
Positions
1,910 57,390 968 60,604 3,355 274 41,388 28,552 2,305 3,851 22,595 46 6,847 2,708
Changes from: October 27, 2020 Total Change is: -7,675
-2,860 -1,594 -197 -1,910 419 -129 -3,033 -3,238 719 -608 -3,246 46 297 -455
Percent of Open Interest Represented by Each Category of Trader
1.6 48.6 0.8 51.3 2.8 0.2 35.0 24.2 2.0 3.3 19.1 0.0 5.8 2.3
Number of Traders in Each Category Total Traders: 132
. 6 . 24 7 5 47 26 7 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 44,208
Positions
22,395 0 86 5,302 29,353 451 8,337 9,510 33 5,223 1,822 0 2,381 2,953
Changes from: October 27, 2020 Total Change is: 16
-383 0 -1,226 -179 1,950 146 2,445 1,958 -1,133 385 -1,499 0 -39 -180
Percent of Open Interest Represented by Each Category of Trader
50.7 0.0 0.2 12.0 66.4 1.0 18.9 21.5 0.1 11.8 4.1 0.0 5.4 6.7
Number of Traders in Each Category Total Traders: 54
. 0 . 7 8 . 12 14 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 40,400
Positions
5,410 11,598 1 14,054 7,952 326 15,014 15,905 437 321 1,085 6 4,831 3,090
Changes from: October 27, 2020 Total Change is: 12
-338 -95 0 873 1,536 112 -515 -1,456 -103 -18 -208 0 1 226
Percent of Open Interest Represented by Each Category of Trader
13.4 28.7 0.0 34.8 19.7 0.8 37.2 39.4 1.1 0.8 2.7 0.0 12.0 7.6
Number of Traders in Each Category Total Traders: 83
5 5 . 22 5 4 23 17 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 14,132
Positions
2,504 0 0 4,887 2,602 0 5,353 9,797 55 240 282 0 1,093 1,396
Changes from: October 27, 2020 Total Change is: -286
-66 0 0 -54 65 0 -565 -464 24 240 -32 0 135 121
Percent of Open Interest Represented by Each Category of Trader
17.7 0.0 0.0 34.6 18.4 0.0 37.9 69.3 0.4 1.7 2.0 0.0 7.7 9.9
Number of Traders in Each Category Total Traders: 25
. 0 0 . 4 0 7 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 44,597
Positions
14,533 15,609 3,046 10,051 1,465 475 7,944 4,684 162 391 13,517 194 7,803 5,447
Changes from: October 27, 2020 Total Change is: -4,038
2,262 -4,202 624 -3,523 -238 104 -1,967 724 -201 75 -741 2 -1,414 -111
Percent of Open Interest Represented by Each Category of Trader
32.6 35.0 6.8 22.5 3.3 1.1 17.8 10.5 0.4 0.9 30.3 0.4 17.5 12.2
Number of Traders in Each Category Total Traders: 86
17 15 6 19 5 6 15 10 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 89,194
Positions
29,065 31,218 6,092 20,102 2,930 949 15,888 9,367 323 782 27,034 388 15,605 10,893
Changes from: October 27, 2020 Total Change is: -8,076
4,523 -8,403 1,248 -7,045 -475 208 -3,934 1,447 -401 149 -1,482 3 -2,827 -221
Percent of Open Interest Represented by Each Category of Trader
32.6 35.0 6.8 22.5 3.3 1.1 17.8 10.5 0.4 0.9 30.3 0.4 17.5 12.2
Number of Traders in Each Category Total Traders: 86
17 15 6 19 5 6 15 10 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 33,568
Positions
9,218 15,987 12 14,629 7,955 5,579 2,042 2,467 0 0 431 0 2,088 1,137
Changes from: October 27, 2020 Total Change is: -1,172
-631 -1,031 0 -149 -950 209 -335 -108 0 0 0 0 -266 708
Percent of Open Interest Represented by Each Category of Trader
27.5 47.6 0.0 43.6 23.7 16.6 6.1 7.3 0.0 0.0 1.3 0.0 6.2 3.4
Number of Traders in Each Category Total Traders: 26
5 5 . 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 496,324
Positions
56,277 96,193 11,183 234,678 122,474 57,004 39,401 73,837 12,130 29,407 65,888 1,329 54,914 56,287
Changes from: October 27, 2020 Total Change is: -3,915
1,497 -2,654 293 -3,745 5,033 -13 -2,872 -1,699 101 1,223 -4,183 185 -584 -978
Percent of Open Interest Represented by Each Category of Trader
11.3 19.4 2.3 47.3 24.7 11.5 7.9 14.9 2.4 5.9 13.3 0.3 11.1 11.3
Number of Traders in Each Category Total Traders: 551
38 36 22 154 93 120 52 106 51 36 36 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 25,760
Positions
20,652 11,867 207 3,042 7,743 106 218 4,139 26 0 0 0 1,509 1,672
Changes from: October 27, 2020 Total Change is: -38
-593 1,483 -408 900 -277 -1 0 -1,050 0 0 0 0 64 215
Percent of Open Interest Represented by Each Category of Trader
80.2 46.1 0.8 11.8 30.1 0.4 0.8 16.1 0.1 0.0 0.0 0.0 5.9 6.5
Number of Traders in Each Category Total Traders: 29
6 8 . 5 4 . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 2,410,740
Positions
272,168 484,214 27,447 1,168,391 612,368 285,021 206,359 368,107 39,857 147,037 329,438 6,645 257,815 257,643
Changes from: October 27, 2020 Total Change is: -26,206
10,536 -15,719 -190 -23,723 25,167 -63 -10,282 -5,200 -2,408 6,615 -20,917 924 -7,615 -7,800
Percent of Open Interest Represented by Each Category of Trader
11.3 20.1 1.1 48.5 25.4 11.8 8.6 15.3 1.7 6.1 13.7 0.3 10.7 10.7
Number of Traders in Each Category Total Traders: 550
37 37 21 154 93 120 50 107 50 36 36 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 11,747
Positions
2,602 8,358 0 5,515 0 53 817 1,483 0 0 650 0 2,760 1,203
Changes from: October 27, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
22.2 71.2 0.0 46.9 0.0 0.5 7.0 12.6 0.0 0.0 5.5 0.0 23.5 10.2
Number of Traders in Each Category Total Traders: 22
. 9 0 6 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 9,610
Positions
1,093 7,358 16 4,640 738 0 1,257 774 109 0 0 0 2,495 615
Changes from: October 27, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.4 76.6 0.2 48.3 7.7 0.0 13.1 8.1 1.1 0.0 0.0 0.0 26.0 6.4
Number of Traders in Each Category Total Traders: 20
. 8 . 4 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 14,818
Positions
2,100 13,888 0 9,271 0 61 765 0 0 0 0 0 2,621 869
Changes from: October 27, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
14.2 93.7 0.0 62.6 0.0 0.4 5.2 0.0 0.0 0.0 0.0 0.0 17.7 5.9
Number of Traders in Each Category Total Traders: 20
. 9 0 8 0 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 13,748
Positions
1,878 10,722 0 7,617 1,283 402 1,339 168 58 0 0 0 2,454 1,115
Changes from: October 27, 2020 Total Change is: 212
-70 -165 0 1,511 9 -10 -70 168 58 0 0 0 -1,207 152
Percent of Open Interest Represented by Each Category of Trader
13.7 78.0 0.0 55.4 9.3 2.9 9.7 1.2 0.4 0.0 0.0 0.0 17.8 8.1
Number of Traders in Each Category Total Traders: 21
. 9 0 5 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 123,313
Positions
0 0 0 18,034 0 33 41,390 76,626 2,589 1,174 16,728 0 60,093 27,337
Changes from: October 27, 2020 Total Change is: -3,705
0 -3,359 0 -1,110 0 33 4,856 -389 -4,437 144 834 0 -3,191 3,613
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 14.6 0.0 0.0 33.6 62.1 2.1 1.0 13.6 0.0 48.7 22.2
Number of Traders in Each Category Total Traders: 20
0 0 0 . 0 . 7 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 54,572
Positions
9,516 6,476 115 29,105 40,162 1,792 3,517 1,879 161 0 330 0 10,366 3,657
Changes from: October 27, 2020 Total Change is: -2,286
2,712 -4,193 -160 -5,152 2,020 192 -793 -438 21 0 0 0 894 272
Percent of Open Interest Represented by Each Category of Trader
17.4 11.9 0.2 53.3 73.6 3.3 6.4 3.4 0.3 0.0 0.6 0.0 19.0 6.7
Number of Traders in Each Category Total Traders: 68
9 . . 28 17 10 8 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 44,591
Positions
10,590 7,830 215 10,319 6,960 1,333 10,201 16,927 546 2,486 3,888 105 8,796 6,786
Changes from: October 27, 2020 Total Change is: -944
-1,372 -1,119 16 -526 -141 118 584 751 13 275 -484 -19 -34 -80
Percent of Open Interest Represented by Each Category of Trader
23.7 17.6 0.5 23.1 15.6 3.0 22.9 38.0 1.2 5.6 8.7 0.2 19.7 15.2
Number of Traders in Each Category Total Traders: 271
23 20 4 67 41 34 34 54 16 11 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 222,955
Positions
52,949 39,151 1,075 51,595 34,802 6,666 51,007 84,637 2,730 12,431 19,441 523 43,979 33,930
Changes from: October 27, 2020 Total Change is: -4,721
-6,861 -5,596 82 -2,629 -705 590 2,920 3,756 66 1,374 -2,422 -94 -169 -398
Percent of Open Interest Represented by Each Category of Trader
23.7 17.6 0.5 23.1 15.6 3.0 22.9 38.0 1.2 5.6 8.7 0.2 19.7 15.2
Number of Traders in Each Category Total Traders: 271
23 20 4 67 41 34 34 54 16 11 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 529,570
Positions
89,731 72,341 4,971 271,558 215,535 47,300 77,401 107,010 4,345 10,110 62,642 144 24,010 15,282
Changes from: October 27, 2020 Total Change is: -10,264
6,688 -12,449 358 -22,990 6,416 547 8,869 -1,208 1,335 -4,231 -1,699 -208 -632 -3,356
Percent of Open Interest Represented by Each Category of Trader
16.9 13.7 0.9 51.3 40.7 8.9 14.6 20.2 0.8 1.9 11.8 0.0 4.5 2.9
Number of Traders in Each Category Total Traders: 369
32 16 6 102 60 48 62 59 19 17 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 16,245
Positions
0 11,442 0 7,938 1,339 93 3,487 278 200 401 200 0 4,126 2,693
Changes from: October 27, 2020 Total Change is: -1,158
0 51 0 279 431 75 -1,780 -1,388 0 100 -363 0 168 36
Percent of Open Interest Represented by Each Category of Trader
0.0 70.4 0.0 48.9 8.2 0.6 21.5 1.7 1.2 2.5 1.2 0.0 25.4 16.6
Number of Traders in Each Category Total Traders: 26
0 4 0 9 . . 6 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 44,871
Positions
16,900 9,608 321 13,199 6,295 711 6,575 11,948 225 209 3,165 0 6,731 12,598
Changes from: October 27, 2020 Total Change is: -2,265
874 -180 -71 -498 766 -554 -1,367 3,304 9 -379 659 0 -279 -6,198
Percent of Open Interest Represented by Each Category of Trader
37.7 21.4 0.7 29.4 14.0 1.6 14.7 26.6 0.5 0.5 7.1 0.0 15.0 28.1
Number of Traders in Each Category Total Traders: 68
7 9 . 10 8 4 11 17 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 439,315
Positions
42,653 250,677 4,498 325,888 122,594 30,460 18,372 17,462 1,656 7,084 5,956 113 8,591 5,899
Changes from: October 27, 2020 Total Change is: 647
2,711 -1,525 -47 -1,399 2,581 -690 -1,250 -446 465 807 198 113 -63 -2
Percent of Open Interest Represented by Each Category of Trader
9.7 57.1 1.0 74.2 27.9 6.9 4.2 4.0 0.4 1.6 1.4 0.0 2.0 1.3
Number of Traders in Each Category Total Traders: 175
12 13 . 58 49 39 13 16 7 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 1,242,737
Positions
107,330 669,831 6,003 878,043 279,350 94,699 92,796 69,844 9,331 28,592 102,542 2,585 23,358 8,552
Changes from: October 27, 2020 Total Change is: -1,071
11,238 -15,379 -192 -11,009 29,626 103 1,236 2,819 -922 -675 -12,422 6 -856 -4,710
Percent of Open Interest Represented by Each Category of Trader
8.6 53.9 0.5 70.7 22.5 7.6 7.5 5.6 0.8 2.3 8.3 0.2 1.9 0.7
Number of Traders in Each Category Total Traders: 432
28 20 8 177 69 79 58 36 19 26 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 207,924
Positions
59,750 162,557 32,765 22,770 0 2,686 78,284 112 8,909 2,548 65 0 212 830
Changes from: October 27, 2020 Total Change is: 3,977
3,541 3,811 291 1,549 0 0 -782 112 -238 -375 0 0 -9 1
Percent of Open Interest Represented by Each Category of Trader
28.7 78.2 15.8 11.0 0.0 1.3 37.7 0.1 4.3 1.2 0.0 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 80
10 20 17 14 0 . 26 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 1,216,994
Positions
12,026 128,852 4,697 708,982 191,640 156,570 93,493 548,358 19,482 67,139 18,436 15 154,590 148,944
Changes from: October 27, 2020 Total Change is: -8,552
5,530 -9,796 1,213 -2,051 9,706 -1,370 -1,467 -4,502 -4,378 3,192 -1,567 5 -9,226 2,137
Percent of Open Interest Represented by Each Category of Trader
1.0 10.6 0.4 58.3 15.7 12.9 7.7 45.1 1.6 5.5 1.5 0.0 12.7 12.2
Number of Traders in Each Category Total Traders: 185
7 13 7 60 31 47 19 41 21 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 983,196
Positions
22,891 99,141 0 499,792 182,493 187,615 78,606 371,593 10,509 50,916 17,793 37 132,830 114,015
Changes from: October 27, 2020 Total Change is: -18,133
-5,336 410 0 -14,429 8,497 104 15,821 -16,822 -6,968 -600 -1,867 -108 -6,617 -1,379
Percent of Open Interest Represented by Each Category of Trader
2.3 10.1 0.0 50.8 18.6 19.1 8.0 37.8 1.1 5.2 1.8 0.0 13.5 11.6
Number of Traders in Each Category Total Traders: 137
. 13 0 59 20 52 9 24 12 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 1,966,212
Positions
38,821 135,162 13,724 941,385 518,238 243,158 348,699 855,657 39,953 177,869 62,645 924 161,679 96,751
Changes from: October 27, 2020 Total Change is: -28,027
10,231 -13,412 4,392 7,735 -206 1,016 -73,294 -35,799 17,962 5,632 -1,141 75 -1,776 -914
Percent of Open Interest Represented by Each Category of Trader
2.0 6.9 0.7 47.9 26.4 12.4 17.7 43.5 2.0 9.0 3.2 0.0 8.2 4.9
Number of Traders in Each Category Total Traders: 283
13 26 8 100 28 64 53 35 23 21 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 3,077,241
Positions
184,831 254,045 13,600 1,294,482 1,093,048 594,378 317,487 565,227 62,759 242,382 107,170 780 366,542 386,234
Changes from: October 27, 2020 Total Change is: -76,124
14,283 20,143 -17,628 -90,243 -66,810 188 -6,648 -11,490 9,653 12,515 -1,482 -339 2,095 -8,359
Percent of Open Interest Represented by Each Category of Trader
6.0 8.3 0.4 42.1 35.5 19.3 10.3 18.4 2.0 7.9 3.5 0.0 11.9 12.6
Number of Traders in Each Category Total Traders: 373
19 36 13 95 73 88 47 71 38 19 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 923,000
Positions
78,648 30,371 9,137 287,239 337,348 114,303 254,056 216,112 17,070 47,847 10,287 0 114,700 188,372
Changes from: October 27, 2020 Total Change is: -24,513
5,398 -2,294 98 -1,113 -16,419 11,281 -10,400 -9,036 -13,206 -1,751 3,945 -10 -14,810 1,128
Percent of Open Interest Represented by Each Category of Trader
8.5 3.3 1.0 31.1 36.5 12.4 27.5 23.4 1.8 5.2 1.1 0.0 12.4 20.4
Number of Traders in Each Category Total Traders: 122
6 7 4 25 48 38 20 9 11 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 3,118,607
Positions
53,114 257,327 13,093 1,382,735 554,738 528,180 418,363 1,276,632 75,649 343,278 137,177 271 303,924 275,540
Changes from: October 27, 2020 Total Change is: 24,418
-21,279 13,875 -1,473 77,116 -5,179 -7,421 9,328 36,813 -4,793 -9,793 -622 0 -17,267 -6,782
Percent of Open Interest Represented by Each Category of Trader
1.7 8.3 0.4 44.3 17.8 16.9 13.4 40.9 2.4 11.0 4.4 0.0 9.7 8.8
Number of Traders in Each Category Total Traders: 291
14 24 9 91 50 79 34 56 29 12 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 1,064,184
Positions
226,705 287,936 246,634 33,506 2,632 15,723 313,128 285,564 194,414 11,329 2,786 0 22,745 28,495
Changes from: October 27, 2020 Total Change is: -273,218
-29,123 -75,286 -40,048 -11,497 0 4,373 -141,304 -109,188 -51,445 -1,602 -993 0 -2,572 -631
Percent of Open Interest Represented by Each Category of Trader
21.3 27.1 23.2 3.1 0.2 1.5 29.4 26.8 18.3 1.1 0.3 0.0 2.1 2.7
Number of Traders in Each Category Total Traders: 99
29 13 36 . . . 22 21 34 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,596,590
Positions
1,758,995 2,180,899 1,933,151 312,358 441,690 410,501 1,204,802 522,896 3,139,963 72,104 85,146 159,736 604,980 722,608
Changes from: October 27, 2020 Total Change is: 121,694
201,655 -65,805 35,632 -22,369 98,702 -16,966 -135,346 -16,362 30,045 -19,948 -1,605 3,346 45,645 54,707
Percent of Open Interest Represented by Each Category of Trader
18.3 22.7 20.1 3.3 4.6 4.3 12.6 5.4 32.7 0.8 0.9 1.7 6.3 7.5
Number of Traders in Each Category Total Traders: 226
37 41 69 20 8 18 47 42 77 9 9 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 331,132
Positions
20,551 151,395 57,023 100 10,690 11,243 180,349 38,815 58,450 344 358 2,928 144 230
Changes from: October 27, 2020 Total Change is: 9,858
-254 -1,525 1,409 60 1,688 720 728 426 6,683 243 161 298 -29 -2
Percent of Open Interest Represented by Each Category of Trader
6.2 45.7 17.2 0.0 3.2 3.4 54.5 11.7 17.7 0.1 0.1 0.9 0.0 0.1
Number of Traders in Each Category Total Traders: 82
10 18 13 . 4 . 24 18 29 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 126,194
Positions
8,343 73,412 11,826 3,300 2,390 3,158 63,715 9,917 24,393 10,554 202 755 150 141
Changes from: October 27, 2020 Total Change is: -44,091
-7,291 -38,905 701 251 12 -3 -24,782 -2,232 -3,617 -9,178 202 -181 9 -68
Percent of Open Interest Represented by Each Category of Trader
6.6 58.2 9.4 2.6 1.9 2.5 50.5 7.9 19.3 8.4 0.2 0.6 0.1 0.1
Number of Traders in Each Category Total Traders: 72
. 20 12 . 4 . 28 11 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 142,151
Positions
0 53,289 0 3,403 2,019 0 329 10,825 74,853 63,553 1,000 0 13 165
Changes from: October 27, 2020 Total Change is: 3,349
0 -732 0 0 -151 0 -77 2,790 938 2,485 500 0 3 4
Percent of Open Interest Represented by Each Category of Trader
0.0 37.5 0.0 2.4 1.4 0.0 0.2 7.6 52.7 44.7 0.7 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 24
0 4 0 . 5 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 11,278
Positions
0 661 0 800 0 0 4,379 8,007 101 2,539 2,030 54 3,405 425
Changes from: October 27, 2020 Total Change is: -1,387
0 376 0 30 0 0 -1,083 -1,003 -174 -40 -548 15 -135 -53
Percent of Open Interest Represented by Each Category of Trader
0.0 5.9 0.0 7.1 0.0 0.0 38.8 71.0 0.9 22.5 18.0 0.5 30.2 3.8
Number of Traders in Each Category Total Traders: 99
0 . 0 6 0 0 32 21 5 28 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 26,661
Positions
60 3,346 0 6,712 7,874 967 11,721 6,370 2,582 1,138 2,743 42 3,439 2,737
Changes from: October 27, 2020 Total Change is: -2,962
-2,282 935 0 189 -957 70 -199 -2,620 -203 -224 292 -13 -300 -466
Percent of Open Interest Represented by Each Category of Trader
0.2 12.6 0.0 25.2 29.5 3.6 44.0 23.9 9.7 4.3 10.3 0.2 12.9 10.3
Number of Traders in Each Category Total Traders: 86
. . 0 9 9 4 21 20 7 16 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 283,355
Positions
36,917 35,498 12,619 125,713 26,963 12,831 21,377 127,523 36,330 9,299 3,294 7,411 20,858 20,886
Changes from: October 27, 2020 Total Change is: 19,772
-2,567 6,405 5,487 8,320 -22,888 2,350 -5,259 18,061 9,509 -109 -2,052 1,531 510 1,369
Percent of Open Interest Represented by Each Category of Trader
13.0 12.5 4.5 44.4 9.5 4.5 7.5 45.0 12.8 3.3 1.2 2.6 7.4 7.4
Number of Traders in Each Category Total Traders: 157
9 16 17 19 19 15 26 48 45 7 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 3, 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 20,937
Positions
3,268 1,718 0 15,890 8,917 513 686 9,556 0 301 174 0 279 59
Changes from: October 27, 2020 Total Change is: 387
250 0 0 36 -337 162 -74 553 0 -52 4 0 65 5
Percent of Open Interest Represented by Each Category of Trader
15.6 8.2 0.0 75.9 42.6 2.5 3.3 45.6 0.0 1.4 0.8 0.0 1.3 0.3
Number of Traders in Each Category Total Traders: 32
. . 0 10 . . 5 5 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 06, 2020