Traders in Financial Futures - Futures Only Positions as of November 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 136,614
Positions
6,139 49,343 124 58,811 23,790 4,450 15,075 40,384 3,266 12,640 0 149 35,960 15,108
Changes from: November 10, 2020 Total Change is: 158
280 628 0 154 2,524 -93 -325 -3,151 918 482 0 0 -1,258 -668
Percent of Open Interest Represented by Each Category of Trader
4.5 36.1 0.1 43.0 17.4 3.3 11.0 29.6 2.4 9.3 0.0 0.1 26.3 11.1
Number of Traders in Each Category Total Traders: 102
5 8 4 21 12 7 16 28 13 11 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 50,775
Positions
2,719 27,451 91 10,111 4,594 507 19,849 4,469 229 0 481 0 17,269 12,953
Changes from: November 10, 2020 Total Change is: -1,753
427 -618 -6 71 -65 91 -1,158 -601 119 0 4 0 -1,297 -677
Percent of Open Interest Represented by Each Category of Trader
5.4 54.1 0.2 19.9 9.0 1.0 39.1 8.8 0.5 0.0 0.9 0.0 34.0 25.5
Number of Traders in Each Category Total Traders: 40
. 6 . 11 5 . 10 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 139,010
Positions
24,117 9,438 1,515 46,670 49,247 6,413 29,424 39,361 1,578 1,600 6,854 0 27,693 24,604
Changes from: November 10, 2020 Total Change is: -2,336
-5,161 -684 -205 2,561 -3,224 50 -1,585 3,533 88 0 0 0 1,916 -1,894
Percent of Open Interest Represented by Each Category of Trader
17.3 6.8 1.1 33.6 35.4 4.6 21.2 28.3 1.1 1.2 4.9 0.0 19.9 17.7
Number of Traders in Each Category Total Traders: 100
8 6 6 16 20 10 20 26 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 165,073
Positions
4,472 113,568 1,722 92,980 9,522 7,351 24,391 14,892 921 1,485 559 0 31,751 16,538
Changes from: November 10, 2020 Total Change is: -18,445
292 -12,215 -141 -2,195 247 -1,194 -13,781 -3,870 -716 -1,905 0 0 1,195 -556
Percent of Open Interest Represented by Each Category of Trader
2.7 68.8 1.0 56.3 5.8 4.5 14.8 9.0 0.6 0.9 0.3 0.0 19.2 10.0
Number of Traders in Each Category Total Traders: 107
4 7 5 36 14 13 25 16 7 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 637,946
Positions
42,782 428,115 4,888 369,264 67,796 23,335 55,787 61,398 3,895 45,702 5,991 2,152 90,141 40,376
Changes from: November 10, 2020 Total Change is: -1,047
-722 1,820 1,120 1,396 -6,242 763 -804 1,480 -541 355 645 112 -2,726 -204
Percent of Open Interest Represented by Each Category of Trader
6.7 67.1 0.8 57.9 10.6 3.7 8.7 9.6 0.6 7.2 0.9 0.3 14.1 6.3
Number of Traders in Each Category Total Traders: 299
14 13 11 111 31 45 53 29 22 35 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 24,424
Positions
0 8,615 0 9,509 2,540 1,827 0 5,884 0 850 449 0 12,238 5,109
Changes from: November 10, 2020 Total Change is: -123
0 0 0 -139 -15 15 0 -318 0 450 0 0 -449 195
Percent of Open Interest Represented by Each Category of Trader
0.0 35.3 0.0 38.9 10.4 7.5 0.0 24.1 0.0 3.5 1.8 0.0 50.1 20.9
Number of Traders in Each Category Total Traders: 21
0 . 0 11 . 7 0 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 129,737
Positions
12,546 43,333 125 42,142 46,343 3,147 40,939 17,344 1,116 1,226 420 0 28,496 17,909
Changes from: November 10, 2020 Total Change is: -878
-1,899 2,522 55 -1,993 1,517 -170 598 -3,630 136 0 420 0 2,395 -1,728
Percent of Open Interest Represented by Each Category of Trader
9.7 33.4 0.1 32.5 35.7 2.4 31.6 13.4 0.9 0.9 0.3 0.0 22.0 13.8
Number of Traders in Each Category Total Traders: 82
. 8 . 20 9 6 25 15 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 21,311
Positions
612 7,796 62 10,306 9,507 0 7,414 1,595 102 1,463 354 0 1,352 1,895
Changes from: November 10, 2020 Total Change is: -1,066
76 0 2 1,683 -925 -5 -2,950 -53 0 0 -125 0 128 40
Percent of Open Interest Represented by Each Category of Trader
2.9 36.6 0.3 48.4 44.6 0.0 34.8 7.5 0.5 6.9 1.7 0.0 6.3 8.9
Number of Traders in Each Category Total Traders: 39
. . . 7 4 0 11 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 132,317
Positions
1,387 61,196 605 65,289 3,504 1,459 52,333 38,154 1,599 2,598 22,854 0 7,047 2,946
Changes from: November 10, 2020 Total Change is: 3,707
-567 2,674 0 1,220 1,354 682 5,995 -1,155 -98 -3,110 101 0 -415 149
Percent of Open Interest Represented by Each Category of Trader
1.0 46.2 0.5 49.3 2.6 1.1 39.6 28.8 1.2 2.0 17.3 0.0 5.3 2.2
Number of Traders in Each Category Total Traders: 145
4 7 . 21 9 5 50 31 11 9 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 43,080
Positions
22,376 0 105 6,474 25,617 6 6,014 13,367 22 5,890 1,651 0 2,193 2,312
Changes from: November 10, 2020 Total Change is: 268
-23 0 23 257 -1,201 0 -1,158 2,666 13 895 -1,028 0 261 -205
Percent of Open Interest Represented by Each Category of Trader
51.9 0.0 0.2 15.0 59.5 0.0 14.0 31.0 0.1 13.7 3.8 0.0 5.1 5.4
Number of Traders in Each Category Total Traders: 61
. 0 . 9 8 . 14 15 . 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 50,687
Positions
5,052 15,238 28 17,660 7,183 396 17,876 22,132 716 3,152 1,699 6 5,801 3,289
Changes from: November 10, 2020 Total Change is: 4,622
-205 1,406 20 1,334 697 -72 1,258 1,949 341 1,884 179 0 62 102
Percent of Open Interest Represented by Each Category of Trader
10.0 30.1 0.1 34.8 14.2 0.8 35.3 43.7 1.4 6.2 3.4 0.0 11.4 6.5
Number of Traders in Each Category Total Traders: 91
5 5 . 21 6 4 26 19 5 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 14,899
Positions
2,495 0 0 5,106 2,929 0 5,565 9,958 117 345 342 0 1,271 1,553
Changes from: November 10, 2020 Total Change is: 596
0 0 0 59 11 0 380 340 -3 105 50 0 55 198
Percent of Open Interest Represented by Each Category of Trader
16.7 0.0 0.0 34.3 19.7 0.0 37.4 66.8 0.8 2.3 2.3 0.0 8.5 10.4
Number of Traders in Each Category Total Traders: 26
. 0 0 4 4 0 8 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 47,984
Positions
14,601 12,114 5,342 9,979 1,472 361 8,589 8,056 193 466 14,040 0 8,454 6,408
Changes from: November 10, 2020 Total Change is: 1,142
1,927 -2,446 1,600 -3,194 124 66 478 999 -76 -219 50 0 560 825
Percent of Open Interest Represented by Each Category of Trader
30.4 25.2 11.1 20.8 3.1 0.8 17.9 16.8 0.4 1.0 29.3 0.0 17.6 13.4
Number of Traders in Each Category Total Traders: 88
18 14 6 15 6 6 18 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 95,967
Positions
29,201 24,227 10,684 19,958 2,943 721 17,177 16,111 386 932 28,080 0 16,908 12,815
Changes from: November 10, 2020 Total Change is: 2,284
3,853 -4,891 3,200 -6,387 247 132 955 1,998 -151 -438 100 0 1,120 1,649
Percent of Open Interest Represented by Each Category of Trader
30.4 25.2 11.1 20.8 3.1 0.8 17.9 16.8 0.4 1.0 29.3 0.0 17.6 13.4
Number of Traders in Each Category Total Traders: 88
18 14 6 15 6 6 18 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 32,593
Positions
8,771 21,295 3 13,950 2,394 5,494 1,369 2,543 0 400 431 0 2,606 433
Changes from: November 10, 2020 Total Change is: -201
-436 5,952 -9 -300 -5,521 -125 30 -425 0 0 0 0 639 -73
Percent of Open Interest Represented by Each Category of Trader
26.9 65.3 0.0 42.8 7.3 16.9 4.2 7.8 0.0 1.2 1.3 0.0 8.0 1.3
Number of Traders in Each Category Total Traders: 29
5 6 . 13 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 534,823
Positions
57,471 114,580 11,378 242,322 110,275 63,335 46,973 78,661 16,091 24,925 72,441 1,374 70,954 66,688
Changes from: November 10, 2020 Total Change is: 17,758
1,366 5,458 -1,268 3,472 -669 1,850 5,926 6,581 -1,996 192 1,291 65 8,151 6,446
Percent of Open Interest Represented by Each Category of Trader
10.7 21.4 2.1 45.3 20.6 11.8 8.8 14.7 3.0 4.7 13.5 0.3 13.3 12.5
Number of Traders in Each Category Total Traders: 542
34 38 23 155 87 118 59 98 55 37 32 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 27,853
Positions
5,040 14,470 0 1,000 0 0 4,225 6,575 1,000 200 0 0 16,388 5,808
Changes from: November 10, 2020 Total Change is: 2,936
-180 1,100 0 0 0 0 -2,720 650 100 -100 0 0 5,836 1,086
Percent of Open Interest Represented by Each Category of Trader
18.1 52.0 0.0 3.6 0.0 0.0 15.2 23.6 3.6 0.7 0.0 0.0 58.8 20.9
Number of Traders in Each Category Total Traders: 21
. 5 0 . 0 0 7 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 10,192
Positions
4,477 5,249 47 2,783 4,036 128 208 0 0 0 0 0 2,549 732
Changes from: November 10, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
43.9 51.5 0.5 27.3 39.6 1.3 2.0 0.0 0.0 0.0 0.0 0.0 25.0 7.2
Number of Traders in Each Category Total Traders: 21
5 7 . 4 4 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 21,687
Positions
9,577 11,965 0 5,661 4,107 0 1,212 3,609 25 0 0 0 5,212 1,981
Changes from: November 10, 2020 Total Change is: -4,530
-5,821 2,013 -44 2,430 -6,192 0 151 -285 -1 0 0 0 -1,245 -21
Percent of Open Interest Represented by Each Category of Trader
44.2 55.2 0.0 26.1 18.9 0.0 5.6 16.6 0.1 0.0 0.0 0.0 24.0 9.1
Number of Traders in Each Category Total Traders: 31
4 9 0 7 . 0 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 2,534,850
Positions
281,086 519,485 37,955 1,206,610 551,377 316,676 248,976 395,663 40,220 124,626 363,204 5,869 272,832 304,401
Changes from: November 10, 2020 Total Change is: 74,108
4,415 18,477 -3,027 17,359 -3,347 9,252 32,841 19,266 -91 2,462 7,454 -677 11,574 26,801
Percent of Open Interest Represented by Each Category of Trader
11.1 20.5 1.5 47.6 21.8 12.5 9.8 15.6 1.6 4.9 14.3 0.2 10.8 12.0
Number of Traders in Each Category Total Traders: 542
34 38 21 155 87 118 60 97 54 37 32 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 20,297
Positions
4,428 15,458 0 11,264 1,134 0 1,962 1,965 0 0 650 0 2,643 1,090
Changes from: November 10, 2020 Total Change is: 8,727
1,695 7,255 -1 6,930 1,134 -53 1,182 482 0 0 0 0 -1,026 -90
Percent of Open Interest Represented by Each Category of Trader
21.8 76.2 0.0 55.5 5.6 0.0 9.7 9.7 0.0 0.0 3.2 0.0 13.0 5.4
Number of Traders in Each Category Total Traders: 29
6 7 0 6 . 0 . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 12,680
Positions
2,305 10,135 0 6,734 982 0 1,339 205 0 0 0 0 2,302 1,358
Changes from: November 10, 2020 Total Change is: -841
-190 -554 0 -315 -404 -299 0 -8 0 0 0 0 -37 424
Percent of Open Interest Represented by Each Category of Trader
18.2 79.9 0.0 53.1 7.7 0.0 10.6 1.6 0.0 0.0 0.0 0.0 18.2 10.7
Number of Traders in Each Category Total Traders: 21
. 8 0 6 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 170,725
Positions
7,786 0 0 19,874 0 1,044 103,747 21,505 7,465 1,580 8,490 30 29,199 132,191
Changes from: November 10, 2020 Total Change is: 14,239
-1,196 0 0 729 0 1,044 11,716 3,275 161 -285 -3,219 10 2,060 12,968
Percent of Open Interest Represented by Each Category of Trader
4.6 0.0 0.0 11.6 0.0 0.6 60.8 12.6 4.4 0.9 5.0 0.0 17.1 77.4
Number of Traders in Each Category Total Traders: 23
. 0 0 4 0 . 8 7 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 53,100
Positions
6,430 9,314 275 31,576 35,114 1,059 2,944 3,230 329 470 305 0 10,017 3,474
Changes from: November 10, 2020 Total Change is: -113
-271 1,578 1 764 -1,407 -211 -368 177 15 0 -512 0 -43 246
Percent of Open Interest Represented by Each Category of Trader
12.1 17.5 0.5 59.5 66.1 2.0 5.5 6.1 0.6 0.9 0.6 0.0 18.9 6.5
Number of Traders in Each Category Total Traders: 72
5 6 . 29 17 10 9 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 47,695
Positions
12,640 7,811 478 12,124 6,945 1,330 10,470 16,803 747 1,799 7,084 85 8,022 6,413
Changes from: November 10, 2020 Total Change is: 75
1,237 -331 256 1,150 -943 152 -1,452 881 25 -490 -45 -1 -802 82
Percent of Open Interest Represented by Each Category of Trader
26.5 16.4 1.0 25.4 14.6 2.8 22.0 35.2 1.6 3.8 14.9 0.2 16.8 13.4
Number of Traders in Each Category Total Traders: 292
23 23 . 64 44 33 40 59 23 13 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 238,473
Positions
63,201 39,056 2,388 60,621 34,727 6,648 52,350 84,014 3,736 8,994 35,418 423 40,112 32,063
Changes from: November 10, 2020 Total Change is: 373
6,186 -1,656 1,278 5,749 -4,717 761 -7,261 4,403 124 -2,448 -227 -4 -4,012 411
Percent of Open Interest Represented by Each Category of Trader
26.5 16.4 1.0 25.4 14.6 2.8 22.0 35.2 1.6 3.8 14.9 0.2 16.8 13.4
Number of Traders in Each Category Total Traders: 292
23 23 . 64 44 33 40 59 23 13 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 551,820
Positions
74,574 92,289 4,971 307,180 195,313 50,148 76,513 123,905 3,432 8,755 63,001 0 26,247 18,761
Changes from: November 10, 2020 Total Change is: 23,470
-8,166 1,096 829 28,048 -9,454 -379 5,720 28,608 -1,464 450 -26 0 -1,568 4,260
Percent of Open Interest Represented by Each Category of Trader
13.5 16.7 0.9 55.7 35.4 9.1 13.9 22.5 0.6 1.6 11.4 0.0 4.8 3.4
Number of Traders in Each Category Total Traders: 367
29 20 6 105 60 53 58 59 20 16 19 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 17,431
Positions
6,793 15,363 0 4,312 1,084 0 4,998 355 206 0 0 0 1,122 423
Changes from: November 10, 2020 Total Change is: 741
0 849 -19 379 -674 0 -166 355 174 0 0 0 373 56
Percent of Open Interest Represented by Each Category of Trader
39.0 88.1 0.0 24.7 6.2 0.0 28.7 2.0 1.2 0.0 0.0 0.0 6.4 2.4
Number of Traders in Each Category Total Traders: 20
. 8 0 5 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 18,026
Positions
0 11,598 0 9,270 0 7 1,962 584 1,277 0 1,237 0 5,510 3,323
Changes from: November 10, 2020 Total Change is: 2,598
0 1,225 0 352 0 0 663 -194 1,077 0 120 0 506 370
Percent of Open Interest Represented by Each Category of Trader
0.0 64.3 0.0 51.4 0.0 0.0 10.9 3.2 7.1 0.0 6.9 0.0 30.6 18.4
Number of Traders in Each Category Total Traders: 24
0 4 0 11 0 . 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 56,403
Positions
16,412 15,654 602 14,028 5,058 836 14,577 11,884 1,277 1,678 2,401 0 6,993 18,691
Changes from: November 10, 2020 Total Change is: 8,082
2,534 1,621 24 -153 -667 76 6,763 3,170 618 -979 440 0 -801 2,800
Percent of Open Interest Represented by Each Category of Trader
29.1 27.8 1.1 24.9 9.0 1.5 25.8 21.1 2.3 3.0 4.3 0.0 12.4 33.1
Number of Traders in Each Category Total Traders: 73
7 11 . 10 8 4 16 17 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 436,297
Positions
38,604 261,987 4,353 314,045 104,118 38,526 23,635 17,382 1,356 6,742 3,792 113 8,923 4,670
Changes from: November 10, 2020 Total Change is: 1,581
-4,003 8,782 -144 4,070 -9,481 1,565 796 -1,334 85 -403 2,371 0 -385 -263
Percent of Open Interest Represented by Each Category of Trader
8.8 60.0 1.0 72.0 23.9 8.8 5.4 4.0 0.3 1.5 0.9 0.0 2.0 1.1
Number of Traders in Each Category Total Traders: 182
10 16 . 65 44 40 17 17 6 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 1,289,048
Positions
110,452 713,687 3,515 891,809 274,764 95,847 108,437 69,914 6,622 34,207 112,887 2,416 35,743 9,396
Changes from: November 10, 2020 Total Change is: -1,460
8,565 20,705 -627 -18,611 -3,658 962 5,769 -6,581 67 1,720 -11,366 -353 1,048 -609
Percent of Open Interest Represented by Each Category of Trader
8.6 55.4 0.3 69.2 21.3 7.4 8.4 5.4 0.5 2.7 8.8 0.2 2.8 0.7
Number of Traders in Each Category Total Traders: 436
29 18 7 175 71 81 64 31 17 30 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 207,821
Positions
59,053 164,398 31,820 22,952 0 2,686 80,503 122 7,906 2,673 65 0 228 824
Changes from: November 10, 2020 Total Change is: -2,324
1,481 -1,697 117 -3,261 0 0 125 0 -740 -12 0 0 -34 -4
Percent of Open Interest Represented by Each Category of Trader
28.4 79.1 15.3 11.0 0.0 1.3 38.7 0.1 3.8 1.3 0.0 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 80
9 21 18 12 0 . 28 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 1,250,306
Positions
9,329 141,023 14,612 687,352 177,340 169,122 89,028 522,703 67,291 69,770 15,603 44 143,758 142,568
Changes from: November 10, 2020 Total Change is: 31,872
-1,336 -8,132 6,565 -9,458 -11,775 11,300 707 2,271 33,507 -3,618 1,000 44 -5,839 -2,908
Percent of Open Interest Represented by Each Category of Trader
0.7 11.3 1.2 55.0 14.2 13.5 7.1 41.8 5.4 5.6 1.2 0.0 11.5 11.4
Number of Traders in Each Category Total Traders: 189
6 16 9 62 30 50 25 36 26 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,023,209
Positions
23,687 129,893 0 510,476 183,550 197,338 85,174 359,784 15,720 48,950 11,651 0 141,864 125,273
Changes from: November 10, 2020 Total Change is: 11,221
253 8,832 0 -2,157 -769 8,179 -2,201 -3,385 5,448 -1,729 -1,164 0 3,428 -5,920
Percent of Open Interest Represented by Each Category of Trader
2.3 12.7 0.0 49.9 17.9 19.3 8.3 35.2 1.5 4.8 1.1 0.0 13.9 12.2
Number of Traders in Each Category Total Traders: 130
. 13 0 58 18 49 9 22 11 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 2,018,179
Positions
26,090 132,090 23,605 907,379 575,923 251,823 420,327 814,143 55,423 171,602 60,461 1,269 160,661 103,442
Changes from: November 10, 2020 Total Change is: 11,310
-6,696 26,395 6,013 -14,524 34,653 3,057 10,836 -57,454 3,950 3,110 -1,126 334 5,230 -4,512
Percent of Open Interest Represented by Each Category of Trader
1.3 6.5 1.2 45.0 28.5 12.5 20.8 40.3 2.7 8.5 3.0 0.1 8.0 5.1
Number of Traders in Each Category Total Traders: 281
12 22 7 96 35 67 55 33 31 21 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 3,249,449
Positions
137,637 321,046 42,981 1,325,443 1,160,991 617,588 421,481 477,889 96,957 234,941 110,826 912 371,509 420,259
Changes from: November 10, 2020 Total Change is: 42,234
-11,505 37,062 16,255 62,135 31,339 -22,495 -8,515 -35,545 -4,573 4,246 6,314 -1,334 8,020 15,211
Percent of Open Interest Represented by Each Category of Trader
4.2 9.9 1.3 40.8 35.7 19.0 13.0 14.7 3.0 7.2 3.4 0.0 11.4 12.9
Number of Traders in Each Category Total Traders: 371
17 40 14 98 75 89 51 57 42 19 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 973,592
Positions
88,790 19,267 6,820 300,804 365,484 115,648 283,141 245,924 11,267 48,685 20,088 0 118,437 189,094
Changes from: November 10, 2020 Total Change is: 27,024
10,364 -4,148 -2,357 6,231 10,422 -4,166 15,469 26,088 -3,818 -436 5,597 0 5,737 -594
Percent of Open Interest Represented by Each Category of Trader
9.1 2.0 0.7 30.9 37.5 11.9 29.1 25.3 1.2 5.0 2.1 0.0 12.2 19.4
Number of Traders in Each Category Total Traders: 123
6 5 4 24 50 40 18 11 10 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 3,190,461
Positions
67,017 246,747 17,428 1,399,698 573,530 536,866 436,912 1,253,836 107,090 329,463 157,237 696 295,291 297,031
Changes from: November 10, 2020 Total Change is: 15,446
-4,305 7,324 237 25,028 -25,901 11,345 -11,805 13,388 -4,809 5,411 4,092 464 -6,120 9,306
Percent of Open Interest Represented by Each Category of Trader
2.1 7.7 0.5 43.9 18.0 16.8 13.7 39.3 3.4 10.3 4.9 0.0 9.3 9.3
Number of Traders in Each Category Total Traders: 301
16 22 9 90 54 79 38 56 36 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 1,100,938
Positions
264,816 284,157 220,803 32,068 2,632 16,990 316,481 330,201 214,640 12,565 2,786 1,267 21,308 27,462
Changes from: November 10, 2020 Total Change is: -2,378
15,456 3,678 -6,600 918 0 -789 -12,023 -3,629 3,196 257 0 1,267 -4,060 499
Percent of Open Interest Represented by Each Category of Trader
24.1 25.8 20.1 2.9 0.2 1.5 28.7 30.0 19.5 1.1 0.3 0.1 1.9 2.5
Number of Traders in Each Category Total Traders: 99
28 15 36 . . . 25 17 33 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 9,909,037
Positions
1,866,023 2,424,126 1,861,851 307,082 470,296 487,790 1,426,496 532,431 3,177,030 67,225 86,618 149,471 566,069 719,424
Changes from: November 10, 2020 Total Change is: 277,868
233,367 86,157 -169,051 -51,434 6,807 81,367 48,075 125,176 155,849 -6,544 -595 5,918 -19,679 -13,760
Percent of Open Interest Represented by Each Category of Trader
18.8 24.5 18.8 3.1 4.7 4.9 14.4 5.4 32.1 0.7 0.9 1.5 5.7 7.3
Number of Traders in Each Category Total Traders: 236
33 45 67 22 10 22 46 46 82 13 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 369,656
Positions
24,538 164,515 64,605 0 9,846 12,683 194,143 44,927 71,067 654 0 1,797 169 216
Changes from: November 10, 2020 Total Change is: 23,162
1,322 9,043 -163 0 -1,389 1,440 7,750 2,362 13,097 380 -518 -693 29 -17
Percent of Open Interest Represented by Each Category of Trader
6.6 44.5 17.5 0.0 2.7 3.4 52.5 12.2 19.2 0.2 0.0 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 85
12 18 15 0 4 . 21 22 30 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 189,416
Positions
9,729 115,542 15,493 4,005 2,543 3,171 95,410 15,538 35,492 25,128 671 896 92 70
Changes from: November 10, 2020 Total Change is: 32,007
1,266 21,968 -918 0 65 6 14,124 2,310 8,097 9,616 514 -24 -160 -11
Percent of Open Interest Represented by Each Category of Trader
5.1 61.0 8.2 2.1 1.3 1.7 50.4 8.2 18.7 13.3 0.4 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 77
5 21 10 . 4 . 19 23 27 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 151,649
Positions
0 53,384 0 3,403 2,165 0 2,105 15,621 79,176 66,943 1,138 0 22 165
Changes from: November 10, 2020 Total Change is: 6,529
0 -174 0 0 146 0 1,093 3,279 3,288 2,140 138 0 8 -148
Percent of Open Interest Represented by Each Category of Trader
0.0 35.2 0.0 2.2 1.4 0.0 1.4 10.3 52.2 44.1 0.8 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 27
0 5 0 . 5 0 . . . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 11,509
Positions
0 732 0 845 4 26 5,305 8,097 207 1,933 1,663 83 3,110 697
Changes from: November 10, 2020 Total Change is: 198
0 0 0 13 -3 -7 208 216 77 -317 -140 -47 271 102
Percent of Open Interest Represented by Each Category of Trader
0.0 6.4 0.0 7.3 0.0 0.2 46.1 70.4 1.8 16.8 14.4 0.7 27.0 6.1
Number of Traders in Each Category Total Traders: 102
0 . 0 5 . . 40 18 9 26 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 29,413
Positions
6,496 3,346 0 5,255 9,148 931 9,509 8,709 1,401 2,199 2,933 2 3,620 2,943
Changes from: November 10, 2020 Total Change is: 347
2,521 0 0 -887 332 -3 -763 407 -731 300 120 -16 -74 238
Percent of Open Interest Represented by Each Category of Trader
22.1 11.4 0.0 17.9 31.1 3.2 32.3 29.6 4.8 7.5 10.0 0.0 12.3 10.0
Number of Traders in Each Category Total Traders: 85
. . 0 8 8 . 19 22 5 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 282,811
Positions
28,599 22,208 14,547 114,485 46,707 17,859 35,271 111,752 36,219 9,347 3,435 9,221 17,263 20,863
Changes from: November 10, 2020 Total Change is: 13,785
-2,282 -3,001 1,803 42 8,907 540 4,598 -6,012 8,983 70 -1,006 2,526 -2,495 1,045
Percent of Open Interest Represented by Each Category of Trader
10.1 7.9 5.1 40.5 16.5 6.3 12.5 39.5 12.8 3.3 1.2 3.3 6.1 7.4
Number of Traders in Each Category Total Traders: 154
10 13 21 14 24 16 28 43 39 8 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 17, 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 22,908
Positions
3,829 1,999 79 16,302 8,232 86 555 12,304 0 1,889 176 0 168 32
Changes from: November 10, 2020 Total Change is: 1,925
561 -5 5 -88 0 -23 84 1,950 0 1,463 0 0 -77 -2
Percent of Open Interest Represented by Each Category of Trader
16.7 8.7 0.3 71.2 35.9 0.4 2.4 53.7 0.0 8.2 0.8 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 36
. . . 9 . . 4 7 0 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 20, 2020