Traders in Financial Futures - Futures Only Positions as of November 24, 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 140,823
Positions
5,175 54,910 209 58,367 19,052 3,851 18,756 43,423 3,421 13,775 0 151 37,118 15,806
Changes from: November 17, 2020 Total Change is: 4,209
-964 5,567 85 -444 -4,738 -599 3,681 3,039 155 1,135 0 2 1,158 698
Percent of Open Interest Represented by Each Category of Trader
3.7 39.0 0.1 41.4 13.5 2.7 13.3 30.8 2.4 9.8 0.0 0.1 26.4 11.2
Number of Traders in Each Category Total Traders: 103
4 8 4 23 10 5 21 25 16 12 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 50,388
Positions
3,397 27,658 91 9,684 4,914 345 20,044 4,565 259 0 481 0 16,568 12,075
Changes from: November 17, 2020 Total Change is: -387
678 207 0 -427 320 -162 195 96 30 0 0 0 -701 -878
Percent of Open Interest Represented by Each Category of Trader
6.7 54.9 0.2 19.2 9.8 0.7 39.8 9.1 0.5 0.0 1.0 0.0 32.9 24.0
Number of Traders in Each Category Total Traders: 42
. 6 . 11 5 . 11 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 142,958
Positions
18,948 11,530 2,656 50,906 48,564 6,472 28,774 40,266 2,788 2,032 6,854 0 30,382 23,828
Changes from: November 17, 2020 Total Change is: 3,948
-5,169 2,092 1,141 4,236 -683 59 -650 905 1,210 432 0 0 2,689 -776
Percent of Open Interest Represented by Each Category of Trader
13.3 8.1 1.9 35.6 34.0 4.5 20.1 28.2 2.0 1.4 4.8 0.0 21.3 16.7
Number of Traders in Each Category Total Traders: 108
7 8 5 20 19 10 21 28 18 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 179,503
Positions
4,971 125,009 1,736 97,171 8,497 7,009 27,685 18,739 1,548 8,422 559 0 30,961 16,406
Changes from: November 17, 2020 Total Change is: 14,430
499 11,441 14 4,191 -1,025 -342 3,294 3,847 627 6,937 0 0 -790 -132
Percent of Open Interest Represented by Each Category of Trader
2.8 69.6 1.0 54.1 4.7 3.9 15.4 10.4 0.9 4.7 0.3 0.0 17.2 9.1
Number of Traders in Each Category Total Traders: 115
4 9 . 34 14 11 26 22 11 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 644,566
Positions
40,647 438,130 4,972 374,819 66,193 23,496 57,894 59,428 6,466 45,932 5,953 2,360 87,980 37,568
Changes from: November 17, 2020 Total Change is: 6,620
-2,135 10,015 84 5,555 -1,603 161 2,107 -1,970 2,571 230 -38 208 -2,161 -2,808
Percent of Open Interest Represented by Each Category of Trader
6.3 68.0 0.8 58.2 10.3 3.6 9.0 9.2 1.0 7.1 0.9 0.4 13.6 5.8
Number of Traders in Each Category Total Traders: 306
15 15 10 113 29 46 54 30 23 36 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 24,758
Positions
0 8,615 0 9,569 2,697 1,797 422 5,644 2 1,250 449 0 11,718 5,554
Changes from: November 17, 2020 Total Change is: 334
0 0 0 60 157 -30 422 -240 2 400 0 0 -520 445
Percent of Open Interest Represented by Each Category of Trader
0.0 34.8 0.0 38.7 10.9 7.3 1.7 22.8 0.0 5.0 1.8 0.0 47.3 22.4
Number of Traders in Each Category Total Traders: 22
0 . 0 11 . 7 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 131,531
Positions
11,293 43,608 5 44,783 44,457 3,109 41,790 19,353 1,599 1,226 420 0 27,726 18,980
Changes from: November 17, 2020 Total Change is: 1,794
-1,253 275 -120 2,641 -1,886 -38 851 2,009 483 0 0 0 -770 1,071
Percent of Open Interest Represented by Each Category of Trader
8.6 33.2 0.0 34.0 33.8 2.4 31.8 14.7 1.2 0.9 0.3 0.0 21.1 14.4
Number of Traders in Each Category Total Traders: 82
. 7 . 19 8 7 27 16 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 20,367
Positions
491 7,796 62 10,192 8,573 0 6,169 1,009 101 1,637 1,037 0 1,715 1,789
Changes from: November 17, 2020 Total Change is: -944
-121 0 0 -114 -934 0 -1,245 -586 -1 174 683 0 363 -106
Percent of Open Interest Represented by Each Category of Trader
2.4 38.3 0.3 50.0 42.1 0.0 30.3 5.0 0.5 8.0 5.1 0.0 8.4 8.8
Number of Traders in Each Category Total Traders: 43
. . . 9 4 0 11 5 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 136,787
Positions
645 65,527 605 66,723 2,097 854 55,647 39,436 2,200 2,491 23,046 0 7,622 3,022
Changes from: November 17, 2020 Total Change is: 4,470
-742 4,331 0 1,434 -1,407 -605 3,314 1,282 601 -107 192 0 575 76
Percent of Open Interest Represented by Each Category of Trader
0.5 47.9 0.4 48.8 1.5 0.6 40.7 28.8 1.6 1.8 16.8 0.0 5.6 2.2
Number of Traders in Each Category Total Traders: 146
. 8 . 24 5 4 55 29 7 9 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 43,614
Positions
22,376 0 105 6,649 22,390 7 5,919 16,511 1,007 5,310 1,123 0 2,241 2,471
Changes from: November 17, 2020 Total Change is: 534
0 0 0 175 -3,227 1 -95 3,144 985 -580 -528 0 48 159
Percent of Open Interest Represented by Each Category of Trader
51.3 0.0 0.2 15.2 51.3 0.0 13.6 37.9 2.3 12.2 2.6 0.0 5.1 5.7
Number of Traders in Each Category Total Traders: 56
. 0 . 9 7 . 13 14 4 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 54,640
Positions
4,840 16,532 45 17,980 7,108 270 21,618 25,182 674 3,287 1,813 6 5,920 3,010
Changes from: November 17, 2020 Total Change is: 3,953
-212 1,294 17 320 -75 -126 3,742 3,050 -42 135 114 0 119 -279
Percent of Open Interest Represented by Each Category of Trader
8.9 30.3 0.1 32.9 13.0 0.5 39.6 46.1 1.2 6.0 3.3 0.0 10.8 5.5
Number of Traders in Each Category Total Traders: 97
4 5 . 21 5 4 32 19 6 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 15,317
Positions
2,500 0 0 5,080 2,700 0 6,176 10,555 129 240 271 0 1,192 1,662
Changes from: November 17, 2020 Total Change is: 418
5 0 0 -26 -229 0 611 597 12 -105 -71 0 -79 109
Percent of Open Interest Represented by Each Category of Trader
16.3 0.0 0.0 33.2 17.6 0.0 40.3 68.9 0.8 1.6 1.8 0.0 7.8 10.9
Number of Traders in Each Category Total Traders: 26
. 0 0 5 4 0 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 49,293
Positions
17,218 12,233 4,767 6,228 1,654 1,467 10,046 8,405 301 549 14,348 0 8,719 6,121
Changes from: November 17, 2020 Total Change is: 1,310
2,618 120 -576 -3,752 182 1,106 1,458 349 108 83 308 0 265 -287
Percent of Open Interest Represented by Each Category of Trader
34.9 24.8 9.7 12.6 3.4 3.0 20.4 17.1 0.6 1.1 29.1 0.0 17.7 12.4
Number of Traders in Each Category Total Traders: 108
23 16 6 14 7 6 27 11 . 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 98,586
Positions
34,436 24,466 9,533 12,455 3,307 2,933 20,092 16,809 601 1,098 28,695 0 17,438 12,242
Changes from: November 17, 2020 Total Change is: 2,619
5,235 239 -1,151 -7,503 364 2,212 2,915 698 215 166 615 0 530 -573
Percent of Open Interest Represented by Each Category of Trader
34.9 24.8 9.7 12.6 3.4 3.0 20.4 17.1 0.6 1.1 29.1 0.0 17.7 12.4
Number of Traders in Each Category Total Traders: 108
23 16 6 14 7 6 27 11 . 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 28,272
Positions
5,736 20,207 3 15,256 2,360 2,559 1,550 2,352 0 400 431 0 2,768 360
Changes from: November 17, 2020 Total Change is: -4,321
-3,035 -1,088 0 1,306 -34 -2,935 181 -191 0 0 0 0 162 -73
Percent of Open Interest Represented by Each Category of Trader
20.3 71.5 0.0 54.0 8.3 9.1 5.5 8.3 0.0 1.4 1.5 0.0 9.8 1.3
Number of Traders in Each Category Total Traders: 30
5 6 . 13 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 538,369
Positions
56,470 110,587 15,011 246,694 107,612 59,961 46,513 83,420 19,668 21,234 73,369 1,214 71,605 67,527
Changes from: November 17, 2020 Total Change is: 3,546
-1,001 -3,994 3,634 4,372 -2,663 -3,374 -460 4,760 3,577 -3,692 928 -160 650 839
Percent of Open Interest Represented by Each Category of Trader
10.5 20.5 2.8 45.8 20.0 11.1 8.6 15.5 3.7 3.9 13.6 0.2 13.3 12.5
Number of Traders in Each Category Total Traders: 541
32 38 23 153 90 116 60 102 59 31 35 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 28,505
Positions
5,575 15,070 0 1,000 0 0 4,950 7,905 161 0 0 0 16,819 5,369
Changes from: November 17, 2020 Total Change is: 652
535 600 0 0 0 0 725 1,330 -839 -200 0 0 431 -439
Percent of Open Interest Represented by Each Category of Trader
19.6 52.9 0.0 3.5 0.0 0.0 17.4 27.7 0.6 0.0 0.0 0.0 59.0 18.8
Number of Traders in Each Category Total Traders: 22
. 6 0 . 0 0 8 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 10,260
Positions
4,395 5,386 47 2,783 4,023 128 296 0 0 0 0 0 2,611 676
Changes from: November 17, 2020 Total Change is: 68
-82 137 0 0 -13 0 88 0 0 0 0 0 62 -56
Percent of Open Interest Represented by Each Category of Trader
42.8 52.5 0.5 27.1 39.2 1.2 2.9 0.0 0.0 0.0 0.0 0.0 25.4 6.6
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 24, 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 19,543
Positions
8,650 13,799 0 5,965 574 0 1,211 2,003 26 0 0 0 3,691 3,141
Changes from: November 17, 2020 Total Change is: -2,144
-927 1,834 0 304 -3,533 0 -1 -1,606 1 0 0 0 -1,521 1,160
Percent of Open Interest Represented by Each Category of Trader
44.3 70.6 0.0 30.5 2.9 0.0 6.2 10.2 0.1 0.0 0.0 0.0 18.9 16.1
Number of Traders in Each Category Total Traders: 30
. 10 0 7 . 0 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 2,549,321
Positions
283,063 506,171 46,469 1,228,469 538,062 299,805 266,062 435,824 39,288 106,168 366,845 6,068 273,929 310,789
Changes from: November 17, 2020 Total Change is: 14,471
1,977 -13,314 8,514 21,859 -13,315 -16,871 17,086 40,161 -932 -18,458 3,641 199 1,097 6,388
Percent of Open Interest Represented by Each Category of Trader
11.1 19.9 1.8 48.2 21.1 11.8 10.4 17.1 1.5 4.2 14.4 0.2 10.7 12.2
Number of Traders in Each Category Total Traders: 541
31 39 21 153 90 116 61 101 58 31 35 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 23,013
Positions
6,214 17,309 0 12,101 676 0 1,962 3,211 0 0 650 0 2,736 1,167
Changes from: November 17, 2020 Total Change is: 2,716
1,786 1,851 0 837 -458 0 0 1,246 0 0 0 0 93 77
Percent of Open Interest Represented by Each Category of Trader
27.0 75.2 0.0 52.6 2.9 0.0 8.5 14.0 0.0 0.0 2.8 0.0 11.9 5.1
Number of Traders in Each Category Total Traders: 27
4 7 0 7 . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 22,725
Positions
4,909 21,395 43 14,018 507 61 1,056 0 0 0 0 0 2,638 719
Changes from: November 17, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
21.6 94.1 0.2 61.7 2.2 0.3 4.6 0.0 0.0 0.0 0.0 0.0 11.6 3.2
Number of Traders in Each Category Total Traders: 22
4 8 . 7 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 13,488
Positions
4,139 11,730 6 5,475 980 0 1,132 202 0 0 0 0 2,736 570
Changes from: November 17, 2020 Total Change is: 808
1,834 1,595 6 -1,259 -2 0 -207 -3 0 0 0 0 434 -788
Percent of Open Interest Represented by Each Category of Trader
30.7 87.0 0.0 40.6 7.3 0.0 8.4 1.5 0.0 0.0 0.0 0.0 20.3 4.2
Number of Traders in Each Category Total Traders: 23
4 10 . 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 161,252
Positions
5,698 0 0 18,397 0 1,044 98,376 21,080 5,744 1,580 8,864 80 30,333 124,440
Changes from: November 17, 2020 Total Change is: -9,473
-2,088 0 0 -1,477 0 0 -5,371 -425 -1,721 0 374 50 1,134 -7,751
Percent of Open Interest Represented by Each Category of Trader
3.5 0.0 0.0 11.4 0.0 0.6 61.0 13.1 3.6 1.0 5.5 0.0 18.8 77.2
Number of Traders in Each Category Total Traders: 21
. 0 0 . 0 . 8 6 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 53,874
Positions
6,485 11,171 339 32,442 33,397 1,516 1,915 3,285 339 470 285 0 10,368 3,542
Changes from: November 17, 2020 Total Change is: 774
55 1,857 64 866 -1,717 457 -1,029 55 10 0 -20 0 351 68
Percent of Open Interest Represented by Each Category of Trader
12.0 20.7 0.6 60.2 62.0 2.8 3.6 6.1 0.6 0.9 0.5 0.0 19.2 6.6
Number of Traders in Each Category Total Traders: 71
5 6 . 30 17 10 5 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 49,452
Positions
14,153 7,545 479 12,675 6,745 1,190 9,401 18,657 712 1,801 7,163 85 8,956 6,875
Changes from: November 17, 2020 Total Change is: 1,757
1,513 -266 2 551 -200 -140 -1,069 1,854 -35 2 80 0 933 463
Percent of Open Interest Represented by Each Category of Trader
28.6 15.3 1.0 25.6 13.6 2.4 19.0 37.7 1.4 3.6 14.5 0.2 18.1 13.9
Number of Traders in Each Category Total Traders: 286
25 19 4 60 44 32 37 64 23 14 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 247,258
Positions
70,766 37,725 2,397 63,376 33,726 5,948 47,005 93,286 3,559 9,004 35,817 424 44,779 34,376
Changes from: November 17, 2020 Total Change is: 8,785
7,565 -1,331 9 2,755 -1,001 -700 -5,345 9,272 -177 10 399 1 4,667 2,313
Percent of Open Interest Represented by Each Category of Trader
28.6 15.3 1.0 25.6 13.6 2.4 19.0 37.7 1.4 3.6 14.5 0.2 18.1 13.9
Number of Traders in Each Category Total Traders: 286
25 19 4 60 44 32 37 64 23 14 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 163,372
Positions
0 579 0 0 0 0 140,672 8,379 6,188 270 7,787 0 16,242 140,439
Changes from: November 17, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.4 0.0 0.0 0.0 0.0 86.1 5.1 3.8 0.2 4.8 0.0 9.9 86.0
Number of Traders in Each Category Total Traders: 20
0 . 0 0 0 0 9 4 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 560,324
Positions
73,855 91,504 4,474 310,094 193,952 52,152 78,368 135,977 4,728 8,982 57,911 0 27,671 19,626
Changes from: November 17, 2020 Total Change is: 8,504
-719 -785 -497 2,914 -1,361 2,004 1,855 12,072 1,296 227 -5,090 0 1,424 865
Percent of Open Interest Represented by Each Category of Trader
13.2 16.3 0.8 55.3 34.6 9.3 14.0 24.3 0.8 1.6 10.3 0.0 4.9 3.5
Number of Traders in Each Category Total Traders: 381
30 21 4 108 58 51 64 61 18 16 22 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 17,695
Positions
6,793 15,406 19 4,697 1,064 0 4,995 355 206 0 0 0 985 645
Changes from: November 17, 2020 Total Change is: 264
0 43 19 385 -20 0 -3 0 0 0 0 0 -137 222
Percent of Open Interest Represented by Each Category of Trader
38.4 87.1 0.1 26.5 6.0 0.0 28.2 2.0 1.2 0.0 0.0 0.0 5.6 3.6
Number of Traders in Each Category Total Traders: 21
. 8 . 6 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 18,212
Positions
228 11,569 0 9,190 0 7 2,444 1,400 764 0 1,254 0 5,579 3,218
Changes from: November 17, 2020 Total Change is: 186
228 -29 0 -80 0 0 482 816 -513 0 17 0 69 -105
Percent of Open Interest Represented by Each Category of Trader
1.3 63.5 0.0 50.5 0.0 0.0 13.4 7.7 4.2 0.0 6.9 0.0 30.6 17.7
Number of Traders in Each Category Total Traders: 26
. 4 0 10 0 . 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 56,990
Positions
16,086 16,987 662 13,722 5,013 853 16,105 13,081 786 1,751 3,363 0 7,025 16,245
Changes from: November 17, 2020 Total Change is: 587
-326 1,333 60 -306 -45 17 1,528 1,197 -491 73 962 0 32 -2,446
Percent of Open Interest Represented by Each Category of Trader
28.2 29.8 1.2 24.1 8.8 1.5 28.3 23.0 1.4 3.1 5.9 0.0 12.3 28.5
Number of Traders in Each Category Total Traders: 78
8 12 . 11 8 4 18 16 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 451,309
Positions
37,686 266,229 4,351 329,641 98,324 39,213 22,905 30,097 1,315 6,777 6,409 113 9,308 5,258
Changes from: November 17, 2020 Total Change is: 15,012
-918 4,242 -2 15,596 -5,794 687 -730 12,715 -41 35 2,617 0 385 588
Percent of Open Interest Represented by Each Category of Trader
8.4 59.0 1.0 73.0 21.8 8.7 5.1 6.7 0.3 1.5 1.4 0.0 2.1 1.2
Number of Traders in Each Category Total Traders: 182
10 16 . 72 38 41 15 18 6 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 1,285,043
Positions
114,858 711,250 4,504 878,247 272,361 95,013 110,453 76,560 8,188 36,084 103,164 2,416 35,280 11,587
Changes from: November 17, 2020 Total Change is: -4,005
4,406 -2,437 989 -13,562 -2,403 -834 2,016 6,646 1,566 1,877 -9,723 0 -463 2,191
Percent of Open Interest Represented by Each Category of Trader
8.9 55.3 0.4 68.3 21.2 7.4 8.6 6.0 0.6 2.8 8.0 0.2 2.7 0.9
Number of Traders in Each Category Total Traders: 446
30 18 7 180 67 81 67 37 20 31 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 211,498
Positions
60,551 166,794 31,958 22,952 0 2,686 82,093 357 7,911 2,566 65 0 781 1,727
Changes from: November 17, 2020 Total Change is: 3,677
1,498 2,396 138 0 0 0 1,590 235 5 -107 0 0 553 903
Percent of Open Interest Represented by Each Category of Trader
28.6 78.9 15.1 10.9 0.0 1.3 38.8 0.2 3.7 1.2 0.0 0.0 0.4 0.8
Number of Traders in Each Category Total Traders: 81
9 21 18 12 0 . 28 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 1,361,691
Positions
5,989 140,625 17,045 658,279 165,106 171,477 87,351 484,437 195,990 63,682 15,905 39 161,839 171,067
Changes from: November 17, 2020 Total Change is: 111,385
-3,340 -398 2,433 -29,073 -12,234 2,355 -1,677 -38,266 128,699 -6,088 302 -5 18,081 28,499
Percent of Open Interest Represented by Each Category of Trader
0.4 10.3 1.3 48.3 12.1 12.6 6.4 35.6 14.4 4.7 1.2 0.0 11.9 12.6
Number of Traders in Each Category Total Traders: 179
. 20 14 60 27 47 18 38 28 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 1,120,410
Positions
24,585 114,037 3,178 491,139 190,697 236,084 93,638 370,677 59,408 48,752 12,401 878 162,748 133,050
Changes from: November 17, 2020 Total Change is: 97,201
898 -15,856 3,178 -19,337 7,147 38,746 8,464 10,893 43,688 -198 750 878 20,884 7,777
Percent of Open Interest Represented by Each Category of Trader
2.2 10.2 0.3 43.8 17.0 21.1 8.4 33.1 5.3 4.4 1.1 0.1 14.5 11.9
Number of Traders in Each Category Total Traders: 132
. 11 4 56 23 49 9 21 15 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 1,993,176
Positions
27,908 144,795 36,243 823,472 509,593 262,295 421,106 778,851 62,445 175,184 57,925 13,534 170,989 127,495
Changes from: November 17, 2020 Total Change is: -25,003
1,818 12,705 12,638 -83,907 -66,330 10,472 779 -35,292 7,022 3,582 -2,536 12,265 10,328 24,053
Percent of Open Interest Represented by Each Category of Trader
1.4 7.3 1.8 41.3 25.6 13.2 21.1 39.1 3.1 8.8 2.9 0.7 8.6 6.4
Number of Traders in Each Category Total Traders: 271
14 25 16 91 30 69 48 34 27 22 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 3,471,861
Positions
169,640 318,620 49,393 1,329,325 1,119,832 682,238 427,406 568,637 161,912 233,447 115,083 6,015 412,485 450,131
Changes from: November 17, 2020 Total Change is: 222,412
32,003 -2,426 6,412 3,882 -41,159 64,650 5,925 90,748 64,955 -1,494 4,257 5,103 40,976 29,872
Percent of Open Interest Represented by Each Category of Trader
4.9 9.2 1.4 38.3 32.3 19.7 12.3 16.4 4.7 6.7 3.3 0.2 11.9 13.0
Number of Traders in Each Category Total Traders: 356
20 32 20 91 72 88 46 65 48 17 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 1,021,091
Positions
76,584 20,040 9,188 300,948 368,895 122,285 271,419 221,589 41,175 48,309 23,243 1,557 149,626 213,119
Changes from: November 17, 2020 Total Change is: 47,499
-12,206 773 2,368 144 3,411 6,637 -11,722 -24,335 29,908 -376 3,155 1,557 31,189 24,025
Percent of Open Interest Represented by Each Category of Trader
7.5 2.0 0.9 29.5 36.1 12.0 26.6 21.7 4.0 4.7 2.3 0.2 14.7 20.9
Number of Traders in Each Category Total Traders: 118
5 6 4 22 48 39 19 9 13 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 3,331,595
Positions
56,600 309,295 26,921 1,411,426 576,877 515,944 431,720 1,222,663 199,497 309,193 142,344 19,741 360,553 318,313
Changes from: November 17, 2020 Total Change is: 141,134
-10,417 62,548 9,493 11,728 3,347 -20,922 -5,192 -31,173 92,407 -20,270 -14,893 19,045 65,262 21,282
Percent of Open Interest Represented by Each Category of Trader
1.7 9.3 0.8 42.4 17.3 15.5 13.0 36.7 6.0 9.3 4.3 0.6 10.8 9.6
Number of Traders in Each Category Total Traders: 292
13 24 13 93 50 77 34 51 37 13 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 1,071,316
Positions
248,484 276,479 223,395 31,476 5,528 16,957 319,162 320,266 196,240 12,509 2,786 1,058 22,035 28,607
Changes from: November 17, 2020 Total Change is: -29,622
-16,332 -7,678 2,592 -592 2,896 -33 2,681 -9,935 -18,400 -56 0 -209 727 1,145
Percent of Open Interest Represented by Each Category of Trader
23.2 25.8 20.9 2.9 0.5 1.6 29.8 29.9 18.3 1.2 0.3 0.1 2.1 2.7
Number of Traders in Each Category Total Traders: 103
28 17 38 . . . 27 16 33 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 is10,070,649
Positions
1,887,205 2,410,931 1,935,835 339,631 443,803 424,193 1,359,933 587,508 3,343,107 73,271 83,293 141,339 566,135 700,640
Changes from: November 17, 2020 Total Change is: 161,612
21,182 -13,195 73,984 32,549 -26,493 -63,597 -66,563 55,077 166,077 6,046 -3,325 -8,132 66 -18,784
Percent of Open Interest Represented by Each Category of Trader
18.7 23.9 19.2 3.4 4.4 4.2 13.5 5.8 33.2 0.7 0.8 1.4 5.6 7.0
Number of Traders in Each Category Total Traders: 236
33 47 70 21 10 19 44 48 83 12 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 462,593
Positions
24,940 182,202 87,462 0 11,803 12,100 215,070 46,326 119,069 489 45 3,291 172 295
Changes from: November 17, 2020 Total Change is: 92,937
402 17,687 22,857 0 1,957 -583 20,927 1,399 48,002 -165 45 1,494 3 79
Percent of Open Interest Represented by Each Category of Trader
5.4 39.4 18.9 0.0 2.6 2.6 46.5 10.0 25.7 0.1 0.0 0.7 0.0 0.1
Number of Traders in Each Category Total Traders: 90
11 20 19 0 4 . 23 23 32 4 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 201,855
Positions
9,778 121,726 17,238 2,147 2,526 4,059 100,403 12,773 41,719 25,534 858 899 78 57
Changes from: November 17, 2020 Total Change is: 12,439
49 6,184 1,745 -1,858 -17 888 4,993 -2,765 6,227 406 187 3 -14 -13
Percent of Open Interest Represented by Each Category of Trader
4.8 60.3 8.5 1.1 1.3 2.0 49.7 6.3 20.7 12.6 0.4 0.4 0.0 0.0
Number of Traders in Each Category Total Traders: 80
5 22 12 . 4 . 23 20 29 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 154,902
Positions
0 54,947 0 3,403 2,178 0 1,969 15,648 80,827 68,682 1,138 0 21 164
Changes from: November 17, 2020 Total Change is: 3,253
0 1,563 0 0 13 0 -136 27 1,651 1,739 0 0 -1 -1
Percent of Open Interest Represented by Each Category of Trader
0.0 35.5 0.0 2.2 1.4 0.0 1.3 10.1 52.2 44.3 0.7 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 24, 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 12,336
Positions
0 643 0 668 0 0 5,441 9,864 408 2,381 300 334 3,104 787
Changes from: November 17, 2020 Total Change is: 827
0 -89 0 -177 -4 -26 136 1,767 201 448 -1,363 251 -6 90
Percent of Open Interest Represented by Each Category of Trader
0.0 5.2 0.0 5.4 0.0 0.0 44.1 80.0 3.3 19.3 2.4 2.7 25.2 6.4
Number of Traders in Each Category Total Traders: 108
0 . 0 5 0 0 40 21 6 35 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 31,913
Positions
6,445 3,346 0 5,390 9,270 953 9,882 10,521 1,661 2,874 2,937 47 4,661 3,178
Changes from: November 17, 2020 Total Change is: 2,500
-51 0 0 135 122 22 373 1,812 260 675 4 45 1,041 235
Percent of Open Interest Represented by Each Category of Trader
20.2 10.5 0.0 16.9 29.0 3.0 31.0 33.0 5.2 9.0 9.2 0.1 14.6 10.0
Number of Traders in Each Category Total Traders: 99
. . 0 7 8 . 20 31 10 16 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 265,349
Positions
32,218 20,133 5,523 123,853 56,638 18,489 23,404 104,137 28,442 10,469 2,381 4,929 18,022 24,677
Changes from: November 17, 2020 Total Change is: -17,462
3,619 -2,075 -9,024 9,368 9,931 630 -11,867 -7,615 -7,777 1,122 -1,054 -4,292 759 3,814
Percent of Open Interest Represented by Each Category of Trader
12.1 7.6 2.1 46.7 21.3 7.0 8.8 39.2 10.7 3.9 0.9 1.9 6.8 9.3
Number of Traders in Each Category Total Traders: 150
8 11 16 13 30 17 21 42 35 9 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 23,330
Positions
4,067 2,214 89 16,346 8,167 86 643 12,566 0 1,892 176 0 207 32
Changes from: November 17, 2020 Total Change is: 422
238 215 10 44 -65 0 88 262 0 3 0 0 39 0
Percent of Open Interest Represented by Each Category of Trader
17.4 9.5 0.4 70.1 35.0 0.4 2.8 53.9 0.0 8.1 0.8 0.0 0.9 0.1
Number of Traders in Each Category Total Traders: 37
. 4 . 9 . . 4 7 0 8 . 0
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Updated November 30, 2020