Traders in Financial Futures - Futures Only Positions as of December 1, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 147,803
Positions
5,571 58,774 224 63,608 19,974 3,728 15,500 45,472 4,345 13,360 0 334 41,133 14,952
Changes from: November 24, 2020 Total Change is: 6,980
396 3,864 15 5,241 922 -123 -3,256 2,049 924 -415 0 183 4,015 -854
Percent of Open Interest Represented by Each Category of Trader
3.8 39.8 0.2 43.0 13.5 2.5 10.5 30.8 2.9 9.0 0.0 0.2 27.8 10.1
Number of Traders in Each Category Total Traders: 99
4 8 4 24 10 6 17 24 12 12 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 51,683
Positions
3,418 27,411 158 8,669 5,100 348 19,837 4,576 119 0 481 6 19,128 13,484
Changes from: November 24, 2020 Total Change is: 1,295
21 -247 67 -1,015 186 3 -207 11 -140 0 0 6 2,560 1,409
Percent of Open Interest Represented by Each Category of Trader
6.6 53.0 0.3 16.8 9.9 0.7 38.4 8.9 0.2 0.0 0.9 0.0 37.0 26.1
Number of Traders in Each Category Total Traders: 40
. 6 4 10 5 . 11 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 146,966
Positions
13,350 15,387 4,558 55,381 47,435 5,736 30,859 38,517 2,491 2,016 6,854 0 32,575 25,988
Changes from: November 24, 2020 Total Change is: 4,008
-5,598 3,857 1,902 4,475 -1,129 -736 2,085 -1,749 -297 -16 0 0 2,193 2,160
Percent of Open Interest Represented by Each Category of Trader
9.1 10.5 3.1 37.7 32.3 3.9 21.0 26.2 1.7 1.4 4.7 0.0 22.2 17.7
Number of Traders in Each Category Total Traders: 108
7 7 5 17 20 11 25 27 16 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 185,873
Positions
4,366 131,394 1,982 95,030 7,597 6,824 28,197 19,310 1,262 15,365 559 0 32,847 16,945
Changes from: November 24, 2020 Total Change is: 6,370
-605 6,385 246 -2,141 -900 -185 512 571 -286 6,943 0 0 1,886 539
Percent of Open Interest Represented by Each Category of Trader
2.3 70.7 1.1 51.1 4.1 3.7 15.2 10.4 0.7 8.3 0.3 0.0 17.7 9.1
Number of Traders in Each Category Total Traders: 112
. 11 5 33 12 13 26 21 11 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 654,257
Positions
46,995 439,274 7,351 367,187 67,560 22,847 64,671 59,125 5,548 42,745 6,653 2,377 94,536 43,522
Changes from: November 24, 2020 Total Change is: 9,691
6,348 1,144 2,379 -7,632 1,367 -649 6,777 -303 -918 -3,187 700 17 6,556 5,954
Percent of Open Interest Represented by Each Category of Trader
7.2 67.1 1.1 56.1 10.3 3.5 9.9 9.0 0.8 6.5 1.0 0.4 14.4 6.7
Number of Traders in Each Category Total Traders: 306
15 14 13 111 30 47 55 30 24 35 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 25,476
Positions
0 8,615 0 9,910 3,655 2,096 944 5,103 2 1,250 449 0 11,274 5,556
Changes from: November 24, 2020 Total Change is: 718
0 0 0 341 958 299 522 -541 0 0 0 0 -444 2
Percent of Open Interest Represented by Each Category of Trader
0.0 33.8 0.0 38.9 14.3 8.2 3.7 20.0 0.0 4.9 1.8 0.0 44.3 21.8
Number of Traders in Each Category Total Traders: 23
0 . 0 11 4 7 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 130,727
Positions
11,911 44,802 393 44,087 47,089 2,697 36,627 17,322 2,021 1,226 420 0 31,765 15,983
Changes from: November 24, 2020 Total Change is: -804
618 1,194 388 -696 2,632 -412 -5,163 -2,031 422 0 0 0 4,039 -2,997
Percent of Open Interest Represented by Each Category of Trader
9.1 34.3 0.3 33.7 36.0 2.1 28.0 13.3 1.5 0.9 0.3 0.0 24.3 12.2
Number of Traders in Each Category Total Traders: 82
. 10 5 19 11 7 23 14 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 19,783
Positions
134 7,796 62 10,325 7,178 0 5,308 1,808 99 2,236 1,037 0 1,619 1,803
Changes from: November 24, 2020 Total Change is: -584
-357 0 0 133 -1,395 0 -861 799 -2 599 0 0 -96 14
Percent of Open Interest Represented by Each Category of Trader
0.7 39.4 0.3 52.2 36.3 0.0 26.8 9.1 0.5 11.3 5.2 0.0 8.2 9.1
Number of Traders in Each Category Total Traders: 44
. . . 9 4 0 11 5 . 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 149,709
Positions
307 72,606 605 66,327 1,590 560 66,562 45,259 3,064 3,286 23,212 0 8,998 2,813
Changes from: November 24, 2020 Total Change is: 12,922
-338 7,079 0 -396 -507 -294 10,915 5,823 864 795 166 0 1,376 -209
Percent of Open Interest Represented by Each Category of Trader
0.2 48.5 0.4 44.3 1.1 0.4 44.5 30.2 2.0 2.2 15.5 0.0 6.0 1.9
Number of Traders in Each Category Total Traders: 149
. 8 . 24 4 4 58 25 9 13 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 53,312
Positions
22,377 0 7,385 7,071 21,422 7 10,156 21,024 31 2,765 1,162 0 3,520 2,281
Changes from: November 24, 2020 Total Change is: 9,698
1 0 7,280 422 -968 0 4,237 4,513 -976 -2,545 39 0 1,279 -190
Percent of Open Interest Represented by Each Category of Trader
42.0 0.0 13.9 13.3 40.2 0.0 19.1 39.4 0.1 5.2 2.2 0.0 6.6 4.3
Number of Traders in Each Category Total Traders: 61
. 0 . 10 7 . 16 14 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 55,345
Positions
4,808 17,668 68 18,384 5,847 89 21,658 25,914 874 3,006 1,561 6 6,452 3,318
Changes from: November 24, 2020 Total Change is: 705
-32 1,136 23 404 -1,261 -181 40 732 200 -281 -252 0 532 308
Percent of Open Interest Represented by Each Category of Trader
8.7 31.9 0.1 33.2 10.6 0.2 39.1 46.8 1.6 5.4 2.8 0.0 11.7 6.0
Number of Traders in Each Category Total Traders: 98
4 6 . 19 4 . 33 22 9 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 15,364
Positions
2,512 0 0 5,131 2,523 0 6,094 10,743 80 345 598 0 1,202 1,420
Changes from: November 24, 2020 Total Change is: 47
12 0 0 51 -177 0 -82 188 -49 105 327 0 10 -242
Percent of Open Interest Represented by Each Category of Trader
16.3 0.0 0.0 33.4 16.4 0.0 39.7 69.9 0.5 2.2 3.9 0.0 7.8 9.2
Number of Traders in Each Category Total Traders: 31
. 0 0 6 4 0 10 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 47,034
Positions
19,176 11,509 3,556 5,858 3,154 826 7,924 7,650 224 189 14,005 0 9,282 6,112
Changes from: November 24, 2020 Total Change is: -2,259
1,958 -725 -1,211 -370 1,501 -641 -2,122 -755 -77 -360 -343 0 563 -9
Percent of Open Interest Represented by Each Category of Trader
40.8 24.5 7.6 12.5 6.7 1.8 16.8 16.3 0.5 0.4 29.8 0.0 19.7 13.0
Number of Traders in Each Category Total Traders: 90
23 12 5 16 7 6 14 13 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 94,068
Positions
38,352 23,017 7,112 11,715 6,308 1,652 15,848 15,299 447 378 28,009 0 18,564 12,224
Changes from: November 24, 2020 Total Change is: -4,518
3,916 -1,449 -2,421 -740 3,001 -1,281 -4,244 -1,510 -154 -720 -686 0 1,126 -18
Percent of Open Interest Represented by Each Category of Trader
40.8 24.5 7.6 12.5 6.7 1.8 16.8 16.3 0.5 0.4 29.8 0.0 19.7 13.0
Number of Traders in Each Category Total Traders: 90
23 12 5 16 7 6 14 13 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 26,395
Positions
5,624 18,806 49 14,263 3,285 1,362 1,909 2,180 0 400 431 0 2,788 282
Changes from: November 24, 2020 Total Change is: -1,877
-112 -1,401 46 -993 925 -1,197 359 -172 0 0 0 0 20 -78
Percent of Open Interest Represented by Each Category of Trader
21.3 71.2 0.2 54.0 12.4 5.2 7.2 8.3 0.0 1.5 1.6 0.0 10.6 1.1
Number of Traders in Each Category Total Traders: 29
6 6 . 11 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 556,009
Positions
61,089 125,278 14,633 248,749 107,178 61,146 51,026 82,621 22,368 23,171 72,730 1,454 72,374 68,602
Changes from: November 24, 2020 Total Change is: 17,640
4,619 14,691 -379 2,055 -435 1,185 4,513 -799 2,700 1,938 -639 240 769 1,075
Percent of Open Interest Represented by Each Category of Trader
11.0 22.5 2.6 44.7 19.3 11.0 9.2 14.9 4.0 4.2 13.1 0.3 13.0 12.3
Number of Traders in Each Category Total Traders: 542
33 36 25 154 90 115 64 99 64 34 32 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 32,505
Positions
5,215 19,283 7 1,000 0 0 7,119 8,009 900 200 0 0 18,064 4,306
Changes from: November 24, 2020 Total Change is: 4,000
-360 4,213 7 0 0 0 2,169 104 739 200 0 0 1,245 -1,063
Percent of Open Interest Represented by Each Category of Trader
16.0 59.3 0.0 3.1 0.0 0.0 21.9 24.6 2.8 0.6 0.0 0.0 55.6 13.2
Number of Traders in Each Category Total Traders: 25
. 7 . . 0 0 8 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 11,881
Positions
5,412 5,576 0 3,387 5,485 128 374 0 0 0 0 0 2,580 692
Changes from: November 24, 2020 Total Change is: 1,621
1,017 190 -47 604 1,462 0 78 0 0 0 0 0 -31 16
Percent of Open Interest Represented by Each Category of Trader
45.6 46.9 0.0 28.5 46.2 1.1 3.1 0.0 0.0 0.0 0.0 0.0 21.7 5.8
Number of Traders in Each Category Total Traders: 22
5 7 0 4 5 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 18,855
Positions
8,475 15,483 0 6,234 250 0 1,761 1,286 26 0 0 0 2,359 1,810
Changes from: November 24, 2020 Total Change is: -688
-175 1,684 0 269 -324 0 550 -717 0 0 0 0 -1,332 -1,331
Percent of Open Interest Represented by Each Category of Trader
44.9 82.1 0.0 33.1 1.3 0.0 9.3 6.8 0.1 0.0 0.0 0.0 12.5 9.6
Number of Traders in Each Category Total Traders: 32
. 10 0 10 . 0 4 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 2,617,521
Positions
307,174 557,779 45,323 1,238,745 535,888 305,730 284,173 437,700 42,702 115,856 364,652 6,268 271,550 321,479
Changes from: November 24, 2020 Total Change is: 68,200
24,111 51,608 -1,146 10,276 -2,174 5,925 18,111 1,876 3,414 9,688 -2,193 200 -2,379 10,690
Percent of Open Interest Represented by Each Category of Trader
11.7 21.3 1.7 47.3 20.5 11.7 10.9 16.7 1.6 4.4 13.9 0.2 10.4 12.3
Number of Traders in Each Category Total Traders: 542
33 36 24 154 90 115 64 99 61 34 32 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 24,161
Positions
5,881 19,162 0 13,341 288 0 1,956 2,869 0 0 650 0 2,983 1,192
Changes from: November 24, 2020 Total Change is: 1,148
-333 1,853 0 1,240 -388 0 -6 -342 0 0 0 0 247 25
Percent of Open Interest Represented by Each Category of Trader
24.3 79.3 0.0 55.2 1.2 0.0 8.1 11.9 0.0 0.0 2.7 0.0 12.3 4.9
Number of Traders in Each Category Total Traders: 26
. 8 0 7 . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 23,126
Positions
5,159 21,400 0 13,780 507 412 1,061 0 0 0 0 0 2,714 807
Changes from: November 24, 2020 Total Change is: 401
250 5 -43 -238 0 351 5 0 0 0 0 0 76 88
Percent of Open Interest Represented by Each Category of Trader
22.3 92.5 0.0 59.6 2.2 1.8 4.6 0.0 0.0 0.0 0.0 0.0 11.7 3.5
Number of Traders in Each Category Total Traders: 23
4 8 0 8 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 16,077
Positions
7,204 11,461 0 5,365 980 0 1,069 204 0 0 0 0 2,439 3,432
Changes from: November 24, 2020 Total Change is: 2,589
3,065 -269 -6 -110 0 0 -63 2 0 0 0 0 -297 2,862
Percent of Open Interest Represented by Each Category of Trader
44.8 71.3 0.0 33.4 6.1 0.0 6.6 1.3 0.0 0.0 0.0 0.0 15.2 21.3
Number of Traders in Each Category Total Traders: 23
4 10 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 164,452
Positions
5,723 0 0 19,394 0 1,044 102,273 25,633 6,145 1,580 3,461 70 28,223 128,099
Changes from: November 24, 2020 Total Change is: 3,200
25 0 0 997 0 0 3,897 4,553 401 0 -5,403 -10 -2,110 3,659
Percent of Open Interest Represented by Each Category of Trader
3.5 0.0 0.0 11.8 0.0 0.6 62.2 15.6 3.7 1.0 2.1 0.0 17.2 77.9
Number of Traders in Each Category Total Traders: 23
. 0 0 4 0 . 9 6 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 53,595
Positions
6,385 12,009 339 31,770 32,302 1,941 1,846 3,346 353 470 275 0 10,491 3,030
Changes from: November 24, 2020 Total Change is: -279
-100 838 0 -672 -1,095 425 -69 61 14 0 -10 0 123 -512
Percent of Open Interest Represented by Each Category of Trader
11.9 22.4 0.6 59.3 60.3 3.6 3.4 6.2 0.7 0.9 0.5 0.0 19.6 5.7
Number of Traders in Each Category Total Traders: 72
5 6 . 31 16 11 5 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 49,193
Positions
13,900 7,852 558 13,303 6,615 1,084 9,140 18,707 621 1,743 6,723 80 8,762 6,952
Changes from: November 24, 2020 Total Change is: -259
-253 307 79 628 -130 -105 -261 50 -91 -58 -440 -5 -194 76
Percent of Open Interest Represented by Each Category of Trader
28.3 16.0 1.1 27.0 13.4 2.2 18.6 38.0 1.3 3.5 13.7 0.2 17.8 14.1
Number of Traders in Each Category Total Traders: 280
25 22 7 64 42 32 40 54 26 12 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 245,965
Positions
69,501 39,259 2,792 66,517 33,075 5,422 45,701 93,536 3,106 8,715 33,617 400 43,811 34,758
Changes from: November 24, 2020 Total Change is: -1,293
-1,265 1,534 395 3,141 -651 -526 -1,304 250 -453 -289 -2,200 -24 -968 382
Percent of Open Interest Represented by Each Category of Trader
28.3 16.0 1.1 27.0 13.4 2.2 18.6 38.0 1.3 3.5 13.7 0.2 17.8 14.1
Number of Traders in Each Category Total Traders: 280
25 22 7 64 42 32 40 54 26 12 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 168,415
Positions
217 245 0 0 0 0 146,762 14,393 6,518 270 4,643 10 14,638 142,606
Changes from: November 24, 2020 Total Change is: 5,043
217 -334 0 0 0 0 6,090 6,014 330 0 -3,144 10 -1,604 2,167
Percent of Open Interest Represented by Each Category of Trader
0.1 0.1 0.0 0.0 0.0 0.0 87.1 8.5 3.9 0.2 2.8 0.0 8.7 84.7
Number of Traders in Each Category Total Traders: 22
. . 0 0 0 0 10 4 5 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 553,764
Positions
84,958 97,085 4,409 288,854 191,640 52,343 81,540 126,920 4,015 7,743 59,207 0 29,902 18,145
Changes from: November 24, 2020 Total Change is: -6,560
11,103 5,581 -65 -21,240 -2,312 191 3,172 -9,057 -713 -1,239 1,296 0 2,231 -1,481
Percent of Open Interest Represented by Each Category of Trader
15.3 17.5 0.8 52.2 34.6 9.5 14.7 22.9 0.7 1.4 10.7 0.0 5.4 3.3
Number of Traders in Each Category Total Traders: 364
29 22 5 102 61 57 61 54 16 12 23 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 17,626
Positions
6,793 15,406 19 4,651 1,171 0 4,930 370 193 0 0 0 1,040 467
Changes from: November 24, 2020 Total Change is: -69
0 0 0 -46 107 0 -65 15 -13 0 0 0 55 -178
Percent of Open Interest Represented by Each Category of Trader
38.5 87.4 0.1 26.4 6.6 0.0 28.0 2.1 1.1 0.0 0.0 0.0 5.9 2.6
Number of Traders in Each Category Total Traders: 20
. 8 . 5 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 18,165
Positions
206 11,558 0 9,309 227 32 2,821 1,430 340 0 1,203 0 5,457 3,375
Changes from: November 24, 2020 Total Change is: -47
-22 -11 0 119 227 25 377 30 -424 0 -51 0 -122 157
Percent of Open Interest Represented by Each Category of Trader
1.1 63.6 0.0 51.2 1.2 0.2 15.5 7.9 1.9 0.0 6.6 0.0 30.0 18.6
Number of Traders in Each Category Total Traders: 27
. 4 0 10 . . 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 56,629
Positions
16,720 17,955 707 12,755 4,515 991 15,871 14,089 345 1,762 3,363 0 7,478 14,664
Changes from: November 24, 2020 Total Change is: -361
634 968 45 -967 -498 138 -234 1,008 -441 11 0 0 453 -1,581
Percent of Open Interest Represented by Each Category of Trader
29.5 31.7 1.2 22.5 8.0 1.7 28.0 24.9 0.6 3.1 5.9 0.0 13.2 25.9
Number of Traders in Each Category Total Traders: 79
8 13 . 9 8 5 18 18 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 431,572
Positions
32,366 275,687 7,687 310,715 83,058 39,220 24,844 15,399 757 6,640 3,919 0 9,343 5,845
Changes from: November 24, 2020 Total Change is: -19,737
-5,320 9,458 3,336 -18,926 -15,266 7 1,939 -14,698 -558 -137 -2,490 -113 35 587
Percent of Open Interest Represented by Each Category of Trader
7.5 63.9 1.8 72.0 19.2 9.1 5.8 3.6 0.2 1.5 0.9 0.0 2.2 1.4
Number of Traders in Each Category Total Traders: 179
11 16 6 69 40 42 18 11 5 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 1,310,520
Positions
121,175 718,558 5,756 854,774 281,510 113,116 127,844 68,101 7,307 40,615 103,086 2,685 37,248 10,401
Changes from: November 24, 2020 Total Change is: 25,477
6,317 7,308 1,252 -23,473 9,149 18,103 17,391 -8,459 -881 4,531 -78 269 1,968 -1,186
Percent of Open Interest Represented by Each Category of Trader
9.2 54.8 0.4 65.2 21.5 8.6 9.8 5.2 0.6 3.1 7.9 0.2 2.8 0.8
Number of Traders in Each Category Total Traders: 439
31 17 8 182 67 83 67 27 17 34 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 211,858
Positions
60,739 166,148 33,192 22,952 50 2,686 82,127 357 7,361 2,566 65 0 235 1,999
Changes from: November 24, 2020 Total Change is: 360
188 -646 1,234 0 50 0 34 0 -550 0 0 0 -546 272
Percent of Open Interest Represented by Each Category of Trader
28.7 78.4 15.7 10.8 0.0 1.3 38.8 0.2 3.5 1.2 0.0 0.0 0.1 0.9
Number of Traders in Each Category Total Traders: 81
9 21 18 12 . . 27 . 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 1,163,996
Positions
13,195 117,650 7,763 647,714 161,660 159,254 68,751 486,309 55,495 66,346 17,263 0 145,478 158,602
Changes from: November 24, 2020 Total Change is: -197,695
7,206 -22,975 -9,282 -10,565 -3,446 -12,223 -18,600 1,872 -140,495 2,664 1,358 -39 -16,361 -12,465
Percent of Open Interest Represented by Each Category of Trader
1.1 10.1 0.7 55.6 13.9 13.7 5.9 41.8 4.8 5.7 1.5 0.0 12.5 13.6
Number of Traders in Each Category Total Traders: 182
9 17 8 58 27 43 18 39 20 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 1,036,156
Positions
23,757 104,823 9 509,580 191,212 206,805 74,262 349,619 33,059 51,683 14,381 0 137,001 136,248
Changes from: November 24, 2020 Total Change is: -84,254
-828 -9,214 -3,169 18,441 515 -29,279 -19,376 -21,058 -26,349 2,931 1,980 -878 -25,747 3,198
Percent of Open Interest Represented by Each Category of Trader
2.3 10.1 0.0 49.2 18.5 20.0 7.2 33.7 3.2 5.0 1.4 0.0 13.2 13.1
Number of Traders in Each Category Total Traders: 129
. 10 . 57 24 52 8 20 14 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 1,854,536
Positions
51,465 108,642 10,317 808,956 515,160 261,706 327,094 721,376 70,849 169,511 56,164 932 153,706 109,390
Changes from: November 24, 2020 Total Change is: -138,640
23,557 -36,153 -25,926 -14,516 5,567 -589 -94,012 -57,475 8,404 -5,673 -1,761 -12,602 -17,283 -18,105
Percent of Open Interest Represented by Each Category of Trader
2.8 5.9 0.6 43.6 27.8 14.1 17.6 38.9 3.8 9.1 3.0 0.1 8.3 5.9
Number of Traders in Each Category Total Traders: 262
15 18 8 92 31 65 47 33 28 20 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 3,201,303
Positions
174,232 262,112 31,498 1,276,487 1,088,389 633,571 358,849 519,654 122,817 245,653 139,053 297 357,899 403,912
Changes from: November 24, 2020 Total Change is: -270,558
4,592 -56,508 -17,895 -52,838 -31,443 -48,667 -68,557 -48,983 -39,095 12,206 23,970 -5,718 -54,586 -46,219
Percent of Open Interest Represented by Each Category of Trader
5.4 8.2 1.0 39.9 34.0 19.8 11.2 16.2 3.8 7.7 4.3 0.0 11.2 12.6
Number of Traders in Each Category Total Traders: 356
20 30 15 91 75 92 37 70 34 19 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 950,027
Positions
77,712 20,574 6,254 309,548 352,324 113,555 253,753 214,997 16,581 48,105 21,403 0 124,519 204,339
Changes from: November 24, 2020 Total Change is: -71,064
1,128 534 -2,934 8,600 -16,571 -8,730 -17,666 -6,592 -24,594 -204 -1,840 -1,557 -25,107 -8,780
Percent of Open Interest Represented by Each Category of Trader
8.2 2.2 0.7 32.6 37.1 12.0 26.7 22.6 1.7 5.1 2.3 0.0 13.1 21.5
Number of Traders in Each Category Total Traders: 119
7 5 5 25 48 42 17 8 10 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 3,135,711
Positions
53,045 244,630 14,824 1,395,806 542,561 505,256 373,431 1,220,634 171,232 318,593 143,565 620 302,904 292,389
Changes from: November 24, 2020 Total Change is: -195,884
-3,555 -64,665 -12,097 -15,620 -34,316 -10,688 -58,289 -2,029 -28,265 9,400 1,221 -19,121 -57,649 -25,924
Percent of Open Interest Represented by Each Category of Trader
1.7 7.8 0.5 44.5 17.3 16.1 11.9 38.9 5.5 10.2 4.6 0.0 9.7 9.3
Number of Traders in Each Category Total Traders: 279
13 20 11 91 48 78 29 54 28 12 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 954,710
Positions
253,853 258,405 197,537 14,430 5,189 17,620 274,966 283,001 170,066 6,419 1,793 1,490 18,329 19,609
Changes from: November 24, 2020 Total Change is: -116,606
5,369 -18,074 -25,858 -17,046 -339 663 -44,196 -37,265 -26,174 -6,090 -993 432 -3,706 -8,998
Percent of Open Interest Represented by Each Category of Trader
26.6 27.1 20.7 1.5 0.5 1.8 28.8 29.6 17.8 0.7 0.2 0.2 1.9 2.1
Number of Traders in Each Category Total Traders: 100
29 15 39 . . . 26 16 34 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 9,911,764
Positions
1,736,989 2,338,879 2,017,228 369,699 443,292 391,712 1,409,380 558,727 3,221,214 79,550 83,690 132,165 553,827 724,857
Changes from: November 24, 2020 Total Change is: -158,885
-150,216 -72,052 81,393 30,068 -511 -32,481 49,447 -28,781 -121,893 6,279 397 -9,174 -12,308 24,217
Percent of Open Interest Represented by Each Category of Trader
17.5 23.6 20.4 3.7 4.5 4.0 14.2 5.6 32.5 0.8 0.8 1.3 5.6 7.3
Number of Traders in Each Category Total Traders: 232
34 47 69 17 12 20 44 44 82 11 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 503,653
Positions
18,450 207,144 92,720 2,413 10,920 11,419 246,745 49,653 128,437 378 116 2,935 156 309
Changes from: November 24, 2020 Total Change is: 41,060
-6,490 24,942 5,258 2,413 -883 -681 31,675 3,327 9,368 -111 71 -356 -16 14
Percent of Open Interest Represented by Each Category of Trader
3.7 41.1 18.4 0.5 2.2 2.3 49.0 9.9 25.5 0.1 0.0 0.6 0.0 0.1
Number of Traders in Each Category Total Traders: 91
9 22 19 . 4 . 23 20 31 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 159,594
Positions
11,337 92,865 14,182 1,766 2,452 4,070 81,802 14,589 29,888 15,699 704 786 64 58
Changes from: November 24, 2020 Total Change is: -42,261
1,559 -28,861 -3,056 -381 -74 11 -18,601 1,816 -11,831 -9,835 -154 -113 -14 1
Percent of Open Interest Represented by Each Category of Trader
7.1 58.2 8.9 1.1 1.5 2.6 51.3 9.1 18.7 9.8 0.4 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 75
8 18 14 . 4 . 19 22 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 157,631
Positions
0 55,954 0 3,404 2,046 0 2,634 16,039 82,255 69,308 1,142 0 30 195
Changes from: November 24, 2020 Total Change is: 2,729
0 1,007 0 1 -132 0 665 391 1,428 626 4 0 9 31
Percent of Open Interest Represented by Each Category of Trader
0.0 35.5 0.0 2.2 1.3 0.0 1.7 10.2 52.2 44.0 0.7 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 27
0 6 0 . 5 0 . . . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 11,812
Positions
28 643 0 626 0 0 4,509 9,375 344 2,442 460 529 3,334 461
Changes from: November 24, 2020 Total Change is: -524
28 0 0 -42 0 0 -932 -489 -64 61 160 195 230 -326
Percent of Open Interest Represented by Each Category of Trader
0.2 5.4 0.0 5.3 0.0 0.0 38.2 79.4 2.9 20.7 3.9 4.5 28.2 3.9
Number of Traders in Each Category Total Traders: 110
. . 0 6 0 0 37 21 7 36 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 37,196
Positions
6,947 3,346 0 5,493 9,572 960 16,063 14,782 1,586 1,550 3,024 4 4,593 3,922
Changes from: November 24, 2020 Total Change is: 5,283
502 0 0 103 302 7 6,181 4,261 -75 -1,324 87 -43 -68 744
Percent of Open Interest Represented by Each Category of Trader
18.7 9.0 0.0 14.8 25.7 2.6 43.2 39.7 4.3 4.2 8.1 0.0 12.3 10.5
Number of Traders in Each Category Total Traders: 106
. . 0 8 11 4 17 38 10 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 280,441
Positions
35,267 18,480 7,224 124,206 64,339 23,229 27,376 108,857 25,802 12,058 2,578 4,226 21,053 25,706
Changes from: November 24, 2020 Total Change is: 15,092
3,049 -1,653 1,701 353 7,701 4,740 3,972 4,720 -2,640 1,589 197 -703 3,031 1,029
Percent of Open Interest Represented by Each Category of Trader
12.6 6.6 2.6 44.3 22.9 8.3 9.8 38.8 9.2 4.3 0.9 1.5 7.5 9.2
Number of Traders in Each Category Total Traders: 148
10 11 16 13 27 15 22 40 37 9 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 24,430
Positions
4,347 2,214 89 17,118 8,167 23 689 13,715 33 1,861 176 0 270 13
Changes from: November 24, 2020 Total Change is: 1,100
280 0 0 772 0 -63 46 1,149 33 -31 0 0 63 -19
Percent of Open Interest Represented by Each Category of Trader
17.8 9.1 0.4 70.1 33.4 0.1 2.8 56.1 0.1 7.6 0.7 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 36
. 4 . 9 . . 4 7 . 7 . 0
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Updated December 04, 2020