Traders in Financial Futures - Futures Only Positions as of December 8, 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 163,589
Positions
6,804 61,872 238 65,602 20,069 4,360 20,666 52,151 7,192 12,943 400 354 45,430 16,953
Changes from: December 1, 2020 Total Change is: 15,786
1,233 3,098 14 1,994 95 632 5,166 6,679 2,847 -417 400 20 4,297 2,001
Percent of Open Interest Represented by Each Category of Trader
4.2 37.8 0.1 40.1 12.3 2.7 12.6 31.9 4.4 7.9 0.2 0.2 27.8 10.4
Number of Traders in Each Category Total Traders: 106
5 8 4 23 10 9 19 28 17 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 54,922
Positions
2,775 29,430 556 9,997 4,490 896 16,361 5,519 1,482 0 481 0 22,855 12,068
Changes from: December 1, 2020 Total Change is: 3,239
-643 2,019 398 1,328 -610 548 -3,476 943 1,363 0 0 -6 3,727 -1,416
Percent of Open Interest Represented by Each Category of Trader
5.1 53.6 1.0 18.2 8.2 1.6 29.8 10.0 2.7 0.0 0.9 0.0 41.6 22.0
Number of Traders in Each Category Total Traders: 47
. 7 4 13 4 5 11 9 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 164,184
Positions
10,206 18,941 25,089 56,234 47,114 6,288 27,354 28,520 4,411 1,600 6,854 0 33,002 26,967
Changes from: December 1, 2020 Total Change is: 17,218
-3,144 3,554 20,531 853 -321 552 -3,505 -9,997 1,920 -416 0 0 427 979
Percent of Open Interest Represented by Each Category of Trader
6.2 11.5 15.3 34.3 28.7 3.8 16.7 17.4 2.7 1.0 4.2 0.0 20.1 16.4
Number of Traders in Each Category Total Traders: 109
7 8 7 17 20 14 22 30 19 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 193,326
Positions
4,611 140,755 572 97,516 7,420 6,003 31,321 18,203 4,692 14,681 559 0 33,930 15,122
Changes from: December 1, 2020 Total Change is: 7,453
245 9,361 -1,410 2,486 -177 -821 3,124 -1,107 3,430 -684 0 0 1,083 -1,823
Percent of Open Interest Represented by Each Category of Trader
2.4 72.8 0.3 50.4 3.8 3.1 16.2 9.4 2.4 7.6 0.3 0.0 17.6 7.8
Number of Traders in Each Category Total Traders: 110
. 10 . 33 11 10 33 14 15 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 683,351
Positions
44,128 448,295 24,346 371,598 71,244 21,256 72,412 58,873 8,028 39,176 5,545 2,845 99,562 42,919
Changes from: December 1, 2020 Total Change is: 29,094
-2,867 9,021 16,995 4,411 3,684 -1,591 7,741 -252 2,480 -3,569 -1,108 468 5,026 -603
Percent of Open Interest Represented by Each Category of Trader
6.5 65.6 3.6 54.4 10.4 3.1 10.6 8.6 1.2 5.7 0.8 0.4 14.6 6.3
Number of Traders in Each Category Total Traders: 297
17 13 15 109 29 47 52 33 22 32 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 160,280
Positions
10,815 45,995 7,346 45,083 47,551 2,912 41,846 22,691 16,644 1,726 420 0 33,908 16,721
Changes from: December 1, 2020 Total Change is: 29,553
-1,096 1,193 6,953 996 462 215 5,219 5,369 14,623 500 0 0 2,143 738
Percent of Open Interest Represented by Each Category of Trader
6.7 28.7 4.6 28.1 29.7 1.8 26.1 14.2 10.4 1.1 0.3 0.0 21.2 10.4
Number of Traders in Each Category Total Traders: 87
. 9 4 18 10 10 25 19 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 24,019
Positions
435 8,294 197 10,441 4,726 0 7,129 6,417 1,828 1,753 1,215 63 2,173 1,279
Changes from: December 1, 2020 Total Change is: 4,236
301 498 135 116 -2,452 0 1,821 4,609 1,729 -483 178 63 554 -524
Percent of Open Interest Represented by Each Category of Trader
1.8 34.5 0.8 43.5 19.7 0.0 29.7 26.7 7.6 7.3 5.1 0.3 9.0 5.3
Number of Traders in Each Category Total Traders: 52
. 4 . 9 . 0 15 8 . 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 191,833
Positions
1,184 75,334 37,111 64,728 1,542 639 68,850 42,973 7,606 3,199 23,787 38 8,478 2,803
Changes from: December 1, 2020 Total Change is: 42,124
877 2,728 36,506 -1,599 -48 79 2,288 -2,286 4,542 -87 575 38 -520 -10
Percent of Open Interest Represented by Each Category of Trader
0.6 39.3 19.3 33.7 0.8 0.3 35.9 22.4 4.0 1.7 12.4 0.0 4.4 1.5
Number of Traders in Each Category Total Traders: 153
. 12 5 28 4 4 55 25 11 11 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 35,661
Positions
12,789 0 1,877 7,747 14,576 7 6,500 11,623 258 3,065 1,119 0 3,418 6,201
Changes from: December 1, 2020 Total Change is: -17,651
-9,588 0 -5,508 676 -6,846 0 -3,656 -9,401 227 300 -43 0 -102 3,920
Percent of Open Interest Represented by Each Category of Trader
35.9 0.0 5.3 21.7 40.9 0.0 18.2 32.6 0.7 8.6 3.1 0.0 9.6 17.4
Number of Traders in Each Category Total Traders: 56
. 0 . 10 6 . 12 11 . 8 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 61,261
Positions
4,437 18,150 2,162 19,791 6,112 700 22,042 26,901 2,805 3,096 1,092 6 6,222 3,333
Changes from: December 1, 2020 Total Change is: 5,916
-371 482 2,094 1,407 265 611 384 987 1,931 90 -469 0 -230 15
Percent of Open Interest Represented by Each Category of Trader
7.2 29.6 3.5 32.3 10.0 1.1 36.0 43.9 4.6 5.1 1.8 0.0 10.2 5.4
Number of Traders in Each Category Total Traders: 96
4 6 . 22 6 5 28 21 11 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 15,020
Positions
2,512 0 128 3,990 2,246 0 6,146 10,392 704 240 141 0 1,300 1,409
Changes from: December 1, 2020 Total Change is: -344
0 0 128 -1,141 -277 0 52 -351 624 -105 -457 0 98 -11
Percent of Open Interest Represented by Each Category of Trader
16.7 0.0 0.9 26.6 15.0 0.0 40.9 69.2 4.7 1.6 0.9 0.0 8.7 9.4
Number of Traders in Each Category Total Traders: 30
. 0 . 6 . 0 11 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 51,358
Positions
20,892 11,676 4,209 7,346 3,356 671 9,015 9,602 160 386 14,022 0 8,679 7,663
Changes from: December 1, 2020 Total Change is: 4,324
1,716 168 653 1,489 202 -155 1,091 1,952 -64 197 17 0 -603 1,551
Percent of Open Interest Represented by Each Category of Trader
40.7 22.7 8.2 14.3 6.5 1.3 17.6 18.7 0.3 0.8 27.3 0.0 16.9 14.9
Number of Traders in Each Category Total Traders: 98
22 14 6 19 6 7 21 10 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 102,716
Positions
41,784 23,352 8,418 14,692 6,712 1,342 18,030 19,203 320 772 28,043 0 17,358 15,326
Changes from: December 1, 2020 Total Change is: 8,648
3,432 335 1,306 2,977 404 -310 2,182 3,904 -127 394 34 0 -1,206 3,102
Percent of Open Interest Represented by Each Category of Trader
40.7 22.7 8.2 14.3 6.5 1.3 17.6 18.7 0.3 0.8 27.3 0.0 16.9 14.9
Number of Traders in Each Category Total Traders: 98
22 14 6 19 6 7 21 10 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 27,049
Positions
5,995 19,069 3 14,586 3,316 1,778 1,896 2,121 0 400 431 0 2,391 331
Changes from: December 1, 2020 Total Change is: 654
371 263 -46 323 31 416 -13 -59 0 0 0 0 -397 49
Percent of Open Interest Represented by Each Category of Trader
22.2 70.5 0.0 53.9 12.3 6.6 7.0 7.8 0.0 1.5 1.6 0.0 8.8 1.2
Number of Traders in Each Category Total Traders: 30
6 6 . 12 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 578,100
Positions
60,654 131,171 22,002 256,333 104,889 61,052 52,685 87,183 27,134 22,783 73,706 1,537 73,920 69,427
Changes from: December 1, 2020 Total Change is: 22,090
-435 5,893 7,370 7,584 -2,289 -94 1,659 4,562 4,766 -388 975 83 1,546 825
Percent of Open Interest Represented by Each Category of Trader
10.5 22.7 3.8 44.3 18.1 10.6 9.1 15.1 4.7 3.9 12.7 0.3 12.8 12.0
Number of Traders in Each Category Total Traders: 549
35 38 29 157 88 113 61 103 59 32 34 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 35,077
Positions
5,475 21,883 7 1,000 0 0 8,699 9,269 120 0 0 0 19,776 3,798
Changes from: December 1, 2020 Total Change is: 2,572
260 2,600 0 0 0 0 1,580 1,260 -780 -200 0 0 1,712 -508
Percent of Open Interest Represented by Each Category of Trader
15.6 62.4 0.0 2.9 0.0 0.0 24.8 26.4 0.3 0.0 0.0 0.0 56.4 10.8
Number of Traders in Each Category Total Traders: 26
. 9 . . 0 0 7 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 12,089
Positions
6,008 5,576 0 2,847 5,477 128 832 0 0 0 0 0 2,274 908
Changes from: December 1, 2020 Total Change is: 208
596 0 0 -540 -8 0 458 0 0 0 0 0 -306 216
Percent of Open Interest Represented by Each Category of Trader
49.7 46.1 0.0 23.6 45.3 1.1 6.9 0.0 0.0 0.0 0.0 0.0 18.8 7.5
Number of Traders in Each Category Total Traders: 22
5 7 0 . 5 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 20,516
Positions
8,275 16,454 250 7,084 550 173 1,817 1,153 209 0 0 0 2,708 1,727
Changes from: December 1, 2020 Total Change is: 1,661
-200 971 250 850 300 173 56 -133 183 0 0 0 349 -83
Percent of Open Interest Represented by Each Category of Trader
40.3 80.2 1.2 34.5 2.7 0.8 8.9 5.6 1.0 0.0 0.0 0.0 13.2 8.4
Number of Traders in Each Category Total Traders: 34
. 10 . 10 . . 5 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 2,715,113
Positions
312,947 583,491 72,924 1,276,667 524,444 305,258 293,328 462,970 61,671 113,915 368,529 7,683 270,720 328,143
Changes from: December 1, 2020 Total Change is: 97,592
5,773 25,712 27,601 37,922 -11,444 -472 9,155 25,270 18,969 -1,941 3,877 1,415 -830 6,664
Percent of Open Interest Represented by Each Category of Trader
11.5 21.5 2.7 47.0 19.3 11.2 10.8 17.1 2.3 4.2 13.6 0.3 10.0 12.1
Number of Traders in Each Category Total Traders: 549
34 39 27 157 88 113 63 101 57 32 34 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 26,685
Positions
5,894 21,607 0 15,439 288 0 1,957 3,063 0 0 650 0 3,395 1,077
Changes from: December 1, 2020 Total Change is: 2,524
13 2,445 0 2,098 0 0 1 194 0 0 0 0 412 -115
Percent of Open Interest Represented by Each Category of Trader
22.1 81.0 0.0 57.9 1.1 0.0 7.3 11.5 0.0 0.0 2.4 0.0 12.7 4.0
Number of Traders in Each Category Total Traders: 27
. 9 0 7 . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 23,282
Positions
5,159 21,433 0 13,988 507 412 830 0 0 0 0 0 2,893 930
Changes from: December 1, 2020 Total Change is: 156
0 33 0 208 0 0 -231 0 0 0 0 0 179 123
Percent of Open Interest Represented by Each Category of Trader
22.2 92.1 0.0 60.1 2.2 1.8 3.6 0.0 0.0 0.0 0.0 0.0 12.4 4.0
Number of Traders in Each Category Total Traders: 22
4 8 0 8 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 16,203
Positions
7,204 11,541 0 5,335 3,842 0 1,029 0 0 0 0 0 2,635 820
Changes from: December 1, 2020 Total Change is: 126
0 80 0 -30 2,862 0 -40 -204 0 0 0 0 196 -2,612
Percent of Open Interest Represented by Each Category of Trader
44.5 71.2 0.0 32.9 23.7 0.0 6.4 0.0 0.0 0.0 0.0 0.0 16.3 5.1
Number of Traders in Each Category Total Traders: 22
4 10 0 4 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 152,578
Positions
3,451 0 0 19,667 0 856 94,388 32,059 6,084 1,580 2,040 40 26,512 111,499
Changes from: December 1, 2020 Total Change is: -11,874
-2,272 0 0 273 0 -188 -7,885 6,426 -61 0 -1,421 -30 -1,711 -16,600
Percent of Open Interest Represented by Each Category of Trader
2.3 0.0 0.0 12.9 0.0 0.6 61.9 21.0 4.0 1.0 1.3 0.0 17.4 73.1
Number of Traders in Each Category Total Traders: 20
. 0 0 4 0 . 7 6 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 54,462
Positions
6,378 13,488 545 32,171 31,286 1,899 1,872 3,494 367 1,386 0 0 9,844 3,383
Changes from: December 1, 2020 Total Change is: 867
-7 1,479 206 401 -1,016 -42 26 148 14 916 -275 0 -647 353
Percent of Open Interest Represented by Each Category of Trader
11.7 24.8 1.0 59.1 57.4 3.5 3.4 6.4 0.7 2.5 0.0 0.0 18.1 6.2
Number of Traders in Each Category Total Traders: 76
5 8 . 34 16 11 5 6 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 48,901
Positions
11,960 9,202 1,206 14,134 5,911 869 9,107 20,941 863 1,809 2,763 79 8,874 7,067
Changes from: December 1, 2020 Total Change is: -292
-1,940 1,350 648 831 -704 -215 -34 2,234 242 66 -3,960 -1 112 116
Percent of Open Interest Represented by Each Category of Trader
24.5 18.8 2.5 28.9 12.1 1.8 18.6 42.8 1.8 3.7 5.7 0.2 18.1 14.5
Number of Traders in Each Category Total Traders: 283
24 26 10 66 39 31 42 52 26 13 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 244,507
Positions
59,802 46,008 6,032 70,670 29,554 4,345 45,533 104,704 4,316 9,045 13,817 395 44,369 35,336
Changes from: December 1, 2020 Total Change is: -1,458
-9,699 6,749 3,240 4,153 -3,521 -1,077 -168 11,168 1,210 330 -19,800 -5 558 578
Percent of Open Interest Represented by Each Category of Trader
24.5 18.8 2.5 28.9 12.1 1.8 18.6 42.8 1.8 3.7 5.7 0.2 18.1 14.5
Number of Traders in Each Category Total Traders: 283
24 26 10 66 39 31 42 52 26 13 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 179,423
Positions
0 558 0 0 0 0 157,073 23,219 6,764 230 4,154 10 15,346 144,718
Changes from: December 1, 2020 Total Change is: 11,008
-217 313 0 0 0 0 10,311 8,826 246 -40 -489 0 708 2,112
Percent of Open Interest Represented by Each Category of Trader
0.0 0.3 0.0 0.0 0.0 0.0 87.5 12.9 3.8 0.1 2.3 0.0 8.6 80.7
Number of Traders in Each Category Total Traders: 20
0 . 0 0 0 0 7 4 5 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 558,588
Positions
98,222 100,303 5,230 288,398 181,756 50,292 73,444 139,670 4,114 10,093 56,761 0 28,795 20,462
Changes from: December 1, 2020 Total Change is: 4,824
13,264 3,218 821 -456 -9,884 -2,051 -8,096 12,750 99 2,350 -2,446 0 -1,107 2,317
Percent of Open Interest Represented by Each Category of Trader
17.6 18.0 0.9 51.6 32.5 9.0 13.1 25.0 0.7 1.8 10.2 0.0 5.2 3.7
Number of Traders in Each Category Total Traders: 365
31 21 5 109 59 53 52 60 19 15 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 20,743
Positions
6,793 15,406 1,309 4,550 1,157 0 4,928 276 2,035 0 0 0 1,128 560
Changes from: December 1, 2020 Total Change is: 3,117
0 0 1,290 -101 -14 0 -2 -94 1,842 0 0 0 88 93
Percent of Open Interest Represented by Each Category of Trader
32.7 74.3 6.3 21.9 5.6 0.0 23.8 1.3 9.8 0.0 0.0 0.0 5.4 2.7
Number of Traders in Each Category Total Traders: 21
. 8 . 5 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 20,409
Positions
631 12,546 0 9,271 227 33 1,305 1,650 1,432 0 637 675 7,062 3,209
Changes from: December 1, 2020 Total Change is: 2,244
425 988 0 -38 0 1 -1,516 220 1,092 0 -566 675 1,605 -166
Percent of Open Interest Represented by Each Category of Trader
3.1 61.5 0.0 45.4 1.1 0.2 6.4 8.1 7.0 0.0 3.1 3.3 34.6 15.7
Number of Traders in Each Category Total Traders: 27
. 4 0 10 . . 5 . 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 60,257
Positions
17,243 17,365 3,023 12,668 4,324 259 15,368 12,357 1,465 1,356 1,491 171 8,704 19,802
Changes from: December 1, 2020 Total Change is: 3,628
523 -590 2,316 -87 -191 -732 -503 -1,732 1,120 -406 -1,872 171 1,226 5,138
Percent of Open Interest Represented by Each Category of Trader
28.6 28.8 5.0 21.0 7.2 0.4 25.5 20.5 2.4 2.3 2.5 0.3 14.4 32.9
Number of Traders in Each Category Total Traders: 75
9 12 10 9 6 . 21 14 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 428,734
Positions
33,606 271,450 7,841 299,995 83,567 44,794 26,833 9,192 868 6,356 3,805 0 8,441 7,217
Changes from: December 1, 2020 Total Change is: -2,838
1,240 -4,237 154 -10,720 509 5,574 1,989 -6,207 111 -284 -114 0 -902 1,372
Percent of Open Interest Represented by Each Category of Trader
7.8 63.3 1.8 70.0 19.5 10.4 6.3 2.1 0.2 1.5 0.9 0.0 2.0 1.7
Number of Traders in Each Category Total Traders: 180
13 15 6 69 44 40 19 8 5 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 1,296,762
Positions
114,952 696,055 14,645 841,033 276,906 109,867 114,263 68,861 11,109 45,438 103,375 4,854 40,601 11,090
Changes from: December 1, 2020 Total Change is: -13,758
-6,223 -22,503 8,889 -13,741 -4,604 -3,249 -13,581 760 3,802 4,823 289 2,169 3,353 689
Percent of Open Interest Represented by Each Category of Trader
8.9 53.7 1.1 64.9 21.4 8.5 8.8 5.3 0.9 3.5 8.0 0.4 3.1 0.9
Number of Traders in Each Category Total Traders: 442
30 16 11 181 69 82 62 34 24 34 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 214,612
Positions
61,282 170,862 32,470 23,113 400 2,686 84,392 310 7,786 2,609 65 0 274 33
Changes from: December 1, 2020 Total Change is: 2,754
543 4,714 -722 161 350 0 2,265 -47 425 43 0 0 39 -1,966
Percent of Open Interest Represented by Each Category of Trader
28.6 79.6 15.1 10.8 0.2 1.3 39.3 0.1 3.6 1.2 0.0 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 85
9 22 18 13 . . 29 . 4 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 1,161,288
Positions
11,371 122,180 7,462 660,904 162,059 158,148 58,279 489,977 48,845 66,769 17,800 0 149,510 154,817
Changes from: December 1, 2020 Total Change is: -2,708
-1,824 4,530 -301 13,190 399 -1,106 -10,472 3,668 -6,650 423 537 0 4,032 -3,785
Percent of Open Interest Represented by Each Category of Trader
1.0 10.5 0.6 56.9 14.0 13.6 5.0 42.2 4.2 5.7 1.5 0.0 12.9 13.3
Number of Traders in Each Category Total Traders: 186
8 19 6 57 28 44 19 41 21 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 1,029,631
Positions
23,909 106,657 0 513,341 190,409 202,453 75,391 354,431 23,321 52,581 14,681 0 138,635 137,679
Changes from: December 1, 2020 Total Change is: -6,525
152 1,834 -9 3,761 -803 -4,352 1,129 4,812 -9,738 898 300 0 1,634 1,431
Percent of Open Interest Represented by Each Category of Trader
2.3 10.4 0.0 49.9 18.5 19.7 7.3 34.4 2.3 5.1 1.4 0.0 13.5 13.4
Number of Traders in Each Category Total Traders: 129
. 11 0 58 23 52 8 19 11 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 1,848,048
Positions
45,850 131,682 16,085 804,810 547,607 256,399 333,411 672,516 54,395 170,145 60,422 934 166,019 108,008
Changes from: December 1, 2020 Total Change is: -6,488
-5,615 23,040 5,768 -4,146 32,447 -5,307 6,317 -48,860 -16,454 634 4,258 2 12,313 -1,382
Percent of Open Interest Represented by Each Category of Trader
2.5 7.1 0.9 43.5 29.6 13.9 18.0 36.4 2.9 9.2 3.3 0.1 9.0 5.8
Number of Traders in Each Category Total Traders: 266
13 23 8 91 31 64 47 35 26 20 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 3,203,565
Positions
181,620 276,330 31,678 1,259,607 1,031,278 647,984 381,753 583,685 100,006 248,015 141,859 776 352,126 389,969
Changes from: December 1, 2020 Total Change is: 2,262
7,388 14,218 180 -16,880 -57,111 14,413 22,904 64,031 -22,811 2,362 2,806 479 -5,773 -13,943
Percent of Open Interest Represented by Each Category of Trader
5.7 8.6 1.0 39.3 32.2 20.2 11.9 18.2 3.1 7.7 4.4 0.0 11.0 12.2
Number of Traders in Each Category Total Traders: 365
18 36 14 89 73 89 46 71 32 19 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 972,585
Positions
70,201 24,571 8,937 320,146 357,574 116,196 267,979 228,444 15,408 44,874 22,815 0 128,844 198,640
Changes from: December 1, 2020 Total Change is: 22,558
-7,511 3,997 2,683 10,598 5,250 2,641 14,226 13,447 -1,173 -3,231 1,412 0 4,325 -5,699
Percent of Open Interest Represented by Each Category of Trader
7.2 2.5 0.9 32.9 36.8 11.9 27.6 23.5 1.6 4.6 2.3 0.0 13.2 20.4
Number of Traders in Each Category Total Traders: 119
6 6 4 25 47 43 19 8 14 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 3,142,036
Positions
43,962 274,563 16,158 1,409,747 553,036 514,706 398,333 1,203,437 151,017 320,260 145,527 660 287,193 282,932
Changes from: December 1, 2020 Total Change is: 6,325
-9,083 29,933 1,334 13,941 10,475 9,450 24,902 -17,197 -20,215 1,667 1,962 40 -15,711 -9,457
Percent of Open Interest Represented by Each Category of Trader
1.4 8.7 0.5 44.9 17.6 16.4 12.7 38.3 4.8 10.2 4.6 0.0 9.1 9.0
Number of Traders in Each Category Total Traders: 292
14 20 9 90 50 78 34 58 29 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 988,774
Positions
281,569 295,069 186,443 8,493 5,289 21,564 283,498 274,279 177,324 7,114 1,993 1,671 21,098 25,142
Changes from: December 1, 2020 Total Change is: 34,064
27,716 36,664 -11,094 -5,937 100 3,944 8,532 -8,722 7,258 695 200 181 2,769 5,533
Percent of Open Interest Represented by Each Category of Trader
28.5 29.8 18.9 0.9 0.5 2.2 28.7 27.7 17.9 0.7 0.2 0.2 2.1 2.5
Number of Traders in Each Category Total Traders: 96
28 14 38 . . . 25 15 31 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 is10,010,023
Positions
1,749,528 2,458,608 2,027,377 367,265 460,649 348,424 1,550,341 604,822 3,159,699 82,895 81,725 128,593 595,901 740,126
Changes from: December 1, 2020 Total Change is: 98,259
12,539 119,729 10,149 -2,434 17,357 -43,288 140,961 46,095 -61,515 3,345 -1,965 -3,572 42,074 15,269
Percent of Open Interest Represented by Each Category of Trader
17.5 24.6 20.3 3.7 4.6 3.5 15.5 6.0 31.6 0.8 0.8 1.3 6.0 7.4
Number of Traders in Each Category Total Traders: 229
33 47 70 16 13 19 45 44 81 12 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 510,252
Positions
14,602 214,367 96,828 2,330 11,062 11,690 259,014 50,459 122,251 221 190 3,154 162 251
Changes from: December 1, 2020 Total Change is: 6,599
-3,848 7,223 4,108 -83 142 271 12,269 806 -6,186 -157 74 219 6 -58
Percent of Open Interest Represented by Each Category of Trader
2.9 42.0 19.0 0.5 2.2 2.3 50.8 9.9 24.0 0.0 0.0 0.6 0.0 0.0
Number of Traders in Each Category Total Traders: 89
10 22 20 . 4 . 18 24 32 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 179,586
Positions
20,855 106,929 16,522 2,545 438 3,474 82,947 16,550 33,647 18,239 659 1,302 55 65
Changes from: December 1, 2020 Total Change is: 19,992
9,518 14,064 2,340 779 -2,014 -596 1,145 1,961 3,759 2,540 -45 516 -9 7
Percent of Open Interest Represented by Each Category of Trader
11.6 59.5 9.2 1.4 0.2 1.9 46.2 9.2 18.7 10.2 0.4 0.7 0.0 0.0
Number of Traders in Each Category Total Traders: 78
10 19 14 . . . 18 22 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 159,162
Positions
0 56,478 0 3,404 1,506 0 3,074 15,458 84,527 68,133 1,044 0 24 149
Changes from: December 1, 2020 Total Change is: 1,531
0 524 0 0 -540 0 440 -581 2,272 -1,175 -98 0 -6 -46
Percent of Open Interest Represented by Each Category of Trader
0.0 35.5 0.0 2.1 0.9 0.0 1.9 9.7 53.1 42.8 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 8, 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 11,750
Positions
316 643 0 544 11 19 4,365 9,354 493 2,063 177 547 3,403 506
Changes from: December 1, 2020 Total Change is: -62
288 0 0 -82 11 19 -144 -21 149 -379 -283 18 69 45
Percent of Open Interest Represented by Each Category of Trader
2.7 5.5 0.0 4.6 0.1 0.2 37.1 79.6 4.2 17.6 1.5 4.7 29.0 4.3
Number of Traders in Each Category Total Traders: 103
. . 0 5 . . 37 18 7 31 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 48,516
Positions
5,802 3,346 8,228 4,974 9,611 916 21,787 17,246 795 675 3,116 165 5,174 5,093
Changes from: December 1, 2020 Total Change is: 11,320
-1,145 0 8,228 -519 39 -44 5,724 2,464 -791 -875 92 161 581 1,171
Percent of Open Interest Represented by Each Category of Trader
12.0 6.9 17.0 10.3 19.8 1.9 44.9 35.5 1.6 1.4 6.4 0.3 10.7 10.5
Number of Traders in Each Category Total Traders: 96
. . . 5 10 . 18 32 9 11 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 297,789
Positions
39,908 14,154 9,521 123,217 69,370 23,726 34,109 115,875 29,924 12,216 2,605 5,356 19,812 27,258
Changes from: December 1, 2020 Total Change is: 17,348
4,641 -4,326 2,297 -989 5,031 497 6,733 7,018 4,122 158 27 1,130 -1,241 1,552
Percent of Open Interest Represented by Each Category of Trader
13.4 4.8 3.2 41.4 23.3 8.0 11.5 38.9 10.0 4.1 0.9 1.8 6.7 9.2
Number of Traders in Each Category Total Traders: 157
10 11 17 12 29 17 27 41 36 10 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 24,649
Positions
4,347 2,303 44 17,368 8,167 23 578 13,922 0 1,991 176 0 298 14
Changes from: December 1, 2020 Total Change is: 219
0 89 -45 250 0 0 -111 207 -33 130 0 0 28 1
Percent of Open Interest Represented by Each Category of Trader
17.6 9.3 0.2 70.5 33.1 0.1 2.3 56.5 0.0 8.1 0.7 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 39
. 4 . 9 . . 4 7 0 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 11, 2020