Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 150,722
Positions
30,530 44,984 3,670 41,315 20,171 4,284 13,056 43,200 11,280 12,111 868 32 34,444 22,233
Changes from: August 4, 2020 Total Change is: -2,973
173 102 -976 2,517 2,598 -1,732 -556 1,343 -2,168 -497 -142 10 256 -2,008
Percent of Open Interest Represented by Each Category of Trader
20.3 29.8 2.4 27.4 13.4 2.8 8.7 28.7 7.5 8.0 0.6 0.0 22.9 14.8
Number of Traders in Each Category Total Traders: 97
5 9 8 17 14 11 13 25 12 12 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 58,519
Positions
0 34,627 777 12,657 4,932 764 22,420 4,963 935 0 481 0 20,966 11,040
Changes from: August 4, 2020 Total Change is: -902
0 2,518 45 -1,605 291 151 698 -4,063 -153 0 0 0 -38 309
Percent of Open Interest Represented by Each Category of Trader
0.0 59.2 1.3 21.6 8.4 1.3 38.3 8.5 1.6 0.0 0.8 0.0 35.8 18.9
Number of Traders in Each Category Total Traders: 48
0 10 4 13 6 4 11 7 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 201,742
Positions
39,780 23,665 5,409 56,265 66,003 5,871 36,560 42,454 23,471 3,519 7,721 500 30,368 26,649
Changes from: August 4, 2020 Total Change is: -12,329
-5,051 13,554 815 2,663 -1,550 -6,747 3,658 -9,258 -8,640 26 -198 500 446 -807
Percent of Open Interest Represented by Each Category of Trader
19.7 11.7 2.7 27.9 32.7 2.9 18.1 21.0 11.6 1.7 3.8 0.2 15.1 13.2
Number of Traders in Each Category Total Traders: 118
8 6 7 19 22 15 28 24 17 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 170,182
Positions
6,686 81,920 4,277 71,880 10,568 9,510 26,234 25,066 16,694 4,874 986 772 29,255 20,389
Changes from: August 4, 2020 Total Change is: -12,212
72 -11,118 -825 -156 -1,881 -2,540 -3,991 1,278 -42 -770 2 -109 -3,851 3,024
Percent of Open Interest Represented by Each Category of Trader
3.9 48.1 2.5 42.2 6.2 5.6 15.4 14.7 9.8 2.9 0.6 0.5 17.2 12.0
Number of Traders in Each Category Total Traders: 114
5 10 8 36 10 16 24 20 17 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 776,236
Positions
27,405 498,181 16,054 409,172 69,270 23,797 90,671 65,307 50,749 52,331 6,240 2,628 103,429 44,010
Changes from: August 4, 2020 Total Change is: -19,117
340 12,177 -1,913 601 -1,074 -2,217 5,164 -9,153 -15,596 -13 224 -1,314 -4,168 -250
Percent of Open Interest Represented by Each Category of Trader
3.5 64.2 2.1 52.7 8.9 3.1 11.7 8.4 6.5 6.7 0.8 0.3 13.3 5.7
Number of Traders in Each Category Total Traders: 305
11 16 16 110 33 48 57 27 32 37 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 24,287
Positions
440 9,630 32 9,383 2,623 1,939 0 5,036 0 765 449 0 11,728 4,578
Changes from: August 4, 2020 Total Change is: 317
0 42 0 408 -1 1 0 -115 0 0 0 0 -92 390
Percent of Open Interest Represented by Each Category of Trader
1.8 39.7 0.1 38.6 10.8 8.0 0.0 20.7 0.0 3.1 1.8 0.0 48.3 18.8
Number of Traders in Each Category Total Traders: 25
. . . 11 5 8 0 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 138,682
Positions
7,273 37,454 2,822 43,857 35,352 4,908 38,266 25,443 9,665 1,073 78 596 30,223 22,364
Changes from: August 4, 2020 Total Change is: -2,637
423 470 -778 1,436 -2,496 -1,763 764 4,074 -2,761 1,073 0 9 -1,039 608
Percent of Open Interest Represented by Each Category of Trader
5.2 27.0 2.0 31.6 25.5 3.5 27.6 18.3 7.0 0.8 0.1 0.4 21.8 16.1
Number of Traders in Each Category Total Traders: 83
4 9 7 20 9 12 20 17 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 24,035
Positions
473 19,031 0 12,710 897 5 8,905 1,404 102 138 929 0 1,702 1,667
Changes from: August 4, 2020 Total Change is: -58
-19 0 0 -321 -14 0 -344 137 0 0 -240 0 626 59
Percent of Open Interest Represented by Each Category of Trader
2.0 79.2 0.0 52.9 3.7 0.0 37.1 5.8 0.4 0.6 3.9 0.0 7.1 6.9
Number of Traders in Each Category Total Traders: 38
. 5 0 5 4 . 11 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 131,791
Positions
1,827 59,857 509 85,208 6,139 589 33,235 38,256 2,935 2,144 18,466 232 5,112 4,808
Changes from: August 4, 2020 Total Change is: 2,864
-151 4,104 0 -105 -3,122 157 4,276 4,036 -1,215 -203 -1,486 71 34 319
Percent of Open Interest Represented by Each Category of Trader
1.4 45.4 0.4 64.7 4.7 0.4 25.2 29.0 2.2 1.6 14.0 0.2 3.9 3.6
Number of Traders in Each Category Total Traders: 126
. 8 . 16 14 6 36 30 13 8 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 31,846
Positions
10,080 327 100 6,057 20,485 2 11,094 5,982 205 1,883 1,994 0 2,425 2,751
Changes from: August 4, 2020 Total Change is: 6,024
-114 -190 20 -126 4,028 -1 6,443 989 162 -615 883 0 255 133
Percent of Open Interest Represented by Each Category of Trader
31.7 1.0 0.3 19.0 64.3 0.0 34.8 18.8 0.6 5.9 6.3 0.0 7.6 8.6
Number of Traders in Each Category Total Traders: 55
. . . 9 8 . 10 17 5 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 37,537
Positions
8,379 6,979 0 12,845 6,641 594 10,403 18,275 316 491 1,262 6 4,503 3,464
Changes from: August 4, 2020 Total Change is: -973
124 530 0 304 -1,921 85 -1,437 36 5 6 16 0 -60 276
Percent of Open Interest Represented by Each Category of Trader
22.3 18.6 0.0 34.2 17.7 1.6 27.7 48.7 0.8 1.3 3.4 0.0 12.0 9.2
Number of Traders in Each Category Total Traders: 85
5 4 0 20 9 5 19 22 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 13,403
Positions
149 0 0 2,012 3,311 0 10,784 7,967 1 0 464 0 457 1,660
Changes from: August 4, 2020 Total Change is: 1,440
0 0 0 -2,345 1,184 0 3,914 -162 0 0 210 0 -129 208
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 15.0 24.7 0.0 80.5 59.4 0.0 0.0 3.5 0.0 3.4 12.4
Number of Traders in Each Category Total Traders: 29
. 0 0 . 5 0 9 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 47,737
Positions
12,820 14,985 1,098 14,198 2,195 394 11,312 6,705 379 0 14,757 0 7,536 7,225
Changes from: August 4, 2020 Total Change is: 2,299
-724 2,411 -34 1,191 -195 23 1,366 271 179 0 -176 0 297 -180
Percent of Open Interest Represented by Each Category of Trader
26.9 31.4 2.3 29.7 4.6 0.8 23.7 14.0 0.8 0.0 30.9 0.0 15.8 15.1
Number of Traders in Each Category Total Traders: 99
18 16 5 19 5 6 20 15 8 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 95,473
Positions
25,640 29,969 2,195 28,396 4,390 788 22,625 13,410 758 0 29,514 0 15,072 14,449
Changes from: August 4, 2020 Total Change is: 4,597
-1,448 4,821 -68 2,382 -390 45 2,733 542 359 0 -351 0 595 -361
Percent of Open Interest Represented by Each Category of Trader
26.9 31.4 2.3 29.7 4.6 0.8 23.7 14.0 0.8 0.0 30.9 0.0 15.8 15.1
Number of Traders in Each Category Total Traders: 99
18 16 5 19 5 6 20 15 8 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 34,577
Positions
7,996 18,990 21 19,614 9,903 1,999 2,043 2,374 0 580 421 0 2,324 869
Changes from: August 4, 2020 Total Change is: -469
342 -466 0 -780 -14 14 347 -24 0 -500 0 0 108 21
Percent of Open Interest Represented by Each Category of Trader
23.1 54.9 0.1 56.7 28.6 5.8 5.9 6.9 0.0 1.7 1.2 0.0 6.7 2.5
Number of Traders in Each Category Total Traders: 29
6 4 . 11 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 734,949
Positions
89,253 83,050 44,503 261,935 127,619 59,635 42,095 109,808 131,483 19,622 81,707 3,574 82,849 93,570
Changes from: August 4, 2020 Total Change is: 18,566
1,604 6,713 3,034 1,190 -10,223 -905 1,068 2,230 11,929 205 3,220 171 271 2,398
Percent of Open Interest Represented by Each Category of Trader
12.1 11.3 6.1 35.6 17.4 8.1 5.7 14.9 17.9 2.7 11.1 0.5 11.3 12.7
Number of Traders in Each Category Total Traders: 609
32 38 43 160 93 139 70 117 100 46 53 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 48,338
Positions
1,666 21,534 154 0 0 0 7,402 2,371 15,948 62 0 33 23,073 8,297
Changes from: August 4, 2020 Total Change is: 4,829
394 2,500 147 0 0 0 3,725 586 1,195 5 0 -9 -627 410
Percent of Open Interest Represented by Each Category of Trader
3.4 44.5 0.3 0.0 0.0 0.0 15.3 4.9 33.0 0.1 0.0 0.1 47.7 17.2
Number of Traders in Each Category Total Traders: 26
. 6 . 0 0 0 8 8 14 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 10,027
Positions
4,792 5,409 0 2,169 3,079 128 1,249 0 0 0 0 0 1,689 1,411
Changes from: August 4, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
47.8 53.9 0.0 21.6 30.7 1.3 12.5 0.0 0.0 0.0 0.0 0.0 16.8 14.1
Number of Traders in Each Category Total Traders: 20
4 6 0 4 . . 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 14,899
Positions
7,170 5,424 16 2,476 5,514 0 228 2,385 16 0 0 0 4,993 1,544
Changes from: August 4, 2020 Total Change is: 2,948
-158 4,129 -65 325 -1,257 -75 0 320 0 0 0 0 2,921 -104
Percent of Open Interest Represented by Each Category of Trader
48.1 36.4 0.1 16.6 37.0 0.0 1.5 16.0 0.1 0.0 0.0 0.0 33.5 10.4
Number of Traders in Each Category Total Traders: 24
. 6 . 8 . 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 3,433,053
Positions
483,316 352,960 176,367 1,309,674 638,094 298,176 216,661 580,378 534,479 97,799 408,533 17,704 298,877 426,362
Changes from: August 4, 2020 Total Change is: 68,684
-235 14,780 20,721 5,949 -51,117 -4,527 16,110 37,614 24,277 999 16,099 898 4,493 9,940
Percent of Open Interest Represented by Each Category of Trader
14.1 10.3 5.1 38.1 18.6 8.7 6.3 16.9 15.6 2.8 11.9 0.5 8.7 12.4
Number of Traders in Each Category Total Traders: 606
34 36 41 160 93 139 70 115 97 45 53 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874N Open Interest is 231,370
Positions
122,773 124,272 102,398 0 0 0 4,499 1,000 1,700 0 0 0 0 2,000
Changes from: August 4, 2020 Total Change is: 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
53.1 53.7 44.3 0.0 0.0 0.0 1.9 0.4 0.7 0.0 0.0 0.0 0.0 0.9
Number of Traders in Each Category Total Traders: 20
9 8 9 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 56,417
Positions
7,912 6,559 7 35,946 40,442 1,534 1,780 3,353 301 0 0 0 8,937 4,221
Changes from: August 4, 2020 Total Change is: -784
-1,465 323 -492 674 -1,302 68 528 1,392 -263 0 -210 0 166 -300
Percent of Open Interest Represented by Each Category of Trader
14.0 11.6 0.0 63.7 71.7 2.7 3.2 5.9 0.5 0.0 0.0 0.0 15.8 7.5
Number of Traders in Each Category Total Traders: 70
7 6 . 28 18 10 5 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 53,821
Positions
11,856 8,189 529 13,240 6,535 1,601 9,752 19,557 6,467 2,005 3,110 171 8,199 7,661
Changes from: August 4, 2020 Total Change is: 1,605
1,825 339 38 -422 479 496 -1,302 641 571 166 -1,113 64 169 90
Percent of Open Interest Represented by Each Category of Trader
22.0 15.2 1.0 24.6 12.1 3.0 18.1 36.3 12.0 3.7 5.8 0.3 15.2 14.2
Number of Traders in Each Category Total Traders: 304
25 21 8 72 47 46 45 59 31 13 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 269,103
Positions
59,282 40,944 2,647 66,198 32,675 8,003 48,762 97,786 32,335 10,025 15,551 856 40,995 38,305
Changes from: August 4, 2020 Total Change is: 8,024
9,123 1,696 188 -2,111 2,395 2,482 -6,510 3,203 2,857 832 -5,565 320 843 448
Percent of Open Interest Represented by Each Category of Trader
22.0 15.2 1.0 24.6 12.1 3.0 18.1 36.3 12.0 3.7 5.8 0.3 15.2 14.2
Number of Traders in Each Category Total Traders: 304
25 21 8 72 47 46 45 59 31 13 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 62,875
Positions
1,562 704 0 0 0 0 29,444 45,573 326 592 1,527 0 30,951 14,745
Changes from: August 4, 2020 Total Change is: 4,013
142 -3,818 0 0 0 0 -10,847 13,407 192 82 213 0 14,444 -5,981
Percent of Open Interest Represented by Each Category of Trader
2.5 1.1 0.0 0.0 0.0 0.0 46.8 72.5 0.5 0.9 2.4 0.0 49.2 23.5
Number of Traders in Each Category Total Traders: 20
. . 0 0 0 0 8 . . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 510,303
Positions
87,254 52,170 2,463 256,299 209,849 50,782 73,941 96,750 8,961 7,825 65,052 47 22,731 24,229
Changes from: August 4, 2020 Total Change is: -4,680
-18,670 7,775 948 15,679 -8,292 -3,162 -2,618 -3,455 694 -234 -462 -6 2,688 1,281
Percent of Open Interest Represented by Each Category of Trader
17.1 10.2 0.5 50.2 41.1 10.0 14.5 19.0 1.8 1.5 12.7 0.0 4.5 4.7
Number of Traders in Each Category Total Traders: 344
32 20 . 92 61 54 42 63 23 11 23 5
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Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 37,555
Positions
4,565 13,214 350 16,090 4,697 519 6,026 2,403 24 679 839 0 9,302 15,509
Changes from: August 4, 2020 Total Change is: -86
-1,131 557 -43 1,435 -35 -27 -461 -1,393 10 -386 639 0 517 206
Percent of Open Interest Represented by Each Category of Trader
12.2 35.2 0.9 42.8 12.5 1.4 16.0 6.4 0.1 1.8 2.2 0.0 24.8 41.3
Number of Traders in Each Category Total Traders: 61
7 9 . 13 8 6 13 7 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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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MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 450,026
Positions
44,494 259,116 6,975 341,666 124,370 29,799 17,316 21,116 869 1,384 1,552 0 7,523 6,229
Changes from: August 4, 2020 Total Change is: -1,336
3,403 1,370 182 -7,744 -4,058 3,047 372 -1,471 -88 -30 -90 0 -478 -228
Percent of Open Interest Represented by Each Category of Trader
9.9 57.6 1.5 75.9 27.6 6.6 3.8 4.7 0.2 0.3 0.3 0.0 1.7 1.4
Number of Traders in Each Category Total Traders: 179
13 14 7 72 43 39 15 14 4 4 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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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MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,180,367
Positions
75,977 577,652 3,284 826,058 284,678 129,352 69,243 78,483 7,342 28,415 81,301 2,378 38,318 15,897
Changes from: August 4, 2020 Total Change is: -798
-3,395 -16,882 50 3,835 -17,582 10,422 -10,275 24,224 -786 407 -1,048 0 -1,056 804
Percent of Open Interest Represented by Each Category of Trader
6.4 48.9 0.3 70.0 24.1 11.0 5.9 6.6 0.6 2.4 6.9 0.2 3.2 1.3
Number of Traders in Each Category Total Traders: 424
22 22 8 175 71 89 51 40 17 31 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 167,366
Positions
38,911 122,030 35,855 24,880 0 2,486 55,342 0 6,652 2,842 65 148 250 130
Changes from: August 4, 2020 Total Change is: 5,861
437 3,776 1,729 -688 0 0 3,996 0 356 23 0 0 8 0
Percent of Open Interest Represented by Each Category of Trader
23.2 72.9 21.4 14.9 0.0 1.5 33.1 0.0 4.0 1.7 0.0 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 83
10 20 19 13 0 . 29 0 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,301,352
Positions
4,906 113,519 33,181 575,610 193,549 227,087 63,956 400,022 149,579 58,437 23,353 7,438 181,158 153,624
Changes from: August 4, 2020 Total Change is: 59,661
-1,747 -1,263 -593 31,582 -1,747 4,993 1,950 19,952 22,994 4,185 1,570 3,811 -7,513 9,943
Percent of Open Interest Represented by Each Category of Trader
0.4 8.7 2.5 44.2 14.9 17.5 4.9 30.7 11.5 4.5 1.8 0.6 13.9 11.8
Number of Traders in Each Category Total Traders: 183
6 17 15 59 32 52 16 38 41 7 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 1,051,745
Positions
26,468 131,720 3,566 548,469 139,763 188,400 69,258 458,207 4,699 61,999 17,467 0 148,886 107,923
Changes from: August 4, 2020 Total Change is: 13,000
80 7,980 1,617 -7,114 4,224 -250 10,479 -6,524 111 10,227 2,120 0 -2,150 3,722
Percent of Open Interest Represented by Each Category of Trader
2.5 12.5 0.3 52.1 13.3 17.9 6.6 43.6 0.4 5.9 1.7 0.0 14.2 10.3
Number of Traders in Each Category Total Traders: 137
. 11 . 66 17 56 6 25 8 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,184,707
Positions
69,456 237,805 13,293 1,049,177 491,119 258,881 354,495 973,737 34,153 227,160 76,372 1,389 176,703 97,957
Changes from: August 4, 2020 Total Change is: -58,807
-6,538 -4,016 178 1,867 22,399 641 -24,564 -61,788 -6,590 6,021 452 0 -29,822 -10,083
Percent of Open Interest Represented by Each Category of Trader
3.2 10.9 0.6 48.0 22.5 11.8 16.2 44.6 1.6 10.4 3.5 0.1 8.1 4.5
Number of Traders in Each Category Total Traders: 306
14 26 10 109 30 68 50 45 34 23 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 4,028,917
Positions
265,298 250,140 137,024 1,415,606 1,183,460 669,836 507,037 902,905 368,704 197,638 97,573 39,055 428,719 380,220
Changes from: August 4, 2020 Total Change is: 66,850
59,104 -27,288 -10,708 22,819 75,185 -20,658 -22,116 11,345 33,607 -12,129 1,087 15,398 1,532 -11,118
Percent of Open Interest Represented by Each Category of Trader
6.6 6.2 3.4 35.1 29.4 16.6 12.6 22.4 9.2 4.9 2.4 1.0 10.6 9.4
Number of Traders in Each Category Total Traders: 400
24 33 38 109 75 114 51 71 84 21 16 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,033,440
Positions
63,680 31,477 8,234 300,931 370,711 120,049 380,819 293,944 10,605 37,399 11,807 0 111,723 186,613
Changes from: August 4, 2020 Total Change is: 31,317
-1,372 10,059 14 -2,893 29,035 6,469 30,521 -4,957 1,163 -2,099 -1,764 0 -486 -8,702
Percent of Open Interest Represented by Each Category of Trader
6.2 3.0 0.8 29.1 35.9 11.6 36.8 28.4 1.0 3.6 1.1 0.0 10.8 18.1
Number of Traders in Each Category Total Traders: 111
. 6 5 28 41 42 18 13 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 3,608,645
Positions
102,004 318,769 44,711 1,628,175 668,227 574,090 408,710 1,345,677 198,490 308,106 154,636 12,514 331,847 291,532
Changes from: August 4, 2020 Total Change is: -106,930
-6,656 -22,903 1,755 -63,122 -48,968 -3,182 -46,348 -44,525 3,287 8,046 -3,605 -1,795 1,084 13,005
Percent of Open Interest Represented by Each Category of Trader
2.8 8.8 1.2 45.1 18.5 15.9 11.3 37.3 5.5 8.5 4.3 0.3 9.2 8.1
Number of Traders in Each Category Total Traders: 311
13 26 19 92 54 91 35 64 57 14 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,500,976
Positions
244,882 225,282 358,691 8,562 7,777 40,325 574,425 595,571 229,378 17,984 6,520 761 25,968 36,671
Changes from: August 4, 2020 Total Change is: -48,323
-2,756 9,475 3,730 3,062 -5,711 -2,905 -47,202 -49,382 -1,948 316 456 -489 -131 -1,549
Percent of Open Interest Represented by Each Category of Trader
16.3 15.0 23.9 0.6 0.5 2.7 38.3 39.7 15.3 1.2 0.4 0.1 1.7 2.4
Number of Traders in Each Category Total Traders: 109
25 19 34 . . . 22 27 33 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is21,364,327
Positions
1,611,930 1,659,195 4,439,959 361,125 288,750 1,225,484 921,467 925,120 11,656,091 180,075 114,058 231,821 736,375 823,848
Changes from: August 4, 2020 Total Change is: -636,696
-63,558 48,949 -15,568 -108,366 29,773 -13,483 88,560 -263,967 -446,752 -33,062 3,748 -5,107 -39,360 25,712
Percent of Open Interest Represented by Each Category of Trader
7.5 7.8 20.8 1.7 1.4 5.7 4.3 4.3 54.6 0.8 0.5 1.1 3.4 3.9
Number of Traders in Each Category Total Traders: 264
36 40 68 13 17 26 60 54 95 19 15 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 171,948
Positions
12,882 58,356 23,611 1,235 11,119 9,399 101,261 45,454 22,721 37 550 630 172 109
Changes from: August 4, 2020 Total Change is: -671
-2,186 6,935 -126 579 3,093 0 2,052 -9,534 84 1 -84 -1,074 -1 35
Percent of Open Interest Represented by Each Category of Trader
7.5 33.9 13.7 0.7 6.5 5.5 58.9 26.4 13.2 0.0 0.3 0.4 0.1 0.1
Number of Traders in Each Category Total Traders: 63
7 16 11 . . . 12 18 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 157,154
Positions
18,513 71,877 16,761 4,975 705 798 92,090 48,757 17,458 5,884 82 620 55 96
Changes from: August 4, 2020 Total Change is: 3,912
4,178 9,067 -2,080 -672 -2 55 -470 -4,280 1,447 1,683 -35 -166 -63 -94
Percent of Open Interest Represented by Each Category of Trader
11.8 45.7 10.7 3.2 0.4 0.5 58.6 31.0 11.1 3.7 0.1 0.4 0.0 0.1
Number of Traders in Each Category Total Traders: 76
7 24 12 . . . 14 23 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 73,600
Positions
0 20,058 0 2,000 2,450 0 0 22,093 28,132 43,431 500 0 37 367
Changes from: August 4, 2020 Total Change is: 872
0 369 0 0 19 0 -79 -539 1,042 -100 0 0 9 -19
Percent of Open Interest Represented by Each Category of Trader
0.0 27.3 0.0 2.7 3.3 0.0 0.0 30.0 38.2 59.0 0.7 0.0 0.1 0.5
Number of Traders in Each Category Total Traders: 21
0 . 0 . 5 0 0 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 13,969
Positions
0 580 0 206 495 156 6,616 7,958 994 1,906 2,666 609 3,482 511
Changes from: August 4, 2020 Total Change is: 509
0 0 0 -245 -89 141 193 110 135 -225 -426 585 -75 53
Percent of Open Interest Represented by Each Category of Trader
0.0 4.2 0.0 1.5 3.5 1.1 47.4 57.0 7.1 13.6 19.1 4.4 24.9 3.7
Number of Traders in Each Category Total Traders: 92
0 . 0 5 . . 35 16 14 23 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 34,510
Positions
1,177 0 0 5,083 7,205 967 19,793 19,620 1,292 3,057 1,639 21 3,120 3,766
Changes from: August 4, 2020 Total Change is: -1,033
-397 0 0 60 429 53 -1,488 -175 230 70 -1,124 3 436 -449
Percent of Open Interest Represented by Each Category of Trader
3.4 0.0 0.0 14.7 20.9 2.8 57.4 56.9 3.7 8.9 4.7 0.1 9.0 10.9
Number of Traders in Each Category Total Traders: 89
. 0 0 4 10 . 18 29 8 16 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 291,763
Positions
18,651 14,249 16,515 121,046 60,734 20,182 36,071 100,576 40,592 7,237 2,271 11,247 20,222 25,397
Changes from: August 4, 2020 Total Change is: 14,698
-49 -2,050 1,013 -1,907 7,179 1,424 6,677 -1,352 6,269 -203 -276 3,144 -1,670 -653
Percent of Open Interest Represented by Each Category of Trader
6.4 4.9 5.7 41.5 20.8 6.9 12.4 34.5 13.9 2.5 0.8 3.9 6.9 8.7
Number of Traders in Each Category Total Traders: 162
10 16 21 12 29 16 24 49 44 6 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 21,230
Positions
2,946 710 107 15,925 5,665 954 504 13,759 0 602 0 0 192 35
Changes from: August 4, 2020 Total Change is: 15
-296 -107 107 37 0 28 92 -1 0 58 0 0 -11 -12
Percent of Open Interest Represented by Each Category of Trader
13.9 3.3 0.5 75.0 26.7 4.5 2.4 64.8 0.0 2.8 0.0 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 36
. . . 7 7 . . 7 0 8 0 0
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Updated August 14, 2020