Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 157,493
Positions
2,843 51,791 11,700 50,385 21,162 4,441 19,249 41,053 8,754 11,280 520 0 48,841 18,072
Changes from: September 8, 2020 Total Change is: 7,938
-10,556 7,491 7,571 -1,319 -1,956 112 335 133 -2,908 -204 -615 -10 14,917 -1,881
Percent of Open Interest Represented by Each Category of Trader
1.8 32.9 7.4 32.0 13.4 2.8 12.2 26.1 5.6 7.2 0.3 0.0 31.0 11.5
Number of Traders in Each Category Total Traders: 102
4 9 8 23 12 11 19 21 13 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 53,920
Positions
0 29,099 374 14,121 6,171 509 17,105 5,398 685 0 484 0 21,125 11,200
Changes from: September 8, 2020 Total Change is: 9
0 1,049 -239 2,294 -300 27 -822 553 -428 0 0 -9 -814 -645
Percent of Open Interest Represented by Each Category of Trader
0.0 54.0 0.7 26.2 11.4 0.9 31.7 10.0 1.3 0.0 0.9 0.0 39.2 20.8
Number of Traders in Each Category Total Traders: 44
0 5 . 14 7 5 10 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 176,685
Positions
20,837 20,651 3,848 48,446 61,378 7,760 37,751 28,768 23,817 2,707 6,254 582 30,938 23,627
Changes from: September 8, 2020 Total Change is: -43,398
-13,337 -15,463 -24,692 -4,146 -34 175 1,953 3,144 -1,523 -1,389 -627 72 -512 -4,452
Percent of Open Interest Represented by Each Category of Trader
11.8 11.7 2.2 27.4 34.7 4.4 21.4 16.3 13.5 1.5 3.5 0.3 17.5 13.4
Number of Traders in Each Category Total Traders: 111
7 7 6 20 24 18 20 25 16 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 167,286
Positions
3,933 76,778 3,160 72,676 13,278 9,232 24,033 30,898 16,230 8,929 465 0 29,093 17,245
Changes from: September 8, 2020 Total Change is: -2,148
-1,291 -1,174 -306 1,150 1,540 539 1,994 4,048 -4,078 977 -508 0 -1,134 -2,211
Percent of Open Interest Represented by Each Category of Trader
2.4 45.9 1.9 43.4 7.9 5.5 14.4 18.5 9.7 5.3 0.3 0.0 17.4 10.3
Number of Traders in Each Category Total Traders: 119
. 10 6 35 16 19 27 21 17 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 710,489
Positions
29,744 446,751 11,496 394,296 90,661 23,758 64,829 48,407 37,177 46,549 7,344 2,551 100,088 42,344
Changes from: September 8, 2020 Total Change is: -32,361
370 -20,453 -6,106 -6,243 4,722 898 -13,588 -4,891 -1,974 -2,939 1,706 64 -2,843 -6,327
Percent of Open Interest Represented by Each Category of Trader
4.2 62.9 1.6 55.5 12.8 3.3 9.1 6.8 5.2 6.6 1.0 0.4 14.1 6.0
Number of Traders in Each Category Total Traders: 303
12 15 15 112 33 45 48 27 28 37 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 24,623
Positions
0 8,644 0 8,408 2,518 2,013 395 6,223 16 0 449 0 13,791 4,760
Changes from: September 8, 2020 Total Change is: -48
-440 -1,118 0 437 96 -120 395 1,606 16 -765 0 0 429 -528
Percent of Open Interest Represented by Each Category of Trader
0.0 35.1 0.0 34.1 10.2 8.2 1.6 25.3 0.1 0.0 1.8 0.0 56.0 19.3
Number of Traders in Each Category Total Traders: 22
0 . 0 10 5 7 . 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 144,798
Positions
2,665 52,225 1,512 53,159 42,850 5,043 42,117 13,935 9,500 1,679 246 0 29,124 19,488
Changes from: September 8, 2020 Total Change is: -10,695
-3,576 10,798 -2,285 -1,015 1,553 384 3,148 -15,048 -4,669 4 -881 -190 -2,496 -356
Percent of Open Interest Represented by Each Category of Trader
1.8 36.1 1.0 36.7 29.6 3.5 29.1 9.6 6.6 1.2 0.2 0.0 20.1 13.5
Number of Traders in Each Category Total Traders: 89
. 7 4 21 12 13 21 19 17 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 27,866
Positions
1,309 18,757 191 8,752 4,785 5 15,029 1,733 100 1,141 685 0 1,339 1,610
Changes from: September 8, 2020 Total Change is: 2,388
510 31 177 -627 2,591 -16 2,615 696 -255 239 -480 0 -255 -356
Percent of Open Interest Represented by Each Category of Trader
4.7 67.3 0.7 31.4 17.2 0.0 53.9 6.2 0.4 4.1 2.5 0.0 4.8 5.8
Number of Traders in Each Category Total Traders: 42
. 4 . 6 4 . 11 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 135,314
Positions
1,080 69,900 505 78,946 4,209 530 43,228 36,342 959 3,541 19,530 80 6,446 3,260
Changes from: September 8, 2020 Total Change is: -15,524
-2,477 9,341 -92 361 -1,734 -218 -1,949 -9,212 -12,972 1,135 130 -78 765 -689
Percent of Open Interest Represented by Each Category of Trader
0.8 51.7 0.4 58.3 3.1 0.4 31.9 26.9 0.7 2.6 14.4 0.1 4.8 2.4
Number of Traders in Each Category Total Traders: 147
4 6 . 24 10 5 49 29 10 11 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 37,719
Positions
19,522 185 132 5,918 26,009 5 7,215 6,428 222 2,653 2,080 0 2,052 2,658
Changes from: September 8, 2020 Total Change is: -644
2 73 -2 -505 -1,457 3 -559 1,217 -426 810 80 0 33 -132
Percent of Open Interest Represented by Each Category of Trader
51.8 0.5 0.3 15.7 69.0 0.0 19.1 17.0 0.6 7.0 5.5 0.0 5.4 7.0
Number of Traders in Each Category Total Traders: 62
. . . 10 8 . 12 16 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 35,846
Positions
5,943 6,524 0 11,120 9,485 262 12,147 14,145 1,056 135 1,299 6 5,177 3,069
Changes from: September 8, 2020 Total Change is: -8,213
-1,412 -1,873 -3,522 172 305 -479 -1,488 -945 -1,707 0 289 -36 259 -245
Percent of Open Interest Represented by Each Category of Trader
16.6 18.2 0.0 31.0 26.5 0.7 33.9 39.5 2.9 0.4 3.6 0.0 14.4 8.6
Number of Traders in Each Category Total Traders: 84
4 . 0 19 6 4 30 17 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 12,242
Positions
2,620 0 0 3,631 2,551 0 5,041 7,650 28 0 869 0 922 1,144
Changes from: September 8, 2020 Total Change is: -1,810
2,460 0 -166 1,688 251 0 -3,373 263 -2,620 0 615 0 201 -153
Percent of Open Interest Represented by Each Category of Trader
21.4 0.0 0.0 29.7 20.8 0.0 41.2 62.5 0.2 0.0 7.1 0.0 7.5 9.3
Number of Traders in Each Category Total Traders: 26
. 0 0 4 5 0 7 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 44,357
Positions
12,484 7,936 6,947 5,952 3,169 589 8,560 4,187 1,002 355 14,625 0 8,469 5,903
Changes from: September 8, 2020 Total Change is: 7,365
-208 -325 5,827 932 704 -348 -270 800 861 159 -138 0 411 -18
Percent of Open Interest Represented by Each Category of Trader
28.1 17.9 15.7 13.4 7.1 1.3 19.3 9.4 2.3 0.8 33.0 0.0 19.1 13.3
Number of Traders in Each Category Total Traders: 88
19 13 13 15 6 6 17 9 11 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 88,713
Positions
24,967 15,871 13,894 11,904 6,338 1,177 17,119 8,374 2,004 710 29,250 0 16,938 11,806
Changes from: September 8, 2020 Total Change is: 14,729
-416 -649 11,654 1,864 1,408 -695 -540 1,600 1,723 317 -276 0 822 -36
Percent of Open Interest Represented by Each Category of Trader
28.1 17.9 15.7 13.4 7.1 1.3 19.3 9.4 2.3 0.8 33.0 0.0 19.1 13.3
Number of Traders in Each Category Total Traders: 88
19 13 13 15 6 6 17 9 11 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 42,928
Positions
7,335 16,371 9,960 18,570 8,738 2,307 1,164 3,567 873 480 431 0 2,239 681
Changes from: September 8, 2020 Total Change is: 12,266
191 -383 9,939 1,367 -127 176 -100 1,632 873 0 10 0 -180 146
Percent of Open Interest Represented by Each Category of Trader
17.1 38.1 23.2 43.3 20.4 5.4 2.7 8.3 2.0 1.1 1.0 0.0 5.2 1.6
Number of Traders in Each Category Total Traders: 32
7 5 5 12 . 4 . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 795,233
Positions
72,589 105,844 77,294 253,590 128,076 70,596 44,772 87,543 155,397 22,989 71,563 4,057 93,949 94,862
Changes from: September 8, 2020 Total Change is: 33,406
-11,471 8,906 27,865 3,098 1,087 6,206 -6,504 -3,605 1,854 2,384 -7,743 126 9,848 -1,290
Percent of Open Interest Represented by Each Category of Trader
9.1 13.3 9.7 31.9 16.1 8.9 5.6 11.0 19.5 2.9 9.0 0.5 11.8 11.9
Number of Traders in Each Category Total Traders: 594
34 38 51 153 91 142 75 107 100 43 52 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 59,602
Positions
3,430 29,050 0 0 0 0 11,641 5,572 16,841 95 0 19 27,576 8,120
Changes from: September 8, 2020 Total Change is: 1,935
-545 3,300 -152 0 0 0 -1,549 231 -553 -249 0 -12 4,995 -879
Percent of Open Interest Represented by Each Category of Trader
5.8 48.7 0.0 0.0 0.0 0.0 19.5 9.3 28.3 0.2 0.0 0.0 46.3 13.6
Number of Traders in Each Category Total Traders: 29
. 6 0 0 0 0 9 9 16 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 26,407
Positions
12,391 3,308 5,230 1,950 10,218 686 1,127 2,138 24 0 0 0 4,999 4,803
Changes from: September 8, 2020 Total Change is: 9,208
945 -702 5,207 -568 2,599 686 53 152 0 0 0 0 2,885 1,266
Percent of Open Interest Represented by Each Category of Trader
46.9 12.5 19.8 7.4 38.7 2.6 4.3 8.1 0.1 0.0 0.0 0.0 18.9 18.2
Number of Traders in Each Category Total Traders: 25
5 6 4 5 4 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 3,678,153
Positions
377,746 415,920 354,517 1,267,948 640,382 352,980 242,106 486,310 616,327 114,471 357,816 20,192 331,867 433,709
Changes from: September 8, 2020 Total Change is: 157,353
-66,722 15,938 152,181 15,491 5,435 31,028 -26,033 -20,436 13,290 13,159 -38,715 689 24,268 -2,059
Percent of Open Interest Represented by Each Category of Trader
10.3 11.3 9.6 34.5 17.4 9.6 6.6 13.2 16.8 3.1 9.7 0.5 9.0 11.8
Number of Traders in Each Category Total Traders: 589
37 35 50 153 91 142 76 102 95 42 52 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,851
Positions
1,900 6,589 3,935 5,536 2,289 0 558 287 14 0 0 0 1,908 737
Changes from: September 8, 2020 Total Change is: 4,338
209 -30 3,935 528 666 0 -204 -212 0 0 0 0 -130 -21
Percent of Open Interest Represented by Each Category of Trader
13.7 47.6 28.4 40.0 16.5 0.0 4.0 2.1 0.1 0.0 0.0 0.0 13.8 5.3
Number of Traders in Each Category Total Traders: 21
4 9 5 5 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 16,239
Positions
4,210 5,411 2,966 5,239 2,818 701 869 320 0 361 0 0 1,893 4,023
Changes from: September 8, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
25.9 33.3 18.3 32.3 17.4 4.3 5.4 2.0 0.0 2.2 0.0 0.0 11.7 24.8
Number of Traders in Each Category Total Traders: 21
4 6 4 4 4 . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 281,258
Positions
0 988 254 19,536 0 0 204,519 71,904 24,621 6,104 1,941 0 26,224 181,550
Changes from: September 8, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.4 0.1 6.9 0.0 0.0 72.7 25.6 8.8 2.2 0.7 0.0 9.3 64.5
Number of Traders in Each Category Total Traders: 22
0 . . . 0 0 9 6 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 65,020
Positions
5,510 6,597 8,201 35,994 41,609 2,092 3,470 1,550 196 0 0 0 9,557 4,775
Changes from: September 8, 2020 Total Change is: 8,663
-310 -1,291 7,857 -402 556 921 28 -26 181 0 0 0 388 465
Percent of Open Interest Represented by Each Category of Trader
8.5 10.1 12.6 55.4 64.0 3.2 5.3 2.4 0.3 0.0 0.0 0.0 14.7 7.3
Number of Traders in Each Category Total Traders: 70
7 5 8 28 17 13 9 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 77,995
Positions
15,736 4,644 7,799 14,748 6,519 1,792 13,186 14,263 9,787 2,011 24,853 187 12,750 8,152
Changes from: September 8, 2020 Total Change is: 18,411
6,698 -3,465 6,987 911 -999 668 1,981 -1,630 1,329 -451 15,336 27 261 157
Percent of Open Interest Represented by Each Category of Trader
20.2 6.0 10.0 18.9 8.4 2.3 16.9 18.3 12.5 2.6 31.9 0.2 16.3 10.5
Number of Traders in Each Category Total Traders: 296
24 21 22 74 36 39 49 50 45 13 28 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 389,977
Positions
78,680 23,220 38,995 73,738 32,593 8,958 65,931 71,315 48,937 10,056 124,263 934 63,748 40,760
Changes from: September 8, 2020 Total Change is: 92,056
33,490 -17,324 34,934 4,555 -4,996 3,341 9,907 -8,148 6,647 -2,257 76,681 134 1,304 787
Percent of Open Interest Represented by Each Category of Trader
20.2 6.0 10.0 18.9 8.4 2.3 16.9 18.3 12.5 2.6 31.9 0.2 16.3 10.5
Number of Traders in Each Category Total Traders: 296
24 21 22 74 36 39 49 50 45 13 28 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 576,056
Positions
80,375 48,936 60,871 254,760 208,683 61,050 73,447 87,202 14,171 7,850 70,501 378 23,154 24,264
Changes from: September 8, 2020 Total Change is: 66,780
142 -1,812 55,681 8,370 10,461 1,729 -5,732 -11,908 7,031 -1,732 1,819 327 964 3,452
Percent of Open Interest Represented by Each Category of Trader
14.0 8.5 10.6 44.2 36.2 10.6 12.8 15.1 2.5 1.4 12.2 0.1 4.0 4.2
Number of Traders in Each Category Total Traders: 348
34 18 22 96 58 58 48 53 34 13 26 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 17,470
Positions
4,619 9,183 2,713 2,968 1,620 37 4,403 1,372 2,037 0 0 0 693 508
Changes from: September 8, 2020 Total Change is: 8,998
4,390 4,440 2,713 12 17 37 0 -234 2,003 0 0 0 -157 22
Percent of Open Interest Represented by Each Category of Trader
26.4 52.6 15.5 17.0 9.3 0.2 25.2 7.9 11.7 0.0 0.0 0.0 4.0 2.9
Number of Traders in Each Category Total Traders: 24
. 7 . 5 . . . . 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 35,796
Positions
5,611 9,609 1,408 13,584 5,419 141 6,047 5,343 233 1,894 993 0 6,878 12,650
Changes from: September 8, 2020 Total Change is: -11,437
860 -2,798 -2,810 -1,687 70 -122 -430 -539 -2,038 602 -179 -210 -5,602 -2,811
Percent of Open Interest Represented by Each Category of Trader
15.7 26.8 3.9 37.9 15.1 0.4 16.9 14.9 0.7 5.3 2.8 0.0 19.2 35.3
Number of Traders in Each Category Total Traders: 61
4 10 . 11 9 4 12 11 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 468,800
Positions
41,900 251,835 39,503 309,743 120,599 32,592 26,367 10,216 2,607 5,088 1,438 0 11,000 10,010
Changes from: September 8, 2020 Total Change is: 22,875
-4,750 -9,299 32,838 -12,206 -1,535 -1,770 1,979 -1,758 1,939 2,831 -1,405 0 2,014 3,865
Percent of Open Interest Represented by Each Category of Trader
8.9 53.7 8.4 66.1 25.7 7.0 5.6 2.2 0.6 1.1 0.3 0.0 2.3 2.1
Number of Traders in Each Category Total Traders: 180
17 11 15 68 43 44 19 10 8 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 1,452,574
Positions
66,703 621,096 199,687 837,611 286,089 129,782 79,373 48,881 20,819 41,598 97,353 2,348 74,653 46,519
Changes from: September 8, 2020 Total Change is: 246,041
388 385 195,499 -8,642 11,705 -668 372 -7,657 12,863 4,023 471 -136 42,342 33,579
Percent of Open Interest Represented by Each Category of Trader
4.6 42.8 13.7 57.7 19.7 8.9 5.5 3.4 1.4 2.9 6.7 0.2 5.1 3.2
Number of Traders in Each Category Total Traders: 430
24 23 23 174 70 86 59 35 31 27 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 188,899
Positions
45,268 147,786 32,136 22,899 0 2,486 76,640 13 6,062 3,020 65 148 240 203
Changes from: September 8, 2020 Total Change is: 4,503
3,832 5,010 -82 -1,150 0 0 1,860 -490 -10 35 0 0 18 75
Percent of Open Interest Represented by Each Category of Trader
24.0 78.2 17.0 12.1 0.0 1.3 40.6 0.0 3.2 1.6 0.0 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 84
12 19 18 14 0 . 28 . 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 1,337,655
Positions
2,834 143,586 30,181 652,745 188,667 217,966 74,496 455,960 115,429 63,082 27,762 10,184 170,737 147,920
Changes from: September 8, 2020 Total Change is: 28,007
-268 15,428 1,846 17,086 -3,859 -5,172 9,855 19,220 6,401 545 48 1,237 -3,523 -7,142
Percent of Open Interest Represented by Each Category of Trader
0.2 10.7 2.3 48.8 14.1 16.3 5.6 34.1 8.6 4.7 2.1 0.8 12.8 11.1
Number of Traders in Each Category Total Traders: 189
4 19 16 63 29 49 19 37 36 9 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 1,007,377
Positions
25,051 106,776 3 556,233 157,782 165,546 46,085 410,123 25,979 46,158 17,892 0 142,322 123,276
Changes from: September 8, 2020 Total Change is: 10,263
-37 30,322 -365 17,447 -1,195 1,292 -1,317 3,597 -14,404 1,737 -1,400 0 5,910 -7,584
Percent of Open Interest Represented by Each Category of Trader
2.5 10.6 0.0 55.2 15.7 16.4 4.6 40.7 2.6 4.6 1.8 0.0 14.1 12.2
Number of Traders in Each Category Total Traders: 136
. 13 . 61 18 51 5 28 10 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 1,995,162
Positions
43,944 154,368 10,846 952,679 474,193 261,374 312,024 873,285 61,868 183,754 71,403 889 167,784 86,936
Changes from: September 8, 2020 Total Change is: 2,704
8,398 -8,333 3,903 21,945 27,363 1,076 -15,000 -12 -13,891 -641 566 0 -3,086 -7,969
Percent of Open Interest Represented by Each Category of Trader
2.2 7.7 0.5 47.7 23.8 13.1 15.6 43.8 3.1 9.2 3.6 0.0 8.4 4.4
Number of Traders in Each Category Total Traders: 289
15 22 9 107 28 70 52 38 31 20 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 3,731,637
Positions
185,005 264,603 152,649 1,385,152 1,134,100 653,991 367,178 711,238 315,291 218,076 87,785 42,727 411,567 369,251
Changes from: September 8, 2020 Total Change is: -103,351
-21,678 11,143 15,418 33,740 10,206 -29,341 -45,332 -24,024 -59,596 -6,882 835 562 9,759 -28,553
Percent of Open Interest Represented by Each Category of Trader
5.0 7.1 4.1 37.1 30.4 17.5 9.8 19.1 8.4 5.8 2.4 1.1 11.0 9.9
Number of Traders in Each Category Total Traders: 390
17 38 36 99 71 104 58 64 75 24 18 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 925,176
Positions
59,693 35,735 4,623 270,227 333,721 102,982 270,196 214,201 39,902 54,651 6,292 0 122,902 187,720
Changes from: September 8, 2020 Total Change is: -48,347
-1,890 -482 -1,433 -12,371 -4,579 -388 -35,910 -34,198 -531 -84 0 0 4,260 -6,736
Percent of Open Interest Represented by Each Category of Trader
6.5 3.9 0.5 29.2 36.1 11.1 29.2 23.2 4.3 5.9 0.7 0.0 13.3 20.3
Number of Traders in Each Category Total Traders: 108
. 6 . 26 42 39 19 9 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 3,458,422
Positions
88,292 216,843 35,340 1,449,118 592,739 562,064 372,996 1,358,270 239,738 349,780 160,806 7,748 353,346 284,872
Changes from: September 8, 2020 Total Change is: 96,552
-8,224 -9,867 5,069 49,153 -9,627 1,176 15,045 83,270 27,571 -7,134 3,608 645 13,250 -5,293
Percent of Open Interest Represented by Each Category of Trader
2.6 6.3 1.0 41.9 17.1 16.3 10.8 39.3 6.9 10.1 4.6 0.2 10.2 8.2
Number of Traders in Each Category Total Traders: 290
11 24 17 88 49 83 41 53 51 14 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,412,213
Positions
265,353 255,072 310,469 21,741 5,833 26,402 491,054 523,600 252,493 14,803 6,665 129 29,769 31,550
Changes from: September 8, 2020 Total Change is: -6,611
9,397 482 -17,021 2,177 -411 -4,433 6,584 22,250 -6,701 3,606 919 -806 586 -890
Percent of Open Interest Represented by Each Category of Trader
18.8 18.1 22.0 1.5 0.4 1.9 34.8 37.1 17.9 1.0 0.5 0.0 2.1 2.2
Number of Traders in Each Category Total Traders: 106
27 18 36 . . . 23 23 33 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 is17,320,250
Positions
1,627,366 1,780,215 3,289,450 323,402 353,680 1,020,127 832,301 478,674 9,249,717 85,290 116,332 254,634 637,962 777,419
Changes from: September 8, 2020 Total Change is:-4,094,020
-174,223 54,693 -1,057,312 50,690 -4,652 -190,377 -224,223 -412,733 -2,412,060 -38,885 -14,136 -19,803 -27,827 -37,639
Percent of Open Interest Represented by Each Category of Trader
9.4 10.3 19.0 1.9 2.0 5.9 4.8 2.8 53.4 0.5 0.7 1.5 3.7 4.5
Number of Traders in Each Category Total Traders: 258
27 46 70 17 14 25 57 53 91 22 14 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 213,428
Positions
11,326 93,122 26,865 1,459 13,505 10,348 131,270 37,022 29,620 0 489 2,362 177 95
Changes from: September 8, 2020 Total Change is: 5,478
-671 6,373 992 146 -21 21 712 -6,102 3,624 -125 247 898 -119 -554
Percent of Open Interest Represented by Each Category of Trader
5.3 43.6 12.6 0.7 6.3 4.8 61.5 17.3 13.9 0.0 0.2 1.1 0.1 0.0
Number of Traders in Each Category Total Traders: 69
4 20 11 . . . 18 15 24 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 155,868
Positions
9,449 75,408 21,011 3,498 718 1,315 80,180 30,482 25,950 13,576 0 801 88 183
Changes from: September 8, 2020 Total Change is: 9,930
1,024 1,503 3,217 411 2 -557 745 2,590 3,094 1,878 0 129 -11 -48
Percent of Open Interest Represented by Each Category of Trader
6.1 48.4 13.5 2.2 0.5 0.8 51.4 19.6 16.6 8.7 0.0 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 79
7 22 12 . . . 15 24 26 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 102,290
Positions
0 33,647 0 2,592 2,314 0 0 28,329 37,230 62,445 500 0 23 270
Changes from: September 8, 2020 Total Change is: 7,343
0 12,472 0 -72 -29 0 0 -8,437 3,348 4,070 0 0 -3 -11
Percent of Open Interest Represented by Each Category of Trader
0.0 32.9 0.0 2.5 2.3 0.0 0.0 27.7 36.4 61.0 0.5 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 23
0 5 0 . 5 0 0 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 10,462
Positions
0 0 0 717 12 70 2,844 5,346 1,266 1,719 2,737 368 3,478 663
Changes from: September 8, 2020 Total Change is: 1,520
0 -229 0 461 -23 -38 27 579 280 -32 713 125 697 113
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 6.9 0.1 0.7 27.2 51.1 12.1 16.4 26.2 3.5 33.2 6.3
Number of Traders in Each Category Total Traders: 79
0 0 0 5 . . 23 19 13 24 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 28,631
Positions
9,870 0 1 5,703 7,790 963 6,694 14,247 1,080 998 895 71 3,251 3,584
Changes from: September 8, 2020 Total Change is: -1,265
8,542 0 -618 -141 299 3 -6,056 2,462 -791 -361 -526 -87 -1,756 -2,007
Percent of Open Interest Represented by Each Category of Trader
34.5 0.0 0.0 19.9 27.2 3.4 23.4 49.8 3.8 3.5 3.1 0.2 11.4 12.5
Number of Traders in Each Category Total Traders: 89
. 0 . 6 8 . 15 33 4 15 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 263,642
Positions
26,820 15,959 15,282 93,055 65,274 15,248 39,978 81,567 34,745 8,594 3,090 9,253 20,667 23,224
Changes from: September 8, 2020 Total Change is: -3,967
-313 -6,644 -273 -10,125 10,870 -817 4,374 -6,976 3,694 140 -3,384 -25 -622 -412
Percent of Open Interest Represented by Each Category of Trader
10.2 6.1 5.8 35.3 24.8 5.8 15.2 30.9 13.2 3.3 1.2 3.5 7.8 8.8
Number of Traders in Each Category Total Traders: 155
11 16 20 14 26 19 29 39 41 9 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 23,584
Positions
2,954 797 920 16,772 4,976 153 472 15,061 1,598 449 0 0 266 79
Changes from: September 8, 2020 Total Change is: 2,119
208 55 865 49 -3 -128 -131 79 1,212 -30 0 0 74 39
Percent of Open Interest Represented by Each Category of Trader
12.5 3.4 3.9 71.1 21.1 0.6 2.0 63.9 6.8 1.9 0.0 0.0 1.1 0.3
Number of Traders in Each Category Total Traders: 33
. . . 9 5 . . 7 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 18, 2020