Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 128,410 Positions 3,259 34,436 2,606 53,293 19,345 4,727 14,109 40,956 7,905 10,429 538 8 32,076 17,888 Changes from: September 15, 2020 Total Change is: -29,083 416 -17,355 -9,094 2,908 -1,817 286 -5,140 -97 -849 -852 18 7 -16,765 -184 Percent of Open Interest Represented by Each Category of Trader 2.5 26.8 2.0 41.5 15.1 3.7 11.0 31.9 6.2 8.1 0.4 0.0 25.0 13.9 Number of Traders in Each Category Total Traders: 102 4 10 7 24 12 13 15 23 12 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 53,428 Positions 1,003 27,046 483 11,314 6,247 441 20,244 4,751 722 0 483 0 19,221 13,255 Changes from: September 15, 2020 Total Change is: -492 1,003 -2,052 109 -2,807 76 -68 3,139 -647 36 0 -1 0 -1,904 2,056 Percent of Open Interest Represented by Each Category of Trader 1.9 50.6 0.9 21.2 11.7 0.8 37.9 8.9 1.4 0.0 0.9 0.0 36.0 24.8 Number of Traders in Each Category Total Traders: 45 . 5 . 12 7 4 13 6 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 185,502 Positions 25,546 17,765 5,738 48,757 66,319 7,976 35,967 25,122 29,264 2,877 6,418 414 28,963 26,486 Changes from: September 15, 2020 Total Change is: 8,817 4,709 -2,886 1,890 311 4,941 216 -1,784 -3,646 5,447 170 164 -169 -1,974 2,859 Percent of Open Interest Represented by Each Category of Trader 13.8 9.6 3.1 26.3 35.8 4.3 19.4 13.5 15.8 1.6 3.5 0.2 15.6 14.3 Number of Traders in Each Category Total Traders: 109 7 6 6 18 25 17 20 24 16 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 190,331 Positions 3,931 93,047 3,205 89,635 13,623 9,615 29,776 32,421 18,640 1,605 572 0 33,924 19,207 Changes from: September 15, 2020 Total Change is: 23,045 -2 16,270 46 16,959 344 383 5,743 1,523 2,410 -7,324 107 0 4,831 1,962 Percent of Open Interest Represented by Each Category of Trader 2.1 48.9 1.7 47.1 7.2 5.1 15.6 17.0 9.8 0.8 0.3 0.0 17.8 10.1 Number of Traders in Each Category Total Traders: 123 . 10 5 39 16 19 27 22 18 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 725,636 Positions 29,146 446,358 15,091 390,443 89,787 25,332 72,860 54,454 38,562 56,571 8,271 2,462 95,168 45,319 Changes from: September 15, 2020 Total Change is: 15,147 -599 -394 3,595 -3,853 -874 1,574 8,030 6,047 1,385 10,022 927 -89 -4,920 2,975 Percent of Open Interest Represented by Each Category of Trader 4.0 61.5 2.1 53.8 12.4 3.5 10.0 7.5 5.3 7.8 1.1 0.3 13.1 6.2 Number of Traders in Each Category Total Traders: 313 13 12 15 112 33 47 53 31 30 38 21 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 24,504 Positions 0 8,681 0 8,675 1,912 1,703 0 6,835 0 0 449 0 14,126 4,924 Changes from: September 15, 2020 Total Change is: -119 0 37 0 267 -606 -310 -395 612 -16 0 0 0 335 164 Percent of Open Interest Represented by Each Category of Trader 0.0 35.4 0.0 35.4 7.8 6.9 0.0 27.9 0.0 0.0 1.8 0.0 57.6 20.1 Number of Traders in Each Category Total Traders: 20 0 . 0 11 . 6 0 4 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 147,121 Positions 5,901 49,131 1,516 51,607 44,546 5,382 44,227 14,812 9,489 1,247 230 0 27,751 22,015 Changes from: September 15, 2020 Total Change is: 2,323 3,237 -3,094 4 -1,552 1,696 339 2,111 877 -10 -432 -16 0 -1,373 2,527 Percent of Open Interest Represented by Each Category of Trader 4.0 33.4 1.0 35.1 30.3 3.7 30.1 10.1 6.5 0.8 0.2 0.0 18.9 15.0 Number of Traders in Each Category Total Traders: 88 . 8 6 24 10 12 20 18 16 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 18,319 Positions 1,304 7,796 69 8,427 5,671 5 6,338 1,862 102 902 685 0 1,172 2,128 Changes from: September 15, 2020 Total Change is: -9,547 -5 -10,961 -122 -325 886 0 -8,691 130 2 -239 0 0 -167 518 Percent of Open Interest Represented by Each Category of Trader 7.1 42.6 0.4 46.0 31.0 0.0 34.6 10.2 0.6 4.9 3.7 0.0 6.4 11.6 Number of Traders in Each Category Total Traders: 38 4 . . 6 4 . 9 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 137,407 Positions 2,537 69,960 557 76,569 3,380 660 45,337 39,106 1,218 4,404 19,228 73 6,051 3,224 Changes from: September 15, 2020 Total Change is: 2,093 1,457 60 52 -2,377 -829 130 2,110 2,764 260 863 -302 -7 -394 -35 Percent of Open Interest Represented by Each Category of Trader 1.8 50.9 0.4 55.7 2.5 0.5 33.0 28.5 0.9 3.2 14.0 0.1 4.4 2.3 Number of Traders in Each Category Total Traders: 140 4 7 . 24 9 7 48 26 12 10 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 34,983 Positions 20,011 180 80 5,291 24,616 0 4,475 4,720 220 2,582 2,085 0 2,324 3,082 Changes from: September 15, 2020 Total Change is: -2,736 489 -5 -52 -627 -1,393 -5 -2,740 -1,708 -2 -71 5 0 272 424 Percent of Open Interest Represented by Each Category of Trader 57.2 0.5 0.2 15.1 70.4 0.0 12.8 13.5 0.6 7.4 6.0 0.0 6.6 8.8 Number of Traders in Each Category Total Traders: 54 . . . 8 8 0 9 15 . 6 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 35,231 Positions 6,087 8,685 0 11,810 6,907 178 9,879 14,037 1,453 335 1,256 6 5,483 2,709 Changes from: September 15, 2020 Total Change is: -615 144 2,161 0 690 -2,578 -84 -2,268 -108 397 200 -43 0 306 -360 Percent of Open Interest Represented by Each Category of Trader 17.3 24.7 0.0 33.5 19.6 0.5 28.0 39.8 4.1 1.0 3.6 0.0 15.6 7.7 Number of Traders in Each Category Total Traders: 86 4 5 0 20 7 4 27 16 6 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 11,536 Positions 2,502 0 0 4,218 2,214 0 4,110 8,120 29 0 0 0 677 1,173 Changes from: September 15, 2020 Total Change is: -706 -118 0 0 587 -337 0 -931 470 1 0 -869 0 -245 29 Percent of Open Interest Represented by Each Category of Trader 21.7 0.0 0.0 36.6 19.2 0.0 35.6 70.4 0.3 0.0 0.0 0.0 5.9 10.2 Number of Traders in Each Category Total Traders: 23 . 0 0 . 4 0 6 9 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 35,035 Positions 12,468 8,902 471 5,718 1,971 748 7,103 2,537 58 640 14,229 0 7,831 6,121 Changes from: September 15, 2020 Total Change is: -9,322 -16 966 -6,477 -235 -1,199 160 -1,456 -1,650 -944 285 -397 0 -638 218 Percent of Open Interest Represented by Each Category of Trader 35.6 25.4 1.3 16.3 5.6 2.1 20.3 7.2 0.2 1.8 40.6 0.0 22.4 17.5 Number of Traders in Each Category Total Traders: 81 15 13 . 16 6 7 14 10 4 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 70,070 Positions 24,935 17,803 941 11,435 3,941 1,496 14,207 5,074 116 1,279 28,457 0 15,662 12,242 Changes from: September 15, 2020 Total Change is: -18,643 -32 1,932 -12,953 -469 -2,397 319 -2,913 -3,299 -1,888 569 -793 0 -1,276 436 Percent of Open Interest Represented by Each Category of Trader 35.6 25.4 1.3 16.3 5.6 2.1 20.3 7.2 0.2 1.8 40.6 0.0 22.4 17.5 Number of Traders in Each Category Total Traders: 81 15 13 . 16 6 7 14 10 4 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 34,062 Positions 9,836 15,470 21 15,605 8,818 5,168 1,287 3,754 0 0 431 0 2,145 400 Changes from: September 15, 2020 Total Change is: -8,866 2,501 -901 -9,939 -2,965 80 2,861 123 187 -873 -480 0 0 -94 -281 Percent of Open Interest Represented by Each Category of Trader 28.9 45.4 0.1 45.8 25.9 15.2 3.8 11.0 0.0 0.0 1.3 0.0 6.3 1.2 Number of Traders in Each Category Total Traders: 29 5 5 . 12 . 4 . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 638,069 Positions 61,550 108,007 25,392 264,956 132,063 58,729 32,715 68,712 105,210 19,878 66,950 3,476 66,164 69,530 Changes from: September 15, 2020 Total Change is: -157,163 -11,039 2,163 -51,901 11,367 3,986 -11,867 -12,057 -18,831 -50,187 -3,111 -4,613 -581 -27,786 -25,332 Percent of Open Interest Represented by Each Category of Trader 9.6 16.9 4.0 41.5 20.7 9.2 5.1 10.8 16.5 3.1 10.5 0.5 10.4 10.9 Number of Traders in Each Category Total Traders: 583 33 40 38 155 97 140 67 101 87 40 49 32 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 21,999 Positions 1,000 1,200 2 0 0 0 425 4,246 10,885 604 2 9 9,075 5,654 Changes from: September 15, 2020 Total Change is: -37,603 -2,430 -27,850 2 0 0 0 -11,217 -1,326 -5,956 509 2 -10 -18,501 -2,467 Percent of Open Interest Represented by Each Category of Trader 4.5 5.5 0.0 0.0 0.0 0.0 1.9 19.3 49.5 2.7 0.0 0.0 41.3 25.7 Number of Traders in Each Category Total Traders: 23 . . . 0 0 0 5 11 15 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price) CFTC Code #138749 Open Interest is 20,474 Positions 15,513 2,206 49 1,922 10,940 0 474 2,553 18 0 0 0 2,498 4,708 Changes from: September 15, 2020 Total Change is: -5,933 3,122 -1,102 -5,181 -28 722 -686 -653 415 -6 0 0 0 -2,501 -95 Percent of Open Interest Represented by Each Category of Trader 75.8 10.8 0.2 9.4 53.4 0.0 2.3 12.5 0.1 0.0 0.0 0.0 12.2 23.0 Number of Traders in Each Category Total Traders: 25 6 4 . 5 4 0 . 4 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 3,080,352 Positions 302,748 534,033 126,953 1,324,781 660,314 293,644 175,064 335,942 458,012 99,389 337,757 14,316 285,445 319,380 Changes from: September 15, 2020 Total Change is: -597,801 -74,998 118,113 -227,563 56,833 19,932 -59,336 -67,042 -150,368 -158,314 -15,081 -20,059 -5,877 -46,422 -114,329 Percent of Open Interest Represented by Each Category of Trader 9.8 17.3 4.1 43.0 21.4 9.5 5.7 10.9 14.9 3.2 11.0 0.5 9.3 10.4 Number of Traders in Each Category Total Traders: 578 33 40 38 155 97 140 66 99 82 40 48 30 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 12,154 Positions 3,937 4,725 0 4,755 6,032 450 1,114 0 0 361 0 0 1,537 947 Changes from: September 15, 2020 Total Change is: -4,085 -273 -686 -2,966 -484 3,214 -251 245 -320 0 0 0 0 -356 -3,076 Percent of Open Interest Represented by Each Category of Trader 32.4 38.9 0.0 39.1 49.6 3.7 9.2 0.0 0.0 3.0 0.0 0.0 12.6 7.8 Number of Traders in Each Category Total Traders: 20 5 4 0 4 4 . . 0 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 58,730 Positions 7,005 9,133 255 36,309 42,820 1,199 3,989 464 302 0 208 0 9,671 4,349 Changes from: September 15, 2020 Total Change is: -6,290 1,495 2,536 -7,946 315 1,211 -893 519 -1,086 106 0 208 0 114 -426 Percent of Open Interest Represented by Each Category of Trader 11.9 15.6 0.4 61.8 72.9 2.0 6.8 0.8 0.5 0.0 0.4 0.0 16.5 7.4 Number of Traders in Each Category Total Traders: 72 7 7 . 28 18 11 10 . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 72,041 Positions 24,985 2,021 264 14,926 6,648 1,342 12,935 8,976 5,200 2,052 40,079 25 10,311 7,486 Changes from: September 15, 2020 Total Change is: -5,955 9,249 -2,624 -7,535 178 129 -449 -251 -5,287 -4,587 41 15,226 -162 -2,439 -666 Percent of Open Interest Represented by Each Category of Trader 34.7 2.8 0.4 20.7 9.2 1.9 18.0 12.5 7.2 2.8 55.6 0.0 14.3 10.4 Number of Traders in Each Category Total Traders: 295 20 16 10 73 42 36 57 48 37 12 26 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 360,203 Positions 124,927 10,103 1,320 74,628 33,240 6,712 64,676 44,878 26,002 10,260 200,394 126 51,554 37,428 Changes from: September 15, 2020 Total Change is: -29,774 46,247 -13,118 -37,675 890 647 -2,247 -1,255 -26,437 -22,935 204 76,131 -808 -12,195 -3,332 Percent of Open Interest Represented by Each Category of Trader 34.7 2.8 0.4 20.7 9.2 1.9 18.0 12.5 7.2 2.8 55.6 0.0 14.3 10.4 Number of Traders in Each Category Total Traders: 295 20 16 10 73 42 36 57 48 37 12 26 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 510,832 Positions 96,364 54,573 4,355 252,833 228,232 54,036 67,376 79,645 5,379 8,861 65,871 131 21,498 18,611 Changes from: September 15, 2020 Total Change is: -65,224 15,989 5,637 -56,517 -1,927 19,549 -7,014 -6,071 -7,557 -8,792 1,011 -4,630 -248 -1,656 -5,652 Percent of Open Interest Represented by Each Category of Trader 18.9 10.7 0.9 49.5 44.7 10.6 13.2 15.6 1.1 1.7 12.9 0.0 4.2 3.6 Number of Traders in Each Category Total Traders: 340 35 15 6 94 60 55 51 49 21 14 22 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 13,048 Positions 4,390 10,996 0 3,015 1,686 0 5,023 0 66 0 0 0 554 300 Changes from: September 15, 2020 Total Change is: -4,422 -229 1,813 -2,713 47 66 -37 620 -1,372 -1,971 0 0 0 -139 -208 Percent of Open Interest Represented by Each Category of Trader 33.6 84.3 0.0 23.1 12.9 0.0 38.5 0.0 0.5 0.0 0.0 0.0 4.2 2.3 Number of Traders in Each Category Total Traders: 20 . 7 0 5 . 0 4 0 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 14,740 Positions 0 5,861 0 8,121 908 5 2,520 2,246 0 425 1,395 0 3,669 4,325 Changes from: September 15, 2020 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 0.0 39.8 0.0 55.1 6.2 0.0 17.1 15.2 0.0 2.9 9.5 0.0 24.9 29.3 Number of Traders in Each Category Total Traders: 21 0 . 0 7 . . 4 . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 35,900 Positions 5,499 6,618 1,183 12,187 5,501 172 6,793 6,886 147 1,893 660 0 8,026 14,733 Changes from: September 15, 2020 Total Change is: 104 -112 -2,991 -225 -1,397 82 31 746 1,543 -86 -1 -333 0 1,148 2,083 Percent of Open Interest Represented by Each Category of Trader 15.3 18.4 3.3 33.9 15.3 0.5 18.9 19.2 0.4 5.3 1.8 0.0 22.4 41.0 Number of Traders in Each Category Total Traders: 60 . 8 . 10 9 4 15 10 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 414,160 Positions 36,419 232,170 4,717 308,566 125,179 32,149 19,541 11,361 832 2,928 1,204 0 9,008 6,548 Changes from: September 15, 2020 Total Change is: -54,640 -5,481 -19,665 -34,786 -1,177 4,580 -443 -6,826 1,145 -1,775 -2,160 -234 0 -1,992 -3,462 Percent of Open Interest Represented by Each Category of Trader 8.8 56.1 1.1 74.5 30.2 7.8 4.7 2.7 0.2 0.7 0.3 0.0 2.2 1.6 Number of Traders in Each Category Total Traders: 173 13 13 4 66 45 38 14 13 5 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 1,221,551 Positions 86,133 667,999 3,279 846,577 268,448 122,367 84,293 38,373 6,428 38,183 100,616 2,323 31,968 11,718 Changes from: September 15, 2020 Total Change is: -231,023 19,430 46,903 -196,408 8,966 -17,641 -7,415 4,920 -10,508 -14,391 -3,415 3,263 -25 -42,685 -34,801 Percent of Open Interest Represented by Each Category of Trader 7.1 54.7 0.3 69.3 22.0 10.0 6.9 3.1 0.5 3.1 8.2 0.2 2.6 1.0 Number of Traders in Each Category Total Traders: 413 28 19 8 175 68 81 56 30 17 24 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 191,198 Positions 46,773 149,374 32,292 22,899 0 2,486 77,189 30 6,115 3,069 65 148 227 688 Changes from: September 15, 2020 Total Change is: 2,299 1,505 1,588 156 0 0 0 549 17 53 49 0 0 -13 485 Percent of Open Interest Represented by Each Category of Trader 24.5 78.1 16.9 12.0 0.0 1.3 40.4 0.0 3.2 1.6 0.0 0.1 0.1 0.4 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 22, 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 1,334,849 Positions 4,230 151,397 28,263 653,919 182,490 206,867 79,396 471,456 114,423 66,500 25,329 10,692 170,560 143,932 Changes from: September 15, 2020 Total Change is: -2,806 1,395 7,811 -1,918 1,173 -6,177 -11,099 4,899 15,496 -1,005 3,418 -2,433 507 -177 -3,989 Percent of Open Interest Represented by Each Category of Trader 0.3 11.3 2.1 49.0 13.7 15.5 5.9 35.3 8.6 5.0 1.9 0.8 12.8 10.8 Number of Traders in Each Category Total Traders: 194 5 19 17 63 27 52 24 37 39 10 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 992,108 Positions 25,050 96,508 42 539,802 164,322 167,995 46,110 409,096 14,653 45,878 21,547 0 152,578 117,945 Changes from: September 15, 2020 Total Change is: -15,269 -1 -10,268 39 -16,431 6,540 2,449 25 -1,027 -11,326 -280 3,655 0 10,256 -5,331 Percent of Open Interest Represented by Each Category of Trader 2.5 9.7 0.0 54.4 16.6 16.9 4.6 41.2 1.5 4.6 2.2 0.0 15.4 11.9 Number of Traders in Each Category Total Traders: 132 . 13 . 57 18 48 6 26 7 6 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 2,031,596 Positions 32,781 180,818 11,416 960,685 450,200 257,006 357,334 914,335 57,130 186,542 68,438 884 167,818 91,369 Changes from: September 15, 2020 Total Change is: 36,434 -11,163 26,450 569 8,006 -23,993 -4,368 45,310 41,051 -4,738 2,788 -2,965 -5 34 4,433 Percent of Open Interest Represented by Each Category of Trader 1.6 8.9 0.6 47.3 22.2 12.7 17.6 45.0 2.8 9.2 3.4 0.0 8.3 4.5 Number of Traders in Each Category Total Traders: 291 12 27 9 107 27 69 52 39 28 21 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 3,743,475 Positions 183,978 283,286 151,304 1,364,176 1,166,587 663,055 368,922 666,250 327,025 231,640 90,306 37,768 415,607 357,894 Changes from: September 15, 2020 Total Change is: 11,838 -1,027 18,683 -1,345 -20,975 32,487 9,064 1,743 -44,988 11,733 13,564 2,520 -4,959 4,040 -11,357 Percent of Open Interest Represented by Each Category of Trader 4.9 7.6 4.0 36.4 31.2 17.7 9.9 17.8 8.7 6.2 2.4 1.0 11.1 9.6 Number of Traders in Each Category Total Traders: 400 21 40 37 100 74 106 59 62 74 25 19 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 890,744 Positions 60,573 26,746 7,788 262,635 337,598 96,513 249,113 195,823 29,059 61,903 6,324 0 123,160 190,893 Changes from: September 15, 2020 Total Change is: -34,432 880 -8,989 3,165 -7,592 3,877 -6,469 -21,083 -18,378 -10,843 7,252 32 0 258 3,173 Percent of Open Interest Represented by Each Category of Trader 6.8 3.0 0.9 29.5 37.9 10.8 28.0 22.0 3.3 6.9 0.7 0.0 13.8 21.4 Number of Traders in Each Category Total Traders: 109 . 5 4 26 42 39 19 9 12 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 3,493,014 Positions 68,980 261,935 35,565 1,403,830 581,471 544,180 409,656 1,327,289 290,559 386,083 163,111 5,811 348,350 283,093 Changes from: September 15, 2020 Total Change is: 34,592 -19,312 45,092 225 -45,288 -11,269 -17,884 36,660 -30,981 50,821 36,303 2,305 -1,937 -4,996 -1,780 Percent of Open Interest Represented by Each Category of Trader 2.0 7.5 1.0 40.2 16.6 15.6 11.7 38.0 8.3 11.1 4.7 0.2 10.0 8.1 Number of Traders in Each Category Total Traders: 295 10 27 18 86 49 80 49 51 56 13 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 1,455,763 Positions 285,648 283,665 293,940 46,165 5,833 18,134 478,400 531,865 281,294 19,203 5,009 915 32,064 35,108 Changes from: September 15, 2020 Total Change is: 43,550 20,295 28,593 -16,529 24,424 0 -8,268 -12,654 8,266 28,800 4,400 -1,656 786 2,295 3,558 Percent of Open Interest Represented by Each Category of Trader 19.6 19.5 20.2 3.2 0.4 1.2 32.9 36.5 19.3 1.3 0.3 0.1 2.2 2.4 Number of Traders in Each Category Total Traders: 104 26 17 34 . . . 27 20 33 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 is17,319,711 Positions 1,525,007 1,918,127 3,440,873 350,455 336,005 1,004,915 907,520 403,645 9,213,092 73,067 110,859 158,493 646,288 733,702 Changes from: September 15, 2020 Total Change is: -539 -102,359 137,911 151,423 27,053 -17,675 -15,213 75,220 -75,029 -36,625 -12,223 -5,473 -96,141 8,326 -43,717 Percent of Open Interest Represented by Each Category of Trader 8.8 11.1 19.9 2.0 1.9 5.8 5.2 2.3 53.2 0.4 0.6 0.9 3.7 4.2 Number of Traders in Each Category Total Traders: 263 30 47 74 17 13 25 64 52 96 18 15 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 209,454 Positions 17,952 94,113 25,878 1,510 8,522 10,348 119,254 36,241 32,199 58 50 2,023 232 80 Changes from: September 15, 2020 Total Change is: -3,974 6,626 991 -987 51 -4,983 0 -12,016 -781 2,579 58 -439 -339 54 -15 Percent of Open Interest Represented by Each Category of Trader 8.6 44.9 12.4 0.7 4.1 4.9 56.9 17.3 15.4 0.0 0.0 1.0 0.1 0.0 Number of Traders in Each Category Total Traders: 66 7 15 12 . . . 17 15 24 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 175,880 Positions 17,441 91,895 12,947 4,582 2,178 3,181 93,854 38,253 26,543 16,625 0 631 76 252 Changes from: September 15, 2020 Total Change is: 20,012 7,992 16,487 -8,064 1,084 1,460 1,866 13,674 7,771 593 3,049 0 -170 -12 69 Percent of Open Interest Represented by Each Category of Trader 9.9 52.2 7.4 2.6 1.2 1.8 53.4 21.7 15.1 9.5 0.0 0.4 0.0 0.1 Number of Traders in Each Category Total Traders: 78 6 22 13 . . 4 14 25 26 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 112,055 Positions 0 40,708 0 2,592 2,443 0 0 21,250 46,886 62,560 500 0 17 268 Changes from: September 15, 2020 Total Change is: 9,765 0 7,061 0 0 129 0 0 -7,079 9,656 115 0 0 -6 -2 Percent of Open Interest Represented by Each Category of Trader 0.0 36.3 0.0 2.3 2.2 0.0 0.0 19.0 41.8 55.8 0.4 0.0 0.0 0.2 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 22, 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 9,324 Positions 0 0 0 285 12 45 2,295 4,533 1,644 1,586 2,039 401 3,067 649 Changes from: September 15, 2020 Total Change is: -1,138 0 0 0 -432 0 -25 -549 -813 378 -133 -698 33 -411 -14 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 3.1 0.1 0.5 24.6 48.6 17.6 17.0 21.9 4.3 32.9 7.0 Number of Traders in Each Category Total Traders: 77 0 0 0 4 . . 22 20 13 22 6 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 28,925 Positions 7,000 0 1 5,919 7,902 1,036 7,067 13,819 1,980 1,581 725 69 4,272 3,394 Changes from: September 15, 2020 Total Change is: 294 -2,870 0 0 216 112 73 373 -428 900 583 -170 -3 1,021 -190 Percent of Open Interest Represented by Each Category of Trader 24.2 0.0 0.0 20.5 27.3 3.6 24.4 47.8 6.8 5.5 2.5 0.2 14.8 11.7 Number of Traders in Each Category Total Traders: 93 . 0 . 6 8 . 20 27 4 21 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 255,490 Positions 27,422 12,592 12,266 96,195 65,711 13,790 36,102 83,832 34,702 8,346 4,406 8,085 18,582 20,106 Changes from: September 15, 2020 Total Change is: -8,152 602 -3,367 -3,016 3,140 437 -1,458 -3,876 2,265 -43 -248 1,316 -1,168 -2,085 -3,118 Percent of Open Interest Represented by Each Category of Trader 10.7 4.9 4.8 37.7 25.7 5.4 14.1 32.8 13.6 3.3 1.7 3.2 7.3 7.9 Number of Traders in Each Category Total Traders: 153 12 13 17 10 31 18 29 34 37 7 10 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 21,190 Positions 2,168 1,679 38 16,760 7,076 153 1,471 12,225 0 406 0 0 194 19 Changes from: September 15, 2020 Total Change is: -2,394 -786 882 -882 -12 2,100 0 999 -2,836 -1,598 -43 0 0 -72 -60 Percent of Open Interest Represented by Each Category of Trader 10.2 7.9 0.2 79.1 33.4 0.7 6.9 57.7 0.0 1.9 0.0 0.0 0.9 0.1 Number of Traders in Each Category Total Traders: 34 . . . 9 5 . 6 4 0 6 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 25, 2020