Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 124,275
Positions
3,150 30,348 2,582 52,910 16,356 5,600 12,004 40,988 6,496 12,048 19 6 29,479 21,880
Changes from: September 29, 2020 Total Change is: -61
680 443 265 2,181 -3,340 551 -627 2,020 -1,315 1,210 -12 1 -3,006 1,325
Percent of Open Interest Represented by Each Category of Trader
2.5 24.4 2.1 42.6 13.2 4.5 9.7 33.0 5.2 9.7 0.0 0.0 23.7 17.6
Number of Traders in Each Category Total Traders: 97
4 9 7 23 11 13 14 24 13 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 47,753
Positions
2,005 24,032 1,013 8,971 4,356 359 15,846 3,437 1,449 0 483 0 18,111 12,624
Changes from: September 29, 2020 Total Change is: -2,165
-46 1,483 166 485 -2,128 -445 -2,728 -1,989 128 0 0 0 275 620
Percent of Open Interest Represented by Each Category of Trader
4.2 50.3 2.1 18.8 9.1 0.8 33.2 7.2 3.0 0.0 1.0 0.0 37.9 26.4
Number of Traders in Each Category Total Traders: 38
. 5 . 11 5 . 10 5 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 191,667
Positions
36,716 14,578 6,920 49,013 68,753 6,816 34,226 31,536 28,549 1,824 6,429 558 27,045 27,530
Changes from: September 29, 2020 Total Change is: -942
-6,468 -65 1,929 5,320 -4,553 -318 1,305 339 -1,255 -1,033 37 44 -466 2,900
Percent of Open Interest Represented by Each Category of Trader
19.2 7.6 3.6 25.6 35.9 3.6 17.9 16.5 14.9 1.0 3.4 0.3 14.1 14.4
Number of Traders in Each Category Total Traders: 115
8 8 8 18 26 15 20 25 18 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 182,370
Positions
4,900 94,795 3,842 93,217 11,444 8,479 24,466 29,486 14,605 926 566 0 31,935 19,155
Changes from: September 29, 2020 Total Change is: 5,262
432 7,713 551 4,276 -3,743 34 -457 1,930 -133 0 -701 0 558 -390
Percent of Open Interest Represented by Each Category of Trader
2.7 52.0 2.1 51.1 6.3 4.6 13.4 16.2 8.0 0.5 0.3 0.0 17.5 10.5
Number of Traders in Each Category Total Traders: 119
4 10 7 38 17 21 24 22 17 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 711,773
Positions
31,341 450,804 15,435 377,469 77,119 26,105 67,495 49,604 39,025 54,582 6,781 2,361 97,961 44,539
Changes from: September 29, 2020 Total Change is: -6,179
1,522 9,577 96 835 -14,486 -1,112 -8,955 917 -1,575 -1,870 413 -157 5,037 148
Percent of Open Interest Represented by Each Category of Trader
4.4 63.3 2.2 53.0 10.8 3.7 9.5 7.0 5.5 7.7 1.0 0.3 13.8 6.3
Number of Traders in Each Category Total Traders: 318
14 13 16 111 38 53 51 34 34 36 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 24,817
Positions
0 8,609 0 9,300 2,429 1,851 0 6,582 0 0 449 0 13,666 4,897
Changes from: September 29, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 34.7 0.0 37.5 9.8 7.5 0.0 26.5 0.0 0.0 1.8 0.0 55.1 19.7
Number of Traders in Each Category Total Traders: 20
0 . 0 11 . 7 0 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 148,905
Positions
5,331 46,737 1,956 51,171 46,291 5,643 45,578 15,676 11,516 1,226 162 0 26,485 20,925
Changes from: September 29, 2020 Total Change is: 3,938
-3,247 1,539 587 2,120 856 -91 5,627 1,698 -580 -400 -12 0 -78 -59
Percent of Open Interest Represented by Each Category of Trader
3.6 31.4 1.3 34.4 31.1 3.8 30.6 10.5 7.7 0.8 0.1 0.0 17.8 14.1
Number of Traders in Each Category Total Traders: 86
. 8 7 24 10 11 22 17 17 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 21,322
Positions
998 7,796 74 8,120 8,721 5 9,453 2,084 105 1,257 647 0 1,310 1,889
Changes from: September 29, 2020 Total Change is: 176
-502 0 0 -5 658 0 292 -334 0 355 -95 0 36 -54
Percent of Open Interest Represented by Each Category of Trader
4.7 36.6 0.3 38.1 40.9 0.0 44.3 9.8 0.5 5.9 3.0 0.0 6.1 8.9
Number of Traders in Each Category Total Traders: 44
. . . 4 5 . 11 10 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 121,873
Positions
6,331 59,066 678 64,544 3,855 968 37,903 33,968 1,587 4,371 17,955 5 5,486 3,791
Changes from: September 29, 2020 Total Change is: -2,288
-256 -319 51 -4,983 -1,072 24 2,857 361 -982 900 -628 5 97 273
Percent of Open Interest Represented by Each Category of Trader
5.2 48.5 0.6 53.0 3.2 0.8 31.1 27.9 1.3 3.6 14.7 0.0 4.5 3.1
Number of Traders in Each Category Total Traders: 121
. 7 . 21 10 6 36 27 9 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 40,001
Positions
22,879 0 96 3,980 26,332 370 7,486 6,733 257 2,787 3,164 0 2,146 3,049
Changes from: September 29, 2020 Total Change is: -3,870
2,740 -169 -2,055 37 -239 1 -1,756 1,333 -2,749 151 74 0 -239 -66
Percent of Open Interest Represented by Each Category of Trader
57.2 0.0 0.2 9.9 65.8 0.9 18.7 16.8 0.6 7.0 7.9 0.0 5.4 7.6
Number of Traders in Each Category Total Traders: 62
. 0 . 8 8 . 12 18 . 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 34,625
Positions
5,332 8,658 0 10,859 6,595 649 12,028 13,894 1,004 282 1,148 6 4,465 2,671
Changes from: September 29, 2020 Total Change is: -1,311
-450 1,091 0 -251 -2,451 -249 -124 386 329 -283 -233 0 -283 -184
Percent of Open Interest Represented by Each Category of Trader
15.4 25.0 0.0 31.4 19.0 1.9 34.7 40.1 2.9 0.8 3.3 0.0 12.9 7.7
Number of Traders in Each Category Total Traders: 83
5 5 0 19 5 5 28 15 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 11,808
Positions
2,612 0 0 4,782 2,564 0 3,419 7,695 31 167 100 0 797 1,418
Changes from: September 29, 2020 Total Change is: -1,115
0 0 0 -109 353 0 -1,424 -1,645 4 167 100 0 247 73
Percent of Open Interest Represented by Each Category of Trader
22.1 0.0 0.0 40.5 21.7 0.0 29.0 65.2 0.3 1.4 0.8 0.0 6.7 12.0
Number of Traders in Each Category Total Traders: 22
. 0 0 . 4 0 5 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 43,041
Positions
11,211 14,229 1,354 12,313 1,301 573 9,545 5,025 366 372 14,569 0 7,308 5,625
Changes from: September 29, 2020 Total Change is: 5,852
434 2,661 563 2,742 125 -74 2,239 1,703 50 177 754 0 -280 69
Percent of Open Interest Represented by Each Category of Trader
26.0 33.1 3.1 28.6 3.0 1.3 22.2 11.7 0.8 0.9 33.8 0.0 17.0 13.1
Number of Traders in Each Category Total Traders: 93
14 16 5 16 6 9 20 12 9 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 86,082
Positions
22,422 28,458 2,708 24,626 2,601 1,145 19,090 10,050 732 744 29,138 0 14,615 11,250
Changes from: September 29, 2020 Total Change is: 11,703
867 5,322 1,126 5,484 249 -147 4,479 3,407 100 354 1,508 0 -559 138
Percent of Open Interest Represented by Each Category of Trader
26.0 33.1 3.1 28.6 3.0 1.3 22.2 11.7 0.8 0.9 33.8 0.0 17.0 13.1
Number of Traders in Each Category Total Traders: 93
14 16 5 16 6 9 20 12 9 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 35,887
Positions
9,003 16,218 12 17,760 8,749 5,224 1,814 4,215 0 0 431 0 2,074 1,038
Changes from: September 29, 2020 Total Change is: 338
-514 133 -9 458 112 -125 560 -171 0 0 0 0 -32 398
Percent of Open Interest Represented by Each Category of Trader
25.1 45.2 0.0 49.5 24.4 14.6 5.1 11.7 0.0 0.0 1.2 0.0 5.8 2.9
Number of Traders in Each Category Total Traders: 28
5 5 . 12 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 647,230
Positions
64,069 97,340 26,140 244,838 125,934 59,063 40,104 73,020 112,660 23,491 71,709 3,384 73,480 77,981
Changes from: September 29, 2020 Total Change is: 5,292
2,506 -5,362 57 -9,439 -8,537 -557 5,133 2,043 1,209 -1,852 4,640 291 7,945 11,508
Percent of Open Interest Represented by Each Category of Trader
9.9 15.0 4.0 37.8 19.5 9.1 6.2 11.3 17.4 3.6 11.1 0.5 11.4 12.0
Number of Traders in Each Category Total Traders: 584
33 34 35 152 94 133 74 100 95 52 44 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 27,572
Positions
4,476 1 75 0 0 0 4,857 3,499 11,563 0 2 5 6,597 12,429
Changes from: September 29, 2020 Total Change is: 5,667
1,200 -1,000 0 0 0 0 4,502 -196 490 -1,413 0 -3 891 6,375
Percent of Open Interest Represented by Each Category of Trader
16.2 0.0 0.3 0.0 0.0 0.0 17.6 12.7 41.9 0.0 0.0 0.0 23.9 45.1
Number of Traders in Each Category Total Traders: 24
. . . 0 0 0 9 8 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 22,225
Positions
16,958 1,882 18 2,105 11,690 106 227 3,236 17 0 0 0 2,794 5,276
Changes from: September 29, 2020 Total Change is: 728
246 -441 0 201 552 106 0 743 0 0 -213 0 175 -19
Percent of Open Interest Represented by Each Category of Trader
76.3 8.5 0.1 9.5 52.6 0.5 1.0 14.6 0.1 0.0 0.0 0.0 12.6 23.7
Number of Traders in Each Category Total Traders: 25
6 4 . 5 5 . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 3,098,290
Positions
306,843 495,575 121,448 1,224,191 629,668 295,317 208,786 380,153 472,936 117,455 358,535 16,898 334,416 327,761
Changes from: September 29, 2020 Total Change is: -1,873
6,528 -21,811 286 -47,194 -42,684 -2,784 26,134 34,173 -19,388 -2,196 23,202 1,468 35,273 25,665
Percent of Open Interest Represented by Each Category of Trader
9.9 16.0 3.9 39.5 20.3 9.5 6.7 12.3 15.3 3.8 11.6 0.5 10.8 10.6
Number of Traders in Each Category Total Traders: 580
33 34 35 152 94 133 71 101 90 52 43 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 57,386
Positions
6,335 8,835 273 36,046 40,328 1,348 3,551 2,314 233 0 0 0 9,600 4,055
Changes from: September 29, 2020 Total Change is: 370
-298 1,359 2 40 -2,895 210 -108 1,188 198 0 0 0 326 308
Percent of Open Interest Represented by Each Category of Trader
11.0 15.4 0.5 62.8 70.3 2.3 6.2 4.0 0.4 0.0 0.0 0.0 16.7 7.1
Number of Traders in Each Category Total Traders: 70
6 6 . 25 19 11 9 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 60,339
Positions
18,416 3,855 161 13,560 7,250 1,386 9,479 10,730 4,659 2,454 24,874 124 10,099 7,299
Changes from: September 29, 2020 Total Change is: -172
2,186 693 -116 -532 354 -118 -1,188 -292 -326 -1 -305 -32 -45 -30
Percent of Open Interest Represented by Each Category of Trader
30.5 6.4 0.3 22.5 12.0 2.3 15.7 17.8 7.7 4.1 41.2 0.2 16.7 12.1
Number of Traders in Each Category Total Traders: 293
23 21 10 68 48 37 46 52 33 12 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 301,697
Positions
92,081 19,277 807 67,799 36,252 6,929 47,394 53,652 23,295 12,272 124,370 622 50,497 36,494
Changes from: September 29, 2020 Total Change is: -860
10,932 3,467 -582 -2,659 1,769 -591 -5,938 -1,459 -1,630 -7 -1,526 -159 -226 -150
Percent of Open Interest Represented by Each Category of Trader
30.5 6.4 0.3 22.5 12.0 2.3 15.7 17.8 7.7 4.1 41.2 0.2 16.7 12.1
Number of Traders in Each Category Total Traders: 293
23 21 10 68 48 37 46 52 33 12 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 64,306
Positions
0 0 0 0 0 0 40,753 32,218 3,846 226 9,338 50 19,431 18,854
Changes from: September 29, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 63.4 50.1 6.0 0.4 14.5 0.1 30.2 29.3
Number of Traders in Each Category Total Traders: 20
0 0 0 0 0 0 8 4 5 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 520,477
Positions
87,523 53,394 4,632 266,386 214,479 55,785 64,546 91,865 10,282 6,739 66,916 896 23,688 22,229
Changes from: September 29, 2020 Total Change is: 18,926
-7,048 14,639 300 15,325 -14,767 2,462 -1,604 7,049 5,724 62 -112 855 2,850 2,776
Percent of Open Interest Represented by Each Category of Trader
16.8 10.3 0.9 51.2 41.2 10.7 12.4 17.7 2.0 1.3 12.9 0.2 4.6 4.3
Number of Traders in Each Category Total Traders: 351
32 18 6 97 60 53 53 56 27 11 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 12,964
Positions
4,117 10,547 0 2,844 2,037 0 5,327 0 74 0 0 0 602 306
Changes from: September 29, 2020 Total Change is: -123
-273 -345 0 -22 312 0 148 0 0 0 0 0 24 -90
Percent of Open Interest Represented by Each Category of Trader
31.8 81.4 0.0 21.9 15.7 0.0 41.1 0.0 0.6 0.0 0.0 0.0 4.6 2.4
Number of Traders in Each Category Total Traders: 22
. 7 0 5 4 0 5 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 14,876
Positions
226 7,169 0 8,566 1,121 21 2,181 1,587 0 323 1,451 0 3,559 3,527
Changes from: September 29, 2020 Total Change is: 162
226 282 0 256 213 10 122 -195 0 -130 409 0 -322 -557
Percent of Open Interest Represented by Each Category of Trader
1.5 48.2 0.0 57.6 7.5 0.1 14.7 10.7 0.0 2.2 9.8 0.0 23.9 23.7
Number of Traders in Each Category Total Traders: 25
. 4 0 8 . . 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 41,070
Positions
8,524 8,987 326 13,187 6,987 1,132 7,329 7,770 5 2,452 4,483 0 8,115 11,380
Changes from: September 29, 2020 Total Change is: 1,076
1,610 462 -821 -1,269 690 406 301 -1,424 -106 1,351 3,436 0 -396 -1,567
Percent of Open Interest Represented by Each Category of Trader
20.8 21.9 0.8 32.1 17.0 2.8 17.8 18.9 0.0 6.0 10.9 0.0 19.8 27.7
Number of Traders in Each Category Total Traders: 66
5 10 . 9 10 6 14 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 419,112
Positions
37,744 232,665 4,443 313,795 122,866 30,092 17,036 16,288 1,174 5,703 5,268 0 9,125 6,316
Changes from: September 29, 2020 Total Change is: 5,021
1,705 4,065 19 3,100 -3,724 -776 -904 2,411 642 614 3,186 0 621 -802
Percent of Open Interest Represented by Each Category of Trader
9.0 55.5 1.1 74.9 29.3 7.2 4.1 3.9 0.3 1.4 1.3 0.0 2.2 1.5
Number of Traders in Each Category Total Traders: 177
11 14 5 64 48 36 12 17 5 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 1,234,881
Positions
97,320 656,225 3,220 873,297 259,151 110,596 77,818 67,919 7,362 28,560 117,213 2,444 34,264 10,751
Changes from: September 29, 2020 Total Change is: 12,776
92 -3,829 -757 40,965 -15,104 -12,051 -7,757 29,947 378 -10,015 14,061 118 1,803 13
Percent of Open Interest Represented by Each Category of Trader
7.9 53.1 0.3 70.7 21.0 9.0 6.3 5.5 0.6 2.3 9.5 0.2 2.8 0.9
Number of Traders in Each Category Total Traders: 424
25 21 8 176 70 82 52 39 20 27 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 194,362
Positions
48,464 151,753 32,558 22,999 0 2,486 77,739 30 6,650 3,012 65 148 306 672
Changes from: September 29, 2020 Total Change is: 2,094
634 2,172 -82 0 0 0 1,287 -219 239 -72 0 0 88 -16
Percent of Open Interest Represented by Each Category of Trader
24.9 78.1 16.8 11.8 0.0 1.3 40.0 0.0 3.4 1.5 0.0 0.1 0.2 0.3
Number of Traders in Each Category Total Traders: 82
11 19 17 14 0 . 28 . 4 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 1,349,248
Positions
9,052 125,148 24,721 684,630 181,978 197,602 78,481 511,070 113,588 63,047 14,227 9,033 169,093 171,879
Changes from: September 29, 2020 Total Change is: 59,978
5,482 -19,652 6,012 31,987 3,805 -4,895 -2,868 12,108 32,885 238 -318 3,652 -12,514 26,382
Percent of Open Interest Represented by Each Category of Trader
0.7 9.3 1.8 50.7 13.5 14.6 5.8 37.9 8.4 4.7 1.1 0.7 12.5 12.7
Number of Traders in Each Category Total Traders: 184
10 13 18 58 28 47 25 36 43 8 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 979,708
Positions
25,230 88,501 197 513,725 175,355 173,715 58,386 381,526 15,898 48,842 21,429 0 143,715 123,087
Changes from: September 29, 2020 Total Change is: -12,410
251 -8,922 197 -15,817 10,228 5,845 6,699 -28,497 2,695 285 -96 0 -12,565 6,140
Percent of Open Interest Represented by Each Category of Trader
2.6 9.0 0.0 52.4 17.9 17.7 6.0 38.9 1.6 5.0 2.2 0.0 14.7 12.6
Number of Traders in Each Category Total Traders: 136
. 12 . 59 19 51 8 26 12 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 1,994,176
Positions
31,028 137,033 6,862 924,614 485,992 243,855 412,558 930,333 30,670 173,831 62,561 862 169,896 96,008
Changes from: September 29, 2020 Total Change is: -25,589
-763 -85,321 -2,488 -20,008 36,555 -3,218 15,438 41,438 -19,088 -2,290 -932 -2 6,829 7,467
Percent of Open Interest Represented by Each Category of Trader
1.6 6.9 0.3 46.4 24.4 12.2 20.7 46.7 1.5 8.7 3.1 0.0 8.5 4.8
Number of Traders in Each Category Total Traders: 291
11 28 7 108 26 69 54 37 23 20 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 3,802,758
Positions
208,954 227,911 136,077 1,383,928 1,216,514 674,389 384,409 666,477 361,097 206,612 94,742 35,199 412,091 390,350
Changes from: September 29, 2020 Total Change is: 56,701
26,034 -80,909 -7,494 -22,947 42,011 8,548 -10,226 -11,314 58,988 -624 6,878 9,765 -5,342 30,228
Percent of Open Interest Represented by Each Category of Trader
5.5 6.0 3.6 36.4 32.0 17.7 10.1 17.5 9.5 5.4 2.5 0.9 10.8 10.3
Number of Traders in Each Category Total Traders: 386
20 31 34 94 84 108 53 64 74 25 15 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 898,902
Positions
73,945 12,702 10,729 257,017 336,574 104,612 237,522 216,998 25,501 63,826 2,305 40 125,710 189,441
Changes from: September 29, 2020 Total Change is: -1,807
4,256 -2,864 1,351 -9,767 -7,909 4,161 3,071 15,148 -8,066 2,700 -1,190 40 447 -2,478
Percent of Open Interest Represented by Each Category of Trader
8.2 1.4 1.2 28.6 37.4 11.6 26.4 24.1 2.8 7.1 0.3 0.0 14.0 21.1
Number of Traders in Each Category Total Traders: 110
5 4 4 22 46 39 19 10 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 3,297,259
Positions
97,195 200,823 38,714 1,319,202 588,476 553,693 404,146 1,315,503 185,996 368,433 121,754 5,645 324,236 286,656
Changes from: September 29, 2020 Total Change is: -139,367
6,069 -65,311 5,901 -127,920 366 -836 9,163 -66,038 -19,422 -2,390 18,009 2,098 -12,030 -14,133
Percent of Open Interest Represented by Each Category of Trader
2.9 6.1 1.2 40.0 17.8 16.8 12.3 39.9 5.6 11.2 3.7 0.2 9.8 8.7
Number of Traders in Each Category Total Traders: 292
17 21 18 86 50 80 40 55 49 13 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 1,331,637
Positions
273,567 270,096 270,558 36,643 2,033 18,289 407,604 459,291 277,620 22,924 3,779 0 24,432 29,971
Changes from: September 29, 2020 Total Change is: -167,713
-31,555 -17,179 -25,180 -13,386 -3,800 813 -66,301 -96,346 -20,966 -4,158 -1,618 -791 -6,188 -2,646
Percent of Open Interest Represented by Each Category of Trader
20.5 20.3 20.3 2.8 0.2 1.4 30.6 34.5 20.8 1.7 0.3 0.0 1.8 2.3
Number of Traders in Each Category Total Traders: 105
29 16 40 . . . 18 31 37 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 is17,797,750
Positions
1,725,874 2,022,064 3,533,004 315,570 408,088 1,038,103 962,144 402,972 9,361,700 78,165 100,001 157,122 626,067 774,696
Changes from: September 29, 2020 Total Change is: 378,888
104,793 57,305 41,652 3,109 61,254 -22,526 -6,335 -46,420 310,548 -4,181 -18,681 -21,541 -26,632 17,297
Percent of Open Interest Represented by Each Category of Trader
9.7 11.4 19.9 1.8 2.3 5.8 5.4 2.3 52.6 0.4 0.6 0.9 3.5 4.4
Number of Traders in Each Category Total Traders: 259
33 41 71 15 15 24 59 56 94 20 15 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 236,981
Positions
22,529 106,479 28,206 108 9,347 10,985 130,365 36,449 41,760 90 857 2,804 134 94
Changes from: September 29, 2020 Total Change is: 10,685
1,527 6,723 -1,026 -878 868 107 2,219 -4,456 7,255 56 -352 1,577 -151 -11
Percent of Open Interest Represented by Each Category of Trader
9.5 44.9 11.9 0.0 3.9 4.6 55.0 15.4 17.6 0.0 0.4 1.2 0.1 0.0
Number of Traders in Each Category Total Traders: 72
8 16 12 . . . 16 19 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 138,684
Positions
14,663 86,269 10,113 2,300 2,264 3,070 69,926 13,325 22,647 15,045 0 743 177 253
Changes from: September 29, 2020 Total Change is: -53,722
-8,033 -14,687 -2,851 -3,196 100 597 -28,705 -30,951 -5,942 -5,693 0 91 10 -79
Percent of Open Interest Represented by Each Category of Trader
10.6 62.2 7.3 1.7 1.6 2.2 50.4 9.6 16.3 10.8 0.0 0.5 0.1 0.2
Number of Traders in Each Category Total Traders: 74
5 19 11 . . . 18 21 25 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 131,243
Positions
0 54,387 0 3,403 2,443 0 27 9,926 63,826 63,970 500 0 17 161
Changes from: September 29, 2020 Total Change is: 8,893
0 4,211 0 811 0 0 27 -2,446 7,235 830 0 0 -10 -107
Percent of Open Interest Represented by Each Category of Trader
0.0 41.4 0.0 2.6 1.9 0.0 0.0 7.6 48.6 48.7 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 24
0 5 0 . 5 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 8,233
Positions
0 0 0 703 64 49 2,135 4,858 808 1,603 1,728 205 2,729 521
Changes from: September 29, 2020 Total Change is: 205
0 0 0 178 36 0 164 146 -139 9 264 -47 41 -55
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 8.5 0.8 0.6 25.9 59.0 9.8 19.5 21.0 2.5 33.2 6.3
Number of Traders in Each Category Total Traders: 76
0 0 0 4 . . 20 23 12 21 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 31,607
Positions
7,343 0 1 9,501 7,373 937 6,044 15,470 2,025 1,112 2,442 122 4,522 3,238
Changes from: September 29, 2020 Total Change is: 2,831
668 0 0 486 -271 -103 707 1,591 209 38 1,500 0 826 -94
Percent of Open Interest Represented by Each Category of Trader
23.2 0.0 0.0 30.1 23.3 3.0 19.1 48.9 6.4 3.5 7.7 0.4 14.3 10.2
Number of Traders in Each Category Total Traders: 93
. 0 . 8 8 . 17 28 4 18 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 267,685
Positions
26,459 17,965 13,051 98,962 61,841 11,271 38,124 88,321 42,092 9,280 3,217 7,588 20,858 22,339
Changes from: September 29, 2020 Total Change is: 5,951
69 4,102 -84 5,383 -4,128 -1,938 -906 2,893 3,005 441 1,182 -339 320 1,258
Percent of Open Interest Represented by Each Category of Trader
9.9 6.7 4.9 37.0 23.1 4.2 14.2 33.0 15.7 3.5 1.2 2.8 7.8 8.3
Number of Traders in Each Category Total Traders: 151
13 14 20 10 30 17 27 34 39 7 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 20,586
Positions
3,018 1,591 141 15,810 9,872 379 697 8,400 0 326 170 0 215 33
Changes from: September 29, 2020 Total Change is: 154
1,110 -87 102 -525 974 -333 -90 -534 0 -105 10 0 -5 22
Percent of Open Interest Represented by Each Category of Trader
14.7 7.7 0.7 76.8 48.0 1.8 3.4 40.8 0.0 1.6 0.8 0.0 1.0 0.2
Number of Traders in Each Category Total Traders: 34
. . . 10 4 . 4 6 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 09, 2020