Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 132,089
Positions
4,876 37,124 2,866 56,334 18,544 3,913 12,285 41,771 6,471 12,349 12 33 32,961 21,355
Changes from: October 6, 2020 Total Change is: 7,814
1,725 6,776 284 3,425 2,188 -1,687 282 784 -25 301 -7 27 3,482 -525
Percent of Open Interest Represented by Each Category of Trader
3.7 28.1 2.2 42.6 14.0 3.0 9.3 31.6 4.9 9.3 0.0 0.0 25.0 16.2
Number of Traders in Each Category Total Traders: 97
6 8 6 23 11 11 10 26 11 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 50,387
Positions
1,630 24,195 1,117 10,723 4,769 5 15,594 4,335 1,842 0 483 0 19,476 13,641
Changes from: October 6, 2020 Total Change is: 2,634
-375 163 104 1,752 413 -354 -252 898 394 0 0 0 1,365 1,017
Percent of Open Interest Represented by Each Category of Trader
3.2 48.0 2.2 21.3 9.5 0.0 30.9 8.6 3.7 0.0 1.0 0.0 38.7 27.1
Number of Traders in Each Category Total Traders: 40
. 5 . 12 5 . 10 6 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 179,149
Positions
28,759 14,504 6,816 47,587 62,328 6,469 34,036 28,881 23,828 2,027 6,410 269 29,357 29,643
Changes from: October 6, 2020 Total Change is: -12,518
-7,957 -74 -104 -1,427 -6,425 -346 -190 -2,655 -4,720 203 -19 -289 2,312 2,113
Percent of Open Interest Represented by Each Category of Trader
16.1 8.1 3.8 26.6 34.8 3.6 19.0 16.1 13.3 1.1 3.6 0.2 16.4 16.5
Number of Traders in Each Category Total Traders: 108
8 7 6 18 22 16 20 25 17 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 181,323
Positions
4,956 94,776 2,357 93,125 10,749 7,782 27,734 31,611 13,005 926 566 0 31,438 20,477
Changes from: October 6, 2020 Total Change is: -1,047
55 -18 -1,485 -91 -695 -697 3,268 2,125 -1,599 0 0 0 -498 1,322
Percent of Open Interest Represented by Each Category of Trader
2.7 52.3 1.3 51.4 5.9 4.3 15.3 17.4 7.2 0.5 0.3 0.0 17.3 11.3
Number of Traders in Each Category Total Traders: 118
4 9 6 37 15 19 30 19 18 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 693,634
Positions
30,249 441,230 13,865 376,671 72,095 25,903 62,692 55,800 30,244 55,036 7,028 2,299 96,674 45,169
Changes from: October 6, 2020 Total Change is: -18,139
-1,091 -9,574 -1,570 -797 -5,024 -202 -4,802 6,196 -8,781 454 247 -62 -1,287 630
Percent of Open Interest Represented by Each Category of Trader
4.4 63.6 2.0 54.3 10.4 3.7 9.0 8.0 4.4 7.9 1.0 0.3 13.9 6.5
Number of Traders in Each Category Total Traders: 306
14 11 16 109 37 52 48 34 29 35 18 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 24,699
Positions
0 8,609 0 9,304 2,392 1,844 0 6,621 0 0 449 0 13,551 4,784
Changes from: October 6, 2020 Total Change is: -118
0 0 0 4 -37 -7 0 39 0 0 0 0 -115 -113
Percent of Open Interest Represented by Each Category of Trader
0.0 34.9 0.0 37.7 9.7 7.5 0.0 26.8 0.0 0.0 1.8 0.0 54.9 19.4
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 13, 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 148,846
Positions
4,131 48,253 2,537 54,752 42,979 3,929 46,792 24,856 7,783 1,226 90 0 27,696 18,419
Changes from: October 6, 2020 Total Change is: -59
-1,200 1,517 581 3,582 -3,312 -1,714 1,214 9,180 -3,734 0 -72 0 1,211 -2,506
Percent of Open Interest Represented by Each Category of Trader
2.8 32.4 1.7 36.8 28.9 2.6 31.4 16.7 5.2 0.8 0.1 0.0 18.6 12.4
Number of Traders in Each Category Total Traders: 87
. 8 5 23 9 10 22 20 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 21,875
Positions
835 7,796 77 8,453 9,727 5 9,936 1,761 119 1,157 645 0 1,293 1,746
Changes from: October 6, 2020 Total Change is: 553
-163 0 3 333 1,006 0 483 -324 13 -100 -2 0 -16 -144
Percent of Open Interest Represented by Each Category of Trader
3.8 35.6 0.4 38.6 44.5 0.0 45.4 8.0 0.5 5.3 2.9 0.0 5.9 8.0
Number of Traders in Each Category Total Traders: 44
. . . 5 5 . 12 9 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 119,875
Positions
2,713 58,980 505 66,680 3,390 759 36,383 32,421 2,287 4,141 18,033 5 6,402 3,496
Changes from: October 6, 2020 Total Change is: -1,998
-3,618 -86 -173 2,136 -465 -209 -1,520 -1,547 700 -230 78 0 917 -295
Percent of Open Interest Represented by Each Category of Trader
2.3 49.2 0.4 55.6 2.8 0.6 30.4 27.0 1.9 3.5 15.0 0.0 5.3 2.9
Number of Traders in Each Category Total Traders: 122
. 7 . 24 9 6 39 25 13 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 40,518
Positions
22,892 0 83 4,373 27,613 324 7,841 5,814 380 2,156 3,166 0 2,469 3,138
Changes from: October 6, 2020 Total Change is: 517
13 0 -13 393 1,281 -46 355 -919 123 -631 2 0 323 89
Percent of Open Interest Represented by Each Category of Trader
56.5 0.0 0.2 10.8 68.1 0.8 19.4 14.3 0.9 5.3 7.8 0.0 6.1 7.7
Number of Traders in Each Category Total Traders: 58
. 0 . 8 8 . 11 15 4 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 38,219
Positions
4,729 10,305 0 11,788 7,296 516 15,447 15,123 757 508 1,128 6 4,468 3,088
Changes from: October 6, 2020 Total Change is: 3,594
-603 1,647 0 929 701 -133 3,419 1,229 -247 226 -20 0 3 417
Percent of Open Interest Represented by Each Category of Trader
12.4 27.0 0.0 30.8 19.1 1.4 40.4 39.6 2.0 1.3 3.0 0.0 11.7 8.1
Number of Traders in Each Category Total Traders: 89
4 5 0 20 5 4 33 14 6 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 12,482
Positions
2,612 0 0 4,930 2,543 0 4,015 8,448 31 167 160 0 727 1,300
Changes from: October 6, 2020 Total Change is: 674
0 0 0 148 -21 0 596 753 0 0 60 0 -70 -118
Percent of Open Interest Represented by Each Category of Trader
20.9 0.0 0.0 39.5 20.4 0.0 32.2 67.7 0.2 1.3 1.3 0.0 5.8 10.4
Number of Traders in Each Category Total Traders: 23
. 0 0 . 4 0 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 45,152
Positions
11,871 15,974 1,917 11,713 960 475 10,673 4,355 234 518 14,746 0 7,752 6,493
Changes from: October 6, 2020 Total Change is: 2,111
660 1,745 563 -600 -341 -98 1,129 -670 -132 146 177 0 444 868
Percent of Open Interest Represented by Each Category of Trader
26.3 35.4 4.2 25.9 2.1 1.1 23.6 9.6 0.5 1.1 32.7 0.0 17.2 14.4
Number of Traders in Each Category Total Traders: 93
15 17 5 17 . 8 25 8 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 90,304
Positions
23,742 31,948 3,833 23,426 1,919 949 21,347 8,709 467 1,036 29,492 0 15,504 12,986
Changes from: October 6, 2020 Total Change is: 4,222
1,320 3,490 1,125 -1,200 -682 -196 2,257 -1,341 -264 292 354 0 888 1,736
Percent of Open Interest Represented by Each Category of Trader
26.3 35.4 4.2 25.9 2.1 1.1 23.6 9.6 0.5 1.1 32.7 0.0 17.2 14.4
Number of Traders in Each Category Total Traders: 93
15 17 5 17 . 8 25 8 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 34,918
Positions
9,562 17,017 12 16,247 8,632 5,341 1,742 2,715 0 0 431 0 2,014 770
Changes from: October 6, 2020 Total Change is: -969
559 799 0 -1,513 -117 117 -72 -1,500 0 0 0 0 -60 -268
Percent of Open Interest Represented by Each Category of Trader
27.4 48.7 0.0 46.5 24.7 15.3 5.0 7.8 0.0 0.0 1.2 0.0 5.8 2.2
Number of Traders in Each Category Total Traders: 28
5 6 . 12 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 664,652
Positions
62,105 96,148 34,071 248,072 113,972 60,661 36,309 82,929 122,684 21,431 72,908 3,620 75,698 77,658
Changes from: October 6, 2020 Total Change is: 17,422
-1,963 -1,191 7,931 3,234 -11,962 1,598 -3,796 9,909 10,024 -2,060 1,199 236 2,218 -323
Percent of Open Interest Represented by Each Category of Trader
9.3 14.5 5.1 37.3 17.1 9.1 5.5 12.5 18.5 3.2 11.0 0.5 11.4 11.7
Number of Traders in Each Category Total Traders: 582
34 33 36 164 88 138 64 105 94 48 45 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 31,237
Positions
7,577 2,590 83 0 0 0 4,861 2,241 11,641 0 1 3 7,072 14,678
Changes from: October 6, 2020 Total Change is: 3,665
3,101 2,590 8 0 0 0 5 -1,258 78 0 -1 -1 474 2,249
Percent of Open Interest Represented by Each Category of Trader
24.3 8.3 0.3 0.0 0.0 0.0 15.6 7.2 37.3 0.0 0.0 0.0 22.6 47.0
Number of Traders in Each Category Total Traders: 26
4 . . 0 0 0 7 9 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 24,286
Positions
18,488 3,335 176 2,093 12,118 106 227 3,652 17 0 0 0 3,179 4,882
Changes from: October 6, 2020 Total Change is: 2,061
1,530 1,453 158 -12 428 0 0 416 0 0 0 0 385 -394
Percent of Open Interest Represented by Each Category of Trader
76.1 13.7 0.7 8.6 49.9 0.4 0.9 15.0 0.1 0.0 0.0 0.0 13.1 20.1
Number of Traders in Each Category Total Traders: 25
7 4 . 4 4 . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 3,167,073
Positions
302,477 497,627 140,105 1,240,361 569,858 303,305 181,519 427,723 530,932 107,154 364,536 18,086 343,135 314,900
Changes from: October 6, 2020 Total Change is: 68,783
-4,366 2,052 18,658 16,170 -59,809 7,988 -27,267 47,570 57,996 -10,301 6,001 1,188 8,718 -12,860
Percent of Open Interest Represented by Each Category of Trader
9.6 15.7 4.4 39.2 18.0 9.6 5.7 13.5 16.8 3.4 11.5 0.6 10.8 9.9
Number of Traders in Each Category Total Traders: 577
34 33 35 164 88 138 62 104 88 48 44 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 129,517
Positions
0 4,655 0 19,226 0 3 24,083 61,385 17,778 0 17,337 0 68,428 28,360
Changes from: October 6, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 3.6 0.0 14.8 0.0 0.0 18.6 47.4 13.7 0.0 13.4 0.0 52.8 21.9
Number of Traders in Each Category Total Traders: 21
0 . 0 . 0 . 5 10 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 56,363
Positions
5,670 9,958 275 35,535 36,979 1,708 3,008 2,348 290 0 0 0 9,877 4,805
Changes from: October 6, 2020 Total Change is: -1,023
-665 1,123 2 -511 -3,349 360 -543 34 57 0 0 0 277 750
Percent of Open Interest Represented by Each Category of Trader
10.1 17.7 0.5 63.0 65.6 3.0 5.3 4.2 0.5 0.0 0.0 0.0 17.5 8.5
Number of Traders in Each Category Total Traders: 69
5 7 . 26 18 11 8 5 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 51,443
Positions
8,284 10,260 416 13,460 7,541 1,279 9,043 13,849 6,102 2,335 4,261 102 10,422 7,632
Changes from: October 6, 2020 Total Change is: -8,897
-10,132 6,404 255 -100 291 -106 -436 3,119 1,443 -120 -20,613 -23 323 333
Percent of Open Interest Represented by Each Category of Trader
16.1 19.9 0.8 26.2 14.7 2.5 17.6 26.9 11.9 4.5 8.3 0.2 20.3 14.8
Number of Traders in Each Category Total Traders: 280
19 23 12 67 49 42 41 50 36 12 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 257,214
Positions
41,420 51,299 2,080 67,298 37,705 6,397 45,214 69,246 30,510 11,675 21,307 509 52,112 38,161
Changes from: October 6, 2020 Total Change is: -44,483
-50,661 32,022 1,273 -502 1,453 -532 -2,180 15,595 7,215 -598 -103,063 -113 1,615 1,667
Percent of Open Interest Represented by Each Category of Trader
16.1 19.9 0.8 26.2 14.7 2.5 17.6 26.9 11.9 4.5 8.3 0.2 20.3 14.8
Number of Traders in Each Category Total Traders: 280
19 23 12 67 49 42 41 50 36 12 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 546,941
Positions
86,296 73,228 4,768 283,095 209,113 52,732 76,335 105,707 10,927 7,047 67,793 124 25,618 22,550
Changes from: October 6, 2020 Total Change is: 26,464
-1,227 19,834 136 16,709 -5,366 -3,053 11,789 13,842 645 308 877 -772 1,930 321
Percent of Open Interest Represented by Each Category of Trader
15.8 13.4 0.9 51.8 38.2 9.6 14.0 19.3 2.0 1.3 12.4 0.0 4.7 4.1
Number of Traders in Each Category Total Traders: 346
31 20 6 97 57 57 52 57 27 12 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 12,909
Positions
4,117 10,586 0 2,897 1,719 0 5,191 0 74 0 205 0 630 325
Changes from: October 6, 2020 Total Change is: -55
0 39 0 53 -318 0 -136 0 0 0 205 0 28 19
Percent of Open Interest Represented by Each Category of Trader
31.9 82.0 0.0 22.4 13.3 0.0 40.2 0.0 0.6 0.0 1.6 0.0 4.9 2.5
Number of Traders in Each Category Total Traders: 22
. 7 0 5 . 0 5 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 17,352
Positions
0 10,505 0 8,495 1,121 21 4,369 1,456 0 460 1,244 0 4,007 3,005
Changes from: October 6, 2020 Total Change is: 2,476
-226 3,336 0 -71 0 0 2,188 -131 0 137 -207 0 448 -522
Percent of Open Interest Represented by Each Category of Trader
0.0 60.5 0.0 49.0 6.5 0.1 25.2 8.4 0.0 2.7 7.2 0.0 23.1 17.3
Number of Traders in Each Category Total Traders: 23
0 . 0 8 . . 5 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 43,723
Positions
12,963 9,513 267 13,399 6,907 1,162 6,248 9,977 0 1,783 5,566 0 7,901 10,331
Changes from: October 6, 2020 Total Change is: 2,653
4,439 526 -59 212 -80 30 -1,081 2,207 -5 -669 1,083 0 -214 -1,049
Percent of Open Interest Represented by Each Category of Trader
29.6 21.8 0.6 30.6 15.8 2.7 14.3 22.8 0.0 4.1 12.7 0.0 18.1 23.6
Number of Traders in Each Category Total Traders: 68
6 10 . 11 9 6 11 15 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 425,288
Positions
39,025 239,637 4,461 314,043 117,071 32,485 20,359 19,404 1,154 5,602 4,721 0 8,159 6,355
Changes from: October 6, 2020 Total Change is: 6,176
1,281 6,972 18 248 -5,795 2,393 3,323 3,116 -20 -101 -547 0 -966 39
Percent of Open Interest Represented by Each Category of Trader
9.2 56.3 1.0 73.8 27.5 7.6 4.8 4.6 0.3 1.3 1.1 0.0 1.9 1.5
Number of Traders in Each Category Total Traders: 176
12 14 5 65 46 39 13 15 5 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 1,245,444
Positions
101,639 680,450 6,018 890,885 248,816 101,021 83,863 57,518 7,521 28,550 132,618 2,487 23,460 8,995
Changes from: October 6, 2020 Total Change is: 10,563
4,319 24,225 2,798 17,588 -10,335 -9,575 6,045 -10,401 159 -10 15,405 43 -10,804 -1,756
Percent of Open Interest Represented by Each Category of Trader
8.2 54.6 0.5 71.5 20.0 8.1 6.7 4.6 0.6 2.3 10.6 0.2 1.9 0.7
Number of Traders in Each Category Total Traders: 429
26 21 9 177 67 81 59 36 18 28 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 197,258
Positions
50,498 154,623 32,675 21,813 0 2,486 79,709 0 6,668 3,038 65 148 223 593
Changes from: October 6, 2020 Total Change is: 2,896
2,034 2,870 117 -1,186 0 0 1,970 -30 18 26 0 0 -83 -79
Percent of Open Interest Represented by Each Category of Trader
25.6 78.4 16.6 11.1 0.0 1.3 40.4 0.0 3.4 1.5 0.0 0.1 0.1 0.3
Number of Traders in Each Category Total Traders: 81
11 19 16 14 0 . 28 0 4 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 1,348,322
Positions
8,618 146,600 22,387 682,078 169,972 205,584 75,744 515,139 110,160 63,947 16,198 7,433 172,373 154,849
Changes from: October 6, 2020 Total Change is: -926
-434 21,452 -2,335 -2,552 -12,007 7,982 -2,738 4,069 -3,429 900 1,971 -1,600 3,280 -17,030
Percent of Open Interest Represented by Each Category of Trader
0.6 10.9 1.7 50.6 12.6 15.2 5.6 38.2 8.2 4.7 1.2 0.6 12.8 11.5
Number of Traders in Each Category Total Traders: 191
8 20 21 63 27 51 25 34 42 8 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 990,401
Positions
27,306 94,755 0 520,709 176,321 178,886 56,524 388,590 15,651 49,518 21,455 0 141,807 114,743
Changes from: October 6, 2020 Total Change is: 10,693
2,076 6,254 -197 6,984 966 5,171 -1,862 7,064 -247 676 26 0 -1,908 -8,344
Percent of Open Interest Represented by Each Category of Trader
2.8 9.6 0.0 52.6 17.8 18.1 5.7 39.2 1.6 5.0 2.2 0.0 14.3 11.6
Number of Traders in Each Category Total Traders: 141
. 12 0 59 21 53 8 28 12 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 1,994,431
Positions
33,435 157,744 9,231 944,179 511,172 243,191 400,361 894,514 25,458 172,671 62,472 849 165,056 89,801
Changes from: October 6, 2020 Total Change is: 255
2,407 20,711 2,369 19,565 25,180 -664 -12,197 -35,820 -5,212 -1,160 -89 -13 -4,840 -6,207
Percent of Open Interest Represented by Each Category of Trader
1.7 7.9 0.5 47.3 25.6 12.2 20.1 44.9 1.3 8.7 3.1 0.0 8.3 4.5
Number of Traders in Each Category Total Traders: 285
11 27 6 100 26 66 55 40 25 19 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 3,777,074
Positions
177,359 290,727 151,042 1,401,630 1,194,877 688,085 357,608 599,871 342,855 216,987 88,882 39,570 401,940 381,166
Changes from: October 6, 2020 Total Change is: -25,684
-31,596 62,816 14,965 17,702 -21,637 13,695 -26,802 -66,607 -18,242 10,374 -5,860 4,371 -10,151 -9,184
Percent of Open Interest Represented by Each Category of Trader
4.7 7.7 4.0 37.1 31.6 18.2 9.5 15.9 9.1 5.7 2.4 1.0 10.6 10.1
Number of Traders in Each Category Total Traders: 394
18 40 38 99 80 109 55 61 74 23 18 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 902,335
Positions
68,843 15,640 10,199 261,402 338,404 103,765 242,293 204,285 38,239 51,189 2,305 40 126,365 189,458
Changes from: October 6, 2020 Total Change is: 3,433
-5,102 2,938 -530 4,385 1,830 -847 4,771 -12,713 12,738 -12,637 0 0 655 17
Percent of Open Interest Represented by Each Category of Trader
7.6 1.7 1.1 29.0 37.5 11.5 26.9 22.6 4.2 5.7 0.3 0.0 14.0 21.0
Number of Traders in Each Category Total Traders: 111
5 4 4 23 45 40 21 9 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 3,250,911
Positions
94,849 228,478 36,737 1,288,173 567,883 550,820 405,619 1,269,874 179,077 360,498 126,706 6,020 329,117 285,316
Changes from: October 6, 2020 Total Change is: -46,348
-2,346 27,655 -1,976 -31,029 -20,593 -2,872 1,473 -45,628 -6,920 -7,934 4,952 374 4,882 -1,340
Percent of Open Interest Represented by Each Category of Trader
2.9 7.0 1.1 39.6 17.5 16.9 12.5 39.1 5.5 11.1 3.9 0.2 10.1 8.8
Number of Traders in Each Category Total Traders: 289
15 22 18 86 49 78 40 54 45 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 1,340,587
Positions
255,490 325,143 284,831 39,793 2,033 15,639 423,293 400,768 278,967 16,498 3,779 0 26,076 29,427
Changes from: October 6, 2020 Total Change is: 8,950
-18,077 55,047 14,273 3,150 0 -2,650 15,689 -58,523 1,347 -6,426 0 0 1,644 -544
Percent of Open Interest Represented by Each Category of Trader
19.1 24.3 21.2 3.0 0.2 1.2 31.6 29.9 20.8 1.2 0.3 0.0 1.9 2.2
Number of Traders in Each Category Total Traders: 102
30 16 41 . . . 19 26 35 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 is17,969,205
Positions
1,843,519 2,086,148 3,489,320 291,191 359,151 1,043,415 870,253 409,170 9,588,306 86,948 101,148 158,271 597,980 734,275
Changes from: October 6, 2020 Total Change is: 171,455
117,645 64,084 -43,684 -24,379 -48,937 5,312 -91,891 6,198 226,606 8,783 1,147 1,149 -28,087 -40,421
Percent of Open Interest Represented by Each Category of Trader
10.3 11.6 19.4 1.6 2.0 5.8 4.8 2.3 53.4 0.5 0.6 0.9 3.3 4.1
Number of Traders in Each Category Total Traders: 267
35 42 74 21 11 26 62 54 94 21 16 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 243,917
Positions
22,905 119,640 26,935 0 6,337 11,331 138,098 34,235 41,904 99 928 2,515 131 92
Changes from: October 6, 2020 Total Change is: 6,936
376 13,161 -1,271 -108 -3,009 346 7,733 -2,215 144 9 71 -289 -3 -2
Percent of Open Interest Represented by Each Category of Trader
9.4 49.0 11.0 0.0 2.6 4.6 56.6 14.0 17.2 0.0 0.4 1.0 0.1 0.0
Number of Traders in Each Category Total Traders: 73
8 16 13 0 4 . 17 19 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 143,001
Positions
14,912 84,196 9,293 2,230 2,330 3,147 69,729 16,888 25,944 16,615 0 985 146 218
Changes from: October 6, 2020 Total Change is: 4,317
249 -2,073 -820 -70 66 77 -197 3,563 3,297 1,570 0 242 -31 -35
Percent of Open Interest Represented by Each Category of Trader
10.4 58.9 6.5 1.6 1.6 2.2 48.8 11.8 18.1 11.6 0.0 0.7 0.1 0.2
Number of Traders in Each Category Total Traders: 75
4 20 10 . 4 . 16 24 25 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 131,876
Positions
0 55,021 0 3,403 2,003 0 81 7,672 66,510 61,865 500 0 17 170
Changes from: October 6, 2020 Total Change is: 633
0 634 0 0 -440 0 54 -2,254 2,684 -2,105 0 0 0 9
Percent of Open Interest Represented by Each Category of Trader
0.0 41.7 0.0 2.6 1.5 0.0 0.1 5.8 50.4 46.9 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 23
0 4 0 . 5 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 10,349
Positions
0 0 0 702 0 0 3,534 6,395 1,151 1,719 2,037 242 3,002 525
Changes from: October 6, 2020 Total Change is: 2,116
0 0 0 -1 -64 -49 1,399 1,537 342 116 309 36 273 4
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 6.8 0.0 0.0 34.1 61.8 11.1 16.6 19.7 2.3 29.0 5.1
Number of Traders in Each Category Total Traders: 84
0 0 0 4 0 0 28 19 12 23 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 29,382
Positions
350 3,321 0 10,326 7,662 908 8,598 9,479 2,594 2,060 2,611 64 4,482 2,742
Changes from: October 6, 2020 Total Change is: -2,225
-6,993 3,321 -1 825 289 -29 2,554 -5,991 570 948 169 -58 -41 -496
Percent of Open Interest Represented by Each Category of Trader
1.2 11.3 0.0 35.1 26.1 3.1 29.3 32.3 8.8 7.0 8.9 0.2 15.3 9.3
Number of Traders in Each Category Total Traders: 99
. . 0 8 7 . 23 30 5 16 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 280,383
Positions
34,871 19,570 13,350 106,403 66,585 14,967 35,532 94,110 39,585 8,284 2,056 6,957 20,434 23,203
Changes from: October 6, 2020 Total Change is: 12,698
8,412 1,605 299 7,441 4,744 3,696 -2,592 5,789 -2,507 -996 -1,161 -631 -424 864
Percent of Open Interest Represented by Each Category of Trader
12.4 7.0 4.8 37.9 23.7 5.3 12.7 33.6 14.1 3.0 0.7 2.5 7.3 8.3
Number of Traders in Each Category Total Traders: 152
10 14 17 12 32 18 24 38 43 6 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 20,570
Positions
3,018 1,732 0 15,952 9,460 351 689 8,824 1 326 170 0 233 32
Changes from: October 6, 2020 Total Change is: -16
0 141 -141 142 -412 -28 -8 424 1 0 0 0 18 -1
Percent of Open Interest Represented by Each Category of Trader
14.7 8.4 0.0 77.5 46.0 1.7 3.3 42.9 0.0 1.6 0.8 0.0 1.1 0.2
Number of Traders in Each Category Total Traders: 34
. . 0 10 4 . 5 5 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 16, 2020