Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 134,461 Positions 6,062 34,732 3,240 56,529 19,905 3,758 12,841 45,263 7,926 11,335 12 40 32,731 19,587 Changes from: October 13, 2020 Total Change is: 2,372 1,187 -2,392 374 195 1,361 -155 556 3,492 1,455 -1,015 0 7 -230 -1,768 Percent of Open Interest Represented by Each Category of Trader 4.5 25.8 2.4 42.0 14.8 2.8 9.5 33.7 5.9 8.4 0.0 0.0 24.3 14.6 Number of Traders in Each Category Total Traders: 105 6 8 6 23 12 12 13 31 16 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 56,152 Positions 2,163 27,524 1,379 12,541 4,744 2 19,165 7,348 1,437 0 483 0 19,465 13,235 Changes from: October 13, 2020 Total Change is: 5,765 533 3,329 263 1,818 -25 -3 3,571 3,013 -406 0 0 0 -10 -406 Percent of Open Interest Represented by Each Category of Trader 3.9 49.0 2.5 22.3 8.4 0.0 34.1 13.1 2.6 0.0 0.9 0.0 34.7 23.6 Number of Traders in Each Category Total Traders: 45 . 6 . 13 5 . 10 8 6 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 178,977 Positions 27,899 13,079 7,780 46,809 68,068 5,671 37,282 23,682 25,746 2,040 6,242 344 25,406 28,366 Changes from: October 13, 2020 Total Change is: -172 -860 -1,425 964 -777 5,740 -799 3,246 -5,199 1,918 13 -168 75 -3,951 -1,277 Percent of Open Interest Represented by Each Category of Trader 15.6 7.3 4.3 26.2 38.0 3.2 20.8 13.2 14.4 1.1 3.5 0.2 14.2 15.8 Number of Traders in Each Category Total Traders: 112 9 6 7 18 26 15 23 22 18 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 182,937 Positions 4,802 93,881 2,633 95,034 11,920 7,764 27,765 35,913 12,239 926 567 0 31,774 18,020 Changes from: October 13, 2020 Total Change is: 1,614 -154 -895 276 1,909 1,171 -18 31 4,302 -766 0 1 0 336 -2,457 Percent of Open Interest Represented by Each Category of Trader 2.6 51.3 1.4 51.9 6.5 4.2 15.2 19.6 6.7 0.5 0.3 0.0 17.4 9.9 Number of Traders in Each Category Total Traders: 119 4 9 6 32 19 17 26 25 19 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 698,840 Positions 30,926 441,359 15,404 369,724 72,981 25,057 66,002 56,265 35,223 55,564 6,509 2,299 98,640 43,742 Changes from: October 13, 2020 Total Change is: 5,206 676 129 1,539 -6,947 886 -846 3,310 465 4,979 529 -519 0 1,967 -1,427 Percent of Open Interest Represented by Each Category of Trader 4.4 63.2 2.2 52.9 10.4 3.6 9.4 8.1 5.0 8.0 0.9 0.3 14.1 6.3 Number of Traders in Each Category Total Traders: 309 12 14 18 110 36 50 52 33 30 34 18 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 24,708 Positions 0 8,725 0 9,611 2,549 1,844 0 6,406 0 0 449 0 13,253 4,735 Changes from: October 13, 2020 Total Change is: 9 0 116 0 307 157 0 0 -215 0 0 0 0 -298 -49 Percent of Open Interest Represented by Each Category of Trader 0.0 35.3 0.0 38.9 10.3 7.5 0.0 25.9 0.0 0.0 1.8 0.0 53.6 19.2 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 20, 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 145,958 Positions 5,683 49,126 1,926 51,439 43,950 3,523 45,312 19,083 8,393 1,230 1,219 3 28,449 18,735 Changes from: October 13, 2020 Total Change is: -2,888 1,551 873 -611 -3,313 971 -406 -1,480 -5,773 611 4 1,128 3 753 316 Percent of Open Interest Represented by Each Category of Trader 3.9 33.7 1.3 35.2 30.1 2.4 31.0 13.1 5.8 0.8 0.8 0.0 19.5 12.8 Number of Traders in Each Category Total Traders: 85 . 9 6 23 8 10 18 21 15 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 21,949 Positions 813 7,796 84 8,679 10,190 5 9,810 1,233 104 1,421 640 0 1,033 1,898 Changes from: October 13, 2020 Total Change is: 74 -22 0 7 226 463 0 -126 -528 -15 264 -5 0 -260 152 Percent of Open Interest Represented by Each Category of Trader 3.7 35.5 0.4 39.5 46.4 0.0 44.7 5.6 0.5 6.5 2.9 0.0 4.7 8.6 Number of Traders in Each Category Total Traders: 44 . . . 5 5 . 12 7 . 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 126,084 Positions 4,619 57,619 839 65,711 3,186 558 41,624 33,305 1,931 4,546 25,184 0 6,256 3,462 Changes from: October 13, 2020 Total Change is: 6,209 1,906 -1,361 334 -969 -204 -201 5,241 884 -356 405 7,151 -5 -146 -33 Percent of Open Interest Represented by Each Category of Trader 3.7 45.7 0.7 52.1 2.5 0.4 33.0 26.4 1.5 3.6 20.0 0.0 5.0 2.7 Number of Traders in Each Category Total Traders: 128 . 7 . 25 8 6 40 24 12 9 13 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 41,269 Positions 22,779 0 85 4,964 28,319 299 8,361 6,342 157 2,256 3,189 0 2,368 2,878 Changes from: October 13, 2020 Total Change is: 751 -113 0 2 591 706 -25 520 528 -223 100 23 0 -101 -260 Percent of Open Interest Represented by Each Category of Trader 55.2 0.0 0.2 12.0 68.6 0.7 20.3 15.4 0.4 5.5 7.7 0.0 5.7 7.0 Number of Traders in Each Category Total Traders: 55 . 0 . 7 9 . 11 13 . 6 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 37,328 Positions 5,892 10,324 1 12,215 7,970 469 13,475 14,269 306 331 1,071 6 4,633 2,912 Changes from: October 13, 2020 Total Change is: -891 1,163 19 1 427 674 -47 -1,972 -854 -451 -177 -57 0 165 -176 Percent of Open Interest Represented by Each Category of Trader 15.8 27.7 0.0 32.7 21.4 1.3 36.1 38.2 0.8 0.9 2.9 0.0 12.4 7.8 Number of Traders in Each Category Total Traders: 78 5 4 . 20 5 5 21 17 5 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 13,594 Positions 2,612 0 0 4,797 2,551 0 5,200 9,388 31 167 292 0 787 1,332 Changes from: October 13, 2020 Total Change is: 1,112 0 0 0 -133 8 0 1,185 940 0 0 132 0 60 32 Percent of Open Interest Represented by Each Category of Trader 19.2 0.0 0.0 35.3 18.8 0.0 38.3 69.1 0.2 1.2 2.1 0.0 5.8 9.8 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 20, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 47,695 Positions 11,440 19,507 2,020 14,037 1,370 452 10,864 4,365 224 491 14,396 21 8,146 5,341 Changes from: October 13, 2020 Total Change is: 2,543 -431 3,533 103 2,324 410 -23 191 10 -9 -27 -350 21 394 -1,152 Percent of Open Interest Represented by Each Category of Trader 24.0 40.9 4.2 29.4 2.9 0.9 22.8 9.2 0.5 1.0 30.2 0.0 17.1 11.2 Number of Traders in Each Category Total Traders: 92 15 17 5 16 4 6 22 10 7 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 95,389 Positions 22,880 39,013 4,039 28,074 2,739 904 21,728 8,730 449 982 28,792 42 16,291 10,682 Changes from: October 13, 2020 Total Change is: 5,085 -862 7,065 206 4,648 820 -45 381 20 -19 -54 -700 42 787 -2,305 Percent of Open Interest Represented by Each Category of Trader 24.0 40.9 4.2 29.4 2.9 0.9 22.8 9.2 0.5 1.0 30.2 0.0 17.1 11.2 Number of Traders in Each Category Total Traders: 92 15 17 5 16 4 6 22 10 7 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 35,046 Positions 9,639 16,808 12 16,047 8,942 5,333 1,920 2,661 0 0 431 0 2,095 859 Changes from: October 13, 2020 Total Change is: 128 77 -209 0 -200 310 -8 178 -54 0 0 0 0 81 89 Percent of Open Interest Represented by Each Category of Trader 27.5 48.0 0.0 45.8 25.5 15.2 5.5 7.6 0.0 0.0 1.2 0.0 6.0 2.5 Number of Traders in Each Category Total Traders: 27 5 5 . 12 . . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 638,576 Positions 58,763 98,154 33,014 245,800 118,076 56,566 38,471 76,802 108,301 22,997 73,162 4,325 70,338 70,175 Changes from: October 13, 2020 Total Change is: -26,076 -3,342 2,006 -1,057 -2,272 4,104 -4,095 2,163 -6,127 -14,383 1,566 254 705 -5,361 -7,483 Percent of Open Interest Represented by Each Category of Trader 9.2 15.4 5.2 38.5 18.5 8.9 6.0 12.0 17.0 3.6 11.5 0.7 11.0 11.0 Number of Traders in Each Category Total Traders: 588 38 33 39 161 94 134 72 96 90 50 44 36 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 27,067 Positions 8,786 4,190 85 0 0 0 3,980 3,719 8,149 0 898 18 6,050 10,008 Changes from: October 13, 2020 Total Change is: -4,170 1,209 1,600 2 0 0 0 -881 1,478 -3,492 0 897 15 -1,022 -4,670 Percent of Open Interest Represented by Each Category of Trader 32.5 15.5 0.3 0.0 0.0 0.0 14.7 13.7 30.1 0.0 3.3 0.1 22.4 37.0 Number of Traders in Each Category Total Traders: 27 4 4 . 0 0 0 5 11 13 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 22,716 Positions 18,346 6,998 263 2,114 9,904 106 218 4,046 26 0 0 0 1,643 1,373 Changes from: October 13, 2020 Total Change is: -1,570 -142 3,663 87 21 -2,214 0 -9 394 9 0 0 0 -1,536 -3,509 Percent of Open Interest Represented by Each Category of Trader 80.8 30.8 1.2 9.3 43.6 0.5 1.0 17.8 0.1 0.0 0.0 0.0 7.2 6.0 Number of Traders in Each Category Total Traders: 27 7 5 . 4 5 . . 5 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 3,057,543 Positions 282,889 502,823 131,645 1,229,002 590,378 282,829 195,119 388,077 478,099 119,468 365,805 17,051 321,441 300,836 Changes from: October 13, 2020 Total Change is: -109,530 -19,588 5,196 -8,460 -11,358 20,520 -20,476 13,600 -39,647 -52,833 12,314 1,269 -1,034 -21,694 -14,065 Percent of Open Interest Represented by Each Category of Trader 9.3 16.4 4.3 40.2 19.3 9.3 6.4 12.7 15.6 3.9 12.0 0.6 10.5 9.8 Number of Traders in Each Category Total Traders: 585 37 34 37 161 94 134 69 97 86 50 43 34 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price) CFTC Code #13874J Open Interest is 12,064 Positions 1,525 10,333 0 6,410 321 384 1,162 0 0 361 0 0 2,222 1,026 Changes from: October 13, 2020 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 12.6 85.7 0.0 53.1 2.7 3.2 9.6 0.0 0.0 3.0 0.0 0.0 18.4 8.5 Number of Traders in Each Category Total Traders: 21 . 9 0 5 . . . 0 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 137,006 Positions 0 5,664 0 18,081 0 0 28,690 69,256 19,804 2,508 17,253 5 67,918 25,024 Changes from: October 13, 2020 Total Change is: 7,489 0 1,009 0 -1,145 0 -3 4,607 7,871 2,026 2,508 -84 5 -510 -3,336 Percent of Open Interest Represented by Each Category of Trader 0.0 4.1 0.0 13.2 0.0 0.0 20.9 50.5 14.5 1.8 12.6 0.0 49.6 18.3 Number of Traders in Each Category Total Traders: 22 0 . 0 . 0 0 6 9 7 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 57,198 Positions 5,263 11,780 276 36,486 37,051 1,555 3,533 1,865 186 0 330 0 9,899 4,155 Changes from: October 13, 2020 Total Change is: 835 -407 1,822 1 951 72 -153 525 -483 -104 0 330 0 22 -650 Percent of Open Interest Represented by Each Category of Trader 9.2 20.6 0.5 63.8 64.8 2.7 6.2 3.3 0.3 0.0 0.6 0.0 17.3 7.3 Number of Traders in Each Category Total Traders: 72 5 8 . 27 17 10 10 4 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 49,213 Positions 10,097 9,093 356 11,035 7,568 1,473 8,936 14,388 4,816 2,407 4,288 167 9,927 7,064 Changes from: October 13, 2020 Total Change is: -2,229 1,813 -1,167 -60 -2,425 27 193 -107 539 -1,286 72 26 65 -496 -568 Percent of Open Interest Represented by Each Category of Trader 20.5 18.5 0.7 22.4 15.4 3.0 18.2 29.2 9.8 4.9 8.7 0.3 20.2 14.4 Number of Traders in Each Category Total Traders: 288 21 23 11 66 43 36 48 53 33 13 21 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 246,067 Positions 50,483 45,466 1,781 55,175 37,841 7,363 44,679 71,942 24,081 12,036 21,439 835 49,633 35,319 Changes from: October 13, 2020 Total Change is: -11,147 9,064 -5,834 -299 -12,123 137 966 -535 2,696 -6,429 361 132 326 -2,478 -2,841 Percent of Open Interest Represented by Each Category of Trader 20.5 18.5 0.7 22.4 15.4 3.0 18.2 29.2 9.8 4.9 8.7 0.3 20.2 14.4 Number of Traders in Each Category Total Traders: 288 21 23 11 66 43 36 48 53 33 13 21 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 143,096 Positions 0 0 0 0 0 0 114,237 7,836 5,970 426 9,976 4 22,460 119,310 Changes from: October 13, 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 79.8 5.5 4.2 0.3 7.0 0.0 15.7 83.4 Number of Traders in Each Category Total Traders: 23 0 0 0 0 0 0 11 5 6 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 551,361 Positions 84,402 85,923 4,276 295,708 209,654 48,532 75,511 106,906 9,030 7,277 67,181 130 26,494 19,728 Changes from: October 13, 2020 Total Change is: 4,420 -1,895 12,695 -492 12,613 541 -4,200 -824 1,199 -1,896 230 -612 6 877 -2,822 Percent of Open Interest Represented by Each Category of Trader 15.3 15.6 0.8 53.6 38.0 8.8 13.7 19.4 1.6 1.3 12.2 0.0 4.8 3.6 Number of Traders in Each Category Total Traders: 346 30 19 7 103 55 53 51 55 25 11 22 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50) CFTC Code #239744 Open Interest is 13,182 Positions 4,117 10,986 0 3,328 1,719 0 4,867 0 86 0 203 0 784 188 Changes from: October 13, 2020 Total Change is: 273 0 400 0 431 0 0 -324 0 12 0 -2 0 154 -137 Percent of Open Interest Represented by Each Category of Trader 31.2 83.3 0.0 25.2 13.0 0.0 36.9 0.0 0.7 0.0 1.5 0.0 5.9 1.4 Number of Traders in Each Category Total Traders: 21 . 7 0 5 . 0 4 0 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 17,322 Positions 613 10,998 0 7,565 908 20 4,604 1,764 0 329 600 0 4,191 3,032 Changes from: October 13, 2020 Total Change is: -30 613 493 0 -930 -213 -1 235 308 0 -131 -644 0 184 27 Percent of Open Interest Represented by Each Category of Trader 3.5 63.5 0.0 43.7 5.2 0.1 26.6 10.2 0.0 1.9 3.5 0.0 24.2 17.5 Number of Traders in Each Category Total Traders: 23 . 4 0 8 . . 5 . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 44,662 Positions 13,736 10,100 291 14,092 5,685 966 7,392 8,334 0 632 3,354 0 7,553 15,932 Changes from: October 13, 2020 Total Change is: 939 773 587 24 693 -1,222 -196 1,144 -1,643 0 -1,151 -2,212 0 -348 5,601 Percent of Open Interest Represented by Each Category of Trader 30.8 22.6 0.7 31.6 12.7 2.2 16.6 18.7 0.0 1.4 7.5 0.0 16.9 35.7 Number of Traders in Each Category Total Traders: 65 5 10 . 10 8 5 14 13 0 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 428,239 Positions 37,434 236,603 4,551 315,986 118,663 33,178 20,623 22,986 1,430 6,101 4,875 0 8,936 5,953 Changes from: October 13, 2020 Total Change is: 2,951 -1,591 -3,034 90 1,943 1,592 693 264 3,582 276 499 154 0 777 -402 Percent of Open Interest Represented by Each Category of Trader 8.7 55.3 1.1 73.8 27.7 7.7 4.8 5.4 0.3 1.4 1.1 0.0 2.1 1.4 Number of Traders in Each Category Total Traders: 177 11 15 5 65 45 37 14 16 6 7 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 1,230,220 Positions 95,612 684,772 5,742 879,021 246,816 99,732 84,496 53,463 8,392 28,144 120,049 2,619 26,462 8,635 Changes from: October 13, 2020 Total Change is: -15,224 -6,027 4,322 -276 -11,864 -2,000 -1,289 633 -4,055 871 -406 -12,569 132 3,002 -360 Percent of Open Interest Represented by Each Category of Trader 7.8 55.7 0.5 71.5 20.1 8.1 6.9 4.3 0.7 2.3 9.8 0.2 2.2 0.7 Number of Traders in Each Category Total Traders: 425 27 20 9 177 64 82 62 31 19 27 17 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 201,742 Positions 54,780 158,070 33,335 21,510 0 2,486 79,156 0 7,288 2,961 65 0 226 498 Changes from: October 13, 2020 Total Change is: 4,484 4,282 3,447 660 -303 0 0 -553 0 620 -77 0 -148 3 -95 Percent of Open Interest Represented by Each Category of Trader 27.2 78.4 16.5 10.7 0.0 1.2 39.2 0.0 3.6 1.5 0.0 0.0 0.1 0.2 Number of Traders in Each Category Total Traders: 80 11 19 16 14 0 . 28 0 5 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 1,396,058 Positions 6,752 132,335 28,866 696,177 180,911 202,844 71,572 518,886 143,209 63,124 14,527 6,975 176,538 167,504 Changes from: October 13, 2020 Total Change is: 47,736 -1,865 -14,265 6,479 14,099 10,940 -2,740 -4,171 3,747 33,050 -822 -1,671 -458 4,166 12,655 Percent of Open Interest Represented by Each Category of Trader 0.5 9.5 2.1 49.9 13.0 14.5 5.1 37.2 10.3 4.5 1.0 0.5 12.6 12.0 Number of Traders in Each Category Total Traders: 190 8 17 21 62 31 53 23 36 44 9 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 983,424 Positions 30,171 94,247 0 515,329 183,036 175,371 51,667 376,019 17,004 52,113 20,013 8 141,761 117,726 Changes from: October 13, 2020 Total Change is: -6,977 2,865 -508 0 -5,380 6,715 -3,515 -4,857 -12,571 1,353 2,595 -1,442 8 -46 2,983 Percent of Open Interest Represented by Each Category of Trader 3.1 9.6 0.0 52.4 18.6 17.8 5.3 38.2 1.7 5.3 2.0 0.0 14.4 12.0 Number of Traders in Each Category Total Traders: 143 4 13 0 60 21 53 8 27 13 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 1,972,884 Positions 32,956 146,865 10,773 952,305 518,885 238,679 380,421 870,069 23,990 172,125 63,277 849 160,787 99,498 Changes from: October 13, 2020 Total Change is: -21,547 -479 -10,879 1,542 8,125 7,713 -4,512 -19,940 -24,445 -1,468 -546 805 0 -4,269 9,697 Percent of Open Interest Represented by Each Category of Trader 1.7 7.4 0.5 48.3 26.3 12.1 19.3 44.1 1.2 8.7 3.2 0.0 8.1 5.0 Number of Traders in Each Category Total Traders: 281 11 27 6 100 25 63 53 39 25 19 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 3,919,887 Positions 182,965 281,871 185,621 1,379,468 1,196,965 690,639 360,972 587,928 449,343 217,449 97,190 50,894 402,535 379,436 Changes from: October 13, 2020 Total Change is: 142,813 5,607 -8,857 34,579 -22,161 2,088 2,555 3,365 -11,943 106,488 462 8,308 11,324 594 -1,730 Percent of Open Interest Represented by Each Category of Trader 4.7 7.2 4.7 35.2 30.5 17.6 9.2 15.0 11.5 5.5 2.5 1.3 10.3 9.7 Number of Traders in Each Category Total Traders: 399 22 37 38 95 83 103 54 64 75 26 18 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 914,253 Positions 71,743 26,430 10,171 278,831 347,165 100,126 243,637 216,432 32,619 49,598 2,872 0 127,528 178,438 Changes from: October 13, 2020 Total Change is: 11,918 2,900 10,790 -28 17,429 8,761 -3,639 1,344 12,147 -5,620 -1,591 567 -40 1,163 -11,020 Percent of Open Interest Represented by Each Category of Trader 7.8 2.9 1.1 30.5 38.0 11.0 26.6 23.7 3.6 5.4 0.3 0.0 13.9 19.5 Number of Traders in Each Category Total Traders: 115 5 6 4 27 44 39 20 9 14 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 3,235,446 Positions 80,541 239,001 32,894 1,309,739 553,758 551,127 405,056 1,269,421 163,146 353,819 132,721 5,058 334,067 288,322 Changes from: October 13, 2020 Total Change is: -15,465 -14,308 10,523 -3,844 21,566 -14,125 306 -564 -453 -15,931 -6,680 6,015 -962 4,950 3,006 Percent of Open Interest Represented by Each Category of Trader 2.5 7.4 1.0 40.5 17.1 17.0 12.5 39.2 5.0 10.9 4.1 0.2 10.3 8.9 Number of Traders in Each Category Total Traders: 285 16 22 19 88 50 80 41 46 42 12 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 1,344,863 Positions 259,711 328,918 295,935 42,495 2,632 15,340 432,707 408,696 262,207 12,575 3,779 0 23,893 27,356 Changes from: October 13, 2020 Total Change is: 4,276 4,221 3,775 11,104 2,702 599 -299 9,414 7,928 -16,760 -3,923 0 0 -2,183 -2,071 Percent of Open Interest Represented by Each Category of Trader 19.3 24.5 22.0 3.2 0.2 1.1 32.2 30.4 19.5 0.9 0.3 0.0 1.8 2.0 Number of Traders in Each Category Total Traders: 106 29 17 40 . . . 21 26 36 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 is18,019,281 Positions 1,839,794 2,180,329 3,402,071 291,561 393,360 1,024,612 992,020 445,919 9,587,882 83,497 124,281 176,517 621,327 684,310 Changes from: October 13, 2020 Total Change is: 50,076 -3,725 94,181 -87,249 370 34,209 -18,803 121,766 36,749 -424 -3,452 23,133 18,246 23,347 -49,965 Percent of Open Interest Represented by Each Category of Trader 10.2 12.1 18.9 1.6 2.2 5.7 5.5 2.5 53.2 0.5 0.7 1.0 3.4 3.8 Number of Traders in Each Category Total Traders: 269 34 44 72 18 14 25 60 56 98 17 20 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 273,610 Positions 21,118 138,623 28,436 0 6,300 13,137 162,490 38,443 45,906 101 361 2,256 167 149 Changes from: October 13, 2020 Total Change is: 29,693 -1,787 18,983 1,501 0 -38 1,806 24,392 4,209 4,002 2 -567 -259 36 56 Percent of Open Interest Represented by Each Category of Trader 7.7 50.7 10.4 0.0 2.3 4.8 59.4 14.1 16.8 0.0 0.1 0.8 0.1 0.1 Number of Traders in Each Category Total Traders: 76 7 18 12 0 4 . 21 18 28 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 159,815 Positions 14,585 97,315 11,862 2,049 2,595 3,001 81,634 16,320 27,707 18,035 0 802 140 213 Changes from: October 13, 2020 Total Change is: 16,814 -327 13,119 2,569 -181 265 -146 11,905 -568 1,763 1,420 0 -183 -6 -5 Percent of Open Interest Represented by Each Category of Trader 9.1 60.9 7.4 1.3 1.6 1.9 51.1 10.2 17.3 11.3 0.0 0.5 0.1 0.1 Number of Traders in Each Category Total Traders: 74 4 20 11 . 4 . 20 19 23 5 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 135,323 Positions 0 52,455 0 3,403 2,141 0 0 10,337 69,730 62,173 500 0 17 160 Changes from: October 13, 2020 Total Change is: 3,447 0 -2,566 0 0 138 0 -81 2,665 3,220 308 0 0 0 -10 Percent of Open Interest Represented by Each Category of Trader 0.0 38.8 0.0 2.5 1.6 0.0 0.0 7.6 51.5 45.9 0.4 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 23 0 4 0 . 5 0 0 5 . 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 12,019 Positions 0 0 0 874 0 0 4,671 7,901 1,196 1,932 2,284 226 3,121 413 Changes from: October 13, 2020 Total Change is: 1,670 0 0 0 172 0 0 1,137 1,506 45 214 247 -16 118 -112 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 7.3 0.0 0.0 38.9 65.7 9.9 16.1 19.0 1.9 26.0 3.4 Number of Traders in Each Category Total Traders: 95 0 0 0 5 0 0 33 22 12 24 10 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 29,509 Positions 1,851 2,411 0 7,431 7,922 901 9,796 9,985 2,889 2,296 2,293 103 4,241 3,004 Changes from: October 13, 2020 Total Change is: 127 1,501 -910 0 -2,895 260 -7 1,198 506 295 236 -318 39 -240 263 Percent of Open Interest Represented by Each Category of Trader 6.3 8.2 0.0 25.2 26.8 3.1 33.2 33.8 9.8 7.8 7.8 0.3 14.4 10.2 Number of Traders in Each Category Total Traders: 95 . . 0 8 7 . 20 30 7 17 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 279,755 Positions 35,153 26,038 13,854 110,850 65,633 13,482 38,326 99,008 31,533 8,840 2,204 8,255 19,462 19,748 Changes from: October 13, 2020 Total Change is: -628 282 6,468 504 4,447 -952 -1,485 2,794 4,898 -8,052 556 148 1,298 -972 -3,455 Percent of Open Interest Represented by Each Category of Trader 12.6 9.3 5.0 39.6 23.5 4.8 13.7 35.4 11.3 3.2 0.8 3.0 7.0 7.1 Number of Traders in Each Category Total Traders: 153 8 15 19 14 25 16 27 42 43 7 7 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 20,541 Positions 3,018 1,718 0 15,857 9,315 351 757 8,933 1 326 170 0 231 53 Changes from: October 13, 2020 Total Change is: -29 0 -14 0 -95 -145 0 68 109 0 0 0 0 -2 21 Percent of Open Interest Represented by Each Category of Trader 14.7 8.4 0.0 77.2 45.3 1.7 3.7 43.5 0.0 1.6 0.8 0.0 1.1 0.3 Number of Traders in Each Category Total Traders: 34 . . 0 10 4 . 5 5 . 5 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 23, 2020