Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 131,623
Positions
5,971 37,552 2,268 56,225 22,362 4,400 12,803 40,374 6,036 11,619 412 38 32,264 18,181
Changes from: October 20, 2020 Total Change is: -2,838
-92 2,820 -972 -305 2,457 642 -38 -4,888 -1,889 284 400 -2 -468 -1,406
Percent of Open Interest Represented by Each Category of Trader
4.5 28.5 1.7 42.7 17.0 3.3 9.7 30.7 4.6 8.8 0.3 0.0 24.5 13.8
Number of Traders in Each Category Total Traders: 104
6 8 6 22 13 13 10 32 14 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 56,065
Positions
2,181 28,622 1,303 10,921 4,222 839 20,100 6,189 1,229 0 477 0 19,493 13,185
Changes from: October 20, 2020 Total Change is: -87
18 1,098 -77 -1,620 -522 837 935 -1,159 -208 0 -6 0 27 -50
Percent of Open Interest Represented by Each Category of Trader
3.9 51.1 2.3 19.5 7.5 1.5 35.9 11.0 2.2 0.0 0.9 0.0 34.8 23.5
Number of Traders in Each Category Total Traders: 45
. 6 4 13 5 4 11 7 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 174,766
Positions
25,979 11,464 8,533 46,338 57,402 6,209 29,405 27,558 26,597 1,769 6,301 605 29,333 30,099
Changes from: October 20, 2020 Total Change is: -4,211
-1,921 -1,615 753 -471 -10,666 538 -7,878 3,876 851 -271 59 261 3,927 1,733
Percent of Open Interest Represented by Each Category of Trader
14.9 6.6 4.9 26.5 32.8 3.6 16.8 15.8 15.2 1.0 3.6 0.3 16.8 17.2
Number of Traders in Each Category Total Traders: 108
8 6 6 18 24 14 19 25 18 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 200,471
Positions
4,219 109,483 5,574 95,400 10,730 9,183 28,671 28,648 17,880 926 564 0 38,617 18,408
Changes from: October 20, 2020 Total Change is: 17,534
-583 15,602 2,941 366 -1,190 1,419 905 -7,266 5,641 0 -3 0 6,843 389
Percent of Open Interest Represented by Each Category of Trader
2.1 54.6 2.8 47.6 5.4 4.6 14.3 14.3 8.9 0.5 0.3 0.0 19.3 9.2
Number of Traders in Each Category Total Traders: 114
. 9 5 34 17 16 26 21 16 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 691,570
Positions
34,790 432,143 15,779 364,357 72,920 27,544 60,052 55,205 35,539 54,131 5,631 2,323 97,055 44,485
Changes from: October 20, 2020 Total Change is: -7,270
3,864 -9,216 375 -5,367 -61 2,487 -5,950 -1,060 316 -1,434 -879 24 -1,585 743
Percent of Open Interest Represented by Each Category of Trader
5.0 62.5 2.3 52.7 10.5 4.0 8.7 8.0 5.1 7.8 0.8 0.3 14.0 6.4
Number of Traders in Each Category Total Traders: 306
14 12 18 111 37 51 54 29 33 32 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 24,718
Positions
0 8,647 0 9,555 2,568 1,825 0 6,308 0 400 449 0 12,938 4,921
Changes from: October 20, 2020 Total Change is: 10
0 -78 0 -56 19 -19 0 -98 0 400 0 0 -315 186
Percent of Open Interest Represented by Each Category of Trader
0.0 35.0 0.0 38.7 10.4 7.4 0.0 25.5 0.0 1.6 1.8 0.0 52.3 19.9
Number of Traders in Each Category Total Traders: 21
0 . 0 11 . 7 0 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 19,619
Positions
0 2,682 30 6,050 11,085 2,528 3,322 0 0 0 0 0 7,689 3,294
Changes from: October 20, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 13.7 0.2 30.8 56.5 12.9 16.9 0.0 0.0 0.0 0.0 0.0 39.2 16.8
Number of Traders in Each Category Total Traders: 20
0 . . 6 9 7 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 143,002
Positions
6,735 45,488 2,632 47,250 47,804 4,283 46,757 15,557 7,229 1,237 1,138 7 26,874 18,864
Changes from: October 20, 2020 Total Change is: -2,956
1,052 -3,639 706 -4,190 3,854 760 1,445 -3,526 -1,165 7 -80 4 -1,576 130
Percent of Open Interest Represented by Each Category of Trader
4.7 31.8 1.8 33.0 33.4 3.0 32.7 10.9 5.1 0.9 0.8 0.0 18.8 13.2
Number of Traders in Each Category Total Traders: 84
4 8 7 22 8 9 21 18 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 23,191
Positions
765 7,796 83 8,692 10,757 5 11,277 1,653 105 1,097 1,068 0 1,167 1,724
Changes from: October 20, 2020 Total Change is: 1,242
-48 0 -1 13 567 0 1,467 420 1 -324 428 0 134 -173
Percent of Open Interest Represented by Each Category of Trader
3.3 33.6 0.4 37.5 46.4 0.0 48.6 7.1 0.5 4.7 4.6 0.0 5.0 7.4
Number of Traders in Each Category Total Traders: 45
. . . 5 5 . 11 10 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 126,857
Positions
4,770 59,013 1,165 62,561 2,936 417 44,670 32,039 2,231 4,459 25,841 0 6,584 3,215
Changes from: October 20, 2020 Total Change is: 773
151 1,394 326 -3,150 -250 -141 3,046 -1,266 300 -87 657 0 328 -247
Percent of Open Interest Represented by Each Category of Trader
3.8 46.5 0.9 49.3 2.3 0.3 35.2 25.3 1.8 3.5 20.4 0.0 5.2 2.5
Number of Traders in Each Category Total Traders: 146
4 7 . 25 6 7 51 27 11 12 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 44,192
Positions
22,778 0 1,312 5,481 27,403 305 5,892 7,552 1,166 4,838 3,321 0 2,420 3,133
Changes from: October 20, 2020 Total Change is: 2,923
-1 0 1,227 517 -916 6 -2,469 1,210 1,009 2,582 132 0 52 255
Percent of Open Interest Represented by Each Category of Trader
51.5 0.0 3.0 12.4 62.0 0.7 13.3 17.1 2.6 10.9 7.5 0.0 5.5 7.1
Number of Traders in Each Category Total Traders: 58
. 0 . 7 9 . 11 15 4 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 40,441
Positions
5,748 11,693 1 13,181 6,416 214 15,529 17,324 582 339 1,293 6 4,841 2,913
Changes from: October 20, 2020 Total Change is: 3,113
-144 1,369 0 966 -1,554 -255 2,054 3,054 276 8 222 0 208 1
Percent of Open Interest Represented by Each Category of Trader
14.2 28.9 0.0 32.6 15.9 0.5 38.4 42.8 1.4 0.8 3.2 0.0 12.0 7.2
Number of Traders in Each Category Total Traders: 89
5 5 . 21 5 . 28 18 5 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 14,418
Positions
2,570 0 0 4,941 2,537 0 5,918 10,261 31 0 314 0 958 1,275
Changes from: October 20, 2020 Total Change is: 824
-42 0 0 144 -14 0 718 873 0 -167 22 0 171 -57
Percent of Open Interest Represented by Each Category of Trader
17.8 0.0 0.0 34.3 17.6 0.0 41.0 71.2 0.2 0.0 2.2 0.0 6.6 8.8
Number of Traders in Each Category Total Traders: 25
. 0 0 . 4 0 7 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 48,785
Positions
12,271 19,811 2,422 13,574 1,703 371 9,943 3,953 416 317 14,258 193 9,280 5,660
Changes from: October 20, 2020 Total Change is: 1,091
831 304 403 -464 333 -82 -921 -412 192 -175 -138 172 1,134 319
Percent of Open Interest Represented by Each Category of Trader
25.2 40.6 5.0 27.8 3.5 0.8 20.4 8.1 0.9 0.6 29.2 0.4 19.0 11.6
Number of Traders in Each Category Total Traders: 91
16 16 5 15 4 6 20 13 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 97,570
Positions
24,542 39,621 4,844 27,147 3,405 741 19,886 7,906 832 633 28,516 385 18,560 11,321
Changes from: October 20, 2020 Total Change is: 2,181
1,662 608 805 -927 666 -163 -1,842 -824 383 -349 -276 343 2,269 639
Percent of Open Interest Represented by Each Category of Trader
25.2 40.6 5.0 27.8 3.5 0.8 20.4 8.1 0.9 0.6 29.2 0.4 19.0 11.6
Number of Traders in Each Category Total Traders: 91
16 16 5 15 4 6 20 13 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 34,740
Positions
9,849 17,018 12 14,778 8,905 5,370 2,377 2,575 0 0 431 0 2,354 429
Changes from: October 20, 2020 Total Change is: -306
210 210 0 -1,269 -37 37 457 -86 0 0 0 0 259 -430
Percent of Open Interest Represented by Each Category of Trader
28.4 49.0 0.0 42.5 25.6 15.5 6.8 7.4 0.0 0.0 1.2 0.0 6.8 1.2
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 27, 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 643,708
Positions
55,620 101,388 32,976 239,130 116,822 61,382 44,587 77,325 110,239 28,712 70,375 3,523 67,539 69,678
Changes from: October 20, 2020 Total Change is: 5,133
-3,143 3,234 -38 -6,671 -1,254 4,816 6,116 523 1,938 5,715 -2,787 -802 -2,799 -498
Percent of Open Interest Represented by Each Category of Trader
8.6 15.8 5.1 37.1 18.1 9.5 6.9 12.0 17.1 4.5 10.9 0.5 10.5 10.8
Number of Traders in Each Category Total Traders: 588
39 33 41 160 94 139 67 101 89 52 42 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 25,413
Positions
7,735 4,150 86 0 0 0 2,161 4,108 9,497 103 1 6 5,825 7,564
Changes from: October 20, 2020 Total Change is: -1,654
-1,051 -40 2 0 0 0 -1,819 389 1,349 103 -897 -12 -225 -2,445
Percent of Open Interest Represented by Each Category of Trader
30.4 16.3 0.3 0.0 0.0 0.0 8.5 16.2 37.4 0.4 0.0 0.0 22.9 29.8
Number of Traders in Each Category Total Traders: 26
4 4 4 0 0 0 5 10 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 25,798
Positions
21,245 10,384 615 2,142 8,020 107 218 5,189 26 0 0 0 1,445 1,457
Changes from: October 20, 2020 Total Change is: 3,082
2,899 3,386 352 28 -1,884 1 0 1,143 0 0 0 0 -198 84
Percent of Open Interest Represented by Each Category of Trader
82.4 40.3 2.4 8.3 31.1 0.4 0.8 20.1 0.1 0.0 0.0 0.0 5.6 5.6
Number of Traders in Each Category Total Traders: 31
8 6 . 4 5 . . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 3,091,476
Positions
265,832 512,594 138,045 1,195,649 584,110 306,908 222,649 376,602 493,187 143,045 351,869 17,589 308,571 310,572
Changes from: October 20, 2020 Total Change is: 33,933
-17,057 9,771 6,400 -33,353 -6,268 24,079 27,530 -11,475 15,088 23,577 -13,936 538 -12,870 9,736
Percent of Open Interest Represented by Each Category of Trader
8.6 16.6 4.5 38.7 18.9 9.9 7.2 12.2 16.0 4.6 11.4 0.6 10.0 10.0
Number of Traders in Each Category Total Traders: 584
38 34 40 160 94 139 67 98 86 52 41 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 13,536
Positions
1,948 10,887 0 6,106 1,274 412 1,409 0 0 0 0 0 3,661 963
Changes from: October 20, 2020 Total Change is: 1,472
423 554 0 -304 953 28 247 0 0 -361 0 0 1,439 -63
Percent of Open Interest Represented by Each Category of Trader
14.4 80.4 0.0 45.1 9.4 3.0 10.4 0.0 0.0 0.0 0.0 0.0 27.0 7.1
Number of Traders in Each Category Total Traders: 22
. 10 0 5 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 141,328
Positions
0 3,359 0 19,144 0 0 35,484 76,478 20,997 1,040 15,894 9 64,654 24,591
Changes from: October 20, 2020 Total Change is: 4,322
0 -2,305 0 1,063 0 0 6,794 7,223 1,193 -1,467 -1,359 4 -3,264 -433
Percent of Open Interest Represented by Each Category of Trader
0.0 2.4 0.0 13.5 0.0 0.0 25.1 54.1 14.9 0.7 11.2 0.0 45.7 17.4
Number of Traders in Each Category Total Traders: 23
0 . 0 . 0 0 7 9 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 56,858
Positions
6,804 10,669 275 34,257 38,142 1,600 4,310 2,317 140 0 330 0 9,472 3,385
Changes from: October 20, 2020 Total Change is: -340
1,541 -1,111 -1 -2,229 1,091 45 777 452 -46 0 0 0 -427 -770
Percent of Open Interest Represented by Each Category of Trader
12.0 18.8 0.5 60.3 67.1 2.8 7.6 4.1 0.2 0.0 0.6 0.0 16.7 6.0
Number of Traders in Each Category Total Traders: 75
6 7 . 29 17 11 12 . 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 50,583
Positions
11,959 8,999 310 10,855 7,166 1,347 9,668 15,939 4,710 2,239 4,382 176 9,321 7,555
Changes from: October 20, 2020 Total Change is: 1,369
1,862 -94 -46 -180 -403 -126 732 1,550 -107 -169 95 8 -606 491
Percent of Open Interest Represented by Each Category of Trader
23.6 17.8 0.6 21.5 14.2 2.7 19.1 31.5 9.3 4.4 8.7 0.3 18.4 14.9
Number of Traders in Each Category Total Traders: 292
23 21 10 67 40 37 48 56 32 13 23 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 252,913
Positions
59,794 44,995 1,550 54,275 35,828 6,733 48,339 79,694 23,548 11,193 21,912 878 46,603 37,776
Changes from: October 20, 2020 Total Change is: 6,846
9,311 -471 -231 -900 -2,013 -630 3,659 7,752 -533 -843 473 42 -3,031 2,456
Percent of Open Interest Represented by Each Category of Trader
23.6 17.8 0.6 21.5 14.2 2.7 19.1 31.5 9.3 4.4 8.7 0.3 18.4 14.9
Number of Traders in Each Category Total Traders: 292
23 21 10 67 40 37 48 56 32 13 23 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 546,091
Positions
83,335 84,790 4,672 294,548 209,119 46,753 67,607 108,295 8,422 14,934 64,326 429 25,390 19,284
Changes from: October 20, 2020 Total Change is: -5,270
-1,067 -1,133 396 -1,160 -535 -1,779 -7,904 1,389 -608 7,657 -2,854 299 -1,104 -444
Percent of Open Interest Represented by Each Category of Trader
15.3 15.5 0.9 53.9 38.3 8.6 12.4 19.8 1.5 2.7 11.8 0.1 4.6 3.5
Number of Traders in Each Category Total Traders: 358
30 17 7 104 59 50 52 58 24 14 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 15,507
Positions
6,599 13,028 0 3,476 2,074 0 4,534 0 0 0 204 0 898 201
Changes from: October 20, 2020 Total Change is: 2,325
2,482 2,042 0 148 355 0 -333 0 -86 0 1 0 114 13
Percent of Open Interest Represented by Each Category of Trader
42.6 84.0 0.0 22.4 13.4 0.0 29.2 0.0 0.0 0.0 1.3 0.0 5.8 1.3
Number of Traders in Each Category Total Traders: 21
. 7 0 5 4 0 . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 17,403
Positions
0 11,391 0 7,659 908 18 5,267 1,666 200 301 563 0 3,958 2,657
Changes from: October 20, 2020 Total Change is: 81
-613 393 0 94 0 -2 663 -98 200 -28 -37 0 -233 -375
Percent of Open Interest Represented by Each Category of Trader
0.0 65.5 0.0 44.0 5.2 0.1 30.3 9.6 1.1 1.7 3.2 0.0 22.7 15.3
Number of Traders in Each Category Total Traders: 26
0 4 0 8 . . 7 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 47,136
Positions
16,026 9,788 392 13,697 5,529 1,265 7,942 8,644 216 588 2,506 0 7,010 18,796
Changes from: October 20, 2020 Total Change is: 2,474
2,290 -312 101 -395 -156 299 550 310 216 -44 -848 0 -543 2,864
Percent of Open Interest Represented by Each Category of Trader
34.0 20.8 0.8 29.1 11.7 2.7 16.8 18.3 0.5 1.2 5.3 0.0 14.9 39.9
Number of Traders in Each Category Total Traders: 67
6 9 . 10 8 5 14 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 438,668
Positions
39,942 252,202 4,545 327,287 120,013 31,150 19,622 17,908 1,191 6,277 5,758 0 8,654 5,901
Changes from: October 20, 2020 Total Change is: 10,429
2,508 15,599 -6 11,301 1,350 -2,028 -1,001 -5,078 -239 176 883 0 -282 -52
Percent of Open Interest Represented by Each Category of Trader
9.1 57.5 1.0 74.6 27.4 7.1 4.5 4.1 0.3 1.4 1.3 0.0 2.0 1.3
Number of Traders in Each Category Total Traders: 178
12 14 4 67 44 37 14 16 6 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 1,243,808
Positions
96,092 685,210 6,195 889,052 249,724 94,596 91,560 67,025 10,253 29,267 114,964 2,579 24,214 13,262
Changes from: October 20, 2020 Total Change is: 13,588
480 438 453 10,031 2,908 -5,136 7,064 13,562 1,861 1,123 -5,085 -40 -2,248 4,627
Percent of Open Interest Represented by Each Category of Trader
7.7 55.1 0.5 71.5 20.1 7.6 7.4 5.4 0.8 2.4 9.2 0.2 1.9 1.1
Number of Traders in Each Category Total Traders: 431
27 21 9 177 67 79 62 34 19 28 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 203,947
Positions
56,209 158,746 32,474 21,221 0 2,686 79,066 0 9,147 2,923 65 0 221 829
Changes from: October 20, 2020 Total Change is: 2,205
1,429 676 -861 -289 0 200 -90 0 1,859 -38 0 0 -5 331
Percent of Open Interest Represented by Each Category of Trader
27.6 77.8 15.9 10.4 0.0 1.3 38.8 0.0 4.5 1.4 0.0 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 80
10 20 16 14 0 . 28 0 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 1,377,508
Positions
6,321 141,257 19,103 700,941 181,626 198,343 94,329 536,592 115,190 60,408 19,077 8,194 174,678 158,126
Changes from: October 20, 2020 Total Change is: -18,550
-431 8,922 -9,763 4,764 715 -4,501 22,757 17,706 -28,020 -2,716 4,550 1,220 -1,860 -9,379
Percent of Open Interest Represented by Each Category of Trader
0.5 10.3 1.4 50.9 13.2 14.4 6.8 39.0 8.4 4.4 1.4 0.6 12.7 11.5
Number of Traders in Each Category Total Traders: 190
7 16 18 64 27 52 25 38 44 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,001,448
Positions
28,227 98,731 0 514,221 173,996 187,511 62,785 388,402 17,527 51,516 19,660 145 139,516 115,476
Changes from: October 20, 2020 Total Change is: 18,024
-1,944 4,484 0 -1,108 -9,040 12,140 11,118 12,383 523 -597 -353 137 -2,245 -2,250
Percent of Open Interest Represented by Each Category of Trader
2.8 9.9 0.0 51.3 17.4 18.7 6.3 38.8 1.8 5.1 2.0 0.0 13.9 11.5
Number of Traders in Each Category Total Traders: 141
. 12 0 61 19 53 9 27 15 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,002,728
Positions
28,590 149,229 9,332 933,646 518,333 242,256 416,307 885,201 35,740 172,237 63,786 849 163,770 98,001
Changes from: October 20, 2020 Total Change is: 29,844
-4,366 2,365 -1,441 -18,658 -551 3,578 35,886 15,132 11,750 112 509 0 2,984 -1,497
Percent of Open Interest Represented by Each Category of Trader
1.4 7.5 0.5 46.6 25.9 12.1 20.8 44.2 1.8 8.6 3.2 0.0 8.2 4.9
Number of Traders in Each Category Total Traders: 281
8 28 6 99 27 64 58 35 26 20 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,731,121
Positions
173,713 248,094 158,482 1,378,968 1,181,005 673,743 322,160 524,620 372,532 223,285 111,583 41,852 386,386 419,212
Changes from: October 20, 2020 Total Change is: -188,766
-9,252 -33,777 -27,140 -500 -15,961 -16,897 -38,812 -63,308 -76,812 5,836 14,393 -9,042 -16,148 39,776
Percent of Open Interest Represented by Each Category of Trader
4.7 6.6 4.2 37.0 31.7 18.1 8.6 14.1 10.0 6.0 3.0 1.1 10.4 11.2
Number of Traders in Each Category Total Traders: 391
21 37 40 98 74 94 54 65 69 23 19 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 947,513
Positions
73,250 32,665 9,039 288,352 353,767 103,022 264,456 225,148 30,276 49,598 6,342 10 129,510 187,244
Changes from: October 20, 2020 Total Change is: 33,260
1,507 6,235 -1,132 9,521 6,602 2,896 20,819 8,716 -2,343 0 3,470 10 1,982 8,806
Percent of Open Interest Represented by Each Category of Trader
7.7 3.4 1.0 30.4 37.3 10.9 27.9 23.8 3.2 5.2 0.7 0.0 13.7 19.8
Number of Traders in Each Category Total Traders: 118
5 7 4 26 46 37 22 7 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 3,198,575
Positions
75,212 244,342 27,770 1,304,383 560,881 550,138 411,645 1,237,609 148,237 351,744 137,799 3,749 325,696 288,050
Changes from: October 20, 2020 Total Change is: -36,871
-5,329 5,341 -5,124 -5,356 7,124 -989 6,589 -31,813 -14,908 -2,075 5,078 -1,309 -8,371 -272
Percent of Open Interest Represented by Each Category of Trader
2.4 7.6 0.9 40.8 17.5 17.2 12.9 38.7 4.6 11.0 4.3 0.1 10.2 9.0
Number of Traders in Each Category Total Traders: 286
13 24 15 89 50 78 37 50 40 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 1,337,417
Positions
255,828 363,222 286,682 45,003 2,632 11,350 454,440 394,745 245,866 12,931 3,779 0 25,317 29,141
Changes from: October 20, 2020 Total Change is: -7,446
-3,883 34,304 -9,253 2,508 0 -3,990 21,733 -13,952 -16,340 356 0 0 1,423 1,785
Percent of Open Interest Represented by Each Category of Trader
19.1 27.2 21.4 3.4 0.2 0.8 34.0 29.5 18.4 1.0 0.3 0.0 1.9 2.2
Number of Traders in Each Category Total Traders: 105
29 16 40 . . . 23 24 37 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 is18,116,708
Positions
1,914,260 2,220,210 3,411,373 261,006 436,988 1,058,082 1,010,508 437,746 9,561,818 107,075 91,683 183,568 609,020 715,241
Changes from: October 20, 2020 Total Change is: 97,427
74,467 39,881 9,301 -30,556 43,629 33,470 18,488 -8,173 -26,064 23,578 -32,597 7,050 -12,307 30,930
Percent of Open Interest Represented by Each Category of Trader
10.6 12.3 18.8 1.4 2.4 5.8 5.6 2.4 52.8 0.6 0.5 1.0 3.4 3.9
Number of Traders in Each Category Total Traders: 278
33 47 74 18 17 27 58 60 100 17 21 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 321,358
Positions
20,805 152,915 55,619 40 9,005 10,535 179,618 38,389 51,836 101 197 2,630 174 232
Changes from: October 20, 2020 Total Change is: 47,748
-313 14,292 27,183 40 2,705 -2,601 17,129 -54 5,930 0 -164 374 7 84
Percent of Open Interest Represented by Each Category of Trader
6.5 47.6 17.3 0.0 2.8 3.3 55.9 11.9 16.1 0.0 0.1 0.8 0.1 0.1
Number of Traders in Each Category Total Traders: 77
9 17 12 . 4 . 20 21 27 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 170,285
Positions
15,634 112,317 11,125 3,049 2,378 3,161 88,497 12,149 28,010 19,732 0 936 141 209
Changes from: October 20, 2020 Total Change is: 10,470
1,049 15,002 -737 1,000 -217 160 6,863 -4,171 303 1,697 0 134 1 -4
Percent of Open Interest Represented by Each Category of Trader
9.2 66.0 6.5 1.8 1.4 1.9 52.0 7.1 16.4 11.6 0.0 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 75
4 20 12 . 4 . 23 17 25 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 138,802
Positions
0 54,021 0 3,403 2,170 0 406 8,035 73,915 61,068 500 0 10 161
Changes from: October 20, 2020 Total Change is: 3,479
0 1,566 0 0 29 0 406 -2,302 4,185 -1,105 0 0 -7 1
Percent of Open Interest Represented by Each Category of Trader
0.0 38.9 0.0 2.5 1.6 0.0 0.3 5.8 53.3 44.0 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 24
0 4 0 . 5 0 . 4 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 14,645
Positions
0 285 0 770 0 0 5,888 9,501 1,662 2,564 2,531 151 3,611 516
Changes from: October 20, 2020 Total Change is: 2,626
0 285 0 -104 0 0 1,217 1,600 466 632 246 -75 490 104
Percent of Open Interest Represented by Each Category of Trader
0.0 1.9 0.0 5.3 0.0 0.0 40.2 64.9 11.3 17.5 17.3 1.0 24.7 3.5
Number of Traders in Each Category Total Traders: 105
0 . 0 5 0 0 36 19 16 34 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 29,783
Positions
2,342 2,411 0 6,523 8,831 897 11,944 8,990 2,790 1,366 2,485 125 3,796 3,254
Changes from: October 20, 2020 Total Change is: 274
491 0 0 -908 909 -4 2,147 -995 -99 -930 192 22 -445 250
Percent of Open Interest Represented by Each Category of Trader
7.9 8.1 0.0 21.9 29.7 3.0 40.1 30.2 9.4 4.6 8.3 0.4 12.7 10.9
Number of Traders in Each Category Total Traders: 98
. . 0 8 9 . 23 23 6 19 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 263,583
Positions
39,484 29,093 7,132 117,393 49,851 10,481 26,636 109,462 26,821 9,408 5,346 5,880 20,348 19,517
Changes from: October 20, 2020 Total Change is: -16,172
4,331 3,055 -6,722 6,543 -15,782 -3,001 -11,690 10,454 -4,712 568 3,142 -2,375 886 -231
Percent of Open Interest Represented by Each Category of Trader
15.0 11.0 2.7 44.5 18.9 4.0 10.1 41.5 10.2 3.6 2.0 2.2 7.7 7.4
Number of Traders in Each Category Total Traders: 155
10 14 15 16 24 14 27 43 44 8 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 20,550
Positions
3,018 1,718 0 15,854 9,254 351 760 9,003 0 353 170 0 214 54
Changes from: October 20, 2020 Total Change is: 9
0 0 0 -3 -61 0 3 70 -1 27 0 0 -17 1
Percent of Open Interest Represented by Each Category of Trader
14.7 8.4 0.0 77.1 45.0 1.7 3.7 43.8 0.0 1.7 0.8 0.0 1.0 0.3
Number of Traders in Each Category Total Traders: 34
. . 0 10 . . 5 5 0 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 30, 2020