Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 144,465
Positions
5,995 47,611 2,745 58,356 21,400 5,166 14,293 43,944 7,096 12,173 8 149 38,492 16,346
Changes from: November 3, 2020 Total Change is: 9,947
49 5,286 184 -1,582 436 1,300 4,164 5,481 21 484 -7 66 5,262 -2,820
Percent of Open Interest Represented by Each Category of Trader
4.1 33.0 1.9 40.4 14.8 3.6 9.9 30.4 4.9 8.4 0.0 0.1 26.6 11.3
Number of Traders in Each Category Total Traders: 104
4 9 7 23 12 13 12 32 16 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 55,388
Positions
2,292 28,464 1,098 10,040 4,659 416 21,085 4,801 1,664 0 477 0 18,794 13,809
Changes from: November 3, 2020 Total Change is: 1,151
-544 1,357 -499 636 645 -467 1,011 -661 319 0 0 0 696 458
Percent of Open Interest Represented by Each Category of Trader
4.1 51.4 2.0 18.1 8.4 0.8 38.1 8.7 3.0 0.0 0.9 0.0 33.9 24.9
Number of Traders in Each Category Total Traders: 44
. 6 . 11 5 . 11 8 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 173,108
Positions
28,383 8,206 9,113 47,482 52,754 7,697 27,692 36,281 22,863 1,866 6,785 571 27,441 28,838
Changes from: November 3, 2020 Total Change is: -356
-6,556 -3,375 606 5,795 -6,591 826 -1,037 9,005 -1,450 107 563 -30 1,382 90
Percent of Open Interest Represented by Each Category of Trader
16.4 4.7 5.3 27.4 30.5 4.4 16.0 21.0 13.2 1.1 3.9 0.3 15.9 16.7
Number of Traders in Each Category Total Traders: 111
10 4 9 18 24 15 20 28 16 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 199,492
Positions
3,920 124,532 5,334 95,504 9,309 9,135 36,849 19,865 13,034 3,414 566 0 32,302 17,718
Changes from: November 3, 2020 Total Change is: -5,762
-941 4,384 151 -310 -3,799 -1,432 3,175 -2,324 -4,159 2,488 1 0 -4,733 1,416
Percent of Open Interest Represented by Each Category of Trader
2.0 62.4 2.7 47.9 4.7 4.6 18.5 10.0 6.5 1.7 0.3 0.0 16.2 8.9
Number of Traders in Each Category Total Traders: 119
. 10 4 37 14 16 33 17 18 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 683,948
Positions
42,330 427,438 12,873 372,113 75,943 27,480 54,514 60,225 29,015 45,805 5,184 2,444 97,373 43,346
Changes from: November 3, 2020 Total Change is: 2,987
-2,471 9,869 -1,978 7,721 -2,331 -178 5,500 -123 -2,370 -10,337 -283 -103 7,203 484
Percent of Open Interest Represented by Each Category of Trader
6.2 62.5 1.9 54.4 11.1 4.0 8.0 8.8 4.2 6.7 0.8 0.4 14.2 6.3
Number of Traders in Each Category Total Traders: 305
14 13 17 111 36 55 51 32 31 34 14 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 24,547
Positions
0 8,615 0 9,648 2,555 1,812 0 6,202 0 400 449 0 12,687 4,914
Changes from: November 3, 2020 Total Change is: 57
0 -45 0 79 13 -13 0 -29 0 0 0 0 -9 131
Percent of Open Interest Represented by Each Category of Trader
0.0 35.1 0.0 39.3 10.4 7.4 0.0 25.3 0.0 1.6 1.8 0.0 51.7 20.0
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 November 10, 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 142,856
Positions
14,877 42,040 1,229 47,480 44,894 3,714 37,367 21,093 9,332 1,226 49 0 27,632 20,505
Changes from: November 3, 2020 Total Change is: -3,675
1,089 -1,813 -837 4,609 -3,815 -1,438 -10,795 1,684 1,338 -20 -1,072 -41 2,420 2,319
Percent of Open Interest Represented by Each Category of Trader
10.4 29.4 0.9 33.2 31.4 2.6 26.2 14.8 6.5 0.9 0.0 0.0 19.3 14.4
Number of Traders in Each Category Total Traders: 87
4 7 6 24 9 10 19 22 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 22,447
Positions
536 7,796 60 8,623 10,432 5 10,364 1,708 107 1,516 479 0 1,236 1,860
Changes from: November 3, 2020 Total Change is: -1,332
-246 0 -16 -112 -884 0 -1,096 -292 -2 233 -48 0 -93 -90
Percent of Open Interest Represented by Each Category of Trader
2.4 34.7 0.3 38.4 46.5 0.0 46.2 7.6 0.5 6.8 2.1 0.0 5.5 8.3
Number of Traders in Each Category Total Traders: 42
. . . 5 4 . 12 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 129,578
Positions
1,954 58,563 605 64,069 2,150 777 46,446 39,380 2,520 5,708 22,753 0 7,499 2,830
Changes from: November 3, 2020 Total Change is: 10,273
44 1,149 -363 3,428 -1,205 485 4,800 10,578 -527 1,857 158 -46 595 44
Percent of Open Interest Represented by Each Category of Trader
1.5 45.2 0.5 49.4 1.7 0.6 35.8 30.4 1.9 4.4 17.6 0.0 5.8 2.2
Number of Traders in Each Category Total Traders: 140
. 7 . 25 7 4 45 29 13 12 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 42,815
Positions
22,399 0 82 6,217 26,818 6 7,172 10,701 9 4,995 2,679 0 1,935 2,520
Changes from: November 3, 2020 Total Change is: -1,394
4 0 -4 915 -2,535 -445 -1,165 1,191 -24 -228 857 0 -447 -434
Percent of Open Interest Represented by Each Category of Trader
52.3 0.0 0.2 14.5 62.6 0.0 16.8 25.0 0.0 11.7 6.3 0.0 4.5 5.9
Number of Traders in Each Category Total Traders: 57
. 0 . 8 8 . 12 15 . 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 46,135
Positions
5,257 13,832 8 16,326 6,486 468 16,618 20,125 435 1,268 1,520 6 5,749 3,255
Changes from: November 3, 2020 Total Change is: 5,690
-153 2,234 7 2,272 -1,466 142 1,604 4,255 -39 947 435 0 910 122
Percent of Open Interest Represented by Each Category of Trader
11.4 30.0 0.0 35.4 14.1 1.0 36.0 43.6 0.9 2.7 3.3 0.0 12.5 7.1
Number of Traders in Each Category Total Traders: 87
5 5 . 23 5 5 25 17 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 14,303
Positions
2,495 0 0 5,047 2,918 0 5,185 9,618 120 240 292 0 1,216 1,355
Changes from: November 3, 2020 Total Change is: 171
-9 0 0 160 316 0 -168 -179 65 0 10 0 123 -41
Percent of Open Interest Represented by Each Category of Trader
17.4 0.0 0.0 35.3 20.4 0.0 36.3 67.2 0.8 1.7 2.0 0.0 8.5 9.5
Number of Traders in Each Category Total Traders: 27
. 0 0 4 5 0 8 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 47,090
Positions
12,674 14,559 3,742 13,173 1,348 295 8,190 7,067 362 685 13,990 0 7,970 5,727
Changes from: November 3, 2020 Total Change is: 2,295
-1,859 -1,050 696 3,122 -117 -180 212 2,386 118 294 473 -194 86 163
Percent of Open Interest Represented by Each Category of Trader
26.9 30.9 7.9 28.0 2.9 0.6 17.4 15.0 0.8 1.5 29.7 0.0 16.9 12.2
Number of Traders in Each Category Total Traders: 91
19 14 5 19 . 5 18 12 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 94,180
Positions
25,348 29,118 7,484 26,345 2,696 589 16,380 14,135 724 1,370 27,980 0 15,940 11,454
Changes from: November 3, 2020 Total Change is: 4,590
-3,717 -2,100 1,392 6,243 -234 -360 424 4,772 235 588 946 -388 173 327
Percent of Open Interest Represented by Each Category of Trader
26.9 30.9 7.9 28.0 2.9 0.6 17.4 15.0 0.8 1.5 29.7 0.0 16.9 12.2
Number of Traders in Each Category Total Traders: 91
19 14 5 19 . 5 18 12 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 32,794
Positions
9,207 15,343 12 14,250 7,915 5,619 1,339 2,968 0 400 431 0 1,967 506
Changes from: November 3, 2020 Total Change is: -774
-11 -644 0 -379 -40 40 -703 501 0 400 0 0 -121 -631
Percent of Open Interest Represented by Each Category of Trader
28.1 46.8 0.0 43.5 24.1 17.1 4.1 9.1 0.0 1.2 1.3 0.0 6.0 1.5
Number of Traders in Each Category Total Traders: 28
5 5 . 12 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 675,960
Positions
53,600 110,925 39,202 239,559 110,350 65,542 41,372 70,301 131,556 25,155 71,209 4,415 75,559 72,461
Changes from: November 3, 2020 Total Change is: 27,694
-3,277 12,600 4,061 4,230 -11,693 3,869 408 -6,370 15,768 -5,833 5,082 140 8,327 4,237
Percent of Open Interest Represented by Each Category of Trader
7.9 16.4 5.8 35.4 16.3 9.7 6.1 10.4 19.5 3.7 10.5 0.7 11.2 10.7
Number of Traders in Each Category Total Traders: 558
35 34 41 151 90 133 64 97 89 47 40 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 36,839
Positions
5,154 13,370 200 1,000 0 0 6,928 5,956 9,493 308 0 23 13,733 7,798
Changes from: November 3, 2020 Total Change is: 10,804
-2,301 8,400 113 0 0 0 4,765 1,594 896 307 -2 19 7,004 -216
Percent of Open Interest Represented by Each Category of Trader
14.0 36.3 0.5 2.7 0.0 0.0 18.8 16.2 25.8 0.8 0.0 0.1 37.3 21.2
Number of Traders in Each Category Total Traders: 25
. 5 . . 0 0 7 7 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 26,217
Positions
15,398 9,952 44 3,231 10,299 0 1,061 3,894 26 0 0 0 6,457 2,002
Changes from: November 3, 2020 Total Change is: 457
-5,254 -1,915 -163 189 2,556 -106 843 -245 0 0 0 0 4,948 330
Percent of Open Interest Represented by Each Category of Trader
58.7 38.0 0.2 12.3 39.3 0.0 4.0 14.9 0.1 0.0 0.0 0.0 24.6 7.6
Number of Traders in Each Category Total Traders: 32
5 8 . 7 4 0 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 3,195,606
Positions
269,779 515,326 167,459 1,192,794 551,748 327,710 211,633 361,140 570,900 124,237 356,046 21,961 309,132 323,315
Changes from: November 3, 2020 Total Change is: 84,451
-5,386 20,499 20,242 21,152 -58,465 19,347 1,680 -16,357 50,897 -30,702 25,413 609 6,612 22,265
Percent of Open Interest Represented by Each Category of Trader
8.4 16.1 5.2 37.3 17.3 10.3 6.6 11.3 17.9 3.9 11.1 0.7 9.7 10.1
Number of Traders in Each Category Total Traders: 555
34 35 40 151 90 133 66 94 87 46 39 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 11,570
Positions
2,733 8,203 1 4,334 0 53 780 1,483 0 0 650 0 3,669 1,180
Changes from: November 3, 2020 Total Change is: -177
131 -155 1 -1,181 0 0 -37 0 0 0 0 0 909 -23
Percent of Open Interest Represented by Each Category of Trader
23.6 70.9 0.0 37.5 0.0 0.5 6.7 12.8 0.0 0.0 5.6 0.0 31.7 10.2
Number of Traders in Each Category Total Traders: 22
. 9 . 5 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 15,413
Positions
3,980 14,390 0 7,664 0 61 1,112 0 0 0 0 0 2,596 962
Changes from: November 3, 2020 Total Change is: 595
1,880 502 0 -1,607 0 0 347 0 0 0 0 0 -25 93
Percent of Open Interest Represented by Each Category of Trader
25.8 93.4 0.0 49.7 0.0 0.4 7.2 0.0 0.0 0.0 0.0 0.0 16.8 6.2
Number of Traders in Each Category Total Traders: 20
. 8 0 7 0 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 13,521
Positions
2,495 10,689 0 7,049 1,386 299 1,339 213 0 0 0 0 2,339 934
Changes from: November 3, 2020 Total Change is: -227
617 -33 0 -568 103 -103 0 45 -58 0 0 0 -115 -181
Percent of Open Interest Represented by Each Category of Trader
18.5 79.1 0.0 52.1 10.3 2.2 9.9 1.6 0.0 0.0 0.0 0.0 17.3 6.9
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 November 10, 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 171,011
Positions
8,982 0 0 19,145 0 0 91,912 18,087 20,705 1,734 11,709 151 28,381 120,359
Changes from: November 3, 2020 Total Change is: 34,070
8,982 0 0 1,111 0 -33 51,503 -57,682 4,909 344 -5,019 151 -32,897 91,744
Percent of Open Interest Represented by Each Category of Trader
5.3 0.0 0.0 11.2 0.0 0.0 53.7 10.6 12.1 1.0 6.8 0.1 16.6 70.4
Number of Traders in Each Category Total Traders: 22
. 0 0 . 0 0 7 7 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 53,213
Positions
6,701 7,736 274 30,812 36,521 1,270 3,312 3,053 314 470 817 0 10,060 3,228
Changes from: November 3, 2020 Total Change is: -1,359
-2,815 1,260 159 1,707 -3,641 -522 -205 1,174 153 470 487 0 -306 -429
Percent of Open Interest Represented by Each Category of Trader
12.6 14.5 0.5 57.9 68.6 2.4 6.2 5.7 0.6 0.9 1.5 0.0 18.9 6.1
Number of Traders in Each Category Total Traders: 73
6 6 . 28 18 10 7 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 53,614
Positions
11,398 8,144 340 10,792 7,882 1,430 11,951 15,686 5,804 2,309 7,184 109 9,482 7,036
Changes from: November 3, 2020 Total Change is: 3,704
820 301 10 587 948 -177 1,728 -1,002 876 -202 3,338 -124 186 -467
Percent of Open Interest Represented by Each Category of Trader
21.3 15.2 0.6 20.1 14.7 2.7 22.3 29.3 10.8 4.3 13.4 0.2 17.7 13.1
Number of Traders in Each Category Total Traders: 301
26 20 12 62 47 35 40 62 33 17 25 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 268,072
Positions
56,989 40,719 1,698 53,962 39,410 7,150 59,754 78,431 29,020 11,544 35,918 545 47,409 35,181
Changes from: November 3, 2020 Total Change is: 18,520
4,099 1,507 52 2,937 4,740 -885 8,639 -5,008 4,380 -1,009 16,688 -622 929 -2,333
Percent of Open Interest Represented by Each Category of Trader
21.3 15.2 0.6 20.1 14.7 2.7 22.3 29.3 10.8 4.3 13.4 0.2 17.7 13.1
Number of Traders in Each Category Total Traders: 301
26 20 12 62 47 35 40 62 33 17 25 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 538,731
Positions
82,966 91,150 4,240 279,132 204,767 50,527 70,433 95,663 13,808 9,024 63,029 18 28,583 15,530
Changes from: November 3, 2020 Total Change is: 2,097
-7,038 18,809 -789 7,574 -10,768 3,227 -5,962 -11,529 3,465 -2,063 387 -165 3,848 -540
Percent of Open Interest Represented by Each Category of Trader
15.4 16.9 0.8 51.8 38.0 9.4 13.1 17.8 2.6 1.7 11.7 0.0 5.3 2.9
Number of Traders in Each Category Total Traders: 364
29 18 7 101 61 50 59 59 30 15 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 16,690
Positions
6,793 14,514 19 3,933 1,758 0 5,164 0 32 0 0 0 749 367
Changes from: November 3, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
40.7 87.0 0.1 23.6 10.5 0.0 30.9 0.0 0.2 0.0 0.0 0.0 4.5 2.2
Number of Traders in Each Category Total Traders: 22
. 9 . 5 . 0 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 15,428
Positions
0 10,373 0 8,918 0 7 1,299 778 200 0 1,117 0 5,004 2,953
Changes from: November 3, 2020 Total Change is: -817
0 -1,069 0 980 -1,339 -86 -2,188 500 0 -401 917 0 878 260
Percent of Open Interest Represented by Each Category of Trader
0.0 67.2 0.0 57.8 0.0 0.0 8.4 5.0 1.3 0.0 7.2 0.0 32.4 19.1
Number of Traders in Each Category Total Traders: 23
0 5 0 10 0 . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 48,321
Positions
13,878 14,033 578 14,181 5,725 760 7,814 8,714 659 2,657 1,961 0 7,794 15,891
Changes from: November 3, 2020 Total Change is: 3,450
-3,022 4,425 257 982 -570 49 1,239 -3,234 434 2,448 -1,204 0 1,063 3,293
Percent of Open Interest Represented by Each Category of Trader
28.7 29.0 1.2 29.3 11.8 1.6 16.2 18.0 1.4 5.5 4.1 0.0 16.1 32.9
Number of Traders in Each Category Total Traders: 74
7 12 . 11 8 4 16 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 434,716
Positions
42,607 253,205 4,497 309,975 113,599 36,961 22,839 18,716 1,271 7,145 1,421 113 9,308 4,933
Changes from: November 3, 2020 Total Change is: -4,599
-46 2,528 -1 -15,913 -8,995 6,501 4,467 1,254 -385 61 -4,535 0 717 -966
Percent of Open Interest Represented by Each Category of Trader
9.8 58.2 1.0 71.3 26.1 8.5 5.3 4.3 0.3 1.6 0.3 0.0 2.1 1.1
Number of Traders in Each Category Total Traders: 176
12 14 . 64 44 41 15 15 6 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 1,290,508
Positions
101,887 692,982 4,142 910,420 278,422 94,885 102,668 76,495 6,555 32,487 124,253 2,769 34,695 10,005
Changes from: November 3, 2020 Total Change is: 47,771
-5,443 23,151 -1,861 32,377 -928 186 9,872 6,651 -2,776 3,895 21,711 184 11,337 1,453
Percent of Open Interest Represented by Each Category of Trader
7.9 53.7 0.3 70.5 21.6 7.4 8.0 5.9 0.5 2.5 9.6 0.2 2.7 0.8
Number of Traders in Each Category Total Traders: 442
27 20 8 178 70 82 61 37 16 30 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 210,145
Positions
57,572 166,095 31,703 26,213 0 2,686 80,378 122 8,646 2,685 65 0 262 828
Changes from: November 3, 2020 Total Change is: 2,221
-2,178 3,538 -1,062 3,443 0 0 2,094 10 -263 137 0 0 50 -2
Percent of Open Interest Represented by Each Category of Trader
27.4 79.0 15.1 12.5 0.0 1.3 38.2 0.1 4.1 1.3 0.0 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 80
9 21 17 13 0 . 27 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 1,404,501
Positions
8,848 149,962 40,720 701,979 188,284 188,759 87,796 515,778 133,660 70,400 14,652 11,771 160,568 160,916
Changes from: November 3, 2020 Total Change is: -16,530
-589 15,127 11,949 -1,587 -3,808 -6,933 -7,057 -13,523 -12,273 6,610 -3,055 979 -7,630 -4,993
Percent of Open Interest Represented by Each Category of Trader
0.6 10.7 2.9 50.0 13.4 13.4 6.3 36.7 9.5 5.0 1.0 0.8 11.4 11.5
Number of Traders in Each Category Total Traders: 198
6 17 19 60 34 55 25 38 45 12 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 1,012,221
Positions
23,434 121,061 0 512,633 184,319 189,159 87,375 363,169 10,272 50,679 12,815 0 138,669 131,426
Changes from: November 3, 2020 Total Change is: 28,830
543 21,920 0 12,841 1,826 1,544 8,769 -8,420 -310 -237 -4,978 -37 5,717 17,285
Percent of Open Interest Represented by Each Category of Trader
2.3 12.0 0.0 50.6 18.2 18.7 8.6 35.9 1.0 5.0 1.3 0.0 13.7 13.0
Number of Traders in Each Category Total Traders: 132
. 13 0 58 18 47 9 23 9 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 2,023,855
Positions
31,460 105,695 18,918 921,903 541,213 248,823 415,762 875,361 62,092 168,492 62,334 935 155,470 108,484
Changes from: November 3, 2020 Total Change is: 45,653
-6,422 -29,467 4,255 -19,478 23,063 5,573 63,753 17,651 13,901 -9,377 -756 11 -6,563 11,423
Percent of Open Interest Represented by Each Category of Trader
1.6 5.2 0.9 45.6 26.7 12.3 20.5 43.3 3.1 8.3 3.1 0.0 7.7 5.4
Number of Traders in Each Category Total Traders: 270
10 22 9 98 28 65 49 37 29 20 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 4,214,947
Positions
177,959 294,305 254,049 1,279,594 1,130,139 748,476 428,754 511,396 628,886 227,657 131,594 69,711 399,860 446,391
Changes from: November 3, 2020 Total Change is: 263,943
-11,866 2,329 55,768 -23,309 24,522 51,027 98,934 -5,075 89,606 -10,567 6,864 13,780 569 25,121
Percent of Open Interest Represented by Each Category of Trader
4.2 7.0 6.0 30.4 26.8 17.8 10.2 12.1 14.9 5.4 3.1 1.7 9.5 10.6
Number of Traders in Each Category Total Traders: 384
24 33 41 95 76 101 59 57 67 19 21 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 946,568
Positions
78,426 23,415 9,177 294,573 355,062 119,814 267,672 219,836 15,085 49,121 14,491 0 112,700 189,688
Changes from: November 3, 2020 Total Change is: 23,568
-222 -6,956 40 7,334 17,714 5,511 13,616 3,724 -1,985 1,274 4,204 0 -2,000 1,316
Percent of Open Interest Represented by Each Category of Trader
8.3 2.5 1.0 31.1 37.5 12.7 28.3 23.2 1.6 5.2 1.5 0.0 11.9 20.0
Number of Traders in Each Category Total Traders: 119
5 6 4 24 48 38 17 11 10 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 3,327,532
Positions
67,986 233,638 42,398 1,382,505 602,121 537,764 449,664 1,242,432 214,517 321,747 153,732 5,757 305,192 295,172
Changes from: November 3, 2020 Total Change is: 65,344
15,120 -23,612 13,417 -3,011 45,787 -3,850 28,753 -35,380 37,355 -20,239 16,555 1,922 -4,123 13,150
Percent of Open Interest Represented by Each Category of Trader
2.0 7.0 1.3 41.5 18.1 16.2 13.5 37.3 6.4 9.7 4.6 0.2 9.2 8.9
Number of Traders in Each Category Total Traders: 299
16 23 15 90 54 78 38 54 51 10 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 1,103,327
Positions
249,360 280,479 227,403 31,150 2,632 17,779 328,512 333,827 211,447 12,308 2,786 0 25,368 26,974
Changes from: November 3, 2020 Total Change is: 39,128
22,655 -7,457 -19,231 -2,356 0 2,056 15,376 48,270 17,026 979 0 0 2,623 -1,536
Percent of Open Interest Represented by Each Category of Trader
22.6 25.4 20.6 2.8 0.2 1.6 29.8 30.3 19.2 1.1 0.3 0.0 2.3 2.4
Number of Traders in Each Category Total Traders: 99
28 14 36 . . . 26 18 34 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 is18,607,648
Positions
1,963,378 2,333,858 3,554,760 280,862 557,539 1,091,154 1,201,096 393,116 9,625,547 86,916 97,189 167,142 636,793 787,343
Changes from: November 3, 2020 Total Change is: 242,650
-147,547 154,369 110,605 6,257 -34,937 77,985 251,994 -47,978 -18,776 103 5,713 -18,508 -19,463 14,176
Percent of Open Interest Represented by Each Category of Trader
10.6 12.5 19.1 1.5 3.0 5.9 6.5 2.1 51.7 0.5 0.5 0.9 3.4 4.2
Number of Traders in Each Category Total Traders: 271
37 45 75 18 16 27 62 49 97 18 18 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 347,357
Positions
23,216 155,467 64,773 0 11,240 11,253 186,531 42,704 58,680 274 518 2,490 141 233
Changes from: November 3, 2020 Total Change is: 16,145
2,665 4,077 7,745 -100 546 -2 6,175 3,880 174 -70 160 -438 -4 3
Percent of Open Interest Represented by Each Category of Trader
6.7 44.8 18.6 0.0 3.2 3.2 53.7 12.3 16.9 0.1 0.1 0.7 0.0 0.1
Number of Traders in Each Category Total Traders: 85
12 17 15 0 4 . 21 22 32 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 157,409
Positions
8,463 93,574 16,411 4,005 2,478 3,165 81,286 13,228 27,395 15,512 157 920 252 81
Changes from: November 3, 2020 Total Change is: 31,215
120 20,162 4,585 705 88 7 17,571 3,311 3,002 4,958 -45 165 102 -60
Percent of Open Interest Represented by Each Category of Trader
5.4 59.4 10.4 2.5 1.6 2.0 51.6 8.4 17.4 9.9 0.1 0.6 0.2 0.1
Number of Traders in Each Category Total Traders: 75
4 19 12 . 4 . 25 16 25 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 145,120
Positions
0 53,558 0 3,403 2,019 0 1,012 12,342 75,888 64,803 1,000 0 14 313
Changes from: November 3, 2020 Total Change is: 2,969
0 269 0 0 0 0 683 1,517 1,035 1,250 0 0 1 148
Percent of Open Interest Represented by Each Category of Trader
0.0 36.9 0.0 2.3 1.4 0.0 0.7 8.5 52.3 44.7 0.7 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 24
0 4 0 . 5 0 . . . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 12,579
Positions
0 732 0 832 7 33 5,236 8,033 1,135 2,255 1,794 206 2,883 639
Changes from: November 3, 2020 Total Change is: 265
0 71 0 32 7 33 761 -86 206 -288 -221 79 -559 176
Percent of Open Interest Represented by Each Category of Trader
0.0 5.8 0.0 6.6 0.1 0.3 41.6 63.9 9.0 17.9 14.3 1.6 22.9 5.1
Number of Traders in Each Category Total Traders: 104
0 . 0 5 . . 41 19 14 26 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 29,249
Positions
3,975 3,346 0 6,142 8,816 934 10,322 8,302 2,137 1,887 2,860 101 3,752 2,753
Changes from: November 3, 2020 Total Change is: 2,427
3,915 0 0 -570 942 -33 -1,427 1,932 -452 749 78 -9 255 -31
Percent of Open Interest Represented by Each Category of Trader
13.6 11.4 0.0 21.0 30.1 3.2 35.3 28.4 7.3 6.4 9.8 0.3 12.8 9.4
Number of Traders in Each Category Total Traders: 90
. . 0 8 8 . 21 20 9 17 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 269,026
Positions
30,881 25,209 12,744 114,443 37,800 17,319 30,673 117,764 27,236 9,277 4,441 6,695 19,758 19,818
Changes from: November 3, 2020 Total Change is: -14,329
-6,036 -10,289 125 -11,270 10,837 4,488 9,296 -9,759 -9,094 -22 1,147 -716 -1,100 -1,068
Percent of Open Interest Represented by Each Category of Trader
11.5 9.4 4.7 42.5 14.1 6.4 11.4 43.8 10.1 3.4 1.7 2.5 7.3 7.4
Number of Traders in Each Category Total Traders: 155
7 17 17 12 22 14 23 49 40 10 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 10, 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 20,983
Positions
3,268 2,004 74 16,390 8,232 109 471 10,354 0 426 176 0 245 34
Changes from: November 3, 2020 Total Change is: 46
0 286 74 500 -685 -404 -215 798 0 125 2 0 -34 -25
Percent of Open Interest Represented by Each Category of Trader
15.6 9.6 0.4 78.1 39.2 0.5 2.2 49.3 0.0 2.0 0.8 0.0 1.2 0.2
Number of Traders in Each Category Total Traders: 34
. . . 10 . . 4 6 0 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 16, 2020