Traders in Financial Futures - Futures Only Positions as of September 8, 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 137,618 Positions 13,438 43,468 1,191 51,603 23,237 3,255 18,811 41,230 5,103 11,481 1,032 10 32,726 19,092 Changes from: September 1, 2020 Total Change is: -2,902 -2,824 3,922 -907 3,652 44 24 -680 -7,766 1,959 -461 -124 -250 -3,415 196 Percent of Open Interest Represented by Each Category of Trader 9.8 31.6 0.9 37.5 16.9 2.4 13.7 30.0 3.7 8.3 0.7 0.0 23.8 13.9 Number of Traders in Each Category Total Traders: 104 5 7 6 22 12 8 18 25 13 12 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 52,562 Positions 0 27,699 232 11,827 6,471 482 17,728 4,977 545 0 484 9 21,739 11,663 Changes from: September 1, 2020 Total Change is: -1,475 0 -1,711 -33 -553 -849 -300 -135 -594 538 0 -1 1 -993 1,474 Percent of Open Interest Represented by Each Category of Trader 0.0 52.7 0.4 22.5 12.3 0.9 33.7 9.5 1.0 0.0 0.9 0.0 41.4 22.2 Number of Traders in Each Category Total Traders: 45 0 9 4 11 7 5 9 8 5 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 197,524 Positions 34,380 36,658 24,929 51,008 61,391 6,725 37,242 24,711 9,300 3,948 6,740 0 29,992 27,070 Changes from: September 1, 2020 Total Change is: 10,936 3,668 -10,246 20,875 -6,769 3,790 -236 -3,039 -10,963 2,818 -392 0 0 -5,989 4,898 Percent of Open Interest Represented by Each Category of Trader 17.4 18.6 12.6 25.8 31.1 3.4 18.9 12.5 4.7 2.0 3.4 0.0 15.2 13.7 Number of Traders in Each Category Total Traders: 104 7 8 9 17 24 12 23 16 12 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 151,546 Positions 5,562 77,782 827 70,908 11,644 7,906 22,918 27,401 6,553 7,952 956 0 28,920 18,477 Changes from: September 1, 2020 Total Change is: 5,624 -996 -6,422 132 -3,038 -638 1,239 1,095 6,247 5,186 90 0 0 1,916 -120 Percent of Open Interest Represented by Each Category of Trader 3.7 51.3 0.5 46.8 7.7 5.2 15.1 18.1 4.3 5.2 0.6 0.0 19.1 12.2 Number of Traders in Each Category Total Traders: 108 4 10 4 32 11 15 22 23 13 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 690,782 Positions 29,386 469,084 7,476 399,945 85,572 16,993 81,097 51,168 8,256 48,807 5,646 2,152 96,670 44,435 Changes from: September 1, 2020 Total Change is: -7,429 -2,290 -12,824 302 -318 4,730 -1,221 -5,072 -3,193 3,031 -1,229 -225 93 -725 1,878 Percent of Open Interest Represented by Each Category of Trader 4.3 67.9 1.1 57.9 12.4 2.5 11.7 7.4 1.2 7.1 0.8 0.3 14.0 6.4 Number of Traders in Each Category Total Traders: 287 12 15 12 106 29 38 52 26 27 34 12 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 24,671 Positions 440 9,762 0 7,971 2,422 2,133 0 4,617 0 765 449 0 13,362 5,288 Changes from: September 1, 2020 Total Change is: 175 0 0 0 -1,092 -252 202 0 -690 -30 0 0 0 1,095 945 Percent of Open Interest Represented by Each Category of Trader 1.8 39.6 0.0 32.3 9.8 8.6 0.0 18.7 0.0 3.1 1.8 0.0 54.2 21.4 Number of Traders in Each Category Total Traders: 22 . . 0 9 5 7 0 . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 144,091 Positions 6,142 41,100 2,724 53,532 41,446 3,654 39,426 28,542 6,579 1,632 954 190 30,212 18,902 Changes from: September 1, 2020 Total Change is: 6,960 -404 -1,346 2,724 -401 1,187 410 -396 -926 5,368 -427 -445 190 -104 -202 Percent of Open Interest Represented by Each Category of Trader 4.3 28.5 1.9 37.2 28.8 2.5 27.4 19.8 4.6 1.1 0.7 0.1 21.0 13.1 Number of Traders in Each Category Total Traders: 88 . 8 . 21 10 11 19 22 14 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 25,478 Positions 799 18,726 14 9,379 2,194 21 12,414 1,037 355 902 1,165 0 1,594 1,966 Changes from: September 1, 2020 Total Change is: 925 330 -125 14 -789 514 16 1,059 -117 92 0 29 0 203 502 Percent of Open Interest Represented by Each Category of Trader 3.1 73.5 0.1 36.8 8.6 0.1 48.7 4.1 1.4 3.5 4.6 0.0 6.3 7.7 Number of Traders in Each Category Total Traders: 42 . 4 . 6 5 . 10 7 . . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 150,387 Positions 3,557 60,559 597 78,568 5,943 723 44,841 45,218 13,870 2,406 19,400 158 5,667 3,919 Changes from: September 1, 2020 Total Change is: 17,656 250 496 -1 641 -792 28 7,480 8,667 8,996 162 653 1 99 -392 Percent of Open Interest Represented by Each Category of Trader 2.4 40.3 0.4 52.2 4.0 0.5 29.8 30.1 9.2 1.6 12.9 0.1 3.8 2.6 Number of Traders in Each Category Total Traders: 140 . 6 . 19 12 5 44 35 14 7 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 38,361 Positions 19,520 112 134 6,423 27,466 2 7,774 5,211 648 1,843 2,000 0 2,017 2,788 Changes from: September 1, 2020 Total Change is: -21,939 6,953 -94 -18,069 756 -2,712 0 -9,504 -552 52 -1,101 -110 0 -1,026 -454 Percent of Open Interest Represented by Each Category of Trader 50.9 0.3 0.3 16.7 71.6 0.0 20.3 13.6 1.7 4.8 5.2 0.0 5.3 7.3 Number of Traders in Each Category Total Traders: 55 . . . 10 8 . 10 14 . 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 44,047 Positions 7,355 8,397 3,522 10,948 9,180 741 13,635 15,088 2,762 135 1,010 42 4,907 3,305 Changes from: September 1, 2020 Total Change is: 3,803 -20 -1,745 3,522 -777 776 13 -815 -913 2,304 0 -193 4 -428 35 Percent of Open Interest Represented by Each Category of Trader 16.7 19.1 8.0 24.9 20.8 1.7 31.0 34.3 6.3 0.3 2.3 0.1 11.1 7.5 Number of Traders in Each Category Total Traders: 91 6 6 4 18 9 5 31 16 11 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 14,052 Positions 160 0 166 1,943 2,300 0 8,414 7,387 2,648 0 254 0 721 1,297 Changes from: September 1, 2020 Total Change is: 1,491 0 0 166 60 -969 0 -1,031 210 2,259 -100 0 0 137 -175 Percent of Open Interest Represented by Each Category of Trader 1.1 0.0 1.2 13.8 16.4 0.0 59.9 52.6 18.8 0.0 1.8 0.0 5.1 9.2 Number of Traders in Each Category Total Traders: 25 . 0 . . 4 0 8 7 6 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 36,683 Positions 12,692 8,260 1,120 5,020 2,465 936 8,783 3,381 5 197 14,763 0 7,932 5,754 Changes from: September 1, 2020 Total Change is: -4,320 702 -1,841 60 -1,824 -77 -402 -2,079 -1,279 -217 -192 356 0 -369 -921 Percent of Open Interest Represented by Each Category of Trader 34.6 22.5 3.1 13.7 6.7 2.6 23.9 9.2 0.0 0.5 40.2 0.0 21.6 15.7 Number of Traders in Each Category Total Traders: 84 19 12 7 16 5 8 15 11 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 73,366 Positions 25,383 16,520 2,240 10,040 4,930 1,872 17,566 6,762 9 393 29,526 0 15,863 11,507 Changes from: September 1, 2020 Total Change is: -8,639 1,404 -3,681 120 -3,648 -153 -804 -4,157 -2,558 -433 -383 711 0 -738 -1,841 Percent of Open Interest Represented by Each Category of Trader 34.6 22.5 3.1 13.7 6.7 2.6 23.9 9.2 0.0 0.5 40.2 0.0 21.6 15.7 Number of Traders in Each Category Total Traders: 84 19 12 7 16 5 8 15 11 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 30,662 Positions 7,144 16,754 21 17,203 8,865 2,131 1,264 1,935 0 480 421 0 2,419 535 Changes from: September 1, 2020 Total Change is: -672 -123 0 0 185 0 0 -914 -416 0 0 0 0 180 -256 Percent of Open Interest Represented by Each Category of Trader 23.3 54.6 0.1 56.1 28.9 6.9 4.1 6.3 0.0 1.6 1.4 0.0 7.9 1.7 Number of Traders in Each Category Total Traders: 28 7 4 . 11 . 4 . . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 577,671 Positions 80,778 91,585 25,273 249,151 126,596 59,611 50,542 91,183 21,643 20,366 79,128 1,182 69,125 81,470 Changes from: September 1, 2020 Total Change is: -12,767 -4,571 7,016 -1,581 -13,471 1,237 2,811 1,332 -18,503 -344 1,436 -7,886 83 1,538 4,399 Percent of Open Interest Represented by Each Category of Trader 14.0 15.9 4.4 43.1 21.9 10.3 8.7 15.8 3.7 3.5 13.7 0.2 12.0 14.1 Number of Traders in Each Category Total Traders: 572 30 40 29 150 96 128 67 107 58 34 48 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 36,391 Positions 4,002 25,750 0 0 0 0 13,734 5,038 0 270 0 0 18,385 5,603 Changes from: September 1, 2020 Total Change is: 3,877 860 2,426 0 0 0 0 1,114 442 -369 270 0 0 2,002 1,378 Percent of Open Interest Represented by Each Category of Trader 11.0 70.8 0.0 0.0 0.0 0.0 37.7 13.8 0.0 0.7 0.0 0.0 50.5 15.4 Number of Traders in Each Category Total Traders: 23 4 6 0 0 0 0 9 . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price) CFTC Code #138748 Open Interest is 12,043 Positions 4,727 5,856 0 5,568 4,309 128 0 961 0 0 0 0 1,620 789 Changes from: September 1, 2020 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 39.3 48.6 0.0 46.2 35.8 1.1 0.0 8.0 0.0 0.0 0.0 0.0 13.5 6.6 Number of Traders in Each Category Total Traders: 21 . 9 0 4 . . 0 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 17,199 Positions 11,446 4,010 23 2,518 7,619 0 1,074 1,986 24 0 0 0 2,114 3,537 Changes from: September 1, 2020 Total Change is: 751 450 -721 0 -718 826 0 854 64 0 0 0 0 165 582 Percent of Open Interest Represented by Each Category of Trader 66.6 23.3 0.1 14.6 44.3 0.0 6.2 11.5 0.1 0.0 0.0 0.0 12.3 20.6 Number of Traders in Each Category Total Traders: 26 4 5 . 7 . 0 4 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 2,706,399 Positions 428,161 373,455 82,085 1,245,754 632,981 298,055 245,682 492,367 46,573 100,479 395,641 5,909 253,701 379,333 Changes from: September 1, 2020 Total Change is: -83,222 -46,036 4,072 10,973 -67,357 6,184 14,057 2,329 -93,488 -1,112 5,828 -39,429 415 -2,319 15,106 Percent of Open Interest Represented by Each Category of Trader 15.8 13.8 3.0 46.0 23.4 11.0 9.1 18.2 1.7 3.7 14.6 0.2 9.4 14.0 Number of Traders in Each Category Total Traders: 571 32 38 27 150 96 128 65 108 54 34 48 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price) CFTC Code #13874E Open Interest is 9,513 Positions 1,691 6,619 0 5,008 1,623 0 762 499 14 0 0 0 2,038 758 Changes from: September 1, 2020 Total Change is: 566 -300 379 0 610 0 0 204 212 0 0 0 0 52 -25 Percent of Open Interest Represented by Each Category of Trader 17.8 69.6 0.0 52.6 17.1 0.0 8.0 5.2 0.1 0.0 0.0 0.0 21.4 8.0 Number of Traders in Each Category Total Traders: 23 4 9 0 5 . 0 . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 11,037 Positions 412 8,473 129 8,776 400 36 0 342 0 0 0 0 1,684 1,657 Changes from: September 1, 2020 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 3.7 76.8 1.2 79.5 3.6 0.3 0.0 3.1 0.0 0.0 0.0 0.0 15.3 15.0 Number of Traders in Each Category Total Traders: 21 . 9 . 9 . . 0 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25) CFTC Code #13874N Open Interest is 232,370 Positions 121,773 123,272 104,398 0 0 0 4,499 1,000 1,700 0 0 0 0 2,000 Changes from: September 1, 2020 Total Change is: 1,000 -1,000 -1,000 2,000 0 0 0 0 0 0 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 52.4 53.0 44.9 0.0 0.0 0.0 1.9 0.4 0.7 0.0 0.0 0.0 0.0 0.9 Number of Traders in Each Category Total Traders: 20 9 8 9 0 0 0 . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 56,357 Positions 5,820 7,888 344 36,396 41,053 1,171 3,442 1,576 15 0 0 0 9,169 4,310 Changes from: September 1, 2020 Total Change is: -1,128 -453 -1,373 302 -1,089 2,783 131 709 -2,547 -304 0 0 0 -424 -120 Percent of Open Interest Represented by Each Category of Trader 10.3 14.0 0.6 64.6 72.8 2.1 6.1 2.8 0.0 0.0 0.0 0.0 16.3 7.6 Number of Traders in Each Category Total Traders: 73 7 7 . 30 17 12 8 4 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 50,161 Positions 9,041 8,148 411 13,827 7,391 949 10,949 15,624 953 2,433 9,588 2 11,596 7,095 Changes from: September 1, 2020 Total Change is: 1,131 220 -579 -126 -2,608 949 50 926 -4,827 -72 139 6,297 0 2,601 -562 Percent of Open Interest Represented by Each Category of Trader 18.0 16.2 0.8 27.6 14.7 1.9 21.8 31.1 1.9 4.9 19.1 0.0 23.1 14.1 Number of Traders in Each Category Total Traders: 285 21 22 9 64 44 30 53 49 23 10 22 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 250,803 Positions 45,203 40,742 2,053 69,136 36,955 4,744 54,746 78,121 4,763 12,166 47,938 11 57,981 35,476 Changes from: September 1, 2020 Total Change is: 5,655 1,100 -2,896 -628 -13,038 4,746 250 4,631 -24,135 -358 693 31,484 2 13,003 -2,810 Percent of Open Interest Represented by Each Category of Trader 18.0 16.2 0.8 27.6 14.7 1.9 21.8 31.1 1.9 4.9 19.1 0.0 23.1 14.1 Number of Traders in Each Category Total Traders: 285 21 22 9 64 44 30 53 49 23 10 22 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2) CFTC Code #209747 Open Interest is 101,735 Positions 1,432 641 9 0 0 0 71,599 20,336 1,993 3,008 370 0 23,694 78,386 Changes from: September 1, 2020 Total Change is: 6,660 681 35 9 0 0 0 -7,347 -16,682 1,661 383 -194 0 11,273 21,831 Percent of Open Interest Represented by Each Category of Trader 1.4 0.6 0.0 0.0 0.0 0.0 70.4 20.0 2.0 3.0 0.4 0.0 23.3 77.0 Number of Traders in Each Category Total Traders: 20 . . . 0 0 0 11 . 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 503,285 Positions 79,840 50,748 5,067 246,390 198,222 59,321 79,566 99,125 2,075 9,576 68,642 21 21,429 20,064 Changes from: September 1, 2020 Total Change is: 1,270 6,991 -75 212 -4,518 9,802 1,630 -898 -9,587 -1,241 1,513 173 -9 -2,410 365 Percent of Open Interest Represented by Each Category of Trader 15.9 10.1 1.0 49.0 39.4 11.8 15.8 19.7 0.4 1.9 13.6 0.0 4.3 4.0 Number of Traders in Each Category Total Traders: 337 31 18 4 91 60 55 43 59 16 13 22 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 8,472 Positions 229 4,743 0 2,956 1,603 0 4,403 1,606 34 0 0 0 850 486 Changes from: September 1, 2020 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 2.7 56.0 0.0 34.9 18.9 0.0 52.0 19.0 0.4 0.0 0.0 0.0 10.0 5.7 Number of Traders in Each Category Total Traders: 20 . 5 0 5 . 0 . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 16,671 Positions 0 6,101 0 8,033 908 4 2,196 2,874 1,360 0 1,220 275 4,803 3,929 Changes from: September 1, 2020 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 0.0 36.6 0.0 48.2 5.4 0.0 13.2 17.2 8.2 0.0 7.3 1.6 28.8 23.6 Number of Traders in Each Category Total Traders: 21 0 . 0 7 . . 6 . 4 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 47,233 Positions 4,751 12,407 4,218 15,271 5,349 263 6,477 5,882 2,271 1,292 1,172 210 12,480 15,461 Changes from: September 1, 2020 Total Change is: 5,336 -250 -115 2,605 112 106 47 -3,399 -1,909 1,809 -153 -1,380 210 4,355 3,963 Percent of Open Interest Represented by Each Category of Trader 10.1 26.3 8.9 32.3 11.3 0.6 13.7 12.5 4.8 2.7 2.5 0.4 26.4 32.7 Number of Traders in Each Category Total Traders: 65 5 9 4 12 8 7 13 14 10 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 445,925 Positions 46,650 261,134 6,665 321,949 122,134 34,362 24,388 11,974 668 2,257 2,843 0 8,986 6,145 Changes from: September 1, 2020 Total Change is: -1,893 -2,576 -5,381 1,390 -5,978 1,681 1,170 3,483 -96 -111 407 -417 0 322 -129 Percent of Open Interest Represented by Each Category of Trader 10.5 58.6 1.5 72.2 27.4 7.7 5.5 2.7 0.1 0.5 0.6 0.0 2.0 1.4 Number of Traders in Each Category Total Traders: 177 16 12 7 69 43 42 19 8 4 5 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 1,206,533 Positions 66,315 620,711 4,188 846,253 274,384 130,450 79,001 56,538 7,956 37,575 96,882 2,484 32,311 12,940 Changes from: September 1, 2020 Total Change is: -4,347 7,347 5,847 635 -25,219 -1,536 1,962 7,027 -15,943 1,010 8,698 3,113 -1,340 -4,467 1,905 Percent of Open Interest Represented by Each Category of Trader 5.5 51.4 0.3 70.1 22.7 10.8 6.5 4.7 0.7 3.1 8.0 0.2 2.7 1.1 Number of Traders in Each Category Total Traders: 419 25 23 11 176 66 85 59 31 18 25 14 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 184,396 Positions 41,436 142,776 32,218 24,049 0 2,486 74,780 503 6,072 2,985 65 148 222 128 Changes from: September 1, 2020 Total Change is: -367 729 -51 -835 393 0 0 -263 503 17 -408 0 0 0 -1 Percent of Open Interest Represented by Each Category of Trader 22.5 77.4 17.5 13.0 0.0 1.3 40.6 0.3 3.3 1.6 0.0 0.1 0.1 0.1 Number of Traders in Each Category Total Traders: 84 10 20 17 14 0 . 28 . 4 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 1,152,782 Positions 2,413 132,114 3,429 616,474 191,219 196,995 76,934 431,748 29,644 65,061 26,245 50 161,782 141,338 Changes from: September 1, 2020 Total Change is: 16,696 -1,405 8,408 -520 28,834 2,357 -9,315 3,413 18,110 3,122 780 -5 0 -8,213 -5,461 Percent of Open Interest Represented by Each Category of Trader 0.2 11.5 0.3 53.5 16.6 17.1 6.7 37.5 2.6 5.6 2.3 0.0 14.0 12.3 Number of Traders in Each Category Total Traders: 173 4 16 . 60 28 48 24 26 15 8 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 997,110 Positions 25,088 76,454 368 538,786 158,977 164,254 47,402 406,526 40,383 44,421 19,292 0 136,408 130,856 Changes from: September 1, 2020 Total Change is: -21,454 -331 -7,530 349 -12,801 154 645 4,438 -13,604 -5,713 -2,950 2,674 0 -5,091 1,571 Percent of Open Interest Represented by Each Category of Trader 2.5 7.7 0.0 54.0 15.9 16.5 4.8 40.8 4.1 4.5 1.9 0.0 13.7 13.1 Number of Traders in Each Category Total Traders: 128 . 9 . 59 17 51 6 27 11 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,989,678 Positions 36,290 162,701 5,859 930,767 446,830 260,265 326,977 873,450 74,388 184,395 70,837 889 169,848 94,459 Changes from: September 1, 2020 Total Change is: -57,828 -23,328 -4,312 -5,058 6,436 -37,053 8,780 -35,492 -9,841 -12,364 944 1,143 22 2,232 855 Percent of Open Interest Represented by Each Category of Trader 1.8 8.2 0.3 46.8 22.5 13.1 16.4 43.9 3.7 9.3 3.6 0.0 8.5 4.7 Number of Traders in Each Category Total Traders: 288 14 25 8 106 26 66 50 40 31 20 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 3,333,511 Positions 201,228 220,580 27,660 1,359,286 1,106,220 628,607 418,109 780,069 102,097 211,407 93,403 519 384,598 374,356 Changes from: September 1, 2020 Total Change is: -30,088 7,652 -18,731 -3,136 15,574 -21,526 3,891 -12,204 41,710 -40,034 -11,619 4,795 0 9,788 2,943 Percent of Open Interest Represented by Each Category of Trader 6.0 6.6 0.8 40.8 33.2 18.9 12.5 23.4 3.1 6.3 2.8 0.0 11.5 11.2 Number of Traders in Each Category Total Traders: 366 16 34 13 103 70 99 43 70 35 18 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 973,523 Positions 61,583 36,217 6,056 282,598 338,300 103,370 306,106 248,399 40,433 54,735 6,292 0 118,642 194,456 Changes from: September 1, 2020 Total Change is: -26,666 3,968 2,422 501 -22,040 7,836 928 -6,804 -4,195 -13,712 5,535 -3,500 0 4,958 -16,946 Percent of Open Interest Represented by Each Category of Trader 6.3 3.7 0.6 29.0 34.8 10.6 31.4 25.5 4.2 5.6 0.6 0.0 12.2 20.0 Number of Traders in Each Category Total Traders: 108 . 5 5 25 44 41 19 8 15 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 3,215,386 Positions 98,277 225,072 24,353 1,396,847 595,964 549,412 354,573 1,276,825 99,576 356,686 158,908 259 335,403 285,017 Changes from: September 1, 2020 Total Change is: -31,030 17,561 6,031 -749 -15,452 8,499 -2,281 -22,949 -18,899 -6,006 -2,526 248 0 1,372 -17,873 Percent of Open Interest Represented by Each Category of Trader 3.1 7.0 0.8 43.4 18.5 17.1 11.0 39.7 3.1 11.1 4.9 0.0 10.4 8.9 Number of Traders in Each Category Total Traders: 283 11 23 7 89 47 81 37 52 30 11 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 1,418,799 Positions 255,956 254,590 327,490 19,564 6,244 30,835 484,470 501,374 259,170 11,197 5,746 935 29,182 32,415 Changes from: September 1, 2020 Total Change is: 57,895 768 10,123 16,845 -2,931 0 1,529 16,453 6,648 23,281 193 -3 180 1,577 -708 Percent of Open Interest Represented by Each Category of Trader 18.0 17.9 23.1 1.4 0.4 2.2 34.1 35.3 18.3 0.8 0.4 0.1 2.1 2.3 Number of Traders in Each Category Total Traders: 109 29 15 36 . 4 . 27 22 36 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 is10,134,907 Positions 1,446,974 1,813,950 2,298,766 307,141 312,077 475,004 1,346,716 774,584 3,322,123 101,283 130,546 223,065 613,835 784,792 Changes from: September 1, 2020 Total Change is: 100,371 63,587 47,141 -7,736 -26,516 23,823 -17,703 55,033 -73,234 38,465 1,362 71 13,573 -19,694 75,971 Percent of Open Interest Represented by Each Category of Trader 14.3 17.9 22.7 3.0 3.1 4.7 13.3 7.6 32.8 1.0 1.3 2.2 6.1 7.7 Number of Traders in Each Category Total Traders: 234 33 45 67 16 13 22 48 49 77 10 11 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 207,863 Positions 11,997 86,754 25,868 1,313 13,526 10,327 130,536 43,096 25,938 125 242 1,464 295 648 Changes from: September 1, 2020 Total Change is: 7,353 438 3,765 919 46 0 0 3,212 879 1,796 48 -1,358 799 95 553 Percent of Open Interest Represented by Each Category of Trader 5.8 41.7 12.4 0.6 6.5 5.0 62.8 20.7 12.5 0.1 0.1 0.7 0.1 0.3 Number of Traders in Each Category Total Traders: 67 6 18 11 . . . 15 18 24 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 145,938 Positions 8,425 73,905 17,794 3,087 716 1,872 79,435 27,892 22,856 11,698 0 672 99 231 Changes from: September 1, 2020 Total Change is: 19,599 -210 6,606 5,037 -1,069 -22 910 6,128 735 6,294 2,489 -46 59 -39 26 Percent of Open Interest Represented by Each Category of Trader 5.8 50.6 12.2 2.1 0.5 1.3 54.4 19.1 15.7 8.0 0.0 0.5 0.1 0.2 Number of Traders in Each Category Total Traders: 77 6 23 12 . . . 16 22 25 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 94,947 Positions 0 21,175 0 2,664 2,343 0 0 36,766 33,882 58,375 500 0 26 281 Changes from: September 1, 2020 Total Change is: 2,127 0 302 0 0 0 0 0 -897 2,722 -601 0 0 6 0 Percent of Open Interest Represented by Each Category of Trader 0.0 22.3 0.0 2.8 2.5 0.0 0.0 38.7 35.7 61.5 0.5 0.0 0.0 0.3 Number of Traders in Each Category Total Traders: 22 0 4 0 . 5 0 0 4 . 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins) CFTC Code #133741 Open Interest is 8,198 Positions 0 229 0 256 35 108 2,758 4,661 401 1,729 2,028 222 2,724 514 Changes from: September 1, 2020 Total Change is: -2,419 0 -311 0 -489 -147 26 -1,513 -2,181 114 -218 253 -248 -91 75 Percent of Open Interest Represented by Each Category of Trader 0.0 2.8 0.0 3.1 0.4 1.3 33.6 56.9 4.9 21.1 24.7 2.7 33.2 6.3 Number of Traders in Each Category Total Traders: 81 0 . 0 . . . 27 19 6 23 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 29,776 Positions 1,328 0 619 5,844 7,491 960 12,747 11,785 1,861 1,359 1,420 102 4,956 5,538 Changes from: September 1, 2020 Total Change is: -582 -3,201 0 619 409 -1,099 -8 -243 -103 -130 434 -1,074 94 1,444 1,119 Percent of Open Interest Represented by Each Category of Trader 4.5 0.0 2.1 19.6 25.2 3.2 42.8 39.6 6.3 4.6 4.8 0.3 16.6 18.6 Number of Traders in Each Category Total Traders: 86 . 0 . 7 7 . 20 28 10 14 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 267,609 Positions 27,133 22,603 15,555 103,180 54,404 16,065 35,604 88,543 31,051 8,454 6,474 9,278 21,289 23,636 Changes from: September 1, 2020 Total Change is: -33,169 7,381 7,358 871 -15,628 -8,704 -7,097 -7,009 -14,506 -4,357 -641 360 -6,578 -111 -516 Percent of Open Interest Represented by Each Category of Trader 10.1 8.4 5.8 38.6 20.3 6.0 13.3 33.1 11.6 3.2 2.4 3.5 8.0 8.8 Number of Traders in Each Category Total Traders: 159 10 18 20 18 28 22 23 39 34 8 7 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 8, 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 21,465 Positions 2,746 742 55 16,723 4,979 281 603 14,982 386 479 0 0 192 40 Changes from: September 1, 2020 Total Change is: -112 200 0 0 -533 -250 -237 78 23 386 0 0 0 -6 -34 Percent of Open Interest Represented by Each Category of Trader 12.8 3.5 0.3 77.9 23.2 1.3 2.8 69.8 1.8 2.2 0.0 0.0 0.9 0.2 Number of Traders in Each Category Total Traders: 34 . . . 9 5 . 4 6 . 6 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 11, 2020