Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 158,132
Positions
32,186 40,640 3,941 43,441 25,818 4,953 14,465 47,129 12,191 11,924 994 27 35,002 22,438
Changes from: August 11, 2020 Total Change is: 7,410
1,657 -4,344 271 2,127 5,647 669 1,410 3,929 911 -188 127 -5 558 205
Percent of Open Interest Represented by Each Category of Trader
20.4 25.7 2.5 27.5 16.3 3.1 9.1 29.8 7.7 7.5 0.6 0.0 22.1 14.2
Number of Traders in Each Category Total Traders: 99
6 8 9 17 14 8 15 25 11 12 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 58,364
Positions
0 35,038 760 13,004 5,326 473 20,386 4,848 1,018 0 481 0 22,723 10,420
Changes from: August 11, 2020 Total Change is: -155
0 411 -17 347 394 -291 -2,034 -115 83 0 0 0 1,756 -620
Percent of Open Interest Represented by Each Category of Trader
0.0 60.0 1.3 22.3 9.1 0.8 34.9 8.3 1.7 0.0 0.8 0.0 38.9 17.9
Number of Traders in Each Category Total Traders: 45
0 10 4 13 6 4 10 5 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 213,907
Positions
36,027 37,835 6,620 58,072 63,972 6,863 40,351 41,041 25,517 4,648 7,270 454 35,355 24,335
Changes from: August 11, 2020 Total Change is: 12,165
-3,753 14,171 1,211 1,807 -2,032 992 3,791 -1,412 2,046 1,129 -451 -46 4,987 -2,314
Percent of Open Interest Represented by Each Category of Trader
16.8 17.7 3.1 27.1 29.9 3.2 18.9 19.2 11.9 2.2 3.4 0.2 16.5 11.4
Number of Traders in Each Category Total Traders: 115
7 6 8 19 23 15 25 24 16 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 170,125
Positions
7,034 83,895 3,705 69,537 9,942 10,325 24,329 24,048 17,681 4,862 969 0 32,651 19,560
Changes from: August 11, 2020 Total Change is: -57
347 1,975 -572 -2,342 -626 815 -1,904 -1,018 988 -12 -17 -772 3,396 -829
Percent of Open Interest Represented by Each Category of Trader
4.1 49.3 2.2 40.9 5.8 6.1 14.3 14.1 10.4 2.9 0.6 0.0 19.2 11.5
Number of Traders in Each Category Total Traders: 116
5 10 7 35 12 19 28 18 17 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 785,166
Positions
28,478 502,432 16,702 415,172 69,421 24,996 87,900 61,821 56,622 43,086 5,638 2,664 109,545 44,868
Changes from: August 11, 2020 Total Change is: 8,930
1,073 4,251 649 6,000 152 1,199 -2,771 -3,486 5,874 -9,245 -602 36 6,116 858
Percent of Open Interest Represented by Each Category of Trader
3.6 64.0 2.1 52.9 8.8 3.2 11.2 7.9 7.2 5.5 0.7 0.3 14.0 5.7
Number of Traders in Each Category Total Traders: 297
11 16 16 112 29 48 54 25 31 36 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 24,606
Positions
440 9,753 0 9,582 2,612 1,939 0 5,352 0 765 449 0 11,880 4,501
Changes from: August 11, 2020 Total Change is: 319
0 123 -32 199 -11 0 0 316 0 0 0 0 152 -77
Percent of Open Interest Represented by Each Category of Trader
1.8 39.6 0.0 38.9 10.6 7.9 0.0 21.8 0.0 3.1 1.8 0.0 48.3 18.3
Number of Traders in Each Category Total Traders: 25
. . 0 11 5 8 0 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 143,079
Positions
6,825 38,742 2,723 47,083 39,376 5,031 37,031 23,865 10,585 1,081 521 0 32,721 22,237
Changes from: August 11, 2020 Total Change is: 4,397
-448 1,287 -99 3,226 4,024 123 -1,235 -1,578 920 9 443 -596 2,498 -127
Percent of Open Interest Represented by Each Category of Trader
4.8 27.1 1.9 32.9 27.5 3.5 25.9 16.7 7.4 0.8 0.4 0.0 22.9 15.5
Number of Traders in Each Category Total Traders: 82
. 9 6 20 9 12 21 16 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 24,219
Positions
521 19,031 0 12,829 994 5 9,010 1,467 101 138 929 0 1,615 1,692
Changes from: August 11, 2020 Total Change is: 184
48 0 0 119 97 0 105 63 -1 0 0 0 -87 25
Percent of Open Interest Represented by Each Category of Trader
2.2 78.6 0.0 53.0 4.1 0.0 37.2 6.1 0.4 0.6 3.8 0.0 6.7 7.0
Number of Traders in Each Category Total Traders: 38
. 5 0 6 4 . 10 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 135,411
Positions
2,240 60,700 512 83,358 8,033 768 34,597 37,527 4,767 3,808 18,371 66 5,295 4,667
Changes from: August 11, 2020 Total Change is: 3,620
413 843 3 -1,850 1,894 179 1,363 -729 1,832 1,664 -95 -166 183 -141
Percent of Open Interest Represented by Each Category of Trader
1.7 44.8 0.4 61.6 5.9 0.6 25.5 27.7 3.5 2.8 13.6 0.0 3.9 3.4
Number of Traders in Each Category Total Traders: 129
. 8 . 17 15 7 35 32 16 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 35,406
Positions
11,126 0 106 5,957 23,685 2 12,842 6,610 381 2,623 1,728 0 2,369 2,894
Changes from: August 11, 2020 Total Change is: 3,560
1,046 -327 6 -100 3,200 0 1,748 628 176 740 -266 0 -56 143
Percent of Open Interest Represented by Each Category of Trader
31.4 0.0 0.3 16.8 66.9 0.0 36.3 18.7 1.1 7.4 4.9 0.0 6.7 8.2
Number of Traders in Each Category Total Traders: 53
. 0 . 8 8 . 9 17 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 38,577
Positions
6,443 9,484 0 12,408 6,290 496 13,653 16,972 606 361 1,446 6 4,604 3,277
Changes from: August 11, 2020 Total Change is: 1,040
-1,936 2,505 0 -437 -351 -98 3,250 -1,304 290 -130 184 0 101 -186
Percent of Open Interest Represented by Each Category of Trader
16.7 24.6 0.0 32.2 16.3 1.3 35.4 44.0 1.6 0.9 3.7 0.0 11.9 8.5
Number of Traders in Each Category Total Traders: 91
6 5 0 20 8 6 27 18 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 13,752
Positions
149 0 0 1,609 3,382 0 11,373 8,259 0 157 579 0 464 1,532
Changes from: August 11, 2020 Total Change is: 349
0 0 0 -403 71 0 589 292 -1 157 115 0 7 -128
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 11.7 24.6 0.0 82.7 60.1 0.0 1.1 4.2 0.0 3.4 11.1
Number of Traders in Each Category Total Traders: 30
. 0 0 . 5 0 9 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 46,571
Positions
12,109 15,760 1,100 10,725 2,258 518 12,672 4,797 667 851 14,767 0 7,929 6,704
Changes from: August 11, 2020 Total Change is: -1,166
-711 775 3 -3,474 63 124 1,360 -1,908 288 851 10 0 393 -521
Percent of Open Interest Represented by Each Category of Trader
26.0 33.8 2.4 23.0 4.8 1.1 27.2 10.3 1.4 1.8 31.7 0.0 17.0 14.4
Number of Traders in Each Category Total Traders: 98
19 15 6 17 6 5 19 14 9 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 93,142
Positions
24,219 31,519 2,200 21,449 4,516 1,036 25,345 9,594 1,334 1,701 29,534 0 15,858 13,408
Changes from: August 11, 2020 Total Change is: -2,331
-1,421 1,550 5 -6,947 126 248 2,720 -3,816 577 1,701 20 0 786 -1,041
Percent of Open Interest Represented by Each Category of Trader
26.0 33.8 2.4 23.0 4.8 1.1 27.2 10.3 1.4 1.8 31.7 0.0 17.0 14.4
Number of Traders in Each Category Total Traders: 98
19 15 6 17 6 5 19 14 9 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 34,604
Positions
7,981 18,732 21 20,677 9,532 2,370 1,227 2,856 0 580 421 0 1,748 672
Changes from: August 11, 2020 Total Change is: 27
-15 -258 0 1,063 -371 371 -816 482 0 0 0 0 -576 -197
Percent of Open Interest Represented by Each Category of Trader
23.1 54.1 0.1 59.8 27.5 6.8 3.5 8.3 0.0 1.7 1.2 0.0 5.1 1.9
Number of Traders in Each Category Total Traders: 28
6 4 . 11 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 744,389
Positions
87,892 88,763 46,534 262,768 127,105 62,185 43,685 105,767 134,342 18,988 85,590 4,661 83,333 89,442
Changes from: August 11, 2020 Total Change is: 9,441
-1,362 5,713 2,032 833 -514 2,550 1,591 -4,041 2,859 -633 3,884 1,087 485 -4,127
Percent of Open Interest Represented by Each Category of Trader
11.8 11.9 6.3 35.3 17.1 8.4 5.9 14.2 18.0 2.6 11.5 0.6 11.2 12.0
Number of Traders in Each Category Total Traders: 620
33 36 43 162 93 145 73 122 103 44 57 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 49,485
Positions
1,760 23,234 160 0 0 0 8,181 2,715 15,413 1,090 0 25 22,857 7,938
Changes from: August 11, 2020 Total Change is: 1,147
94 1,700 6 0 0 0 779 343 -535 1,028 0 -8 -216 -359
Percent of Open Interest Represented by Each Category of Trader
3.6 47.0 0.3 0.0 0.0 0.0 16.5 5.5 31.1 2.2 0.0 0.1 46.2 16.0
Number of Traders in Each Category Total Traders: 29
. 6 . 0 0 0 9 9 16 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 14,007
Positions
8,284 7,066 3 3,197 3,335 0 227 2,016 17 0 0 0 2,279 1,570
Changes from: August 11, 2020 Total Change is: -892
1,114 1,642 -13 721 -2,179 0 -1 -369 1 0 0 0 -2,714 26
Percent of Open Interest Represented by Each Category of Trader
59.1 50.4 0.0 22.8 23.8 0.0 1.6 14.4 0.1 0.0 0.0 0.0 16.3 11.2
Number of Traders in Each Category Total Traders: 26
4 7 . 9 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 3,474,521
Positions
483,685 380,670 178,848 1,313,841 635,524 310,924 217,339 555,075 554,829 94,569 433,027 18,104 302,381 407,520
Changes from: August 11, 2020 Total Change is: 41,468
369 27,710 2,481 4,167 -2,570 12,748 679 -25,303 20,350 -3,230 24,494 401 3,505 -18,843
Percent of Open Interest Represented by Each Category of Trader
13.9 11.0 5.1 37.8 18.3 8.9 6.3 16.0 16.0 2.7 12.5 0.5 8.7 11.7
Number of Traders in Each Category Total Traders: 615
35 34 41 162 93 145 74 117 97 43 57 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 231,370
Positions
122,773 124,272 102,398 0 0 0 4,499 1,000 1,700 0 0 0 0 2,000
Changes from: August 11, 2020 Total Change is: 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
53.1 53.7 44.3 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 - Options and Futures Combined Positions as of August 18, 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 181,719
Positions
0 2,998 0 18,504 0 0 137,129 103,295 1,080 3,226 3,043 0 21,780 71,303
Changes from: August 11, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 1.6 0.0 10.2 0.0 0.0 75.5 56.8 0.6 1.8 1.7 0.0 12.0 39.2
Number of Traders in Each Category Total Traders: 20
0 . 0 . 0 0 6 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 57,694
Positions
6,660 8,203 11 37,985 39,562 1,221 2,013 3,949 307 0 0 0 9,497 4,441
Changes from: August 11, 2020 Total Change is: 1,277
-1,252 1,644 4 2,039 -880 -313 233 596 6 0 0 0 560 220
Percent of Open Interest Represented by Each Category of Trader
11.5 14.2 0.0 65.8 68.6 2.1 3.5 6.8 0.5 0.0 0.0 0.0 16.5 7.7
Number of Traders in Each Category Total Traders: 72
7 6 . 30 17 10 6 6 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 53,376
Positions
8,562 9,053 553 17,249 5,599 1,202 8,027 19,116 6,893 2,129 3,071 112 8,649 7,777
Changes from: August 11, 2020 Total Change is: -445
-3,294 864 23 4,009 -936 -398 -1,726 -441 426 124 -40 -59 450 116
Percent of Open Interest Represented by Each Category of Trader
16.0 17.0 1.0 32.3 10.5 2.3 15.0 35.8 12.9 4.0 5.8 0.2 16.2 14.6
Number of Traders in Each Category Total Traders: 307
23 24 11 80 42 47 44 57 31 12 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 266,880
Positions
42,812 45,263 2,765 86,245 27,996 6,011 40,133 95,579 34,465 10,646 15,354 561 43,243 38,886
Changes from: August 11, 2020 Total Change is: -2,223
-16,470 4,318 117 20,047 -4,679 -1,992 -8,629 -2,207 2,130 621 -198 -295 2,248 581
Percent of Open Interest Represented by Each Category of Trader
16.0 17.0 1.0 32.3 10.5 2.3 15.0 35.8 12.9 4.0 5.8 0.2 16.2 14.6
Number of Traders in Each Category Total Traders: 307
23 24 11 80 42 47 44 57 31 12 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 75,489
Positions
2,049 771 0 0 0 0 60,419 5,251 311 2,786 1,914 0 9,924 67,242
Changes from: August 11, 2020 Total Change is: 12,614
487 67 0 0 0 0 30,975 -40,322 -15 2,194 387 0 -21,027 52,497
Percent of Open Interest Represented by Each Category of Trader
2.7 1.0 0.0 0.0 0.0 0.0 80.0 7.0 0.4 3.7 2.5 0.0 13.1 89.1
Number of Traders in Each Category Total Traders: 24
. . 0 0 0 0 10 . . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 509,501
Positions
76,196 54,465 4,569 263,681 203,123 52,002 73,269 96,129 8,686 8,061 66,675 45 22,991 23,806
Changes from: August 11, 2020 Total Change is: -802
-11,058 2,295 2,106 7,382 -6,726 1,220 -671 -621 -275 236 1,623 -1 260 -423
Percent of Open Interest Represented by Each Category of Trader
15.0 10.7 0.9 51.8 39.9 10.2 14.4 18.9 1.7 1.6 13.1 0.0 4.5 4.7
Number of Traders in Each Category Total Traders: 338
31 19 4 93 60 57 39 60 26 12 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 37,203
Positions
4,892 13,524 510 15,586 4,760 495 6,838 2,857 23 699 1,968 0 8,160 13,066
Changes from: August 11, 2020 Total Change is: -352
327 310 160 -504 63 -24 812 454 -1 20 1,129 0 -1,142 -2,443
Percent of Open Interest Represented by Each Category of Trader
13.1 36.4 1.4 41.9 12.8 1.3 18.4 7.7 0.1 1.9 5.3 0.0 21.9 35.1
Number of Traders in Each Category Total Traders: 58
7 9 . 13 8 6 10 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 457,284
Positions
44,966 263,498 5,091 349,484 120,980 28,947 18,107 27,275 869 1,142 4,640 0 8,678 5,984
Changes from: August 11, 2020 Total Change is: 7,258
472 4,382 -1,884 7,818 -3,390 -852 791 6,159 0 -242 3,088 0 1,155 -245
Percent of Open Interest Represented by Each Category of Trader
9.8 57.6 1.1 76.4 26.5 6.3 4.0 6.0 0.2 0.2 1.0 0.0 1.9 1.3
Number of Traders in Each Category Total Traders: 179
14 13 6 69 44 38 16 15 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 1,222,157
Positions
61,995 581,779 3,242 884,070 268,476 128,480 70,833 116,418 7,234 25,766 101,836 2,372 38,165 12,320
Changes from: August 11, 2020 Total Change is: 41,790
-13,982 4,127 -42 58,012 -16,202 -872 1,590 37,935 -108 -2,649 20,535 -6 -153 -3,577
Percent of Open Interest Represented by Each Category of Trader
5.1 47.6 0.3 72.3 22.0 10.5 5.8 9.5 0.6 2.1 8.3 0.2 3.1 1.0
Number of Traders in Each Category Total Traders: 417
22 22 8 176 67 85 48 40 18 29 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 178,255
Positions
39,665 135,153 33,718 24,880 0 2,486 67,496 0 6,555 3,052 65 148 255 130
Changes from: August 11, 2020 Total Change is: 10,889
754 13,123 -2,137 0 0 0 12,154 0 -97 210 0 0 5 0
Percent of Open Interest Represented by Each Category of Trader
22.3 75.8 18.9 14.0 0.0 1.4 37.9 0.0 3.7 1.7 0.0 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 83
10 20 19 13 0 . 29 0 4 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 1,335,609
Positions
4,508 125,954 36,695 596,209 194,611 236,729 62,889 404,630 158,023 60,680 25,181 7,060 172,817 146,726
Changes from: August 11, 2020 Total Change is: 34,257
-398 12,436 3,514 20,599 1,062 9,641 -1,066 4,607 8,444 2,243 1,828 -378 -8,342 -6,897
Percent of Open Interest Represented by Each Category of Trader
0.3 9.4 2.7 44.6 14.6 17.7 4.7 30.3 11.8 4.5 1.9 0.5 12.9 11.0
Number of Traders in Each Category Total Traders: 189
6 16 16 62 30 50 23 35 42 7 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 1,089,616
Positions
26,757 143,999 4,683 567,518 147,064 182,905 71,863 463,961 20,015 64,920 18,551 0 150,955 108,438
Changes from: August 11, 2020 Total Change is: 37,871
289 12,279 1,117 19,048 7,301 -5,495 2,605 5,754 15,316 2,921 1,084 0 2,070 515
Percent of Open Interest Represented by Each Category of Trader
2.5 13.2 0.4 52.1 13.5 16.8 6.6 42.6 1.8 6.0 1.7 0.0 13.9 10.0
Number of Traders in Each Category Total Traders: 138
. 12 . 63 19 58 7 25 12 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 2,117,811
Positions
75,094 205,136 13,163 1,009,619 511,779 257,274 342,291 915,345 40,365 204,708 76,637 1,390 173,908 96,722
Changes from: August 11, 2020 Total Change is: -66,896
5,638 -32,669 -131 -39,558 20,660 -1,607 -12,205 -58,392 6,212 -22,452 265 1 -2,795 -1,235
Percent of Open Interest Represented by Each Category of Trader
3.5 9.7 0.6 47.7 24.2 12.1 16.2 43.2 1.9 9.7 3.6 0.1 8.2 4.6
Number of Traders in Each Category Total Traders: 303
14 27 9 105 28 65 52 45 35 23 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 4,100,601
Positions
182,184 250,040 210,803 1,398,667 1,180,891 686,154 464,204 848,578 412,264 270,172 88,250 60,227 415,925 363,394
Changes from: August 11, 2020 Total Change is: 71,684
-83,114 -100 73,778 -16,939 -2,570 16,319 -42,833 -54,327 43,560 72,534 -9,323 21,172 -12,794 -16,826
Percent of Open Interest Represented by Each Category of Trader
4.4 6.1 5.1 34.1 28.8 16.7 11.3 20.7 10.1 6.6 2.2 1.5 10.1 8.9
Number of Traders in Each Category Total Traders: 413
21 38 42 111 77 112 62 66 83 27 11 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 1,041,668
Positions
65,362 35,110 7,070 301,851 362,562 126,663 375,602 295,413 10,546 37,559 11,776 0 117,015 192,528
Changes from: August 11, 2020 Total Change is: 8,228
1,682 3,633 -1,164 920 -8,149 6,614 -5,217 1,469 -59 160 -31 0 5,292 5,915
Percent of Open Interest Represented by Each Category of Trader
6.3 3.4 0.7 29.0 34.8 12.2 36.1 28.4 1.0 3.6 1.1 0.0 11.2 18.5
Number of Traders in Each Category Total Traders: 110
. 9 5 27 40 42 16 12 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 3,643,838
Positions
77,926 318,737 47,184 1,601,646 669,914 598,237 418,806 1,296,315 241,582 311,842 166,606 14,060 332,556 291,203
Changes from: August 11, 2020 Total Change is: 35,193
-24,078 -32 2,472 -26,529 1,687 24,148 10,095 -49,362 43,092 3,737 11,970 1,547 709 -329
Percent of Open Interest Represented by Each Category of Trader
2.1 8.7 1.3 44.0 18.4 16.4 11.5 35.6 6.6 8.6 4.6 0.4 9.1 8.0
Number of Traders in Each Category Total Traders: 304
12 27 20 91 53 88 41 50 55 14 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 1,507,804
Positions
237,827 250,154 362,983 10,218 7,574 39,569 573,609 575,297 230,854 24,488 6,647 0 28,256 34,726
Changes from: August 11, 2020 Total Change is: 6,828
-7,055 24,872 4,292 1,656 -203 -756 -816 -20,274 1,476 6,504 127 -761 2,288 -1,945
Percent of Open Interest Represented by Each Category of Trader
15.8 16.6 24.1 0.7 0.5 2.6 38.0 38.2 15.3 1.6 0.4 0.0 1.9 2.3
Number of Traders in Each Category Total Traders: 110
24 22 35 . . . 23 26 34 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 is21,021,694
Positions
1,697,590 1,673,775 4,316,092 316,405 290,363 1,191,243 937,275 951,254 11,439,262 195,131 110,585 241,433 687,263 807,687
Changes from: August 11, 2020 Total Change is: -342,633
85,660 14,580 -123,867 -44,720 1,613 -34,241 15,808 26,134 -216,829 15,055 -3,473 9,613 -49,112 -16,162
Percent of Open Interest Represented by Each Category of Trader
8.1 8.0 20.5 1.5 1.4 5.7 4.5 4.5 54.4 0.9 0.5 1.1 3.3 3.8
Number of Traders in Each Category Total Traders: 268
34 44 69 16 15 26 59 56 99 22 14 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 194,163
Positions
13,650 72,277 25,359 1,268 12,991 9,736 114,524 43,689 28,429 39 527 1,010 148 145
Changes from: August 11, 2020 Total Change is: 22,215
768 13,921 1,748 33 1,872 337 13,262 -1,765 5,708 2 -23 380 -24 36
Percent of Open Interest Represented by Each Category of Trader
7.0 37.2 13.1 0.7 6.7 5.0 59.0 22.5 14.6 0.0 0.3 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 65
6 16 11 . . . 14 16 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 169,301
Positions
21,230 81,795 17,192 5,004 705 798 91,968 45,837 22,056 10,168 0 759 126 159
Changes from: August 11, 2020 Total Change is: 12,147
2,717 9,918 431 29 0 0 -122 -2,920 4,598 4,284 -82 139 71 63
Percent of Open Interest Represented by Each Category of Trader
12.5 48.3 10.2 3.0 0.4 0.5 54.3 27.1 13.0 6.0 0.0 0.4 0.1 0.1
Number of Traders in Each Category Total Traders: 80
8 25 13 . . . 15 23 24 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 74,705
Positions
0 20,442 0 2,000 2,450 0 0 21,730 29,242 43,431 500 0 32 341
Changes from: August 11, 2020 Total Change is: 1,105
0 384 0 0 0 0 0 -363 1,110 0 0 0 -5 -26
Percent of Open Interest Represented by Each Category of Trader
0.0 27.4 0.0 2.7 3.3 0.0 0.0 29.1 39.1 58.1 0.7 0.0 0.0 0.5
Number of Traders in Each Category Total Traders: 22
0 4 0 . 5 0 0 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 15,501
Positions
0 580 0 296 585 214 5,981 8,839 1,091 2,746 2,409 1,213 3,960 570
Changes from: August 11, 2020 Total Change is: 1,532
0 0 0 90 90 58 -635 881 97 840 -257 604 478 59
Percent of Open Interest Represented by Each Category of Trader
0.0 3.7 0.0 1.9 3.8 1.4 38.6 57.0 7.0 17.7 15.5 7.8 25.5 3.7
Number of Traders in Each Category Total Traders: 96
0 . 0 4 . . 32 16 12 32 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 34,951
Positions
3,539 0 0 5,167 7,316 931 18,627 18,810 1,249 2,321 2,069 21 3,096 4,555
Changes from: August 11, 2020 Total Change is: 441
2,362 0 0 84 111 -36 -1,166 -810 -43 -736 430 -1 -24 790
Percent of Open Interest Represented by Each Category of Trader
10.1 0.0 0.0 14.8 20.9 2.7 53.3 53.8 3.6 6.6 5.9 0.1 8.9 13.0
Number of Traders in Each Category Total Traders: 89
. 0 0 4 9 . 14 31 9 13 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 308,695
Positions
17,497 8,610 18,244 116,796 64,577 25,349 42,625 101,697 47,363 7,219 5,180 12,409 21,193 25,266
Changes from: August 11, 2020 Total Change is: 16,932
-1,154 -5,639 1,729 -4,250 3,843 5,167 6,554 1,121 6,771 -18 2,909 1,162 971 -131
Percent of Open Interest Represented by Each Category of Trader
5.7 2.8 5.9 37.8 20.9 8.2 13.8 32.9 15.3 2.3 1.7 4.0 6.9 8.2
Number of Traders in Each Category Total Traders: 167
13 11 19 14 30 18 27 49 49 6 13 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 20,993
Positions
2,546 817 0 16,205 4,936 811 489 14,300 0 602 0 0 340 129
Changes from: August 11, 2020 Total Change is: -237
-400 107 -107 280 -729 -143 -15 541 0 0 0 0 148 94
Percent of Open Interest Represented by Each Category of Trader
12.1 3.9 0.0 77.2 23.5 3.9 2.3 68.1 0.0 2.9 0.0 0.0 1.6 0.6
Number of Traders in Each Category Total Traders: 34
. . 0 8 5 . . 6 0 8 0 0
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Updated August 21, 2020