Traders in Financial Futures - Futures Only 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 141,600
Positions
31,172 39,827 466 43,841 25,281 3,128 14,263 47,435 3,623 11,919 934 26 33,162 20,880
Changes from: August 11, 2020 Total Change is: 4,715
936 -4,762 -64 2,777 5,694 -175 1,149 4,013 -5 -188 151 -5 290 -132
Percent of Open Interest Represented by Each Category of Trader
22.0 28.1 0.3 31.0 17.9 2.2 10.1 33.5 2.6 8.4 0.7 0.0 23.4 14.7
Number of Traders in Each Category Total Traders: 99
6 8 6 18 13 6 15 25 8 12 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 56,114
Positions
0 34,193 244 13,004 5,326 473 19,794 5,268 228 0 481 0 22,371 9,901
Changes from: August 11, 2020 Total Change is: -478
0 72 31 347 394 -291 -2,418 -170 175 0 0 0 1,678 -689
Percent of Open Interest Represented by Each Category of Trader
0.0 60.9 0.4 23.2 9.5 0.8 35.3 9.4 0.4 0.0 0.9 0.0 39.9 17.6
Number of Traders in Each Category Total Traders: 45
0 10 . 13 6 4 9 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 187,043
Positions
32,641 39,925 2,920 58,153 63,358 5,239 44,096 40,548 6,106 4,413 6,740 0 33,475 22,207
Changes from: August 11, 2020 Total Change is: 7,972
-5,032 15,778 7 2,418 -2,533 523 5,029 -1,860 -472 1,059 -656 0 4,440 -2,815
Percent of Open Interest Represented by Each Category of Trader
17.5 21.3 1.6 31.1 33.9 2.8 23.6 21.7 3.3 2.4 3.6 0.0 17.9 11.9
Number of Traders in Each Category Total Traders: 110
5 8 4 19 21 11 26 23 12 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 147,076
Positions
7,636 83,008 90 69,400 9,694 9,298 23,500 23,674 2,101 4,862 956 0 30,189 18,255
Changes from: August 11, 2020 Total Change is: -3,073
1,109 -363 -383 -1,291 -825 259 -5,527 -308 -142 0 0 0 2,902 -1,311
Percent of Open Interest Represented by Each Category of Trader
5.2 56.4 0.1 47.2 6.6 6.3 16.0 16.1 1.4 3.3 0.7 0.0 20.5 12.4
Number of Traders in Each Category Total Traders: 107
6 9 . 33 11 15 31 12 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 704,050
Positions
28,605 496,669 2,850 406,235 68,912 18,571 93,893 62,324 7,244 42,492 5,741 2,148 102,012 39,591
Changes from: August 11, 2020 Total Change is: -2,408
1,043 3,266 -202 5,019 702 -966 -2,887 -3,997 -386 -9,655 -540 274 5,352 -559
Percent of Open Interest Represented by Each Category of Trader
4.1 70.5 0.4 57.7 9.8 2.6 13.3 8.9 1.0 6.0 0.8 0.3 14.5 5.6
Number of Traders in Each Category Total Traders: 287
11 16 10 110 26 38 53 26 21 33 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 124,931
Positions
6,845 37,886 80 45,676 39,001 3,775 36,975 22,955 135 1,026 485 0 30,419 20,614
Changes from: August 11, 2020 Total Change is: 2,721
-449 967 -152 2,791 3,577 -90 -1,575 -1,629 -287 0 460 0 2,483 -125
Percent of Open Interest Represented by Each Category of Trader
5.5 30.3 0.1 36.6 31.2 3.0 29.6 18.4 0.1 0.8 0.4 0.0 24.3 16.5
Number of Traders in Each Category Total Traders: 76
. 8 . 19 9 10 21 13 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 134,542
Positions
2,240 60,700 512 83,347 8,033 736 34,458 37,388 4,107 3,808 18,371 66 5,268 4,629
Changes from: August 11, 2020 Total Change is: 3,634
413 843 3 -1,861 1,894 147 1,487 -560 1,473 1,699 -95 66 207 -137
Percent of Open Interest Represented by Each Category of Trader
1.7 45.1 0.4 61.9 6.0 0.5 25.6 27.8 3.1 2.8 13.7 0.0 3.9 3.4
Number of Traders in Each Category Total Traders: 127
. 8 . 16 15 6 34 32 13 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 38,561
Positions
6,443 9,484 0 12,408 6,290 496 13,653 16,966 606 361 1,446 6 4,588 3,267
Changes from: August 11, 2020 Total Change is: 1,033
-1,936 2,505 0 -437 -351 -98 3,250 -1,306 290 -130 184 0 94 -191
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 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 46,229
Positions
12,099 15,760 1,049 10,725 2,258 518 12,622 4,797 519 851 14,767 0 7,847 6,561
Changes from: August 11, 2020 Total Change is: -1,163
-721 775 -49 -3,474 63 124 1,354 -1,931 304 851 10 0 448 -460
Percent of Open Interest Represented by Each Category of Trader
26.2 34.1 2.3 23.2 4.9 1.1 27.3 10.4 1.1 1.8 31.9 0.0 17.0 14.2
Number of Traders in Each Category Total Traders: 98
19 15 5 17 6 5 18 15 8 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 92,457
Positions
24,198 31,519 2,098 21,449 4,516 1,036 25,243 9,594 1,038 1,701 29,534 0 15,694 13,122
Changes from: August 11, 2020 Total Change is: -2,326
-1,442 1,550 -97 -6,947 126 248 2,708 -3,861 608 1,701 20 0 895 -920
Percent of Open Interest Represented by Each Category of Trader
26.2 34.1 2.3 23.2 4.9 1.1 27.3 10.4 1.1 1.8 31.9 0.0 17.0 14.2
Number of Traders in Each Category Total Traders: 98
19 15 5 17 6 5 18 15 8 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 574,834
Positions
85,606 86,255 23,700 262,903 127,095 56,005 42,721 105,636 14,295 18,756 85,518 2,116 68,731 74,213
Changes from: August 11, 2020 Total Change is: 8,326
-1,377 4,892 2,181 1,518 -159 1,943 1,538 -2,427 888 -360 3,918 1,079 916 -3,988
Percent of Open Interest Represented by Each Category of Trader
14.9 15.0 4.1 45.7 22.1 9.7 7.4 18.4 2.5 3.3 14.9 0.4 12.0 12.9
Number of Traders in Each Category Total Traders: 578
32 36 29 161 90 128 65 115 48 29 50 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 28,976
Positions
1,792 23,234 0 0 0 0 8,753 2,478 0 1,015 0 0 17,416 3,264
Changes from: August 11, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
6.2 80.2 0.0 0.0 0.0 0.0 30.2 8.6 0.0 3.5 0.0 0.0 60.1 11.3
Number of Traders in Each Category Total Traders: 20
. 6 0 0 0 0 7 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 2,729,290
Positions
472,044 368,077 65,528 1,314,513 635,477 280,027 210,803 556,752 30,511 93,780 432,665 5,507 256,577 354,746
Changes from: August 11, 2020 Total Change is: 35,202
314 23,658 3,205 7,592 -795 9,717 5,132 -12,233 5,307 -1,799 24,663 321 5,413 -18,641
Percent of Open Interest Represented by Each Category of Trader
17.3 13.5 2.4 48.2 23.3 10.3 7.7 20.4 1.1 3.4 15.9 0.2 9.4 13.0
Number of Traders in Each Category Total Traders: 578
34 34 27 161 90 128 64 116 44 29 50 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 45,989
Positions
8,565 9,019 230 17,112 5,423 1,064 8,012 19,697 585 2,177 2,963 2 8,241 7,005
Changes from: August 11, 2020 Total Change is: -1,024
-3,301 830 56 3,965 -991 -365 -1,730 -89 -392 167 -199 0 577 126
Percent of Open Interest Represented by Each Category of Trader
18.6 19.6 0.5 37.2 11.8 2.3 17.4 42.8 1.3 4.7 6.4 0.0 17.9 15.2
Number of Traders in Each Category Total Traders: 293
21 25 5 81 40 40 42 54 22 10 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 229,944
Positions
42,824 45,096 1,149 85,562 27,117 5,322 40,061 98,485 2,924 10,885 14,816 11 41,206 35,024
Changes from: August 11, 2020 Total Change is: -5,119
-16,504 4,151 279 19,826 -4,954 -1,823 -8,651 -443 -1,962 834 -995 -1 2,883 629
Percent of Open Interest Represented by Each Category of Trader
18.6 19.6 0.5 37.2 11.8 2.3 17.4 42.8 1.3 4.7 6.4 0.0 17.9 15.2
Number of Traders in Each Category Total Traders: 293
21 25 5 81 40 40 42 54 22 10 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 502,672
Positions
75,766 54,465 4,280 263,681 203,123 52,002 73,198 95,878 3,398 8,068 66,631 16 22,263 22,879
Changes from: August 11, 2020 Total Change is: -712
-10,949 2,295 2,010 7,382 -6,726 1,220 -675 -576 -247 238 1,628 1 308 -317
Percent of Open Interest Represented by Each Category of Trader
15.1 10.8 0.9 52.5 40.4 10.3 14.6 19.1 0.7 1.6 13.3 0.0 4.4 4.6
Number of Traders in Each Category Total Traders: 337
30 19 . 93 60 57 38 61 19 14 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 1,164,571
Positions
11,279 123,269 5,539 571,335 194,429 207,470 74,962 406,603 68,082 62,583 25,155 95 163,226 133,929
Changes from: August 11, 2020 Total Change is: 39,727
2,727 15,928 795 23,179 2,142 5,036 -1,209 4,044 10,691 2,025 2,027 0 -3,517 -936
Percent of Open Interest Represented by Each Category of Trader
1.0 10.6 0.5 49.1 16.7 17.8 6.4 34.9 5.8 5.4 2.2 0.0 14.0 11.5
Number of Traders in Each Category Total Traders: 184
8 14 8 61 30 48 23 34 19 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 1,089,590
Positions
26,757 143,999 4,683 567,511 147,064 182,905 71,863 463,960 20,015 64,920 18,551 0 150,936 108,413
Changes from: August 11, 2020 Total Change is: 37,872
289 12,279 1,117 19,048 7,301 -5,495 2,605 5,753 15,316 2,921 1,084 0 2,071 517
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 9.9
Number of Traders in Each Category Total Traders: 138
. 12 . 63 19 58 7 25 12 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 2,102,067
Positions
75,094 201,526 9,027 1,009,540 511,779 257,274 343,743 918,945 29,225 204,708 76,637 1,390 172,066 96,264
Changes from: August 11, 2020 Total Change is: -65,361
6,499 -36,280 -103 -39,649 20,663 -859 -13,125 -54,484 6,102 -22,452 265 1 -1,775 -666
Percent of Open Interest Represented by Each Category of Trader
3.6 9.6 0.4 48.0 24.3 12.2 16.4 43.7 1.4 9.7 3.6 0.1 8.2 4.6
Number of Traders in Each Category Total Traders: 301
14 27 7 105 28 65 49 46 28 23 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 3,510,493
Positions
200,003 224,076 61,638 1,406,960 1,182,499 625,239 470,354 867,667 118,385 227,355 84,080 4,036 396,523 342,873
Changes from: August 11, 2020 Total Change is: 671
-60,436 25,097 44,335 -16,420 14,518 3,341 -29,061 -101,656 29,803 40,092 -7,481 3,325 -14,308 -10,611
Percent of Open Interest Represented by Each Category of Trader
5.7 6.4 1.8 40.1 33.7 17.8 13.4 24.7 3.4 6.5 2.4 0.1 11.3 9.8
Number of Traders in Each Category Total Traders: 403
27 31 19 112 75 102 57 69 49 21 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 3,478,482
Positions
86,826 314,001 27,938 1,597,266 658,497 578,575 418,842 1,313,646 126,279 311,865 170,022 2,938 327,953 286,586
Changes from: August 11, 2020 Total Change is: 28,960
-21,790 -1,632 4,361 -30,933 -2,999 26,530 8,681 -47,766 38,147 4,020 12,272 -50 -6 97
Percent of Open Interest Represented by Each Category of Trader
2.5 9.0 0.8 45.9 18.9 16.6 12.0 37.8 3.6 9.0 4.9 0.1 9.4 8.2
Number of Traders in Each Category Total Traders: 297
12 25 10 90 53 85 35 54 40 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 1,507,779
Positions
237,827 250,154 362,983 10,218 7,574 39,569 573,609 575,322 230,829 24,488 6,647 0 28,256 34,701
Changes from: August 11, 2020 Total Change is: 6,829
-7,055 24,872 4,292 1,656 -203 -756 -816 -20,275 1,477 6,504 127 -761 2,288 -1,944
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 - Futures Only 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 is 9,607,969
Positions
1,435,109 1,841,086 2,149,893 358,494 259,923 448,698 1,232,857 854,767 3,006,922 168,670 115,403 182,521 624,805 748,756
Changes from: August 11, 2020 Total Change is: -98,583
17,384 12,555 -93,815 -63,295 10,389 12,586 14,517 -89,086 46,313 7,372 -194 9,166 -48,811 -6,497
Percent of Open Interest Represented by Each Category of Trader
14.9 19.2 22.4 3.7 2.7 4.7 12.8 8.9 31.3 1.8 1.2 1.9 6.5 7.8
Number of Traders in Each Category Total Traders: 230
33 44 67 14 14 21 44 47 79 11 12 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 194,071
Positions
13,650 72,282 25,354 1,268 12,991 9,736 114,504 43,665 28,364 39 524 1,010 146 145
Changes from: August 11, 2020 Total Change is: 22,216
768 13,921 1,748 33 1,872 337 13,244 -1,783 5,728 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: 64
6 16 11 . . . 14 16 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 14,454
Positions
0 580 0 296 585 214 5,760 8,590 384 2,776 2,427 1,139 3,885 535
Changes from: August 11, 2020 Total Change is: 1,364
0 0 0 90 90 58 -684 805 11 833 -250 599 457 51
Percent of Open Interest Represented by Each Category of Trader
0.0 4.0 0.0 2.0 4.0 1.5 39.9 59.4 2.7 19.2 16.8 7.9 26.9 3.7
Number of Traders in Each Category Total Traders: 94
0 . 0 4 . . 30 17 7 31 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 34,896
Positions
3,539 0 0 5,167 7,316 931 18,612 18,810 1,245 2,306 2,067 8 3,088 4,519
Changes from: August 11, 2020 Total Change is: 436
2,362 0 0 84 111 -36 -1,172 -810 -42 -740 430 0 -20 783
Percent of Open Interest Represented by Each Category of Trader
10.1 0.0 0.0 14.8 21.0 2.7 53.3 53.9 3.6 6.6 5.9 0.0 8.8 12.9
Number of Traders in Each Category Total Traders: 86
. 0 0 4 9 . 14 31 7 11 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 21, 2020