Traders in Financial Futures - Futures Only Positions as of September 1, 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 140,520
Positions
16,262 39,546 2,098 47,951 23,193 3,231 19,491 48,996 3,144 11,942 1,156 260 36,141 18,896
Changes from: August 25, 2020 Total Change is: 10,963
-509 6,803 1,809 2,325 -414 -93 3,310 4,245 -1,235 315 403 242 4,799 -797
Percent of Open Interest Represented by Each Category of Trader
11.6 28.1 1.5 34.1 16.5 2.3 13.9 34.9 2.2 8.5 0.8 0.2 25.7 13.4
Number of Traders in Each Category Total Traders: 104
4 9 5 21 11 8 17 27 11 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 54,037
Positions
0 29,410 265 12,380 7,320 782 17,863 5,571 7 0 485 8 22,732 10,189
Changes from: August 25, 2020 Total Change is: 952
0 -1,911 39 -1,522 1,124 509 888 614 -109 0 2 8 1,139 676
Percent of Open Interest Represented by Each Category of Trader
0.0 54.4 0.5 22.9 13.5 1.4 33.1 10.3 0.0 0.0 0.9 0.0 42.1 18.9
Number of Traders in Each Category Total Traders: 47
0 10 4 12 8 6 8 8 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 186,588
Positions
30,712 46,904 4,054 57,777 57,601 6,961 40,281 35,674 6,482 4,340 6,740 0 35,981 22,172
Changes from: August 25, 2020 Total Change is: 11,225
-1,984 10,942 322 5,547 -2,644 -249 1,954 3,135 373 357 0 0 4,905 -654
Percent of Open Interest Represented by Each Category of Trader
16.5 25.1 2.2 31.0 30.9 3.7 21.6 19.1 3.5 2.3 3.6 0.0 19.3 11.9
Number of Traders in Each Category Total Traders: 111
6 8 6 21 19 10 23 26 14 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 145,922
Positions
6,558 84,204 695 73,946 12,282 6,667 21,823 21,154 1,367 7,862 956 0 27,004 18,597
Changes from: August 25, 2020 Total Change is: -1,631
345 6,092 45 -1,067 -1,405 -431 -1,660 -3,524 -653 1,685 0 0 105 -1,755
Percent of Open Interest Represented by Each Category of Trader
4.5 57.7 0.5 50.7 8.4 4.6 15.0 14.5 0.9 5.4 0.7 0.0 18.5 12.7
Number of Traders in Each Category Total Traders: 106
5 10 6 32 11 11 22 20 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 698,211
Positions
31,676 481,908 7,174 400,263 80,842 18,214 86,169 54,361 5,225 50,036 5,871 2,059 97,395 42,557
Changes from: August 25, 2020 Total Change is: -5,866
2,765 -15,845 3,614 -7,030 5,658 534 -2,929 2,358 -2,469 1,124 367 288 -1,763 -371
Percent of Open Interest Represented by Each Category of Trader
4.5 69.0 1.0 57.3 11.6 2.6 12.3 7.8 0.7 7.2 0.8 0.3 13.9 6.1
Number of Traders in Each Category Total Traders: 286
12 15 13 109 29 35 48 25 21 33 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 24,496
Positions
440 9,762 0 9,063 2,674 1,931 0 5,307 30 765 449 0 12,267 4,343
Changes from: August 25, 2020 Total Change is: -254
0 8 0 -179 6 -8 0 -280 30 0 0 0 -97 -10
Percent of Open Interest Represented by Each Category of Trader
1.8 39.9 0.0 37.0 10.9 7.9 0.0 21.7 0.1 3.1 1.8 0.0 50.1 17.7
Number of Traders in Each Category Total Traders: 24
. . 0 10 5 7 0 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 137,131
Positions
6,546 42,446 0 53,933 40,259 3,244 39,822 29,468 1,211 2,059 1,399 0 30,316 19,104
Changes from: August 25, 2020 Total Change is: 9,626
18 2,536 -15 4,604 3,029 -76 2,474 3,680 477 833 465 0 1,311 -470
Percent of Open Interest Represented by Each Category of Trader
4.8 31.0 0.0 39.3 29.4 2.4 29.0 21.5 0.9 1.5 1.0 0.0 22.1 13.9
Number of Traders in Each Category Total Traders: 92
. 9 0 21 9 11 23 21 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 24,553
Positions
469 18,851 0 10,168 1,680 5 11,355 1,154 263 902 1,136 0 1,391 1,464
Changes from: August 25, 2020 Total Change is: -620
64 -132 0 -1,502 547 0 -246 -786 152 596 -111 0 316 -290
Percent of Open Interest Represented by Each Category of Trader
1.9 76.8 0.0 41.4 6.8 0.0 46.2 4.7 1.1 3.7 4.6 0.0 5.7 6.0
Number of Traders in Each Category Total Traders: 41
. 5 0 7 4 . 12 7 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 132,731
Positions
3,307 60,063 598 77,927 6,735 695 37,361 36,551 4,874 2,244 18,747 157 5,568 4,311
Changes from: August 25, 2020 Total Change is: -2,063
726 -1,034 93 -3,312 598 30 426 -1,804 -91 156 45 72 -163 28
Percent of Open Interest Represented by Each Category of Trader
2.5 45.3 0.5 58.7 5.1 0.5 28.1 27.5 3.7 1.7 14.1 0.1 4.2 3.2
Number of Traders in Each Category Total Traders: 140
. 7 . 18 14 5 47 31 12 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 60,300
Positions
12,567 206 18,203 5,667 30,178 2 17,278 5,763 596 2,944 2,110 0 3,043 3,242
Changes from: August 25, 2020 Total Change is: 9,826
1,262 99 8,096 65 7,917 -13 213 -1,182 -900 748 782 -162 517 -4,811
Percent of Open Interest Represented by Each Category of Trader
20.8 0.3 30.2 9.4 50.0 0.0 28.7 9.6 1.0 4.9 3.5 0.0 5.0 5.4
Number of Traders in Each Category Total Traders: 62
. . . 8 10 . 13 15 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 40,244
Positions
7,375 10,142 0 11,725 8,404 728 14,450 16,001 458 135 1,203 38 5,335 3,270
Changes from: August 25, 2020 Total Change is: 3,566
955 870 0 610 3,749 -22 1,095 -642 43 0 -340 32 853 -124
Percent of Open Interest Represented by Each Category of Trader
18.3 25.2 0.0 29.1 20.9 1.8 35.9 39.8 1.1 0.3 3.0 0.1 13.3 8.1
Number of Traders in Each Category Total Traders: 92
5 5 0 20 9 6 30 18 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 12,561
Positions
160 0 0 1,883 3,269 0 9,445 7,177 389 100 254 0 584 1,472
Changes from: August 25, 2020 Total Change is: 17
11 0 0 405 -180 0 -870 -81 389 100 -335 0 -18 224
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 15.0 26.0 0.0 75.2 57.1 3.1 0.8 2.0 0.0 4.6 11.7
Number of Traders in Each Category Total Traders: 28
. 0 0 . 5 0 9 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 41,003
Positions
11,990 10,101 1,060 6,844 2,542 1,338 10,862 4,660 221 388 14,408 0 8,301 6,674
Changes from: August 25, 2020 Total Change is: -1,241
333 -2,005 -30 -2,685 44 884 204 681 -494 388 -433 0 160 112
Percent of Open Interest Represented by Each Category of Trader
29.2 24.6 2.6 16.7 6.2 3.3 26.5 11.4 0.5 0.9 35.1 0.0 20.2 16.3
Number of Traders in Each Category Total Traders: 89
16 15 4 17 6 6 21 9 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 82,005
Positions
23,979 20,201 2,120 13,688 5,083 2,676 21,723 9,320 442 776 28,815 0 16,601 13,348
Changes from: August 25, 2020 Total Change is: -2,482
665 -4,009 -60 -5,370 87 1,768 408 1,362 -988 776 -866 0 319 224
Percent of Open Interest Represented by Each Category of Trader
29.2 24.6 2.6 16.7 6.2 3.3 26.5 11.4 0.5 0.9 35.1 0.0 20.2 16.3
Number of Traders in Each Category Total Traders: 89
16 15 4 17 6 6 21 9 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 31,334
Positions
7,267 16,754 21 17,018 8,865 2,131 2,178 2,351 0 480 421 0 2,239 791
Changes from: August 25, 2020 Total Change is: -2,759
-1,164 -1,261 0 -2,507 -1,192 -18 478 -422 0 0 0 0 452 134
Percent of Open Interest Represented by Each Category of Trader
23.2 53.5 0.1 54.3 28.3 6.8 7.0 7.5 0.0 1.5 1.3 0.0 7.1 2.5
Number of Traders in Each Category Total Traders: 29
7 4 . 10 . 4 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 590,438
Positions
85,349 84,568 26,855 262,622 125,359 56,800 49,210 109,687 21,986 18,930 87,014 1,099 67,587 77,070
Changes from: August 25, 2020 Total Change is: 10,964
-131 -934 2,740 -5,788 -328 4,114 5,804 206 4,358 55 326 -683 497 1,167
Percent of Open Interest Represented by Each Category of Trader
14.5 14.3 4.5 44.5 21.2 9.6 8.3 18.6 3.7 3.2 14.7 0.2 11.4 13.1
Number of Traders in Each Category Total Traders: 581
31 40 30 159 94 123 67 113 56 30 47 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 32,514
Positions
3,142 23,324 0 0 0 0 12,620 4,596 369 0 0 0 16,383 4,225
Changes from: August 25, 2020 Total Change is: 2,274
1,150 691 0 0 0 0 1,226 1,228 187 -670 0 0 381 168
Percent of Open Interest Represented by Each Category of Trader
9.7 71.7 0.0 0.0 0.0 0.0 38.8 14.1 1.1 0.0 0.0 0.0 50.4 13.0
Number of Traders in Each Category Total Traders: 22
. 7 0 0 0 0 8 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 16,448
Positions
10,996 4,731 23 3,236 6,793 0 220 1,922 24 0 0 0 1,949 2,955
Changes from: August 25, 2020 Total Change is: 1,207
1,352 -32 0 36 1,299 0 -4 -75 4 0 0 0 -181 11
Percent of Open Interest Represented by Each Category of Trader
66.9 28.8 0.1 19.7 41.3 0.0 1.3 11.7 0.1 0.0 0.0 0.0 11.8 18.0
Number of Traders in Each Category Total Traders: 25
4 7 . 9 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 2,789,621
Positions
474,197 369,383 71,112 1,313,111 626,797 283,998 243,353 585,855 47,685 94,651 435,070 5,494 256,020 364,227
Changes from: August 25, 2020 Total Change is: 43,451
2,038 319 5,253 -28,938 -1,640 20,568 34,887 6,889 8,855 274 -1,720 -66 580 4,993
Percent of Open Interest Represented by Each Category of Trader
17.0 13.2 2.5 47.1 22.5 10.2 8.7 21.0 1.7 3.4 15.6 0.2 9.2 13.1
Number of Traders in Each Category Total Traders: 580
33 38 27 159 94 123 67 112 51 30 47 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 8,947
Positions
1,991 6,240 0 4,398 1,623 0 558 287 14 0 0 0 1,986 783
Changes from: August 25, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
22.3 69.7 0.0 49.2 18.1 0.0 6.2 3.2 0.2 0.0 0.0 0.0 22.2 8.8
Number of Traders in Each Category Total Traders: 20
4 8 0 5 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 25, 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 September 1, 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 57,485
Positions
6,273 9,261 42 37,485 38,270 1,040 2,733 4,123 319 0 0 0 9,593 4,430
Changes from: August 25, 2020 Total Change is: -590
353 753 31 -1,973 -1,231 -172 467 -1,177 21 0 0 0 683 1,185
Percent of Open Interest Represented by Each Category of Trader
10.9 16.1 0.1 65.2 66.6 1.8 4.8 7.2 0.6 0.0 0.0 0.0 16.7 7.7
Number of Traders in Each Category Total Traders: 74
7 8 . 28 17 9 7 7 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 49,030
Positions
8,821 8,728 536 16,435 6,442 899 10,023 20,451 1,024 2,295 3,291 2 8,996 7,657
Changes from: August 25, 2020 Total Change is: 2,033
525 94 67 -234 657 47 1,383 264 147 -106 508 0 204 249
Percent of Open Interest Represented by Each Category of Trader
18.0 17.8 1.1 33.5 13.1 1.8 20.4 41.7 2.1 4.7 6.7 0.0 18.3 15.6
Number of Traders in Each Category Total Traders: 308
22 27 5 74 43 34 53 60 22 10 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 245,148
Positions
44,103 43,638 2,681 82,174 32,209 4,494 50,115 102,256 5,121 11,473 16,454 9 44,978 38,286
Changes from: August 25, 2020 Total Change is: 10,165
2,624 468 336 -1,171 3,285 237 6,917 1,320 737 -531 2,539 -2 1,018 1,245
Percent of Open Interest Represented by Each Category of Trader
18.0 17.8 1.1 33.5 13.1 1.8 20.4 41.7 2.1 4.7 6.7 0.0 18.3 15.6
Number of Traders in Each Category Total Traders: 308
22 27 5 74 43 34 53 60 22 10 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 95,075
Positions
751 606 0 0 0 0 78,946 37,018 332 2,625 564 0 12,421 56,555
Changes from: August 25, 2020 Total Change is: 12,884
751 305 0 0 0 0 10,284 15,946 -13 58 -271 0 1,804 -3,083
Percent of Open Interest Represented by Each Category of Trader
0.8 0.6 0.0 0.0 0.0 0.0 83.0 38.9 0.3 2.8 0.6 0.0 13.1 59.5
Number of Traders in Each Category Total Traders: 20
. . 0 0 0 0 8 . 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 502,015
Positions
72,849 50,823 4,855 250,908 188,420 57,691 80,464 108,712 3,316 8,063 68,469 30 23,839 19,699
Changes from: August 25, 2020 Total Change is: -4,784
-3,968 -9,747 1,181 -8,578 -10,932 2,495 2,304 9,779 725 192 2,794 -6 871 -1,073
Percent of Open Interest Represented by Each Category of Trader
14.5 10.1 1.0 50.0 37.5 11.5 16.0 21.7 0.7 1.6 13.6 0.0 4.7 3.9
Number of Traders in Each Category Total Traders: 339
32 18 5 92 61 56 40 60 24 14 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 41,897
Positions
5,001 12,522 1,613 15,159 5,243 216 9,876 7,791 462 1,445 2,552 0 8,125 11,498
Changes from: August 25, 2020 Total Change is: 4,280
865 -746 1,177 -1,146 229 0 3,247 2,335 -130 637 1,975 0 -370 -560
Percent of Open Interest Represented by Each Category of Trader
11.9 29.9 3.8 36.2 12.5 0.5 23.6 18.6 1.1 3.4 6.1 0.0 19.4 27.4
Number of Traders in Each Category Total Traders: 62
6 8 . 12 8 5 13 11 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 447,818
Positions
49,226 266,515 5,275 327,927 120,453 33,192 20,905 12,070 779 1,850 3,260 0 8,664 6,274
Changes from: August 25, 2020 Total Change is: -6,628
3,295 1,360 51 -17,933 42 3,503 3,735 -10,973 30 708 -1,229 0 -17 588
Percent of Open Interest Represented by Each Category of Trader
11.0 59.5 1.2 73.2 26.9 7.4 4.7 2.7 0.2 0.4 0.7 0.0 1.9 1.4
Number of Traders in Each Category Total Traders: 180
16 12 6 68 47 40 19 9 5 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 1,210,880
Positions
58,968 614,864 3,553 871,472 275,920 128,488 71,974 72,481 6,946 28,877 93,769 3,824 36,778 11,035
Changes from: August 25, 2020 Total Change is: -2,587
393 4,493 328 -14,014 5,993 2,507 3,143 -18,144 -1,434 4,817 4,680 1,476 197 -2,486
Percent of Open Interest Represented by Each Category of Trader
4.9 50.8 0.3 72.0 22.8 10.6 5.9 6.0 0.6 2.4 7.7 0.3 3.0 0.9
Number of Traders in Each Category Total Traders: 422
25 22 8 178 68 83 54 34 19 27 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 184,763
Positions
40,707 142,827 33,053 23,656 0 2,486 75,043 0 6,055 3,393 65 148 222 129
Changes from: August 25, 2020 Total Change is: 3,194
1,132 2,165 1,030 -1,224 0 0 1,935 0 0 321 0 0 0 -1
Percent of Open Interest Represented by Each Category of Trader
22.0 77.3 17.9 12.8 0.0 1.3 40.6 0.0 3.3 1.8 0.0 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 83
10 20 18 13 0 . 29 0 4 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 1,136,086
Positions
3,818 123,706 3,949 587,640 188,862 206,310 73,521 413,638 26,522 64,281 26,250 50 169,995 146,799
Changes from: August 25, 2020 Total Change is: -64,267
-2,663 -4,375 -1,961 2,762 8,264 2,766 595 8,564 -65,212 1,008 325 -2,341 779 -10,297
Percent of Open Interest Represented by Each Category of Trader
0.3 10.9 0.3 51.7 16.6 18.2 6.5 36.4 2.3 5.7 2.3 0.0 15.0 12.9
Number of Traders in Each Category Total Traders: 167
4 14 4 56 28 47 23 28 16 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 1,018,564
Positions
25,419 83,984 19 551,587 158,823 163,609 42,964 420,130 46,096 47,371 16,618 0 141,499 129,285
Changes from: August 25, 2020 Total Change is: -152,365
87 -65,404 -5,406 10,250 18,676 -21,847 -12,867 -9,366 -76,134 -20,361 669 0 -26,087 6,447
Percent of Open Interest Represented by Each Category of Trader
2.5 8.2 0.0 54.2 15.6 16.1 4.2 41.2 4.5 4.7 1.6 0.0 13.9 12.7
Number of Traders in Each Category Total Traders: 129
. 10 . 59 20 53 5 25 10 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 2,047,506
Positions
59,618 167,013 10,917 924,331 483,883 251,485 362,469 883,291 86,752 183,451 69,694 867 167,616 93,604
Changes from: August 25, 2020 Total Change is: -85,812
-11,632 -23,441 -14,310 -28,351 20,894 -8,555 -922 -50,444 12,869 -13,560 -4,495 -4,726 -16,625 -13,604
Percent of Open Interest Represented by Each Category of Trader
2.9 8.2 0.5 45.1 23.6 12.3 17.7 43.1 4.2 9.0 3.4 0.0 8.2 4.6
Number of Traders in Each Category Total Traders: 291
15 24 14 106 26 65 52 41 34 20 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 3,363,599
Positions
193,576 239,311 30,796 1,343,712 1,127,746 624,716 430,313 738,359 142,131 223,026 88,608 519 374,810 371,413
Changes from: August 25, 2020 Total Change is: -206,656
11,881 -29,617 -16,530 -4,938 -7,012 -28,182 11,737 10,688 -94,539 -19,403 16,408 -11,334 -55,348 -46,538
Percent of Open Interest Represented by Each Category of Trader
5.8 7.1 0.9 39.9 33.5 18.6 12.8 22.0 4.2 6.6 2.6 0.0 11.1 11.0
Number of Traders in Each Category Total Traders: 372
16 37 19 98 68 96 51 71 37 18 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 1,000,189
Positions
57,615 33,795 5,555 304,638 330,464 102,442 312,910 252,594 54,145 49,200 9,792 0 113,684 211,402
Changes from: August 25, 2020 Total Change is: -87,394
-3,530 -18,790 -9,578 21,598 -31,286 -17,175 -79,224 -32,770 6,744 13,580 -3,305 -3,560 -16,249 22,326
Percent of Open Interest Represented by Each Category of Trader
5.8 3.4 0.6 30.5 33.0 10.2 31.3 25.3 5.4 4.9 1.0 0.0 11.4 21.1
Number of Traders in Each Category Total Traders: 109
. 6 4 25 43 40 21 8 17 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 3,246,416
Positions
80,716 219,041 25,102 1,412,299 587,465 551,693 377,522 1,295,724 105,582 359,212 158,660 259 334,031 302,890
Changes from: August 25, 2020 Total Change is: -251,186
24,802 -41,509 -23,237 -66,620 -12,224 -15,670 -9,340 28,346 -165,920 35,280 -5,562 -4,824 -25,657 -10,586
Percent of Open Interest Represented by Each Category of Trader
2.5 6.7 0.8 43.5 18.1 17.0 11.6 39.9 3.3 11.1 4.9 0.0 10.3 9.3
Number of Traders in Each Category Total Traders: 285
9 24 10 94 48 84 34 53 30 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 1,360,904
Positions
255,188 244,467 310,645 22,495 6,244 29,306 468,017 494,726 235,889 11,004 5,749 755 27,605 33,123
Changes from: August 25, 2020 Total Change is: -167,688
2,427 -38,921 -55,596 13,485 -330 -11,325 -106,652 -60,812 746 -7,988 -893 755 -3,540 -1,312
Percent of Open Interest Represented by Each Category of Trader
18.8 18.0 22.8 1.7 0.5 2.2 34.4 36.4 17.3 0.8 0.4 0.1 2.0 2.4
Number of Traders in Each Category Total Traders: 106
25 17 35 . 4 . 20 28 35 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,034,536
Positions
1,383,387 1,766,809 2,306,502 333,657 288,254 492,707 1,291,683 847,818 3,283,658 99,921 130,475 209,492 633,529 708,821
Changes from: August 25, 2020 Total Change is: 100,441
80,410 -80,426 -354 -23,011 30,130 9,797 -47,406 5,363 98,170 -63,006 15,000 27,485 18,356 -4,724
Percent of Open Interest Represented by Each Category of Trader
13.8 17.6 23.0 3.3 2.9 4.9 12.9 8.4 32.7 1.0 1.3 2.1 6.3 7.1
Number of Traders in Each Category Total Traders: 237
35 45 69 18 14 24 48 47 80 8 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 200,510
Positions
11,559 82,989 24,949 1,267 13,526 10,327 127,324 42,217 24,142 77 1,600 665 200 95
Changes from: August 25, 2020 Total Change is: 2,448
352 8,618 -685 1 475 212 6,805 -2,366 -4,227 48 577 -92 34 -64
Percent of Open Interest Represented by Each Category of Trader
5.8 41.4 12.4 0.6 6.7 5.2 63.5 21.1 12.0 0.0 0.8 0.3 0.1 0.0
Number of Traders in Each Category Total Traders: 65
6 16 11 . . . 17 17 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 126,339
Positions
8,635 67,299 12,757 4,156 738 962 73,307 27,157 16,562 9,209 46 613 138 205
Changes from: August 25, 2020 Total Change is: -45,136
-20,070 -16,656 -5,423 -1,430 -95 0 -10,963 -16,889 -5,926 -1,243 -51 -117 36 21
Percent of Open Interest Represented by Each Category of Trader
6.8 53.3 10.1 3.3 0.6 0.8 58.0 21.5 13.1 7.3 0.0 0.5 0.1 0.2
Number of Traders in Each Category Total Traders: 75
6 24 11 . . . 16 19 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 92,820
Positions
0 20,873 0 2,664 2,343 0 0 37,663 31,160 58,976 500 0 20 281
Changes from: August 25, 2020 Total Change is: 16,797
0 -31 0 664 68 0 0 16,059 741 15,395 0 0 -3 -40
Percent of Open Interest Represented by Each Category of Trader
0.0 22.5 0.0 2.9 2.5 0.0 0.0 40.6 33.6 63.5 0.5 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 22
0 4 0 . 5 0 0 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 10,617
Positions
0 540 0 745 182 82 4,271 6,842 287 1,947 1,775 470 2,815 439
Changes from: August 25, 2020 Total Change is: -998
0 -40 0 449 181 58 -568 694 -262 -10 -570 -283 -382 -776
Percent of Open Interest Represented by Each Category of Trader
0.0 5.1 0.0 7.0 1.7 0.8 40.2 64.4 2.7 18.3 16.7 4.4 26.5 4.1
Number of Traders in Each Category Total Traders: 85
0 . 0 6 . . 30 14 7 26 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 30,358
Positions
4,529 0 0 5,435 8,590 968 12,990 11,888 1,991 925 2,494 8 3,512 4,419
Changes from: August 25, 2020 Total Change is: -358
1,495 0 0 -379 370 31 860 -1,516 368 -1,490 657 0 -1,243 -268
Percent of Open Interest Represented by Each Category of Trader
14.9 0.0 0.0 17.9 28.3 3.2 42.8 39.2 6.6 3.0 8.2 0.0 11.6 14.6
Number of Traders in Each Category Total Traders: 95
4 0 0 5 11 . 22 28 7 9 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 300,778
Positions
19,752 15,245 14,684 118,808 63,108 23,162 42,613 103,049 35,408 9,095 6,114 15,856 21,400 24,152
Changes from: August 25, 2020 Total Change is: -2,707
1,318 6,011 -1,409 -1,697 -4,215 -1,535 -1,041 -1,379 -3,494 1,329 2,121 2,081 1,741 -888
Percent of Open Interest Represented by Each Category of Trader
6.6 5.1 4.9 39.5 21.0 7.7 14.2 34.3 11.8 3.0 2.0 5.3 7.1 8.0
Number of Traders in Each Category Total Traders: 165
8 16 17 15 31 20 26 43 41 9 8 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 21,577
Positions
2,546 742 55 17,256 5,229 518 525 14,959 0 479 0 0 198 74
Changes from: August 25, 2020 Total Change is: 311
0 -20 0 475 -567 0 -163 860 -10 -3 0 0 12 48
Percent of Open Interest Represented by Each Category of Trader
11.8 3.4 0.3 80.0 24.2 2.4 2.4 69.3 0.0 2.2 0.0 0.0 0.9 0.3
Number of Traders in Each Category Total Traders: 34
. . . 9 5 . 4 6 0 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 04, 2020