Traders in Financial Futures - Futures Only Positions as of September 29, 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 113,862
Positions
2,447 29,017 396 50,172 21,123 3,277 14,297 39,356 1,171 10,841 0 0 31,261 19,522
Changes from: September 22, 2020 Total Change is: -3,702
-557 -5,387 116 -2,887 1,040 24 -1,281 -1,708 101 408 -430 0 374 2,542
Percent of Open Interest Represented by Each Category of Trader
2.1 25.5 0.3 44.1 18.6 2.9 12.6 34.6 1.0 9.5 0.0 0.0 27.5 17.1
Number of Traders in Each Category Total Traders: 96
4 9 . 21 14 7 14 23 6 11 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 47,666
Positions
2,051 22,297 28 8,486 6,484 804 18,327 5,467 424 0 483 0 17,546 11,679
Changes from: September 22, 2020 Total Change is: -4,209
1,048 -4,485 18 -2,828 237 363 -1,701 658 276 0 0 0 -1,385 -1,276
Percent of Open Interest Represented by Each Category of Trader
4.3 46.8 0.1 17.8 13.6 1.7 38.4 11.5 0.9 0.0 1.0 0.0 36.8 24.5
Number of Traders in Each Category Total Traders: 45
. 5 . 10 8 5 10 10 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 159,049
Positions
42,201 13,988 91 40,849 74,798 4,386 37,936 30,618 5,525 2,600 6,403 0 25,461 23,240
Changes from: September 22, 2020 Total Change is: 6,436
16,352 -2,749 -390 -4,190 6,796 -1,257 -3,201 5,508 530 0 4 0 -1,408 -2,006
Percent of Open Interest Represented by Each Category of Trader
26.5 8.8 0.1 25.7 47.0 2.8 23.9 19.3 3.5 1.6 4.0 0.0 16.0 14.6
Number of Traders in Each Category Total Traders: 103
7 6 . 13 26 10 23 22 14 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 158,298
Positions
4,402 86,868 255 87,933 15,141 7,213 26,702 27,971 1,047 926 1,264 0 29,820 18,539
Changes from: September 22, 2020 Total Change is: -10,953
408 -5,861 -6 -1,663 1,650 -396 -4,965 -6,170 -1,177 -679 700 0 -2,475 307
Percent of Open Interest Represented by Each Category of Trader
2.8 54.9 0.2 55.5 9.6 4.6 16.9 17.7 0.7 0.6 0.8 0.0 18.8 11.7
Number of Traders in Each Category Total Traders: 113
4 8 . 34 16 14 27 19 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 655,912
Positions
29,604 443,074 3,198 376,743 89,581 17,687 77,163 48,037 5,695 55,993 6,331 1,998 87,831 40,311
Changes from: September 22, 2020 Total Change is: -10,500
1,438 -5,323 138 -13,792 -259 474 2,182 -3,939 432 -10 -1,732 -21 -1,341 -270
Percent of Open Interest Represented by Each Category of Trader
4.5 67.6 0.5 57.4 13.7 2.7 11.8 7.3 0.9 8.5 1.0 0.3 13.4 6.1
Number of Traders in Each Category Total Traders: 297
12 12 9 109 32 40 54 28 23 37 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 128,448
Positions
6,670 44,413 106 48,959 46,550 2,753 42,051 13,385 1,462 1,626 30 0 24,821 19,749
Changes from: September 22, 2020 Total Change is: -4,766
2,190 -4,428 1 -1,999 1,542 -1,047 -2,952 381 31 400 -25 0 -1,390 -1,221
Percent of Open Interest Represented by Each Category of Trader
5.2 34.6 0.1 38.1 36.2 2.1 32.7 10.4 1.1 1.3 0.0 0.0 19.3 15.4
Number of Traders in Each Category Total Traders: 77
4 6 . 21 11 8 18 14 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 21,138
Positions
1,500 7,796 74 8,125 8,063 5 9,161 2,416 102 902 742 0 1,269 1,940
Changes from: September 22, 2020 Total Change is: 2,822
196 0 5 -302 2,392 0 2,823 556 0 0 57 0 100 -188
Percent of Open Interest Represented by Each Category of Trader
7.1 36.9 0.4 38.4 38.1 0.0 43.3 11.4 0.5 4.3 3.5 0.0 6.0 9.2
Number of Traders in Each Category Total Traders: 45
. . . 6 5 . 11 11 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 121,918
Positions
6,587 59,385 627 69,527 4,926 912 35,046 33,596 413 3,471 18,583 0 5,335 3,476
Changes from: September 22, 2020 Total Change is: -14,800
4,050 -10,575 70 -7,023 1,546 276 -9,750 -4,953 -728 -933 -645 -73 -689 282
Percent of Open Interest Represented by Each Category of Trader
5.4 48.7 0.5 57.0 4.0 0.7 28.7 27.6 0.3 2.8 15.2 0.0 4.4 2.9
Number of Traders in Each Category Total Traders: 120
. 6 . 17 11 4 36 30 4 7 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 43,870
Positions
20,139 169 2,151 3,943 26,571 369 9,242 5,400 3,006 2,636 3,090 0 2,384 3,114
Changes from: September 22, 2020 Total Change is: 8,889
128 -11 2,071 -1,348 1,955 369 4,767 680 2,786 54 1,005 0 62 34
Percent of Open Interest Represented by Each Category of Trader
45.9 0.4 4.9 9.0 60.6 0.8 21.1 12.3 6.9 6.0 7.0 0.0 5.4 7.1
Number of Traders in Each Category Total Traders: 59
. . . 8 8 . 10 16 . 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 35,923
Positions
5,782 7,567 0 11,110 9,046 898 12,152 13,508 675 565 1,381 6 4,735 2,842
Changes from: September 22, 2020 Total Change is: 707
-305 -1,118 0 -700 2,139 720 2,273 -524 -777 230 125 0 -734 142
Percent of Open Interest Represented by Each Category of Trader
16.1 21.1 0.0 30.9 25.2 2.5 33.8 37.6 1.9 1.6 3.8 0.0 13.2 7.9
Number of Traders in Each Category Total Traders: 86
4 5 0 21 6 5 28 13 7 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 12,923
Positions
2,612 0 0 4,891 2,211 0 4,843 9,340 27 0 0 0 550 1,345
Changes from: September 22, 2020 Total Change is: 1,387
110 0 0 673 -3 0 733 1,220 -2 0 0 0 -127 172
Percent of Open Interest Represented by Each Category of Trader
20.2 0.0 0.0 37.8 17.1 0.0 37.5 72.3 0.2 0.0 0.0 0.0 4.3 10.4
Number of Traders in Each Category Total Traders: 23
. 0 0 . 4 0 5 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 37,025
Positions
10,778 11,568 791 9,571 1,176 646 7,272 3,310 257 195 13,815 0 7,515 5,462
Changes from: September 22, 2020 Total Change is: 2,139
-1,690 2,667 321 3,854 -795 -102 201 787 251 -445 -414 0 -251 -577
Percent of Open Interest Represented by Each Category of Trader
29.1 31.2 2.1 25.9 3.2 1.7 19.6 8.9 0.7 0.5 37.3 0.0 20.3 14.8
Number of Traders in Each Category Total Traders: 79
15 15 . 13 5 8 17 9 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 74,049
Positions
21,555 23,136 1,582 19,142 2,352 1,292 14,544 6,619 514 390 27,630 0 15,030 10,924
Changes from: September 22, 2020 Total Change is: 4,277
-3,380 5,333 641 7,707 -1,589 -204 402 1,574 502 -889 -827 0 -502 -1,153
Percent of Open Interest Represented by Each Category of Trader
29.1 31.2 2.1 25.9 3.2 1.7 19.6 8.9 0.7 0.5 37.3 0.0 20.3 14.8
Number of Traders in Each Category Total Traders: 79
15 15 . 13 5 8 17 9 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 35,549
Positions
9,517 16,085 21 17,302 8,637 5,349 1,254 4,386 0 0 431 0 2,106 640
Changes from: September 22, 2020 Total Change is: 1,487
-319 615 0 1,697 -181 181 -33 632 0 0 0 0 -39 240
Percent of Open Interest Represented by Each Category of Trader
26.8 45.2 0.1 48.7 24.3 15.0 3.5 12.3 0.0 0.0 1.2 0.0 5.9 1.8
Number of Traders in Each Category Total Traders: 28
5 5 . 12 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 502,009
Positions
60,140 100,377 7,279 252,985 134,756 55,829 35,931 71,744 9,486 25,077 66,525 1,203 54,080 54,812
Changes from: September 22, 2020 Total Change is: -164
-216 -5,394 1,940 -10,551 2,645 513 3,291 2,917 570 5,408 -5 -520 -598 -2,830
Percent of Open Interest Represented by Each Category of Trader
12.0 20.0 1.5 50.4 26.8 11.1 7.2 14.3 1.9 5.0 13.3 0.2 10.8 10.9
Number of Traders in Each Category Total Traders: 543
31 39 18 149 98 124 59 97 40 32 38 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 21,497
Positions
16,712 2,323 18 1,904 11,138 0 227 2,493 17 0 213 0 2,619 5,295
Changes from: September 22, 2020 Total Change is: 1,023
1,199 117 -31 -18 198 0 -247 -60 -1 0 213 0 121 587
Percent of Open Interest Represented by Each Category of Trader
77.7 10.8 0.1 8.9 51.8 0.0 1.1 11.6 0.1 0.0 1.0 0.0 12.2 24.6
Number of Traders in Each Category Total Traders: 25
6 4 . 5 5 0 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 2,473,492
Positions
293,201 505,763 27,146 1,264,926 673,779 279,144 187,153 349,892 37,943 118,387 332,623 6,013 259,579 261,189
Changes from: September 22, 2020 Total Change is: 541
-3,582 -17,089 449 -52,757 13,226 2,565 11,454 11,813 7,874 20,042 -3,025 402 14,094 -15,674
Percent of Open Interest Represented by Each Category of Trader
11.9 20.4 1.1 51.1 27.2 11.3 7.6 14.1 1.5 4.8 13.4 0.2 10.5 10.6
Number of Traders in Each Category Total Traders: 543
31 39 18 149 98 124 59 97 40 32 38 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 57,016
Positions
6,633 7,476 271 36,006 43,223 1,138 3,659 1,126 35 0 0 0 9,274 3,747
Changes from: September 22, 2020 Total Change is: -1,714
-372 -1,657 16 -303 403 -61 -330 662 -267 0 -208 0 -397 -602
Percent of Open Interest Represented by Each Category of Trader
11.6 13.1 0.5 63.2 75.8 2.0 6.4 2.0 0.1 0.0 0.0 0.0 16.3 6.6
Number of Traders in Each Category Total Traders: 68
7 5 . 27 18 11 8 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 55,119
Positions
16,241 3,127 141 14,136 6,872 1,331 10,639 11,368 373 2,445 25,148 102 9,711 6,657
Changes from: September 22, 2020 Total Change is: -11,284
-8,751 1,138 11 -845 272 158 -2,181 2,185 -78 401 -14,901 92 -90 -160
Percent of Open Interest Represented by Each Category of Trader
29.5 5.7 0.3 25.6 12.5 2.4 19.3 20.6 0.7 4.4 45.6 0.2 17.6 12.1
Number of Traders in Each Category Total Traders: 277
23 15 . 72 44 37 39 55 17 10 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 275,596
Positions
81,205 15,633 706 70,680 34,360 6,654 53,195 56,842 1,864 12,225 125,741 510 48,557 33,286
Changes from: September 22, 2020 Total Change is: -56,421
-43,757 5,691 57 -4,226 1,361 788 -10,906 10,923 -392 2,005 -74,507 460 -450 -802
Percent of Open Interest Represented by Each Category of Trader
29.5 5.7 0.3 25.6 12.5 2.4 19.3 20.6 0.7 4.4 45.6 0.2 17.6 12.1
Number of Traders in Each Category Total Traders: 277
23 15 . 72 44 37 39 55 17 10 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 497,579
Positions
94,201 38,755 4,255 251,061 229,246 53,323 66,401 84,817 1,440 6,677 67,035 13 20,208 18,695
Changes from: September 22, 2020 Total Change is: -9,222
-1,789 -15,818 -33 -1,772 1,014 -713 -1,441 5,165 -744 -2,193 1,159 -1 -536 749
Percent of Open Interest Represented by Each Category of Trader
18.9 7.8 0.9 50.5 46.1 10.7 13.3 17.0 0.3 1.3 13.5 0.0 4.1 3.8
Number of Traders in Each Category Total Traders: 337
32 15 4 95 62 53 48 50 14 10 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 13,087
Positions
4,390 10,892 0 2,866 1,725 0 5,179 0 74 0 0 0 578 396
Changes from: September 22, 2020 Total Change is: 39
0 -104 0 -149 39 0 156 0 8 0 0 0 24 96
Percent of Open Interest Represented by Each Category of Trader
33.5 83.2 0.0 21.9 13.2 0.0 39.6 0.0 0.6 0.0 0.0 0.0 4.4 3.0
Number of Traders in Each Category Total Traders: 21
. 7 0 5 . 0 5 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 14,714
Positions
0 6,887 0 8,310 908 11 2,059 1,782 0 453 1,042 0 3,881 4,084
Changes from: September 22, 2020 Total Change is: -26
0 1,026 0 189 0 6 -461 -464 0 28 -353 0 212 -241
Percent of Open Interest Represented by Each Category of Trader
0.0 46.8 0.0 56.5 6.2 0.1 14.0 12.1 0.0 3.1 7.1 0.0 26.4 27.8
Number of Traders in Each Category Total Traders: 23
0 4 0 8 . . . 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 39,994
Positions
6,914 8,525 1,147 14,456 6,297 726 7,028 9,194 111 1,101 1,047 0 8,511 12,947
Changes from: September 22, 2020 Total Change is: 4,094
1,415 1,907 -36 2,269 796 554 235 2,308 -36 -792 387 0 485 -1,786
Percent of Open Interest Represented by Each Category of Trader
17.3 21.3 2.9 36.1 15.7 1.8 17.6 23.0 0.3 2.8 2.6 0.0 21.3 32.4
Number of Traders in Each Category Total Traders: 65
4 8 . 10 9 5 17 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 414,091
Positions
36,039 228,600 4,424 310,695 126,590 30,868 17,940 13,877 532 5,089 2,082 0 8,504 7,118
Changes from: September 22, 2020 Total Change is: -69
-380 -3,570 -293 2,129 1,411 -1,281 -1,601 2,516 -300 2,161 878 0 -504 570
Percent of Open Interest Represented by Each Category of Trader
8.7 55.2 1.1 75.0 30.6 7.5 4.3 3.4 0.1 1.2 0.5 0.0 2.1 1.7
Number of Traders in Each Category Total Traders: 177
12 13 4 69 44 37 11 17 . 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 :
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MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,222,105
Positions
97,228 660,054 3,977 832,332 274,255 122,647 85,575 37,972 6,984 38,575 103,152 2,326 32,461 10,738
Changes from: September 22, 2020 Total Change is: 554
11,095 -7,945 698 -14,245 5,807 280 1,282 -401 556 392 2,536 3 493 -980
Percent of Open Interest Represented by Each Category of Trader
8.0 54.0 0.3 68.1 22.4 10.0 7.0 3.1 0.6 3.2 8.4 0.2 2.7 0.9
Number of Traders in Each Category Total Traders: 416
26 20 8 175 70 82 59 28 18 25 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 192,268
Positions
47,830 149,581 32,640 22,999 0 2,486 76,452 249 6,411 3,084 65 148 218 688
Changes from: September 22, 2020 Total Change is: 1,070
1,057 207 348 100 0 0 -737 219 296 15 0 0 -9 0
Percent of Open Interest Represented by Each Category of Trader
24.9 77.8 17.0 12.0 0.0 1.3 39.8 0.1 3.3 1.6 0.0 0.1 0.1 0.4
Number of Traders in Each Category Total Traders: 83
11 19 18 14 0 . 27 . 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 1,186,419
Positions
4,773 147,045 3,485 647,451 177,780 180,379 83,898 497,473 28,806 64,056 15,204 40 173,531 136,207
Changes from: September 22, 2020 Total Change is: 2,131
-3,677 -7,534 437 17,552 -3,925 -1,243 -15,521 27,354 -4,564 -3,824 -9,842 0 12,971 1,448
Percent of Open Interest Represented by Each Category of Trader
0.4 12.4 0.3 54.6 15.0 15.2 7.1 41.9 2.4 5.4 1.3 0.0 14.6 11.5
Number of Traders in Each Category Total Traders: 177
5 18 6 58 29 46 22 32 10 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 992,117
Positions
24,979 97,423 0 529,542 165,127 167,870 51,687 410,023 13,203 48,557 21,525 0 156,279 116,946
Changes from: September 22, 2020 Total Change is: 11
-71 915 -42 -10,260 805 -125 5,577 927 -1,450 2,679 -22 0 3,703 -997
Percent of Open Interest Represented by Each Category of Trader
2.5 9.8 0.0 53.4 16.6 16.9 5.2 41.3 1.3 4.9 2.2 0.0 15.8 11.8
Number of Traders in Each Category Total Traders: 132
. 13 0 55 20 49 8 24 10 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 2,017,184
Positions
31,791 222,354 9,350 944,852 449,437 246,732 396,754 888,325 48,388 176,121 63,493 864 162,332 88,241
Changes from: September 22, 2020 Total Change is: -7,314
-3,254 41,536 229 -15,999 -763 -9,987 39,569 -27,216 -3,150 -10,421 -4,945 -20 -4,281 -2,998
Percent of Open Interest Represented by Each Category of Trader
1.6 11.0 0.5 46.8 22.3 12.2 19.7 44.0 2.4 8.7 3.1 0.0 8.0 4.4
Number of Traders in Each Category Total Traders: 293
13 27 7 106 28 68 50 42 23 21 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 3,287,420
Positions
181,987 301,978 41,415 1,409,267 1,158,042 612,711 387,506 687,420 56,592 202,272 89,279 1,208 394,462 338,775
Changes from: September 22, 2020 Total Change is: 25,024
-1,747 46,962 -7,733 41,951 -4,477 10,509 12,215 -3,417 -12,584 -16,450 -5,826 721 -1,858 869
Percent of Open Interest Represented by Each Category of Trader
5.5 9.2 1.3 42.9 35.2 18.6 11.8 20.9 1.7 6.2 2.7 0.0 12.0 10.3
Number of Traders in Each Category Total Traders: 374
19 36 10 103 74 100 46 64 27 19 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 900,709
Positions
69,689 15,566 9,378 266,784 344,483 100,451 234,451 201,850 33,567 61,126 3,495 0 125,263 191,919
Changes from: September 22, 2020 Total Change is: 9,965
9,116 -11,180 1,590 4,149 6,885 3,938 -14,662 6,027 4,508 -777 -2,829 0 2,103 1,026
Percent of Open Interest Represented by Each Category of Trader
7.7 1.7 1.0 29.6 38.2 11.2 26.0 22.4 3.7 6.8 0.4 0.0 13.9 21.3
Number of Traders in Each Category Total Traders: 105
5 . 4 26 41 39 17 9 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 3,287,173
Positions
88,920 267,742 23,108 1,446,779 589,586 541,835 390,399 1,373,105 92,495 371,892 103,745 259 331,486 295,298
Changes from: September 22, 2020 Total Change is: -9,942
18,422 6,694 -2,098 37,582 14,909 17,987 -17,301 34,099 -39,660 -14,115 -59,345 0 -10,759 17,472
Percent of Open Interest Represented by Each Category of Trader
2.7 8.1 0.7 44.0 17.9 16.5 11.9 41.8 2.8 11.3 3.2 0.0 10.1 9.0
Number of Traders in Each Category Total Traders: 300
14 22 6 93 47 79 44 59 33 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 1,499,331
Positions
305,122 287,275 295,738 50,029 5,833 17,476 473,895 555,646 298,577 27,082 5,397 791 30,621 32,598
Changes from: September 22, 2020 Total Change is: 43,587
19,474 3,610 1,798 3,864 0 -658 -4,495 23,772 17,292 7,879 388 -124 -1,443 -2,491
Percent of Open Interest Represented by Each Category of Trader
20.4 19.2 19.7 3.3 0.4 1.2 31.6 37.1 19.9 1.8 0.4 0.1 2.0 2.2
Number of Traders in Each Category Total Traders: 101
28 15 37 . . . 23 22 32 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 9,121,419
Positions
1,335,603 2,103,235 1,938,153 427,493 307,917 439,735 1,342,849 539,700 2,810,690 67,335 115,049 159,766 599,795 707,174
Changes from: September 22, 2020 Total Change is: 169,386
51,329 31,249 65,476 -43,950 5,815 19,342 49,422 8,787 -3,275 7,148 5,639 18,324 5,570 18,029
Percent of Open Interest Represented by Each Category of Trader
14.6 23.1 21.2 4.7 3.4 4.8 14.7 5.9 30.8 0.7 1.3 1.8 6.6 7.8
Number of Traders in Each Category Total Traders: 224
29 41 62 18 11 22 53 43 76 10 10 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 226,238
Positions
21,002 99,761 29,227 986 8,479 10,878 128,144 40,897 34,455 34 1,209 1,227 285 105
Changes from: September 22, 2020 Total Change is: 16,846
3,050 5,643 3,354 -524 -43 530 8,892 4,664 2,310 -24 1,159 -796 54 25
Percent of Open Interest Represented by Each Category of Trader
9.3 44.1 12.9 0.4 3.7 4.8 56.6 18.1 15.2 0.0 0.5 0.5 0.1 0.0
Number of Traders in Each Category Total Traders: 66
8 15 12 . . . 13 19 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 192,406
Positions
22,696 100,956 12,964 5,496 2,164 2,473 98,631 44,276 28,589 20,738 0 652 167 332
Changes from: September 22, 2020 Total Change is: 16,526
5,255 9,061 17 914 -14 -708 4,777 6,023 2,046 4,113 0 21 91 80
Percent of Open Interest Represented by Each Category of Trader
11.8 52.5 6.7 2.9 1.1 1.3 51.3 23.0 14.9 10.8 0.0 0.3 0.1 0.2
Number of Traders in Each Category Total Traders: 75
7 20 12 . . 4 19 20 24 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 122,350
Positions
0 50,176 0 2,592 2,443 0 0 12,372 56,591 63,140 500 0 27 268
Changes from: September 22, 2020 Total Change is: 10,295
0 9,468 0 0 0 0 0 -8,878 9,705 580 0 0 10 0
Percent of Open Interest Represented by Each Category of Trader
0.0 41.0 0.0 2.1 2.0 0.0 0.0 10.1 46.3 51.6 0.4 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 23
0 5 0 . 5 0 0 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 7,324
Positions
0 0 0 525 28 49 2,004 4,730 292 1,590 1,482 215 2,649 528
Changes from: September 22, 2020 Total Change is: -1,102
0 0 0 240 16 4 -276 250 -582 10 -580 -141 -357 -69
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 7.2 0.4 0.7 27.4 64.6 4.0 21.7 20.2 2.9 36.2 7.2
Number of Traders in Each Category Total Traders: 68
0 0 0 4 . . 17 19 5 19 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 28,616
Positions
6,675 0 1 9,015 7,644 1,040 5,337 13,888 1,789 1,070 905 57 3,632 3,292
Changes from: September 22, 2020 Total Change is: -151
-325 0 0 3,096 -258 4 -1,723 69 -173 -506 205 56 -580 -54
Percent of Open Interest Represented by Each Category of Trader
23.3 0.0 0.0 31.5 26.7 3.6 18.7 48.5 6.3 3.7 3.2 0.2 12.7 11.5
Number of Traders in Each Category Total Traders: 85
. 0 . 6 8 . 17 29 6 12 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 261,734
Positions
26,390 13,863 13,135 93,579 65,969 13,209 39,030 85,428 39,087 8,839 2,035 7,927 20,538 21,081
Changes from: September 22, 2020 Total Change is: 6,244
-1,032 1,271 869 -2,616 258 -581 2,928 1,596 4,385 493 -2,371 -158 1,956 975
Percent of Open Interest Represented by Each Category of Trader
10.1 5.3 5.0 35.8 25.2 5.0 14.9 32.6 14.9 3.4 0.8 3.0 7.8 8.1
Number of Traders in Each Category Total Traders: 153
12 14 18 10 31 18 27 36 41 8 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 20,432
Positions
1,908 1,678 39 16,335 8,898 712 787 8,934 0 431 160 0 220 11
Changes from: September 22, 2020 Total Change is: -758
-260 -1 1 -425 1,822 559 -684 -3,291 0 25 160 0 26 -8
Percent of Open Interest Represented by Each Category of Trader
9.3 8.2 0.2 79.9 43.5 3.5 3.9 43.7 0.0 2.1 0.8 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 36
. . . 9 5 . 5 5 0 7 . 0
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Updated October 02, 2020