Traders in Financial Futures - Futures Only Positions as of October 6, 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 113,818
Positions
3,066 30,092 124 52,623 17,511 4,048 12,222 39,706 1,335 12,051 0 0 28,349 21,002
Changes from: September 29, 2020 Total Change is: -44
619 1,075 -272 2,451 -3,612 771 -2,075 350 164 1,210 0 0 -2,912 1,480
Percent of Open Interest Represented by Each Category of Trader
2.7 26.4 0.1 46.2 15.4 3.6 10.7 34.9 1.2 10.6 0.0 0.0 24.9 18.5
Number of Traders in Each Category Total Traders: 94
5 8 . 22 10 8 14 24 8 11 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 45,038
Positions
2,005 23,681 9 8,971 4,356 359 15,343 3,456 458 0 483 0 17,893 12,236
Changes from: September 29, 2020 Total Change is: -2,628
-46 1,384 -19 485 -2,128 -445 -2,984 -2,011 34 0 0 0 347 557
Percent of Open Interest Represented by Each Category of Trader
4.5 52.6 0.0 19.9 9.7 0.8 34.1 7.7 1.0 0.0 1.1 0.0 39.7 27.2
Number of Traders in Each Category Total Traders: 38
. 5 . 11 5 . 9 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 156,467
Positions
37,610 15,047 88 44,350 70,082 4,182 40,530 31,490 2,971 1,600 6,403 0 25,136 26,204
Changes from: September 29, 2020 Total Change is: -2,582
-4,591 1,059 -3 3,501 -4,716 -204 2,594 872 -2,554 -1,000 0 0 -325 2,964
Percent of Open Interest Represented by Each Category of Trader
24.0 9.6 0.1 28.3 44.8 2.7 25.9 20.1 1.9 1.0 4.1 0.0 16.1 16.7
Number of Traders in Each Category Total Traders: 105
7 8 . 14 26 10 21 24 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 163,024
Positions
4,584 93,668 286 92,295 11,333 7,644 25,909 30,013 1,197 926 564 0 30,183 18,319
Changes from: September 29, 2020 Total Change is: 4,726
182 6,800 31 4,362 -3,808 431 -793 2,042 150 0 -700 0 363 -220
Percent of Open Interest Represented by Each Category of Trader
2.8 57.5 0.2 56.6 7.0 4.7 15.9 18.4 0.7 0.6 0.3 0.0 18.5 11.2
Number of Traders in Each Category Total Traders: 113
. 11 . 37 14 15 27 17 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 652,135
Positions
31,976 452,591 3,318 377,765 74,010 17,116 68,151 50,728 4,913 54,127 6,652 1,986 92,783 40,821
Changes from: September 29, 2020 Total Change is: -3,777
2,372 9,517 120 1,022 -15,571 -571 -9,012 2,691 -782 -1,866 321 -12 4,952 510
Percent of Open Interest Represented by Each Category of Trader
4.9 69.4 0.5 57.9 11.3 2.6 10.5 7.8 0.8 8.3 1.0 0.3 14.2 6.3
Number of Traders in Each Category Total Traders: 300
15 12 8 111 33 42 52 29 23 34 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 24,817
Positions
0 8,609 0 9,300 2,429 1,851 0 6,582 0 0 449 0 13,666 4,897
Changes from: September 29, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 34.7 0.0 37.5 9.8 7.5 0.0 26.5 0.0 0.0 1.8 0.0 55.1 19.7
Number of Traders in Each Category Total Traders: 20
0 . 0 11 . 7 0 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 132,119
Positions
3,444 46,261 215 51,343 47,295 2,394 47,333 14,884 1,293 1,226 20 0 24,871 19,757
Changes from: September 29, 2020 Total Change is: 3,671
-3,226 1,848 109 2,384 745 -359 5,282 1,499 -169 -400 -10 0 50 8
Percent of Open Interest Represented by Each Category of Trader
2.6 35.0 0.2 38.9 35.8 1.8 35.8 11.3 1.0 0.9 0.0 0.0 18.8 15.0
Number of Traders in Each Category Total Traders: 79
. 7 . 21 11 7 21 15 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 21,314
Positions
998 7,796 74 8,120 8,721 5 9,453 2,083 102 1,257 647 0 1,305 1,886
Changes from: September 29, 2020 Total Change is: 176
-502 0 0 -5 658 0 292 -333 0 355 -95 0 36 -54
Percent of Open Interest Represented by Each Category of Trader
4.7 36.6 0.3 38.1 40.9 0.0 44.4 9.8 0.5 5.9 3.0 0.0 6.1 8.8
Number of Traders in Each Category Total Traders: 44
. . . 4 5 . 11 10 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 120,674
Positions
6,331 59,066 678 64,522 3,855 944 37,397 33,438 965 4,371 17,955 5 5,461 3,768
Changes from: September 29, 2020 Total Change is: -1,244
-256 -319 51 -5,005 -1,071 32 2,351 -158 552 900 -628 5 126 292
Percent of Open Interest Represented by Each Category of Trader
5.2 48.9 0.6 53.5 3.2 0.8 31.0 27.7 0.8 3.6 14.9 0.0 4.5 3.1
Number of Traders in Each Category Total Traders: 120
. 7 . 20 10 5 35 28 5 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 40,000
Positions
22,879 0 96 3,980 26,332 370 7,486 6,733 257 2,787 3,164 0 2,145 3,048
Changes from: September 29, 2020 Total Change is: -3,870
2,740 -169 -2,055 37 -239 1 -1,756 1,333 -2,749 151 74 0 -239 -66
Percent of Open Interest Represented by Each Category of Trader
57.2 0.0 0.2 10.0 65.8 0.9 18.7 16.8 0.6 7.0 7.9 0.0 5.4 7.6
Number of Traders in Each Category Total Traders: 62
. 0 . 8 8 . 12 18 . 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 34,612
Positions
5,332 8,658 0 10,859 6,595 649 12,028 13,894 1,004 282 1,148 6 4,452 2,658
Changes from: September 29, 2020 Total Change is: -1,311
-450 1,091 0 -251 -2,451 -249 -124 386 329 -283 -233 0 -283 -184
Percent of Open Interest Represented by Each Category of Trader
15.4 25.0 0.0 31.4 19.1 1.9 34.8 40.1 2.9 0.8 3.3 0.0 12.9 7.7
Number of Traders in Each Category Total Traders: 83
5 5 0 19 5 5 28 15 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 11,808
Positions
2,612 0 0 4,782 2,564 0 3,419 7,695 31 167 100 0 797 1,418
Changes from: September 29, 2020 Total Change is: -1,115
0 0 0 -109 353 0 -1,424 -1,645 4 167 100 0 247 73
Percent of Open Interest Represented by Each Category of Trader
22.1 0.0 0.0 40.5 21.7 0.0 29.0 65.2 0.3 1.4 0.8 0.0 6.7 12.0
Number of Traders in Each Category Total Traders: 22
. 0 0 . 4 0 5 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 42,881
Positions
11,211 14,229 1,354 12,313 1,301 573 9,514 5,016 307 372 14,569 0 7,238 5,533
Changes from: September 29, 2020 Total Change is: 5,857
434 2,661 563 2,742 125 -74 2,242 1,707 50 177 754 0 -277 71
Percent of Open Interest Represented by Each Category of Trader
26.1 33.2 3.2 28.7 3.0 1.3 22.2 11.7 0.7 0.9 34.0 0.0 16.9 12.9
Number of Traders in Each Category Total Traders: 93
14 16 5 16 6 9 20 12 6 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 85,762
Positions
22,422 28,458 2,708 24,626 2,601 1,145 19,027 10,032 614 744 29,138 0 14,476 11,066
Changes from: September 29, 2020 Total Change is: 11,713
867 5,322 1,126 5,484 249 -147 4,483 3,413 100 354 1,508 0 -554 142
Percent of Open Interest Represented by Each Category of Trader
26.1 33.2 3.2 28.7 3.0 1.3 22.2 11.7 0.7 0.9 34.0 0.0 16.9 12.9
Number of Traders in Each Category Total Traders: 93
14 16 5 16 6 9 20 12 6 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 35,887
Positions
9,003 16,218 12 17,760 8,749 5,224 1,814 4,215 0 0 431 0 2,074 1,038
Changes from: September 29, 2020 Total Change is: 338
-514 133 -9 458 112 -125 560 -171 0 0 0 0 -32 398
Percent of Open Interest Represented by Each Category of Trader
25.1 45.2 0.0 49.5 24.4 14.6 5.1 11.7 0.0 0.0 1.2 0.0 5.8 2.9
Number of Traders in Each Category Total Traders: 28
5 5 . 12 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 507,185
Positions
62,523 94,179 6,620 243,795 126,360 55,357 39,917 73,153 14,078 23,196 71,365 1,106 60,593 64,967
Changes from: September 29, 2020 Total Change is: 5,176
2,383 -6,198 -659 -9,190 -8,396 -471 3,987 1,408 4,592 -1,881 4,841 -97 6,513 10,155
Percent of Open Interest Represented by Each Category of Trader
12.3 18.6 1.3 48.1 24.9 10.9 7.9 14.4 2.8 4.6 14.1 0.2 11.9 12.8
Number of Traders in Each Category Total Traders: 548
33 34 18 150 93 118 64 101 52 30 43 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 22,225
Positions
16,958 1,882 18 2,105 11,690 106 227 3,236 17 0 0 0 2,794 5,276
Changes from: September 29, 2020 Total Change is: 728
246 -441 0 201 552 106 0 743 0 0 -213 0 175 -19
Percent of Open Interest Represented by Each Category of Trader
76.3 8.5 0.1 9.5 52.6 0.5 1.0 14.6 0.1 0.0 0.0 0.0 12.6 23.7
Number of Traders in Each Category Total Traders: 25
6 4 . 5 5 . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 2,476,190
Positions
299,115 479,773 23,851 1,218,974 631,800 276,787 207,968 381,676 37,596 115,981 356,827 5,529 290,389 282,351
Changes from: September 29, 2020 Total Change is: 2,698
5,914 -25,990 -3,295 -45,952 -41,979 -2,357 20,815 31,784 -347 -2,406 24,204 -484 30,810 21,162
Percent of Open Interest Represented by Each Category of Trader
12.1 19.4 1.0 49.2 25.5 11.2 8.4 15.4 1.5 4.7 14.4 0.2 11.7 11.4
Number of Traders in Each Category Total Traders: 548
33 34 18 150 93 118 64 101 48 30 43 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 57,386
Positions
6,335 8,835 273 36,046 40,328 1,348 3,551 2,314 233 0 0 0 9,600 4,055
Changes from: September 29, 2020 Total Change is: 370
-298 1,359 2 40 -2,895 210 -108 1,188 198 0 0 0 326 308
Percent of Open Interest Represented by Each Category of Trader
11.0 15.4 0.5 62.8 70.3 2.3 6.2 4.0 0.4 0.0 0.0 0.0 16.7 7.1
Number of Traders in Each Category Total Traders: 70
6 6 . 25 19 11 9 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 55,500
Positions
18,427 3,803 43 13,580 7,246 1,216 9,381 10,917 654 2,447 24,848 112 9,640 6,662
Changes from: September 29, 2020 Total Change is: 381
2,186 676 -98 -556 374 -115 -1,258 -451 281 2 -301 10 -72 5
Percent of Open Interest Represented by Each Category of Trader
33.2 6.9 0.1 24.5 13.1 2.2 16.9 19.7 1.2 4.4 44.8 0.2 17.4 12.0
Number of Traders in Each Category Total Traders: 286
25 19 . 68 48 36 43 52 18 11 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 277,502
Positions
92,137 19,013 214 67,902 36,229 6,081 46,904 54,587 3,271 12,236 124,238 558 48,199 33,311
Changes from: September 29, 2020 Total Change is: 1,906
10,932 3,380 -492 -2,778 1,869 -573 -6,291 -2,255 1,407 11 -1,503 48 -358 25
Percent of Open Interest Represented by Each Category of Trader
33.2 6.9 0.1 24.5 13.1 2.2 16.9 19.7 1.2 4.4 44.8 0.2 17.4 12.0
Number of Traders in Each Category Total Traders: 286
25 19 . 68 48 36 43 52 18 11 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 64,039
Positions
0 0 0 0 0 0 40,805 32,218 3,704 226 9,338 50 19,254 18,729
Changes from: September 29, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 63.7 50.3 5.8 0.4 14.6 0.1 30.1 29.2
Number of Traders in Each Category Total Traders: 20
0 0 0 0 0 0 8 4 5 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 514,258
Positions
87,194 53,394 4,575 266,386 214,479 55,785 64,598 91,597 5,307 6,601 66,928 833 22,979 21,360
Changes from: September 29, 2020 Total Change is: 16,679
-7,007 14,639 320 15,325 -14,767 2,462 -1,803 6,780 3,867 -76 -107 820 2,771 2,665
Percent of Open Interest Represented by Each Category of Trader
17.0 10.4 0.9 51.8 41.7 10.8 12.6 17.8 1.0 1.3 13.0 0.2 4.5 4.2
Number of Traders in Each Category Total Traders: 348
31 18 5 97 60 53 53 55 18 10 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 12,964
Positions
4,117 10,547 0 2,844 2,037 0 5,327 0 74 0 0 0 602 306
Changes from: September 29, 2020 Total Change is: -123
-273 -345 0 -22 312 0 148 0 0 0 0 0 24 -90
Percent of Open Interest Represented by Each Category of Trader
31.8 81.4 0.0 21.9 15.7 0.0 41.1 0.0 0.6 0.0 0.0 0.0 4.6 2.4
Number of Traders in Each Category Total Traders: 22
. 7 0 5 4 0 5 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 14,876
Positions
226 7,169 0 8,566 1,121 21 2,181 1,587 0 323 1,451 0 3,559 3,527
Changes from: September 29, 2020 Total Change is: 162
226 282 0 256 213 10 122 -195 0 -130 409 0 -322 -557
Percent of Open Interest Represented by Each Category of Trader
1.5 48.2 0.0 57.6 7.5 0.1 14.7 10.7 0.0 2.2 9.8 0.0 23.9 23.7
Number of Traders in Each Category Total Traders: 25
. 4 0 8 . . 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 41,070
Positions
8,524 8,987 326 13,187 6,987 1,132 7,329 7,770 5 2,452 4,483 0 8,115 11,380
Changes from: September 29, 2020 Total Change is: 1,076
1,610 462 -821 -1,269 690 406 301 -1,424 -106 1,351 3,436 0 -396 -1,567
Percent of Open Interest Represented by Each Category of Trader
20.8 21.9 0.8 32.1 17.0 2.8 17.8 18.9 0.0 6.0 10.9 0.0 19.8 27.7
Number of Traders in Each Category Total Traders: 66
5 10 . 9 10 6 14 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 419,112
Positions
37,744 232,665 4,443 313,795 122,866 30,092 17,036 16,288 1,174 5,703 5,268 0 9,125 6,316
Changes from: September 29, 2020 Total Change is: 5,021
1,705 4,065 19 3,100 -3,724 -776 -904 2,411 642 614 3,186 0 621 -802
Percent of Open Interest Represented by Each Category of Trader
9.0 55.5 1.1 74.9 29.3 7.2 4.1 3.9 0.3 1.4 1.3 0.0 2.2 1.5
Number of Traders in Each Category Total Traders: 177
11 14 5 64 48 36 12 17 5 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 1,234,881
Positions
97,320 656,225 3,220 873,297 259,151 110,596 77,818 67,919 7,362 28,560 117,213 2,444 34,264 10,751
Changes from: September 29, 2020 Total Change is: 12,776
92 -3,829 -757 40,965 -15,104 -12,051 -7,757 29,947 378 -10,015 14,061 118 1,803 13
Percent of Open Interest Represented by Each Category of Trader
7.9 53.1 0.3 70.7 21.0 9.0 6.3 5.5 0.6 2.3 9.5 0.2 2.8 0.9
Number of Traders in Each Category Total Traders: 424
25 21 8 176 70 82 52 39 20 27 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 194,362
Positions
48,464 151,753 32,558 22,999 0 2,486 77,739 30 6,650 3,012 65 148 306 672
Changes from: September 29, 2020 Total Change is: 2,094
634 2,172 -82 0 0 0 1,287 -219 239 -72 0 0 88 -16
Percent of Open Interest Represented by Each Category of Trader
24.9 78.1 16.8 11.8 0.0 1.3 40.0 0.0 3.4 1.5 0.0 0.1 0.2 0.3
Number of Traders in Each Category Total Traders: 82
11 19 17 14 0 . 28 . 4 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 1,198,071
Positions
6,471 130,382 3,960 679,145 183,613 169,997 85,671 505,491 32,016 65,480 16,495 40 155,291 156,077
Changes from: September 29, 2020 Total Change is: 11,652
1,698 -16,663 475 31,694 5,833 -10,382 1,773 8,018 3,210 1,424 1,291 0 -18,240 19,870
Percent of Open Interest Represented by Each Category of Trader
0.5 10.9 0.3 56.7 15.3 14.2 7.2 42.2 2.7 5.5 1.4 0.0 13.0 13.0
Number of Traders in Each Category Total Traders: 180
5 18 6 56 29 44 27 32 15 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 979,708
Positions
25,230 88,501 197 513,725 175,355 173,715 58,386 381,526 15,898 48,842 21,429 0 143,715 123,087
Changes from: September 29, 2020 Total Change is: -12,409
251 -8,922 197 -15,817 10,228 5,845 6,699 -28,497 2,695 285 -96 0 -12,564 6,141
Percent of Open Interest Represented by Each Category of Trader
2.6 9.0 0.0 52.4 17.9 17.7 6.0 38.9 1.6 5.0 2.2 0.0 14.7 12.6
Number of Traders in Each Category Total Traders: 136
. 12 . 59 19 51 8 26 12 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,988,403
Positions
31,028 137,033 6,862 924,541 486,100 243,608 411,447 929,800 26,631 173,831 62,230 862 169,593 95,277
Changes from: September 29, 2020 Total Change is: -28,781
-763 -85,321 -2,488 -20,311 36,663 -3,124 14,693 41,475 -21,757 -2,290 -1,263 -2 7,261 7,036
Percent of Open Interest Represented by Each Category of Trader
1.6 6.9 0.3 46.5 24.4 12.3 20.7 46.8 1.3 8.7 3.1 0.0 8.5 4.8
Number of Traders in Each Category Total Traders: 290
11 28 7 108 26 69 55 35 17 20 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 3,249,451
Positions
207,391 221,815 14,721 1,382,841 1,195,501 611,079 376,638 687,256 62,719 204,415 88,899 1,440 388,207 366,021
Changes from: September 29, 2020 Total Change is: -37,969
25,404 -80,163 -26,694 -26,426 37,459 -1,632 -10,868 -164 6,127 2,143 -380 232 -6,255 27,246
Percent of Open Interest Represented by Each Category of Trader
6.4 6.8 0.5 42.6 36.8 18.8 11.6 21.1 1.9 6.3 2.7 0.0 11.9 11.3
Number of Traders in Each Category Total Traders: 371
18 32 8 96 80 98 45 69 35 19 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 898,902
Positions
73,945 12,702 10,729 257,017 336,574 104,612 237,522 216,998 25,501 63,826 2,305 40 125,710 189,441
Changes from: September 29, 2020 Total Change is: -1,807
4,256 -2,864 1,351 -9,767 -7,909 4,161 3,071 15,148 -8,066 2,700 -1,190 40 447 -2,478
Percent of Open Interest Represented by Each Category of Trader
8.2 1.4 1.2 28.6 37.4 11.6 26.4 24.1 2.8 7.1 0.3 0.0 14.0 21.1
Number of Traders in Each Category Total Traders: 110
5 4 4 22 46 39 19 10 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 3,155,992
Positions
96,679 202,557 22,315 1,320,354 585,514 544,758 401,835 1,318,208 80,118 369,252 121,754 259 320,422 280,509
Changes from: September 29, 2020 Total Change is: -131,181
7,759 -65,185 -793 -126,425 -4,072 2,923 11,436 -54,897 -12,377 -2,640 18,009 0 -11,064 -14,789
Percent of Open Interest Represented by Each Category of Trader
3.1 6.4 0.7 41.8 18.6 17.3 12.7 41.8 2.5 11.7 3.9 0.0 10.2 8.9
Number of Traders in Each Category Total Traders: 291
16 21 7 86 50 78 39 56 26 13 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 1,331,620
Positions
273,567 270,096 270,558 36,643 2,033 18,289 407,604 459,308 277,603 22,924 3,779 0 24,432 29,954
Changes from: September 29, 2020 Total Change is: -167,711
-31,555 -17,179 -25,180 -13,386 -3,800 813 -66,291 -96,338 -20,974 -4,158 -1,618 -791 -6,189 -2,644
Percent of Open Interest Represented by Each Category of Trader
20.5 20.3 20.3 2.8 0.2 1.4 30.6 34.5 20.8 1.7 0.3 0.0 1.8 2.2
Number of Traders in Each Category Total Traders: 105
29 16 40 . . . 18 31 37 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 9,166,721
Positions
1,402,366 2,083,699 1,983,473 415,150 342,987 391,193 1,338,120 550,288 2,860,254 62,799 97,823 137,254 576,112 719,750
Changes from: September 29, 2020 Total Change is: 45,302
66,763 -19,536 45,320 -12,343 35,070 -48,542 -4,729 10,588 49,564 -4,536 -17,226 -22,512 -23,683 12,576
Percent of Open Interest Represented by Each Category of Trader
15.3 22.7 21.6 4.5 3.7 4.3 14.6 6.0 31.2 0.7 1.1 1.5 6.3 7.9
Number of Traders in Each Category Total Traders: 222
32 40 64 17 11 21 51 45 75 11 8 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 236,893
Positions
22,529 106,484 28,201 108 9,347 10,971 130,363 36,441 41,694 90 857 2,804 133 94
Changes from: September 29, 2020 Total Change is: 10,655
1,527 6,723 -1,026 -878 868 93 2,219 -4,456 7,239 56 -352 1,577 -152 -11
Percent of Open Interest Represented by Each Category of Trader
9.5 45.0 11.9 0.0 3.9 4.6 55.0 15.4 17.6 0.0 0.4 1.2 0.1 0.0
Number of Traders in Each Category Total Traders: 72
8 16 12 . . . 16 19 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 138,684
Positions
14,663 86,269 10,113 2,300 2,264 3,070 69,926 13,325 22,647 15,045 0 743 177 253
Changes from: September 29, 2020 Total Change is: -53,722
-8,033 -14,687 -2,851 -3,196 100 597 -28,705 -30,951 -5,942 -5,693 0 91 10 -79
Percent of Open Interest Represented by Each Category of Trader
10.6 62.2 7.3 1.7 1.6 2.2 50.4 9.6 16.3 10.8 0.0 0.5 0.1 0.2
Number of Traders in Each Category Total Traders: 74
5 19 11 . . . 18 21 25 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 131,243
Positions
0 54,387 0 3,403 2,443 0 27 9,926 63,826 63,970 500 0 17 161
Changes from: September 29, 2020 Total Change is: 8,893
0 4,211 0 811 0 0 27 -2,446 7,235 830 0 0 -10 -107
Percent of Open Interest Represented by Each Category of Trader
0.0 41.4 0.0 2.6 1.9 0.0 0.0 7.6 48.6 48.7 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 24
0 5 0 . 5 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 7,511
Positions
0 0 0 703 64 49 2,153 4,854 159 1,604 1,747 147 2,696 491
Changes from: September 29, 2020 Total Change is: 187
0 0 0 178 36 0 149 124 -133 14 265 -68 47 -37
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 9.4 0.9 0.7 28.7 64.6 2.1 21.4 23.3 2.0 35.9 6.5
Number of Traders in Each Category Total Traders: 74
0 0 0 4 . . 18 24 5 20 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 31,448
Positions
7,343 0 1 9,501 7,373 937 6,044 15,483 1,996 1,110 2,406 55 4,461 3,197
Changes from: September 29, 2020 Total Change is: 2,832
668 0 0 486 -271 -103 707 1,595 207 40 1,501 -2 829 -95
Percent of Open Interest Represented by Each Category of Trader
23.3 0.0 0.0 30.2 23.4 3.0 19.2 49.2 6.3 3.5 7.7 0.2 14.2 10.2
Number of Traders in Each Category Total Traders: 88
. 0 . 8 8 . 17 28 4 15 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 267,685
Positions
26,459 17,965 13,051 98,962 61,841 11,271 38,124 88,321 42,092 9,280 3,217 7,588 20,858 22,339
Changes from: September 29, 2020 Total Change is: 5,951
69 4,102 -84 5,383 -4,128 -1,938 -906 2,893 3,005 441 1,182 -339 320 1,258
Percent of Open Interest Represented by Each Category of Trader
9.9 6.7 4.9 37.0 23.1 4.2 14.2 33.0 15.7 3.5 1.2 2.8 7.8 8.3
Number of Traders in Each Category Total Traders: 151
13 14 20 10 30 17 27 34 39 7 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 6, 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 20,586
Positions
3,018 1,591 141 15,810 9,872 379 697 8,400 0 326 170 0 215 33
Changes from: September 29, 2020 Total Change is: 154
1,110 -87 102 -525 974 -333 -90 -534 0 -105 10 0 -5 22
Percent of Open Interest Represented by Each Category of Trader
14.7 7.7 0.7 76.8 48.0 1.8 3.4 40.8 0.0 1.6 0.8 0.0 1.0 0.2
Number of Traders in Each Category Total Traders: 34
. . . 10 4 . 4 6 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 09, 2020