Traders in Financial Futures - Futures Only Positions as of October 13, 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 121,956
Positions
4,067 37,627 108 56,207 18,395 3,540 12,775 40,373 1,285 12,303 0 23 31,648 20,605
Changes from: October 6, 2020 Total Change is: 8,138
1,001 7,535 -16 3,584 884 -508 553 667 -50 252 0 23 3,299 -397
Percent of Open Interest Represented by Each Category of Trader
3.3 30.9 0.1 46.1 15.1 2.9 10.5 33.1 1.1 10.1 0.0 0.0 26.0 16.9
Number of Traders in Each Category Total Traders: 93
5 9 . 23 9 7 13 23 8 11 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 47,725
Positions
1,630 24,043 7 10,723 4,769 5 15,420 4,335 687 0 483 0 19,253 13,396
Changes from: October 6, 2020 Total Change is: 2,687
-375 362 -2 1,752 413 -354 77 879 229 0 0 0 1,360 1,160
Percent of Open Interest Represented by Each Category of Trader
3.4 50.4 0.0 22.5 10.0 0.0 32.3 9.1 1.4 0.0 1.0 0.0 40.3 28.1
Number of Traders in Each Category Total Traders: 40
. 5 . 12 5 . 10 6 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 148,279
Positions
29,279 15,213 269 44,704 62,276 5,264 37,686 28,781 1,738 1,600 6,374 0 27,739 28,364
Changes from: October 6, 2020 Total Change is: -8,188
-8,331 166 181 354 -7,806 1,082 -2,844 -2,709 -1,233 0 -29 0 2,603 2,160
Percent of Open Interest Represented by Each Category of Trader
19.7 10.3 0.2 30.1 42.0 3.6 25.4 19.4 1.2 1.1 4.3 0.0 18.7 19.1
Number of Traders in Each Category Total Traders: 98
7 7 . 15 21 12 21 23 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 165,616
Positions
4,695 92,730 319 92,746 10,625 7,225 27,822 32,390 2,059 926 564 0 29,824 19,704
Changes from: October 6, 2020 Total Change is: 2,592
111 -938 33 451 -708 -419 1,913 2,377 862 0 0 0 -359 1,385
Percent of Open Interest Represented by Each Category of Trader
2.8 56.0 0.2 56.0 6.4 4.4 16.8 19.6 1.2 0.6 0.3 0.0 18.0 11.9
Number of Traders in Each Category Total Traders: 113
4 9 . 35 14 15 29 18 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 646,165
Positions
30,856 443,178 3,346 374,580 70,287 20,102 63,825 53,514 4,674 54,393 6,977 1,953 92,436 42,134
Changes from: October 6, 2020 Total Change is: -5,970
-1,120 -9,413 28 -3,185 -3,723 2,986 -4,326 2,786 -239 266 325 -33 -347 1,313
Percent of Open Interest Represented by Each Category of Trader
4.8 68.6 0.5 58.0 10.9 3.1 9.9 8.3 0.7 8.4 1.1 0.3 14.3 6.5
Number of Traders in Each Category Total Traders: 292
13 12 9 109 31 41 49 32 20 33 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 24,699
Positions
0 8,609 0 9,304 2,392 1,844 0 6,621 0 0 449 0 13,551 4,784
Changes from: October 6, 2020 Total Change is: -118
0 0 0 4 -37 -7 0 39 0 0 0 0 -115 -113
Percent of Open Interest Represented by Each Category of Trader
0.0 34.9 0.0 37.7 9.7 7.5 0.0 26.8 0.0 0.0 1.8 0.0 54.9 19.4
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 13, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 137,281
Positions
3,792 48,216 106 55,222 42,978 2,518 47,132 24,817 1,096 1,226 10 0 26,189 17,540
Changes from: October 6, 2020 Total Change is: 5,162
348 1,955 -109 3,879 -4,317 124 -201 9,933 -197 0 -10 0 1,318 -2,217
Percent of Open Interest Represented by Each Category of Trader
2.8 35.1 0.1 40.2 31.3 1.8 34.3 18.1 0.8 0.9 0.0 0.0 19.1 12.8
Number of Traders in Each Category Total Traders: 81
. 7 . 22 8 7 21 19 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 21,869
Positions
835 7,796 77 8,453 9,727 5 9,936 1,758 117 1,157 645 0 1,289 1,744
Changes from: October 6, 2020 Total Change is: 555
-163 0 3 333 1,006 0 483 -325 15 -100 -2 0 -16 -142
Percent of Open Interest Represented by Each Category of Trader
3.8 35.6 0.4 38.7 44.5 0.0 45.4 8.0 0.5 5.3 2.9 0.0 5.9 8.0
Number of Traders in Each Category Total Traders: 44
. . . 5 5 . 12 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 118,828
Positions
2,713 58,980 505 66,648 3,390 739 35,991 32,009 1,695 4,141 18,033 5 6,391 3,472
Changes from: October 6, 2020 Total Change is: -1,846
-3,618 -86 -173 2,126 -465 -205 -1,406 -1,429 730 -230 78 0 930 -296
Percent of Open Interest Represented by Each Category of Trader
2.3 49.6 0.4 56.1 2.9 0.6 30.3 26.9 1.4 3.5 15.2 0.0 5.4 2.9
Number of Traders in Each Category Total Traders: 121
. 7 . 23 9 5 38 26 9 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 40,518
Positions
22,892 0 83 4,373 27,613 324 7,841 5,814 380 2,156 3,166 0 2,469 3,138
Changes from: October 6, 2020 Total Change is: 518
13 0 -13 393 1,281 -46 355 -919 123 -631 2 0 324 90
Percent of Open Interest Represented by Each Category of Trader
56.5 0.0 0.2 10.8 68.1 0.8 19.4 14.3 0.9 5.3 7.8 0.0 6.1 7.7
Number of Traders in Each Category Total Traders: 58
. 0 . 8 8 . 11 15 4 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 38,209
Positions
4,729 10,305 0 11,788 7,296 516 15,447 15,123 757 508 1,128 6 4,458 3,078
Changes from: October 6, 2020 Total Change is: 3,597
-603 1,647 0 929 701 -133 3,419 1,229 -247 226 -20 0 6 420
Percent of Open Interest Represented by Each Category of Trader
12.4 27.0 0.0 30.9 19.1 1.4 40.4 39.6 2.0 1.3 3.0 0.0 11.7 8.1
Number of Traders in Each Category Total Traders: 89
4 5 0 20 5 4 33 14 6 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 12,482
Positions
2,612 0 0 4,930 2,543 0 4,015 8,448 31 167 160 0 727 1,300
Changes from: October 6, 2020 Total Change is: 674
0 0 0 148 -21 0 596 753 0 0 60 0 -70 -118
Percent of Open Interest Represented by Each Category of Trader
20.9 0.0 0.0 39.5 20.4 0.0 32.2 67.7 0.2 1.3 1.3 0.0 5.8 10.4
Number of Traders in Each Category Total Traders: 23
. 0 0 . 4 0 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 44,989
Positions
11,871 15,974 1,917 11,713 960 475 10,630 4,344 177 518 14,746 0 7,690 6,398
Changes from: October 6, 2020 Total Change is: 2,108
660 1,745 563 -600 -341 -98 1,116 -673 -131 146 177 0 452 865
Percent of Open Interest Represented by Each Category of Trader
26.4 35.5 4.3 26.0 2.1 1.1 23.6 9.7 0.4 1.2 32.8 0.0 17.1 14.2
Number of Traders in Each Category Total Traders: 93
15 17 5 17 . 8 25 8 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 89,977
Positions
23,742 31,948 3,833 23,426 1,919 949 21,259 8,687 353 1,036 29,492 0 15,379 12,796
Changes from: October 6, 2020 Total Change is: 4,215
1,320 3,490 1,125 -1,200 -682 -196 2,232 -1,345 -261 292 354 0 903 1,730
Percent of Open Interest Represented by Each Category of Trader
26.4 35.5 4.3 26.0 2.1 1.1 23.6 9.7 0.4 1.2 32.8 0.0 17.1 14.2
Number of Traders in Each Category Total Traders: 93
15 17 5 17 . 8 25 8 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 34,918
Positions
9,562 17,017 12 16,247 8,632 5,341 1,742 2,715 0 0 431 0 2,014 770
Changes from: October 6, 2020 Total Change is: -969
559 799 0 -1,513 -117 117 -72 -1,500 0 0 0 0 -60 -268
Percent of Open Interest Represented by Each Category of Trader
27.4 48.7 0.0 46.5 24.7 15.3 5.0 7.8 0.0 0.0 1.2 0.0 5.8 2.2
Number of Traders in Each Category Total Traders: 28
5 6 . 12 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 509,854
Positions
58,976 92,507 12,212 248,018 114,811 55,404 36,754 82,869 13,448 21,170 72,723 1,186 62,687 64,694
Changes from: October 6, 2020 Total Change is: 2,669
-3,547 -1,672 5,592 4,223 -11,549 46 -3,163 9,717 -629 -2,027 1,358 81 2,094 -273
Percent of Open Interest Represented by Each Category of Trader
11.6 18.1 2.4 48.6 22.5 10.9 7.2 16.3 2.6 4.2 14.3 0.2 12.3 12.7
Number of Traders in Each Category Total Traders: 550
32 35 19 162 87 121 60 103 51 29 42 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 24,286
Positions
18,488 3,335 176 2,093 12,118 106 227 3,652 17 0 0 0 3,179 4,882
Changes from: October 6, 2020 Total Change is: 2,061
1,530 1,453 158 -12 428 0 0 416 0 0 0 0 385 -394
Percent of Open Interest Represented by Each Category of Trader
76.1 13.7 0.7 8.6 49.9 0.4 0.9 15.0 0.1 0.0 0.0 0.0 13.1 20.1
Number of Traders in Each Category Total Traders: 25
7 4 . 4 4 . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 2,471,530
Positions
286,829 479,450 30,825 1,240,089 574,053 277,018 183,408 427,655 43,273 105,848 363,615 5,932 298,308 269,709
Changes from: October 6, 2020 Total Change is: -4,660
-12,286 -323 6,974 21,115 -57,747 231 -24,560 45,979 5,677 -10,133 6,788 403 7,919 -12,642
Percent of Open Interest Represented by Each Category of Trader
11.6 19.4 1.2 50.2 23.2 11.2 7.4 17.3 1.8 4.3 14.7 0.2 12.1 10.9
Number of Traders in Each Category Total Traders: 549
32 35 18 162 87 121 60 102 48 29 42 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 113,731
Positions
0 4,655 0 19,226 0 3 23,106 60,312 4,210 0 17,337 0 67,186 27,214
Changes from: October 6, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 4.1 0.0 16.9 0.0 0.0 20.3 53.0 3.7 0.0 15.2 0.0 59.1 23.9
Number of Traders in Each Category Total Traders: 21
0 . 0 . 0 . 7 8 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 56,363
Positions
5,670 9,958 275 35,535 36,979 1,708 3,008 2,348 290 0 0 0 9,877 4,805
Changes from: October 6, 2020 Total Change is: -1,023
-665 1,123 2 -511 -3,349 360 -543 34 57 0 0 0 277 750
Percent of Open Interest Represented by Each Category of Trader
10.1 17.7 0.5 63.0 65.6 3.0 5.3 4.2 0.5 0.0 0.0 0.0 17.5 8.5
Number of Traders in Each Category Total Traders: 69
5 7 . 26 18 11 8 5 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 45,242
Positions
8,288 10,192 309 13,403 7,430 1,152 9,154 14,277 729 2,312 4,225 83 9,812 6,844
Changes from: October 6, 2020 Total Change is: -10,258
-10,139 6,390 267 -177 185 -64 -226 3,360 74 -135 -20,623 -28 172 182
Percent of Open Interest Represented by Each Category of Trader
18.3 22.5 0.7 29.6 16.4 2.5 20.2 31.6 1.6 5.1 9.3 0.2 21.7 15.1
Number of Traders in Each Category Total Traders: 273
20 22 5 69 47 41 40 47 21 10 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 226,211
Positions
41,440 50,961 1,547 67,015 37,152 5,761 45,772 71,387 3,643 11,559 21,123 416 49,058 34,221
Changes from: October 6, 2020 Total Change is: -51,291
-50,697 31,948 1,333 -887 923 -320 -1,132 16,800 372 -677 -103,115 -142 859 910
Percent of Open Interest Represented by Each Category of Trader
18.3 22.5 0.7 29.6 16.4 2.5 20.2 31.6 1.6 5.1 9.3 0.2 21.7 15.1
Number of Traders in Each Category Total Traders: 273
20 22 5 69 47 41 40 47 21 10 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 539,809
Positions
85,934 73,228 4,710 283,095 209,113 52,732 77,105 105,843 4,735 6,655 67,811 18 24,825 21,619
Changes from: October 6, 2020 Total Change is: 25,551
-1,260 19,834 135 16,709 -5,366 -3,053 12,507 14,246 -572 54 883 -815 1,846 259
Percent of Open Interest Represented by Each Category of Trader
15.9 13.6 0.9 52.4 38.7 9.8 14.3 19.6 0.9 1.2 12.6 0.0 4.6 4.0
Number of Traders in Each Category Total Traders: 344
30 20 5 97 57 57 53 56 18 11 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 12,909
Positions
4,117 10,586 0 2,897 1,719 0 5,191 0 74 0 205 0 630 325
Changes from: October 6, 2020 Total Change is: -55
0 39 0 53 -318 0 -136 0 0 0 205 0 28 19
Percent of Open Interest Represented by Each Category of Trader
31.9 82.0 0.0 22.4 13.3 0.0 40.2 0.0 0.6 0.0 1.6 0.0 4.9 2.5
Number of Traders in Each Category Total Traders: 22
. 7 0 5 . 0 5 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 17,352
Positions
0 10,505 0 8,495 1,121 21 4,369 1,456 0 460 1,244 0 4,007 3,005
Changes from: October 6, 2020 Total Change is: 2,476
-226 3,336 0 -71 0 0 2,188 -131 0 137 -207 0 448 -522
Percent of Open Interest Represented by Each Category of Trader
0.0 60.5 0.0 49.0 6.5 0.1 25.2 8.4 0.0 2.7 7.2 0.0 23.1 17.3
Number of Traders in Each Category Total Traders: 23
0 . 0 8 . . 5 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 43,723
Positions
12,963 9,513 267 13,399 6,907 1,162 6,248 9,977 0 1,783 5,566 0 7,901 10,331
Changes from: October 6, 2020 Total Change is: 2,653
4,439 526 -59 212 -80 30 -1,081 2,207 -5 -669 1,083 0 -214 -1,049
Percent of Open Interest Represented by Each Category of Trader
29.6 21.8 0.6 30.6 15.8 2.7 14.3 22.8 0.0 4.1 12.7 0.0 18.1 23.6
Number of Traders in Each Category Total Traders: 68
6 10 . 11 9 6 11 15 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 425,288
Positions
39,025 239,637 4,461 314,043 117,071 32,485 20,359 19,404 1,154 5,602 4,721 0 8,159 6,355
Changes from: October 6, 2020 Total Change is: 6,176
1,281 6,972 18 248 -5,795 2,393 3,323 3,116 -20 -101 -547 0 -966 39
Percent of Open Interest Represented by Each Category of Trader
9.2 56.3 1.0 73.8 27.5 7.6 4.8 4.6 0.3 1.3 1.1 0.0 1.9 1.5
Number of Traders in Each Category Total Traders: 176
12 14 5 65 46 39 13 15 5 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 1,245,444
Positions
101,639 680,450 6,018 890,885 248,816 101,021 83,863 57,518 7,521 28,550 132,618 2,487 23,460 8,995
Changes from: October 6, 2020 Total Change is: 10,563
4,319 24,225 2,798 17,588 -10,335 -9,575 6,045 -10,401 159 -10 15,405 43 -10,804 -1,756
Percent of Open Interest Represented by Each Category of Trader
8.2 54.6 0.5 71.5 20.0 8.1 6.7 4.6 0.6 2.3 10.6 0.2 1.9 0.7
Number of Traders in Each Category Total Traders: 429
26 21 9 177 67 81 59 36 18 28 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 197,258
Positions
50,498 154,623 32,675 21,813 0 2,486 79,709 0 6,668 3,038 65 148 223 593
Changes from: October 6, 2020 Total Change is: 2,896
2,034 2,870 117 -1,186 0 0 1,970 -30 18 26 0 0 -83 -79
Percent of Open Interest Represented by Each Category of Trader
25.6 78.4 16.6 11.1 0.0 1.3 40.4 0.0 3.4 1.5 0.0 0.1 0.1 0.3
Number of Traders in Each Category Total Traders: 81
11 19 16 14 0 . 28 0 4 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 1,205,875
Positions
5,756 148,641 4,299 677,193 170,966 178,801 82,324 512,085 32,423 65,466 18,313 40 159,573 140,307
Changes from: October 6, 2020 Total Change is: 7,804
-715 18,259 339 -1,952 -12,647 8,804 -3,347 6,594 407 -14 1,818 0 4,282 -15,770
Percent of Open Interest Represented by Each Category of Trader
0.5 12.3 0.4 56.2 14.2 14.8 6.8 42.5 2.7 5.4 1.5 0.0 13.2 11.6
Number of Traders in Each Category Total Traders: 188
5 23 6 61 28 46 22 36 14 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 990,400
Positions
27,306 94,755 0 520,709 176,321 178,886 56,524 388,590 15,651 49,518 21,455 0 141,806 114,742
Changes from: October 6, 2020 Total Change is: 10,692
2,076 6,254 -197 6,984 966 5,171 -1,862 7,064 -247 676 26 0 -1,909 -8,345
Percent of Open Interest Represented by Each Category of Trader
2.8 9.6 0.0 52.6 17.8 18.1 5.7 39.2 1.6 5.0 2.2 0.0 14.3 11.6
Number of Traders in Each Category Total Traders: 141
. 12 0 59 21 53 8 28 12 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 1,985,582
Positions
33,435 157,155 9,231 944,206 511,288 243,048 396,648 891,307 20,930 172,671 62,263 849 164,564 89,511
Changes from: October 6, 2020 Total Change is: -2,821
2,407 20,122 2,369 19,665 25,188 -560 -14,799 -38,493 -5,701 -1,160 33 -13 -5,029 -5,766
Percent of Open Interest Represented by Each Category of Trader
1.7 7.9 0.5 47.6 25.8 12.2 20.0 44.9 1.1 8.7 3.1 0.0 8.3 4.5
Number of Traders in Each Category Total Traders: 284
11 27 6 100 26 66 56 38 17 19 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 3,246,095
Positions
177,447 282,132 30,700 1,401,426 1,180,314 624,199 348,958 624,694 60,633 220,786 85,739 1,347 380,599 356,337
Changes from: October 6, 2020 Total Change is: -3,356
-29,944 60,317 15,979 18,585 -15,187 13,120 -27,680 -62,562 -2,086 16,371 -3,160 -93 -7,608 -9,684
Percent of Open Interest Represented by Each Category of Trader
5.5 8.7 0.9 43.2 36.4 19.2 10.8 19.2 1.9 6.8 2.6 0.0 11.7 11.0
Number of Traders in Each Category Total Traders: 376
19 36 12 99 77 100 47 66 36 20 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 902,335
Positions
68,843 15,640 10,199 261,402 338,404 103,765 242,293 204,285 38,239 51,189 2,305 40 126,365 189,458
Changes from: October 6, 2020 Total Change is: 3,433
-5,102 2,938 -530 4,385 1,830 -847 4,771 -12,713 12,738 -12,637 0 0 655 17
Percent of Open Interest Represented by Each Category of Trader
7.6 1.7 1.1 29.0 37.5 11.5 26.9 22.6 4.2 5.7 0.3 0.0 14.0 21.0
Number of Traders in Each Category Total Traders: 111
5 4 4 23 45 40 21 9 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 3,111,866
Positions
95,694 228,756 19,790 1,289,840 566,933 542,017 407,754 1,278,053 70,169 361,794 126,706 271 324,537 279,171
Changes from: October 6, 2020 Total Change is: -44,126
-985 26,199 -2,525 -30,514 -18,581 -2,741 5,919 -40,155 -9,949 -7,458 4,952 12 4,115 -1,338
Percent of Open Interest Represented by Each Category of Trader
3.1 7.4 0.6 41.4 18.2 17.4 13.1 41.1 2.3 11.6 4.1 0.0 10.4 9.0
Number of Traders in Each Category Total Traders: 287
14 22 7 86 49 76 41 52 23 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 1,340,570
Positions
255,490 325,143 284,831 39,793 2,033 15,639 423,293 400,785 278,950 16,498 3,779 0 26,076 29,410
Changes from: October 6, 2020 Total Change is: 8,950
-18,077 55,047 14,273 3,150 0 -2,650 15,689 -58,523 1,347 -6,426 0 0 1,644 -544
Percent of Open Interest Represented by Each Category of Trader
19.1 24.3 21.2 3.0 0.2 1.2 31.6 29.9 20.8 1.2 0.3 0.0 1.9 2.2
Number of Traders in Each Category Total Traders: 102
30 16 41 . . . 19 26 35 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 9,268,545
Positions
1,507,639 2,122,520 1,958,386 380,212 293,211 389,300 1,237,830 546,936 3,037,230 71,698 97,132 138,731 547,519 685,099
Changes from: October 6, 2020 Total Change is: 101,824
105,273 38,821 -25,087 -34,938 -49,776 -1,893 -100,290 -3,352 176,976 8,899 -691 1,477 -28,593 -34,651
Percent of Open Interest Represented by Each Category of Trader
16.3 22.9 21.1 4.1 3.2 4.2 13.4 5.9 32.8 0.8 1.0 1.5 5.9 7.4
Number of Traders in Each Category Total Traders: 228
35 40 68 23 7 22 51 45 75 12 8 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 243,833
Positions
22,905 119,645 26,930 0 6,335 11,318 138,095 34,229 41,841 99 928 2,515 130 92
Changes from: October 6, 2020 Total Change is: 6,940
376 13,161 -1,271 -108 -3,012 347 7,732 -2,212 147 9 71 -289 -3 -2
Percent of Open Interest Represented by Each Category of Trader
9.4 49.1 11.0 0.0 2.6 4.6 56.6 14.0 17.2 0.0 0.4 1.0 0.1 0.0
Number of Traders in Each Category Total Traders: 73
8 16 13 0 4 . 17 19 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 143,001
Positions
14,912 84,196 9,293 2,230 2,330 3,147 69,729 16,888 25,944 16,615 0 985 146 218
Changes from: October 6, 2020 Total Change is: 4,317
249 -2,073 -820 -70 66 77 -197 3,563 3,297 1,570 0 242 -31 -35
Percent of Open Interest Represented by Each Category of Trader
10.4 58.9 6.5 1.6 1.6 2.2 48.8 11.8 18.1 11.6 0.0 0.7 0.1 0.2
Number of Traders in Each Category Total Traders: 75
4 20 10 . 4 . 16 24 25 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 131,876
Positions
0 55,021 0 3,403 2,003 0 81 7,672 66,510 61,865 500 0 17 170
Changes from: October 6, 2020 Total Change is: 633
0 634 0 0 -440 0 54 -2,254 2,684 -2,105 0 0 0 9
Percent of Open Interest Represented by Each Category of Trader
0.0 41.7 0.0 2.6 1.5 0.0 0.1 5.8 50.4 46.9 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 23
0 4 0 . 5 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 9,353
Positions
0 0 0 702 0 0 3,487 6,314 307 1,713 2,063 183 2,961 486
Changes from: October 6, 2020 Total Change is: 1,842
0 0 0 -1 -64 -49 1,334 1,460 148 109 316 36 265 -5
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 7.5 0.0 0.0 37.3 67.5 3.3 18.3 22.1 2.0 31.7 5.2
Number of Traders in Each Category Total Traders: 82
0 0 0 4 0 0 24 22 5 22 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 29,233
Positions
350 3,321 0 10,326 7,662 908 8,598 9,496 2,570 2,057 2,578 0 4,424 2,698
Changes from: October 6, 2020 Total Change is: -2,215
-6,993 3,321 -1 825 289 -29 2,554 -5,987 574 947 172 -55 -37 -499
Percent of Open Interest Represented by Each Category of Trader
1.2 11.4 0.0 35.3 26.2 3.1 29.4 32.5 8.8 7.0 8.8 0.0 15.1 9.2
Number of Traders in Each Category Total Traders: 95
. . 0 8 7 . 23 30 5 14 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 280,383
Positions
34,871 19,570 13,350 106,403 66,585 14,967 35,532 94,110 39,585 8,284 2,056 6,957 20,434 23,203
Changes from: October 6, 2020 Total Change is: 12,698
8,412 1,605 299 7,441 4,744 3,696 -2,592 5,789 -2,507 -996 -1,161 -631 -424 864
Percent of Open Interest Represented by Each Category of Trader
12.4 7.0 4.8 37.9 23.7 5.3 12.7 33.6 14.1 3.0 0.7 2.5 7.3 8.3
Number of Traders in Each Category Total Traders: 152
10 14 17 12 32 18 24 38 43 6 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 20,570
Positions
3,018 1,732 0 15,952 9,460 351 689 8,824 1 326 170 0 233 32
Changes from: October 6, 2020 Total Change is: -16
0 141 -141 142 -412 -28 -8 424 1 0 0 0 18 -1
Percent of Open Interest Represented by Each Category of Trader
14.7 8.4 0.0 77.5 46.0 1.7 3.3 42.9 0.0 1.6 0.8 0.0 1.1 0.2
Number of Traders in Each Category Total Traders: 34
. . 0 10 4 . 5 5 . 5 . 0
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Updated October 16, 2020