Traders in Financial Futures - Futures Only Positions as of October 20, 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 123,266
Positions
5,073 35,304 155 56,504 19,774 3,228 13,348 43,776 2,241 11,311 0 29 31,377 18,759
Changes from: October 13, 2020 Total Change is: 1,310
1,006 -2,323 47 297 1,379 -312 573 3,403 956 -992 0 6 -271 -1,846
Percent of Open Interest Represented by Each Category of Trader
4.1 28.6 0.1 45.8 16.0 2.6 10.8 35.5 1.8 9.2 0.0 0.0 25.5 15.2
Number of Traders in Each Category Total Traders: 101
5 9 . 23 10 8 16 28 13 10 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 52,755
Positions
2,163 27,018 76 12,541 4,744 2 18,632 7,348 122 0 483 0 19,219 12,962
Changes from: October 13, 2020 Total Change is: 5,030
533 2,975 69 1,818 -25 -3 3,212 3,013 -565 0 0 0 -34 -434
Percent of Open Interest Represented by Each Category of Trader
4.1 51.2 0.1 23.8 9.0 0.0 35.3 13.9 0.2 0.0 0.9 0.0 36.4 24.6
Number of Traders in Each Category Total Traders: 45
. 6 . 13 5 . 10 8 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 146,356
Positions
28,535 14,140 901 44,170 68,057 4,403 40,082 23,650 3,201 1,600 6,214 0 23,464 25,790
Changes from: October 13, 2020 Total Change is: -1,923
-744 -1,073 632 -534 5,781 -861 2,396 -5,131 1,463 0 -160 0 -4,275 -2,574
Percent of Open Interest Represented by Each Category of Trader
19.5 9.7 0.6 30.2 46.5 3.0 27.4 16.2 2.2 1.1 4.2 0.0 16.0 17.6
Number of Traders in Each Category Total Traders: 102
8 6 4 15 25 12 25 20 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 166,091
Positions
4,815 92,657 304 94,480 11,708 6,826 28,306 36,443 353 926 564 0 30,081 17,236
Changes from: October 13, 2020 Total Change is: 475
120 -73 -15 1,734 1,083 -399 484 4,053 -1,706 0 0 0 257 -2,468
Percent of Open Interest Represented by Each Category of Trader
2.9 55.8 0.2 56.9 7.0 4.1 17.0 21.9 0.2 0.6 0.3 0.0 18.1 10.4
Number of Traders in Each Category Total Traders: 116
4 9 . 31 18 13 24 26 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 644,667
Positions
32,301 442,622 3,218 367,379 68,726 19,677 67,693 57,879 3,694 54,750 6,464 1,936 94,019 40,451
Changes from: October 13, 2020 Total Change is: -1,498
1,445 -556 -128 -7,201 -1,561 -425 3,868 4,365 -980 357 -513 -17 1,583 -1,683
Percent of Open Interest Represented by Each Category of Trader
5.0 68.7 0.5 57.0 10.7 3.1 10.5 9.0 0.6 8.5 1.0 0.3 14.6 6.3
Number of Traders in Each Category Total Traders: 295
13 13 10 110 30 39 52 32 22 33 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 24,708
Positions
0 8,725 0 9,611 2,549 1,844 0 6,406 0 0 449 0 13,253 4,735
Changes from: October 13, 2020 Total Change is: 9
0 116 0 307 157 0 0 -215 0 0 0 0 -298 -49
Percent of Open Interest Represented by Each Category of Trader
0.0 35.3 0.0 38.9 10.3 7.5 0.0 25.9 0.0 0.0 1.8 0.0 53.6 19.2
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 20, 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 134,220
Positions
4,384 49,052 63 51,249 43,950 2,227 46,706 18,625 1,428 1,226 1,130 0 26,937 17,745
Changes from: October 13, 2020 Total Change is: -3,061
592 836 -43 -3,973 972 -291 -426 -6,192 332 0 1,120 0 748 205
Percent of Open Interest Represented by Each Category of Trader
3.3 36.5 0.0 38.2 32.7 1.7 34.8 13.9 1.1 0.9 0.8 0.0 20.1 13.2
Number of Traders in Each Category Total Traders: 80
. 9 . 21 8 7 20 17 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 21,943
Positions
813 7,796 84 8,679 10,190 5 9,810 1,230 102 1,421 640 0 1,029 1,896
Changes from: October 13, 2020 Total Change is: 74
-22 0 7 226 463 0 -126 -528 -15 264 -5 0 -260 152
Percent of Open Interest Represented by Each Category of Trader
3.7 35.5 0.4 39.6 46.4 0.0 44.7 5.6 0.5 6.5 2.9 0.0 4.7 8.6
Number of Traders in Each Category Total Traders: 44
. . . 5 5 . 12 7 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 124,948
Positions
4,619 57,619 839 65,669 3,186 542 41,170 32,858 1,325 4,546 25,184 0 6,238 3,395
Changes from: October 13, 2020 Total Change is: 6,120
1,906 -1,361 334 -979 -204 -197 5,179 849 -370 405 7,151 -5 -153 -77
Percent of Open Interest Represented by Each Category of Trader
3.7 46.1 0.7 52.6 2.5 0.4 32.9 26.3 1.1 3.6 20.2 0.0 5.0 2.7
Number of Traders in Each Category Total Traders: 127
. 7 . 24 8 5 39 25 8 9 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 41,269
Positions
22,779 0 85 4,964 28,319 299 8,361 6,342 157 2,256 3,189 0 2,368 2,878
Changes from: October 13, 2020 Total Change is: 751
-113 0 2 591 706 -25 520 528 -223 100 23 0 -101 -260
Percent of Open Interest Represented by Each Category of Trader
55.2 0.0 0.2 12.0 68.6 0.7 20.3 15.4 0.4 5.5 7.7 0.0 5.7 7.0
Number of Traders in Each Category Total Traders: 55
. 0 . 7 9 . 11 13 . 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 37,295
Positions
5,892 10,324 1 12,215 7,970 469 13,475 14,289 282 331 1,071 6 4,624 2,883
Changes from: October 13, 2020 Total Change is: -914
1,163 19 1 427 674 -47 -1,972 -834 -475 -177 -57 0 166 -195
Percent of Open Interest Represented by Each Category of Trader
15.8 27.7 0.0 32.8 21.4 1.3 36.1 38.3 0.8 0.9 2.9 0.0 12.4 7.7
Number of Traders in Each Category Total Traders: 78
5 4 . 20 5 5 21 17 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 13,594
Positions
2,612 0 0 4,797 2,551 0 5,200 9,388 31 167 292 0 787 1,332
Changes from: October 13, 2020 Total Change is: 1,112
0 0 0 -133 8 0 1,185 940 0 0 132 0 60 32
Percent of Open Interest Represented by Each Category of Trader
19.2 0.0 0.0 35.3 18.8 0.0 38.3 69.1 0.2 1.2 2.1 0.0 5.8 9.8
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 20, 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 47,565
Positions
11,440 19,507 2,020 14,037 1,370 452 10,830 4,372 180 491 14,396 21 8,095 5,249
Changes from: October 13, 2020 Total Change is: 2,576
-431 3,533 103 2,324 410 -23 200 28 3 -27 -350 21 406 -1,149
Percent of Open Interest Represented by Each Category of Trader
24.1 41.0 4.2 29.5 2.9 1.0 22.8 9.2 0.4 1.0 30.3 0.0 17.0 11.0
Number of Traders in Each Category Total Traders: 92
15 17 5 16 4 6 22 10 4 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 95,129
Positions
22,880 39,013 4,039 28,074 2,739 904 21,659 8,743 359 982 28,792 42 16,190 10,498
Changes from: October 13, 2020 Total Change is: 5,152
-862 7,065 206 4,648 820 -45 400 56 6 -54 -700 42 811 -2,298
Percent of Open Interest Represented by Each Category of Trader
24.1 41.0 4.2 29.5 2.9 1.0 22.8 9.2 0.4 1.0 30.3 0.0 17.0 11.0
Number of Traders in Each Category Total Traders: 92
15 17 5 16 4 6 22 10 4 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 35,046
Positions
9,639 16,808 12 16,047 8,942 5,333 1,920 2,661 0 0 431 0 2,095 859
Changes from: October 13, 2020 Total Change is: 128
77 -209 0 -200 310 -8 178 -54 0 0 0 0 81 89
Percent of Open Interest Represented by Each Category of Trader
27.5 48.0 0.0 45.8 25.5 15.2 5.5 7.6 0.0 0.0 1.2 0.0 6.0 2.5
Number of Traders in Each Category Total Traders: 27
5 5 . 12 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 503,160
Positions
56,464 95,743 12,115 245,254 118,693 52,465 38,790 76,558 14,305 22,679 72,733 2,017 59,071 58,531
Changes from: October 13, 2020 Total Change is: -6,694
-2,511 3,236 -97 -2,764 3,882 -2,938 2,036 -6,312 857 1,509 10 830 -3,616 -6,163
Percent of Open Interest Represented by Each Category of Trader
11.2 19.0 2.4 48.7 23.6 10.4 7.7 15.2 2.8 4.5 14.5 0.4 11.7 11.6
Number of Traders in Each Category Total Traders: 556
37 34 20 159 93 118 65 94 47 34 40 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 22,716
Positions
18,346 6,998 263 2,114 9,904 106 218 4,046 26 0 0 0 1,643 1,373
Changes from: October 13, 2020 Total Change is: -1,570
-142 3,663 87 21 -2,214 0 -9 394 9 0 0 0 -1,536 -3,509
Percent of Open Interest Represented by Each Category of Trader
80.8 30.8 1.2 9.3 43.6 0.5 1.0 17.8 0.1 0.0 0.0 0.0 7.2 6.0
Number of Traders in Each Category Total Traders: 27
7 5 . 4 5 . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 2,435,244
Positions
271,396 490,806 27,164 1,226,270 593,464 262,326 198,620 389,239 45,232 117,893 363,665 5,583 280,760 257,765
Changes from: October 13, 2020 Total Change is: -36,286
-15,433 11,356 -3,661 -13,819 19,411 -14,692 15,212 -38,416 1,959 12,045 50 -349 -17,548 -11,944
Percent of Open Interest Represented by Each Category of Trader
11.1 20.2 1.1 50.4 24.4 10.8 8.2 16.0 1.9 4.8 14.9 0.2 11.5 10.6
Number of Traders in Each Category Total Traders: 556
36 35 19 159 93 118 64 95 45 34 40 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 12,064
Positions
1,525 10,333 0 6,410 321 384 1,162 0 0 361 0 0 2,222 1,026
Changes from: October 13, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
12.6 85.7 0.0 53.1 2.7 3.2 9.6 0.0 0.0 3.0 0.0 0.0 18.4 8.5
Number of Traders in Each Category Total Traders: 21
. 9 0 5 . . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 122,647
Positions
0 5,664 0 18,081 0 0 29,499 69,533 6,115 2,488 17,253 0 66,464 24,082
Changes from: October 13, 2020 Total Change is: 8,916
0 1,009 0 -1,145 0 -3 6,393 9,221 1,905 2,488 -84 0 -722 -3,132
Percent of Open Interest Represented by Each Category of Trader
0.0 4.6 0.0 14.7 0.0 0.0 24.1 56.7 5.0 2.0 14.1 0.0 54.2 19.6
Number of Traders in Each Category Total Traders: 22
0 . 0 . 0 0 6 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 57,198
Positions
5,263 11,780 276 36,486 37,051 1,555 3,533 1,865 186 0 330 0 9,899 4,155
Changes from: October 13, 2020 Total Change is: 835
-407 1,822 1 951 72 -153 525 -483 -104 0 330 0 22 -650
Percent of Open Interest Represented by Each Category of Trader
9.2 20.6 0.5 63.8 64.8 2.7 6.2 3.3 0.3 0.0 0.6 0.0 17.3 7.3
Number of Traders in Each Category Total Traders: 72
5 8 . 27 17 10 10 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 43,978
Positions
10,099 9,030 254 11,023 7,508 1,333 8,943 14,610 465 2,381 4,283 110 9,370 6,385
Changes from: October 13, 2020 Total Change is: -1,264
1,811 -1,162 -55 -2,380 78 181 -211 333 -264 69 58 27 -441 -459
Percent of Open Interest Represented by Each Category of Trader
23.0 20.5 0.6 25.1 17.1 3.0 20.3 33.2 1.1 5.4 9.7 0.2 21.3 14.5
Number of Traders in Each Category Total Traders: 280
22 22 4 67 42 34 46 51 18 10 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 219,891
Positions
50,495 45,149 1,270 55,115 37,541 6,667 44,716 73,052 2,324 11,904 21,414 549 46,851 31,925
Changes from: October 13, 2020 Total Change is: -6,320
9,055 -5,812 -277 -11,900 389 906 -1,056 1,665 -1,319 345 291 133 -2,207 -2,296
Percent of Open Interest Represented by Each Category of Trader
23.0 20.5 0.6 25.1 17.1 3.0 20.3 33.2 1.1 5.4 9.7 0.2 21.3 14.5
Number of Traders in Each Category Total Traders: 280
22 22 4 67 42 34 46 51 18 10 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 142,782
Positions
0 0 0 0 0 0 114,297 7,836 5,802 426 9,976 4 22,253 119,164
Changes from: October 13, 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 80.1 5.5 4.1 0.3 7.0 0.0 15.6 83.5
Number of Traders in Each Category Total Traders: 23
0 0 0 0 0 0 11 5 6 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 545,066
Positions
84,183 85,923 4,276 295,708 209,654 48,532 76,252 106,845 3,614 6,732 67,201 14 25,755 19,007
Changes from: October 13, 2020 Total Change is: 5,257
-1,751 12,695 -434 12,613 541 -4,200 -853 1,002 -1,121 77 -610 -4 930 -2,612
Percent of Open Interest Represented by Each Category of Trader
15.4 15.8 0.8 54.3 38.5 8.9 14.0 19.6 0.7 1.2 12.3 0.0 4.7 3.5
Number of Traders in Each Category Total Traders: 343
29 19 7 103 55 53 52 54 16 10 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 13,182
Positions
4,117 10,986 0 3,328 1,719 0 4,867 0 86 0 203 0 784 188
Changes from: October 13, 2020 Total Change is: 273
0 400 0 431 0 0 -324 0 12 0 -2 0 154 -137
Percent of Open Interest Represented by Each Category of Trader
31.2 83.3 0.0 25.2 13.0 0.0 36.9 0.0 0.7 0.0 1.5 0.0 5.9 1.4
Number of Traders in Each Category Total Traders: 21
. 7 0 5 . 0 4 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 17,322
Positions
613 10,998 0 7,565 908 20 4,604 1,764 0 329 600 0 4,191 3,032
Changes from: October 13, 2020 Total Change is: -30
613 493 0 -930 -213 -1 235 308 0 -131 -644 0 184 27
Percent of Open Interest Represented by Each Category of Trader
3.5 63.5 0.0 43.7 5.2 0.1 26.6 10.2 0.0 1.9 3.5 0.0 24.2 17.5
Number of Traders in Each Category Total Traders: 23
. 4 0 8 . . 5 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 44,662
Positions
13,736 10,100 291 14,092 5,685 966 7,392 8,334 0 632 3,354 0 7,553 15,932
Changes from: October 13, 2020 Total Change is: 939
773 587 24 693 -1,222 -196 1,144 -1,643 0 -1,151 -2,212 0 -348 5,601
Percent of Open Interest Represented by Each Category of Trader
30.8 22.6 0.7 31.6 12.7 2.2 16.6 18.7 0.0 1.4 7.5 0.0 16.9 35.7
Number of Traders in Each Category Total Traders: 65
5 10 . 10 8 5 14 13 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 428,239
Positions
37,434 236,603 4,551 315,986 118,663 33,178 20,623 22,986 1,430 6,101 4,875 0 8,936 5,953
Changes from: October 13, 2020 Total Change is: 2,951
-1,591 -3,034 90 1,943 1,592 693 264 3,582 276 499 154 0 777 -402
Percent of Open Interest Represented by Each Category of Trader
8.7 55.3 1.1 73.8 27.7 7.7 4.8 5.4 0.3 1.4 1.1 0.0 2.1 1.4
Number of Traders in Each Category Total Traders: 177
11 15 5 65 45 37 14 16 6 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 1,230,220
Positions
95,612 684,772 5,742 879,021 246,816 99,732 84,496 53,463 8,392 28,144 120,049 2,619 26,462 8,635
Changes from: October 13, 2020 Total Change is: -15,224
-6,027 4,322 -276 -11,864 -2,000 -1,289 633 -4,055 871 -406 -12,569 132 3,002 -360
Percent of Open Interest Represented by Each Category of Trader
7.8 55.7 0.5 71.5 20.1 8.1 6.9 4.3 0.7 2.3 9.8 0.2 2.2 0.7
Number of Traders in Each Category Total Traders: 425
27 20 9 177 64 82 62 31 19 27 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 201,742
Positions
54,780 158,070 33,335 21,510 0 2,486 79,156 0 7,288 2,961 65 0 226 498
Changes from: October 13, 2020 Total Change is: 4,484
4,282 3,447 660 -303 0 0 -553 0 620 -77 0 -148 3 -95
Percent of Open Interest Represented by Each Category of Trader
27.2 78.4 16.5 10.7 0.0 1.2 39.2 0.0 3.6 1.5 0.0 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 80
11 19 16 14 0 . 28 0 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 1,212,538
Positions
6,039 136,146 3,488 693,555 180,181 172,613 76,922 520,571 35,037 65,495 15,294 12 159,377 149,196
Changes from: October 13, 2020 Total Change is: 6,663
283 -12,495 -811 16,362 9,215 -6,188 -5,402 8,486 2,614 29 -3,019 -28 -196 8,889
Percent of Open Interest Represented by Each Category of Trader
0.5 11.2 0.3 57.2 14.9 14.2 6.3 42.9 2.9 5.4 1.3 0.0 13.1 12.3
Number of Traders in Each Category Total Traders: 186
5 20 5 64 28 47 19 38 16 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 983,389
Positions
30,171 94,247 0 515,329 183,036 175,371 51,667 376,019 17,004 52,113 20,013 8 141,726 117,691
Changes from: October 13, 2020 Total Change is: -7,011
2,865 -508 0 -5,380 6,715 -3,515 -4,857 -12,571 1,353 2,595 -1,442 8 -80 2,949
Percent of Open Interest Represented by Each Category of Trader
3.1 9.6 0.0 52.4 18.6 17.8 5.3 38.2 1.7 5.3 2.0 0.0 14.4 12.0
Number of Traders in Each Category Total Traders: 143
4 13 0 60 21 53 8 27 13 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 1,963,112
Positions
32,956 146,169 10,773 952,332 518,992 238,544 376,034 866,167 19,183 172,125 63,180 849 160,316 99,255
Changes from: October 13, 2020 Total Change is: -22,470
-479 -10,986 1,542 8,126 7,704 -4,504 -20,614 -25,140 -1,747 -546 917 0 -4,248 9,744
Percent of Open Interest Represented by Each Category of Trader
1.7 7.4 0.5 48.5 26.4 12.2 19.2 44.1 1.0 8.8 3.2 0.0 8.2 5.1
Number of Traders in Each Category Total Traders: 280
11 27 6 100 25 63 56 35 17 19 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 3,206,874
Positions
182,790 264,292 31,835 1,373,617 1,171,766 612,171 352,008 632,318 53,111 220,196 90,245 1,381 379,765 349,755
Changes from: October 13, 2020 Total Change is: -39,221
5,343 -17,840 1,135 -27,809 -8,548 -12,028 3,050 7,624 -7,522 -590 4,506 34 -834 -6,582
Percent of Open Interest Represented by Each Category of Trader
5.7 8.2 1.0 42.8 36.5 19.1 11.0 19.7 1.7 6.9 2.8 0.0 11.8 10.9
Number of Traders in Each Category Total Traders: 382
21 35 11 98 79 95 50 65 37 21 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 914,253
Positions
71,743 26,430 10,171 278,831 347,165 100,126 243,637 216,432 32,619 49,598 2,872 0 127,528 178,438
Changes from: October 13, 2020 Total Change is: 11,918
2,900 10,790 -28 17,429 8,761 -3,639 1,344 12,147 -5,620 -1,591 567 -40 1,163 -11,020
Percent of Open Interest Represented by Each Category of Trader
7.8 2.9 1.1 30.5 38.0 11.0 26.6 23.7 3.6 5.4 0.3 0.0 13.9 19.5
Number of Traders in Each Category Total Traders: 115
5 6 4 27 44 39 20 9 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 3,105,650
Positions
80,734 239,670 15,668 1,311,840 547,291 543,315 404,003 1,278,483 66,140 354,811 132,721 271 328,868 282,091
Changes from: October 13, 2020 Total Change is: -6,216
-14,960 10,914 -4,122 22,000 -19,642 1,298 -3,751 430 -4,029 -6,983 6,015 0 4,331 2,920
Percent of Open Interest Represented by Each Category of Trader
2.6 7.7 0.5 42.2 17.6 17.5 13.0 41.2 2.1 11.4 4.3 0.0 10.6 9.1
Number of Traders in Each Category Total Traders: 283
14 23 7 88 50 78 39 47 22 12 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 1,344,846
Positions
259,711 328,918 295,935 42,495 2,632 15,340 432,699 408,705 262,198 12,575 3,779 0 23,893 27,339
Changes from: October 13, 2020 Total Change is: 4,276
4,221 3,775 11,104 2,702 599 -299 9,406 7,920 -16,752 -3,923 0 0 -2,183 -2,071
Percent of Open Interest Represented by Each Category of Trader
19.3 24.5 22.0 3.2 0.2 1.1 32.2 30.4 19.5 0.9 0.3 0.0 1.8 2.0
Number of Traders in Each Category Total Traders: 106
29 17 40 . . . 21 26 36 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 9,397,146
Positions
1,478,662 2,204,614 1,893,189 379,704 311,266 380,471 1,359,257 585,723 3,113,924 68,093 120,773 149,025 574,821 638,161
Changes from: October 13, 2020 Total Change is: 128,601
-28,977 82,094 -65,197 -508 18,055 -8,829 121,427 38,787 76,694 -3,605 23,641 10,294 27,302 -46,938
Percent of Open Interest Represented by Each Category of Trader
15.7 23.5 20.1 4.0 3.3 4.0 14.5 6.2 33.1 0.7 1.3 1.6 6.1 6.8
Number of Traders in Each Category Total Traders: 230
34 42 66 21 7 20 47 49 79 9 11 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 273,525
Positions
21,118 138,628 28,431 0 6,298 13,124 162,490 38,440 45,838 101 361 2,256 167 149
Changes from: October 13, 2020 Total Change is: 29,692
-1,787 18,983 1,501 0 -37 1,806 24,395 4,211 3,997 2 -567 -259 37 57
Percent of Open Interest Represented by Each Category of Trader
7.7 50.7 10.4 0.0 2.3 4.8 59.4 14.1 16.8 0.0 0.1 0.8 0.1 0.1
Number of Traders in Each Category Total Traders: 76
7 18 12 0 4 . 22 17 28 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 159,815
Positions
14,585 97,315 11,862 2,049 2,595 3,001 81,634 16,320 27,707 18,035 0 802 140 213
Changes from: October 13, 2020 Total Change is: 16,814
-327 13,119 2,569 -181 265 -146 11,905 -568 1,763 1,420 0 -183 -6 -5
Percent of Open Interest Represented by Each Category of Trader
9.1 60.9 7.4 1.3 1.6 1.9 51.1 10.2 17.3 11.3 0.0 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 74
4 20 11 . 4 . 20 19 23 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 135,323
Positions
0 52,455 0 3,403 2,141 0 0 10,337 69,730 62,173 500 0 17 160
Changes from: October 13, 2020 Total Change is: 3,447
0 -2,566 0 0 138 0 -81 2,665 3,220 308 0 0 0 -10
Percent of Open Interest Represented by Each Category of Trader
0.0 38.8 0.0 2.5 1.6 0.0 0.0 7.6 51.5 45.9 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 23
0 4 0 . 5 0 0 5 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 10,896
Positions
0 0 0 874 0 0 4,558 7,741 304 1,926 2,320 162 3,072 369
Changes from: October 13, 2020 Total Change is: 1,543
0 0 0 172 0 0 1,071 1,427 -3 213 257 -21 111 -117
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 8.0 0.0 0.0 41.8 71.0 2.8 17.7 21.3 1.5 28.2 3.4
Number of Traders in Each Category Total Traders: 92
0 0 0 5 0 0 31 23 5 23 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 29,349
Positions
1,851 2,411 0 7,431 7,922 901 9,774 9,985 2,883 2,291 2,260 34 4,184 2,953
Changes from: October 13, 2020 Total Change is: 116
1,501 -910 0 -2,895 260 -7 1,176 489 313 234 -318 34 -240 255
Percent of Open Interest Represented by Each Category of Trader
6.3 8.2 0.0 25.3 27.0 3.1 33.3 34.0 9.8 7.8 7.7 0.1 14.3 10.1
Number of Traders in Each Category Total Traders: 91
. . 0 8 7 . 20 30 7 14 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 279,755
Positions
35,153 26,038 13,854 110,850 65,633 13,482 38,326 99,008 31,533 8,840 2,204 8,255 19,462 19,748
Changes from: October 13, 2020 Total Change is: -628
282 6,468 504 4,447 -952 -1,485 2,794 4,898 -8,052 556 148 1,298 -972 -3,455
Percent of Open Interest Represented by Each Category of Trader
12.6 9.3 5.0 39.6 23.5 4.8 13.7 35.4 11.3 3.2 0.8 3.0 7.0 7.1
Number of Traders in Each Category Total Traders: 153
8 15 19 14 25 16 27 42 43 7 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 20,541
Positions
3,018 1,718 0 15,857 9,315 351 757 8,933 1 326 170 0 231 53
Changes from: October 13, 2020 Total Change is: -29
0 -14 0 -95 -145 0 68 109 0 0 0 0 -2 21
Percent of Open Interest Represented by Each Category of Trader
14.7 8.4 0.0 77.2 45.3 1.7 3.7 43.5 0.0 1.6 0.8 0.0 1.1 0.3
Number of Traders in Each Category Total Traders: 34
. . 0 10 4 . 5 5 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 23, 2020