Traders in Financial Futures - Futures Only Positions as of October 27, 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 122,403
Positions
5,328 37,720 39 56,129 22,311 3,928 13,024 39,259 1,323 11,617 400 29 30,986 17,394
Changes from: October 20, 2020 Total Change is: -863
255 2,416 -116 -375 2,537 700 -324 -4,517 -918 306 400 0 -391 -1,365
Percent of Open Interest Represented by Each Category of Trader
4.4 30.8 0.0 45.9 18.2 3.2 10.6 32.1 1.1 9.5 0.3 0.0 25.3 14.2
Number of Traders in Each Category Total Traders: 100
6 8 . 22 11 9 12 30 11 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 52,735
Positions
2,403 27,741 147 10,921 4,222 839 19,096 6,285 152 0 477 0 19,177 12,872
Changes from: October 20, 2020 Total Change is: -20
240 723 71 -1,620 -522 837 464 -1,063 30 0 -6 0 -42 -90
Percent of Open Interest Represented by Each Category of Trader
4.6 52.6 0.3 20.7 8.0 1.6 36.2 11.9 0.3 0.0 0.9 0.0 36.4 24.4
Number of Traders in Each Category Total Traders: 45
. 5 4 13 5 4 10 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 139,984
Positions
26,970 13,466 486 44,232 57,322 4,531 32,381 27,888 2,525 1,600 6,214 0 27,259 27,552
Changes from: October 20, 2020 Total Change is: -6,372
-1,565 -674 -415 62 -10,735 128 -7,701 4,238 -676 0 0 0 3,795 1,762
Percent of Open Interest Represented by Each Category of Trader
19.3 9.6 0.3 31.6 40.9 3.2 23.1 19.9 1.8 1.1 4.4 0.0 19.5 19.7
Number of Traders in Each Category Total Traders: 99
7 7 . 15 23 11 20 24 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 177,622
Positions
4,361 106,734 2,144 95,993 10,393 7,205 30,008 32,513 730 926 564 0 36,255 17,339
Changes from: October 20, 2020 Total Change is: 11,531
-454 14,077 1,840 1,513 -1,315 379 1,702 -3,930 377 0 0 0 6,174 103
Percent of Open Interest Represented by Each Category of Trader
2.5 60.1 1.2 54.0 5.9 4.1 16.9 18.3 0.4 0.5 0.3 0.0 20.4 9.8
Number of Traders in Each Category Total Traders: 111
. 9 . 33 16 12 27 19 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 636,778
Positions
35,755 432,981 3,570 361,781 68,119 22,027 60,841 56,428 5,140 53,408 5,520 1,918 92,338 41,075
Changes from: October 20, 2020 Total Change is: -7,889
3,454 -9,641 352 -5,598 -607 2,350 -6,852 -1,451 1,446 -1,342 -944 -18 -1,681 624
Percent of Open Interest Represented by Each Category of Trader
5.6 68.0 0.6 56.8 10.7 3.5 9.6 8.9 0.8 8.4 0.9 0.3 14.5 6.5
Number of Traders in Each Category Total Traders: 290
14 12 11 111 30 40 52 29 26 31 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 24,718
Positions
0 8,647 0 9,555 2,568 1,825 0 6,308 0 400 449 0 12,938 4,921
Changes from: October 20, 2020 Total Change is: 10
0 -78 0 -56 19 -19 0 -98 0 400 0 0 -315 186
Percent of Open Interest Represented by Each Category of Trader
0.0 35.0 0.0 38.7 10.4 7.4 0.0 25.5 0.0 1.6 1.8 0.0 52.3 19.9
Number of Traders in Each Category Total Traders: 21
0 . 0 11 . 7 0 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 19,619
Positions
0 2,682 30 6,050 11,085 2,528 3,322 0 0 0 0 0 7,689 3,294
Changes from: October 20, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 13.7 0.2 30.8 56.5 12.9 16.9 0.0 0.0 0.0 0.0 0.0 39.2 16.8
Number of Traders in Each Category Total Traders: 20
0 . . 6 9 7 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 130,361
Positions
6,493 45,317 169 48,272 47,804 1,984 46,547 15,703 443 1,226 1,130 0 25,227 17,811
Changes from: October 20, 2020 Total Change is: -3,859
2,109 -3,735 106 -2,977 3,854 -243 -159 -2,922 -985 0 0 0 -1,710 66
Percent of Open Interest Represented by Each Category of Trader
5.0 34.8 0.1 37.0 36.7 1.5 35.7 12.0 0.3 0.9 0.9 0.0 19.4 13.7
Number of Traders in Each Category Total Traders: 80
4 8 4 20 8 6 21 16 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 23,178
Positions
765 7,796 83 8,692 10,757 5 11,277 1,645 102 1,097 1,068 0 1,157 1,722
Changes from: October 20, 2020 Total Change is: 1,235
-48 0 -1 13 567 0 1,467 415 0 -324 428 0 128 -174
Percent of Open Interest Represented by Each Category of Trader
3.3 33.6 0.4 37.5 46.4 0.0 48.7 7.1 0.4 4.7 4.6 0.0 5.0 7.4
Number of Traders in Each Category Total Traders: 45
. . . 5 5 . 11 10 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 125,868
Positions
4,770 58,984 1,165 62,514 2,936 403 44,421 31,790 1,586 4,459 25,841 0 6,550 3,163
Changes from: October 20, 2020 Total Change is: 920
151 1,365 326 -3,155 -250 -139 3,251 -1,068 261 -87 657 0 312 -232
Percent of Open Interest Represented by Each Category of Trader
3.8 46.9 0.9 49.7 2.3 0.3 35.3 25.3 1.3 3.5 20.5 0.0 5.2 2.5
Number of Traders in Each Category Total Traders: 144
4 7 . 24 6 6 51 26 7 12 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 44,192
Positions
22,778 0 1,312 5,481 27,403 305 5,892 7,552 1,166 4,838 3,321 0 2,420 3,133
Changes from: October 20, 2020 Total Change is: 2,923
-1 0 1,227 517 -916 6 -2,469 1,210 1,009 2,582 132 0 52 255
Percent of Open Interest Represented by Each Category of Trader
51.5 0.0 3.0 12.4 62.0 0.7 13.3 17.1 2.6 10.9 7.5 0.0 5.5 7.1
Number of Traders in Each Category Total Traders: 58
. 0 . 7 9 . 11 15 4 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 40,388
Positions
5,748 11,693 1 13,181 6,416 214 15,529 17,361 540 339 1,293 6 4,830 2,864
Changes from: October 20, 2020 Total Change is: 3,093
-144 1,369 0 966 -1,554 -255 2,054 3,072 258 8 222 0 206 -19
Percent of Open Interest Represented by Each Category of Trader
14.2 29.0 0.0 32.6 15.9 0.5 38.4 43.0 1.3 0.8 3.2 0.0 12.0 7.1
Number of Traders in Each Category Total Traders: 89
5 5 . 21 5 . 28 18 4 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 14,418
Positions
2,570 0 0 4,941 2,537 0 5,918 10,261 31 0 314 0 958 1,275
Changes from: October 20, 2020 Total Change is: 824
-42 0 0 144 -14 0 718 873 0 -167 22 0 171 -57
Percent of Open Interest Represented by Each Category of Trader
17.8 0.0 0.0 34.3 17.6 0.0 41.0 71.2 0.2 0.0 2.2 0.0 6.6 8.8
Number of Traders in Each Category Total Traders: 25
. 0 0 . 4 0 7 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 48,635
Positions
12,271 19,811 2,422 13,574 1,703 371 9,911 3,960 362 317 14,258 193 9,216 5,557
Changes from: October 20, 2020 Total Change is: 1,071
831 304 403 -464 333 -82 -919 -412 183 -175 -138 172 1,121 308
Percent of Open Interest Represented by Each Category of Trader
25.2 40.7 5.0 27.9 3.5 0.8 20.4 8.1 0.7 0.7 29.3 0.4 18.9 11.4
Number of Traders in Each Category Total Traders: 91
16 16 5 15 4 6 20 13 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 97,270
Positions
24,542 39,621 4,844 27,147 3,405 741 19,822 7,920 724 633 28,516 385 18,432 11,114
Changes from: October 20, 2020 Total Change is: 2,141
1,662 608 805 -927 666 -163 -1,837 -823 365 -349 -276 343 2,242 616
Percent of Open Interest Represented by Each Category of Trader
25.2 40.7 5.0 27.9 3.5 0.8 20.4 8.1 0.7 0.7 29.3 0.4 18.9 11.4
Number of Traders in Each Category Total Traders: 91
16 16 5 15 4 6 20 13 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 34,740
Positions
9,849 17,018 12 14,778 8,905 5,370 2,377 2,575 0 0 431 0 2,354 429
Changes from: October 20, 2020 Total Change is: -306
210 210 0 -1,269 -37 37 457 -86 0 0 0 0 259 -430
Percent of Open Interest Represented by Each Category of Trader
28.4 49.0 0.0 42.5 25.6 15.5 6.8 7.4 0.0 0.0 1.2 0.0 6.8 1.2
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 27, 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 500,239
Positions
54,781 98,848 10,890 238,423 117,440 57,017 42,273 75,535 12,029 28,184 70,071 1,144 55,498 57,265
Changes from: October 20, 2020 Total Change is: -2,921
-1,684 3,104 -1,224 -6,831 -1,253 4,552 3,483 -1,023 -2,276 5,506 -2,662 -872 -3,573 -1,266
Percent of Open Interest Represented by Each Category of Trader
11.0 19.8 2.2 47.7 23.5 11.4 8.5 15.1 2.4 5.6 14.0 0.2 11.1 11.4
Number of Traders in Each Category Total Traders: 557
38 34 23 157 94 121 55 104 48 34 41 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 25,798
Positions
21,245 10,384 615 2,142 8,020 107 218 5,189 26 0 0 0 1,445 1,457
Changes from: October 20, 2020 Total Change is: 3,082
2,899 3,386 352 28 -1,884 1 0 1,143 0 0 0 0 -198 84
Percent of Open Interest Represented by Each Category of Trader
82.4 40.3 2.4 8.3 31.1 0.4 0.8 20.1 0.1 0.0 0.0 0.0 5.6 5.6
Number of Traders in Each Category Total Traders: 31
8 6 . 4 5 . . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 2,436,946
Positions
261,632 499,933 27,637 1,192,114 587,201 285,084 216,641 373,307 42,265 140,422 350,355 5,721 265,430 265,443
Changes from: October 20, 2020 Total Change is: 1,702
-9,764 9,127 473 -34,156 -6,263 22,758 18,021 -15,932 -2,967 22,529 -13,310 138 -15,330 7,678
Percent of Open Interest Represented by Each Category of Trader
10.7 20.5 1.1 48.9 24.1 11.7 8.9 15.3 1.7 5.8 14.4 0.2 10.9 10.9
Number of Traders in Each Category Total Traders: 557
37 35 22 157 94 121 57 102 47 34 41 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 13,536
Positions
1,948 10,887 0 6,106 1,274 412 1,409 0 0 0 0 0 3,661 963
Changes from: October 20, 2020 Total Change is: 1,472
423 554 0 -304 953 28 247 0 0 -361 0 0 1,439 -63
Percent of Open Interest Represented by Each Category of Trader
14.4 80.4 0.0 45.1 9.4 3.0 10.4 0.0 0.0 0.0 0.0 0.0 27.0 7.1
Number of Traders in Each Category Total Traders: 22
. 10 0 5 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 127,018
Positions
0 3,359 0 19,144 0 0 36,534 77,015 7,026 1,030 15,894 0 63,284 23,724
Changes from: October 20, 2020 Total Change is: 4,371
0 -2,305 0 1,063 0 0 7,035 7,482 911 -1,458 -1,359 0 -3,180 -358
Percent of Open Interest Represented by Each Category of Trader
0.0 2.6 0.0 15.1 0.0 0.0 28.8 60.6 5.5 0.8 12.5 0.0 49.8 18.7
Number of Traders in Each Category Total Traders: 23
0 . 0 . 0 0 7 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 56,858
Positions
6,804 10,669 275 34,257 38,142 1,600 4,310 2,317 140 0 330 0 9,472 3,385
Changes from: October 20, 2020 Total Change is: -340
1,541 -1,111 -1 -2,229 1,091 45 777 452 -46 0 0 0 -427 -770
Percent of Open Interest Represented by Each Category of Trader
12.0 18.8 0.5 60.3 67.1 2.8 7.6 4.1 0.2 0.0 0.6 0.0 16.7 6.0
Number of Traders in Each Category Total Traders: 75
6 7 . 29 17 11 12 . 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 45,535
Positions
11,962 8,949 199 10,845 7,101 1,215 9,617 16,176 533 2,211 4,373 123 8,830 6,866
Changes from: October 20, 2020 Total Change is: 1,557
1,863 -80 -55 -178 -407 -118 674 1,566 68 -169 90 14 -541 481
Percent of Open Interest Represented by Each Category of Trader
26.3 19.7 0.4 23.8 15.6 2.7 21.1 35.5 1.2 4.9 9.6 0.3 19.4 15.1
Number of Traders in Each Category Total Traders: 285
24 20 . 68 39 35 44 57 17 10 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 227,676
Positions
59,810 44,747 993 54,224 35,507 6,076 48,087 80,881 2,664 11,057 21,863 617 44,148 34,328
Changes from: October 20, 2020 Total Change is: 7,785
9,315 -402 -277 -891 -2,034 -591 3,371 7,829 340 -847 449 68 -2,703 2,403
Percent of Open Interest Represented by Each Category of Trader
26.3 19.7 0.4 23.8 15.6 2.7 21.1 35.5 1.2 4.9 9.6 0.3 19.4 15.1
Number of Traders in Each Category Total Traders: 285
24 20 . 68 39 35 44 57 17 10 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 539,834
Positions
83,043 84,790 4,613 294,548 209,119 46,753 68,532 108,218 3,010 14,341 64,341 352 24,642 18,638
Changes from: October 20, 2020 Total Change is: -5,232
-1,140 -1,133 337 -1,160 -535 -1,779 -7,720 1,373 -604 7,609 -2,860 338 -1,113 -369
Percent of Open Interest Represented by Each Category of Trader
15.4 15.7 0.9 54.6 38.7 8.7 12.7 20.0 0.6 2.7 11.9 0.1 4.6 3.5
Number of Traders in Each Category Total Traders: 355
29 17 6 104 59 50 53 57 14 13 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 15,507
Positions
6,599 13,028 0 3,476 2,074 0 4,534 0 0 0 204 0 898 201
Changes from: October 20, 2020 Total Change is: 2,325
2,482 2,042 0 148 355 0 -333 0 -86 0 1 0 114 13
Percent of Open Interest Represented by Each Category of Trader
42.6 84.0 0.0 22.4 13.4 0.0 29.2 0.0 0.0 0.0 1.3 0.0 5.8 1.3
Number of Traders in Each Category Total Traders: 21
. 7 0 5 4 0 . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 17,403
Positions
0 11,391 0 7,659 908 18 5,267 1,666 200 301 563 0 3,958 2,657
Changes from: October 20, 2020 Total Change is: 81
-613 393 0 94 0 -2 663 -98 200 -28 -37 0 -233 -375
Percent of Open Interest Represented by Each Category of Trader
0.0 65.5 0.0 44.0 5.2 0.1 30.3 9.6 1.1 1.7 3.2 0.0 22.7 15.3
Number of Traders in Each Category Total Traders: 26
0 4 0 8 . . 7 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 47,136
Positions
16,026 9,788 392 13,697 5,529 1,265 7,942 8,644 216 588 2,506 0 7,010 18,796
Changes from: October 20, 2020 Total Change is: 2,474
2,290 -312 101 -395 -156 299 550 310 216 -44 -848 0 -543 2,864
Percent of Open Interest Represented by Each Category of Trader
34.0 20.8 0.8 29.1 11.7 2.7 16.8 18.3 0.5 1.2 5.3 0.0 14.9 39.9
Number of Traders in Each Category Total Traders: 67
6 9 . 10 8 5 14 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 438,668
Positions
39,942 252,202 4,545 327,287 120,013 31,150 19,622 17,908 1,191 6,277 5,758 0 8,654 5,901
Changes from: October 20, 2020 Total Change is: 10,429
2,508 15,599 -6 11,301 1,350 -2,028 -1,001 -5,078 -239 176 883 0 -282 -52
Percent of Open Interest Represented by Each Category of Trader
9.1 57.5 1.0 74.6 27.4 7.1 4.5 4.1 0.3 1.4 1.3 0.0 2.0 1.3
Number of Traders in Each Category Total Traders: 178
12 14 4 67 44 37 14 16 6 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 1,243,808
Positions
96,092 685,210 6,195 889,052 249,724 94,596 91,560 67,025 10,253 29,267 114,964 2,579 24,214 13,262
Changes from: October 20, 2020 Total Change is: 13,588
480 438 453 10,031 2,908 -5,136 7,064 13,562 1,861 1,123 -5,085 -40 -2,248 4,627
Percent of Open Interest Represented by Each Category of Trader
7.7 55.1 0.5 71.5 20.1 7.6 7.4 5.4 0.8 2.4 9.2 0.2 1.9 1.1
Number of Traders in Each Category Total Traders: 431
27 21 9 177 67 79 62 34 19 28 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 203,947
Positions
56,209 158,746 32,474 21,221 0 2,686 79,066 0 9,147 2,923 65 0 221 829
Changes from: October 20, 2020 Total Change is: 2,205
1,429 676 -861 -289 0 200 -90 0 1,859 -38 0 0 -5 331
Percent of Open Interest Represented by Each Category of Trader
27.6 77.8 15.9 10.4 0.0 1.3 38.8 0.0 4.5 1.4 0.0 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 80
10 20 16 14 0 . 28 0 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 1,225,546
Positions
6,496 138,648 3,484 711,033 181,934 157,940 94,960 552,860 23,860 63,947 20,003 10 163,816 146,807
Changes from: October 20, 2020 Total Change is: 13,008
457 2,502 -4 17,478 1,753 -14,673 18,038 32,289 -11,177 -1,548 4,709 -2 4,439 -2,389
Percent of Open Interest Represented by Each Category of Trader
0.5 11.3 0.3 58.0 14.8 12.9 7.7 45.1 1.9 5.2 1.6 0.0 13.4 12.0
Number of Traders in Each Category Total Traders: 181
8 14 6 64 25 46 17 41 23 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,001,329
Positions
28,227 98,731 0 514,221 173,996 187,511 62,785 388,415 17,477 51,516 19,660 145 139,447 115,394
Changes from: October 20, 2020 Total Change is: 17,940
-1,944 4,484 0 -1,108 -9,040 12,140 11,118 12,396 473 -597 -353 137 -2,279 -2,297
Percent of Open Interest Represented by Each Category of Trader
2.8 9.9 0.0 51.4 17.4 18.7 6.3 38.8 1.7 5.1 2.0 0.0 13.9 11.5
Number of Traders in Each Category Total Traders: 141
. 12 0 61 19 53 9 27 14 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 1,994,239
Positions
28,590 148,574 9,332 933,650 518,444 242,142 421,993 891,456 21,991 172,237 63,786 849 163,455 97,665
Changes from: October 20, 2020 Total Change is: 31,127
-4,366 2,405 -1,441 -18,682 -548 3,598 45,959 25,289 2,808 112 606 0 3,139 -1,590
Percent of Open Interest Represented by Each Category of Trader
1.4 7.5 0.5 46.8 26.0 12.1 21.2 44.7 1.1 8.6 3.2 0.0 8.2 4.9
Number of Traders in Each Category Total Traders: 281
8 28 6 99 27 64 60 33 19 20 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 3,153,365
Positions
170,548 233,902 31,228 1,384,725 1,159,858 594,190 324,135 576,717 53,106 229,867 108,652 1,119 364,447 394,593
Changes from: October 20, 2020 Total Change is: -53,509
-12,242 -30,390 -607 11,108 -11,908 -17,981 -27,873 -55,601 -5 9,671 18,407 -262 -15,318 44,838
Percent of Open Interest Represented by Each Category of Trader
5.4 7.4 1.0 43.9 36.8 18.8 10.3 18.3 1.7 7.3 3.4 0.0 11.6 12.5
Number of Traders in Each Category Total Traders: 378
24 33 12 97 74 86 48 68 38 21 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 947,513
Positions
73,250 32,665 9,039 288,352 353,767 103,022 264,456 225,148 30,276 49,598 6,342 10 129,510 187,244
Changes from: October 20, 2020 Total Change is: 33,260
1,507 6,235 -1,132 9,521 6,602 2,896 20,819 8,716 -2,343 0 3,470 10 1,982 8,806
Percent of Open Interest Represented by Each Category of Trader
7.7 3.4 1.0 30.4 37.3 10.9 27.9 23.8 3.2 5.2 0.7 0.0 13.7 19.8
Number of Traders in Each Category Total Traders: 118
5 7 4 26 46 37 22 7 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 3,094,189
Positions
74,393 243,452 14,566 1,305,619 559,917 535,601 409,035 1,239,819 80,442 353,071 137,799 271 321,191 282,322
Changes from: October 20, 2020 Total Change is: -11,461
-6,341 3,782 -1,102 -6,221 12,626 -7,714 5,032 -38,664 14,302 -1,740 5,078 0 -7,677 231
Percent of Open Interest Represented by Each Category of Trader
2.4 7.9 0.5 42.2 18.1 17.3 13.2 40.1 2.6 11.4 4.5 0.0 10.4 9.1
Number of Traders in Each Category Total Traders: 285
13 23 8 89 50 77 37 50 27 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 1,337,402
Positions
255,828 363,222 286,682 45,003 2,632 11,350 454,432 394,752 245,859 12,931 3,779 0 25,317 29,126
Changes from: October 20, 2020 Total Change is: -7,444
-3,883 34,304 -9,253 2,508 0 -3,990 21,733 -13,953 -16,339 356 0 0 1,424 1,787
Percent of Open Interest Represented by Each Category of Trader
19.1 27.2 21.4 3.4 0.2 0.8 34.0 29.5 18.4 1.0 0.3 0.0 1.9 2.2
Number of Traders in Each Category Total Traders: 105
29 16 40 . . . 23 24 37 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 9,474,896
Positions
1,557,340 2,246,704 1,897,519 334,727 342,988 427,467 1,340,148 539,258 3,109,918 92,052 86,751 156,390 559,335 667,901
Changes from: October 20, 2020 Total Change is: 77,750
78,678 42,090 4,330 -44,977 31,722 46,996 -19,109 -46,465 -4,006 23,959 -34,022 7,365 -15,486 29,740
Percent of Open Interest Represented by Each Category of Trader
16.4 23.7 20.0 3.5 3.6 4.5 14.1 5.7 32.8 1.0 0.9 1.7 5.9 7.0
Number of Traders in Each Category Total Traders: 235
33 45 68 22 8 21 50 47 81 9 11 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 321,274
Positions
20,805 152,920 55,614 40 9,002 10,523 179,621 38,389 51,767 101 197 2,630 173 232
Changes from: October 20, 2020 Total Change is: 47,749
-313 14,292 27,183 40 2,704 -2,601 17,131 -51 5,929 0 -164 374 6 83
Percent of Open Interest Represented by Each Category of Trader
6.5 47.6 17.3 0.0 2.8 3.3 55.9 11.9 16.1 0.0 0.1 0.8 0.1 0.1
Number of Traders in Each Category Total Traders: 77
9 17 12 . 4 . 20 21 27 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 170,285
Positions
15,634 112,317 11,125 3,049 2,378 3,161 88,497 12,149 28,010 19,732 0 936 141 209
Changes from: October 20, 2020 Total Change is: 10,470
1,049 15,002 -737 1,000 -217 160 6,863 -4,171 303 1,697 0 134 1 -4
Percent of Open Interest Represented by Each Category of Trader
9.2 66.0 6.5 1.8 1.4 1.9 52.0 7.1 16.4 11.6 0.0 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 75
4 20 12 . 4 . 23 17 25 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 138,802
Positions
0 54,021 0 3,403 2,170 0 406 8,035 73,915 61,068 500 0 10 161
Changes from: October 20, 2020 Total Change is: 3,479
0 1,566 0 0 29 0 406 -2,302 4,185 -1,105 0 0 -7 1
Percent of Open Interest Represented by Each Category of Trader
0.0 38.9 0.0 2.5 1.6 0.0 0.3 5.8 53.3 44.0 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 24
0 4 0 . 5 0 . 4 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 12,665
Positions
0 285 0 770 0 0 5,462 9,010 275 2,579 2,578 39 3,540 478
Changes from: October 20, 2020 Total Change is: 1,769
0 285 0 -104 0 0 904 1,269 -29 653 258 -123 468 109
Percent of Open Interest Represented by Each Category of Trader
0.0 2.3 0.0 6.1 0.0 0.0 43.1 71.1 2.2 20.4 20.4 0.3 28.0 3.8
Number of Traders in Each Category Total Traders: 102
0 . 0 5 0 0 33 20 10 32 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 29,623
Positions
2,342 2,411 0 6,523 8,831 897 11,920 8,990 2,785 1,362 2,451 55 3,739 3,203
Changes from: October 20, 2020 Total Change is: 274
491 0 0 -908 909 -4 2,146 -995 -98 -929 191 21 -445 250
Percent of Open Interest Represented by Each Category of Trader
7.9 8.1 0.0 22.0 29.8 3.0 40.2 30.3 9.4 4.6 8.3 0.2 12.6 10.8
Number of Traders in Each Category Total Traders: 94
. . 0 8 9 . 23 23 6 16 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 263,583
Positions
39,484 29,093 7,132 117,393 49,851 10,481 26,636 109,462 26,821 9,408 5,346 5,880 20,348 19,517
Changes from: October 20, 2020 Total Change is: -16,172
4,331 3,055 -6,722 6,543 -15,782 -3,001 -11,690 10,454 -4,712 568 3,142 -2,375 886 -231
Percent of Open Interest Represented by Each Category of Trader
15.0 11.0 2.7 44.5 18.9 4.0 10.1 41.5 10.2 3.6 2.0 2.2 7.7 7.4
Number of Traders in Each Category Total Traders: 155
10 14 15 16 24 14 27 43 44 8 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 20,550
Positions
3,018 1,718 0 15,854 9,254 351 760 9,003 0 353 170 0 214 54
Changes from: October 20, 2020 Total Change is: 9
0 0 0 -3 -61 0 3 70 -1 27 0 0 -17 1
Percent of Open Interest Represented by Each Category of Trader
14.7 8.4 0.0 77.1 45.0 1.7 3.7 43.8 0.0 1.7 0.8 0.0 1.0 0.3
Number of Traders in Each Category Total Traders: 34
. . 0 10 . . 5 5 0 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 30, 2020