Traders in Financial Futures - Futures Only Positions as of November 10, 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 136,456
Positions
5,859 48,715 124 58,657 21,266 4,543 15,400 43,535 2,348 12,158 0 149 37,218 15,776
Changes from: November 3, 2020 Total Change is: 11,564
541 6,078 85 -1,176 371 1,228 4,391 5,654 652 472 0 66 5,305 -2,570
Percent of Open Interest Represented by Each Category of Trader
4.3 35.7 0.1 43.0 15.6 3.3 11.3 31.9 1.7 8.9 0.0 0.1 27.3 11.6
Number of Traders in Each Category Total Traders: 101
4 9 4 22 11 8 14 30 13 11 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 52,528
Positions
2,292 28,069 97 10,040 4,659 416 21,007 5,070 110 0 477 0 18,566 13,630
Changes from: November 3, 2020 Total Change is: 1,436
-850 1,150 -48 636 645 -467 1,390 -392 7 0 0 0 768 541
Percent of Open Interest Represented by Each Category of Trader
4.4 53.4 0.2 19.1 8.9 0.8 40.0 9.7 0.2 0.0 0.9 0.0 35.3 25.9
Number of Traders in Each Category Total Traders: 44
. 6 . 11 5 . 11 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 141,346
Positions
29,278 10,122 1,720 44,109 52,471 6,363 31,009 35,828 1,490 1,600 6,854 0 25,777 26,498
Changes from: November 3, 2020 Total Change is: 909
-6,299 -3,356 937 4,538 -6,926 746 -111 9,176 -376 0 640 0 1,474 68
Percent of Open Interest Represented by Each Category of Trader
20.7 7.2 1.2 31.2 37.1 4.5 21.9 25.3 1.1 1.1 4.8 0.0 18.2 18.7
Number of Traders in Each Category Total Traders: 105
8 6 6 17 22 11 23 25 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 183,518
Positions
4,180 125,783 1,863 95,175 9,275 8,545 38,172 18,762 1,637 3,390 559 0 30,556 17,094
Changes from: November 3, 2020 Total Change is: -1,233
-1,099 8,149 -191 -1,386 -3,626 138 3,095 -7,559 291 2,464 -5 0 -4,545 1,570
Percent of Open Interest Represented by Each Category of Trader
2.3 68.5 1.0 51.9 5.1 4.7 20.8 10.2 0.9 1.8 0.3 0.0 16.7 9.3
Number of Traders in Each Category Total Traders: 116
. 9 . 36 14 13 31 18 11 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 638,993
Positions
43,504 426,295 3,768 367,868 74,038 22,572 56,591 59,918 4,436 45,347 5,346 2,040 92,867 40,580
Changes from: November 3, 2020 Total Change is: 11,239
-1,312 8,784 75 6,808 -798 848 6,950 154 697 -10,237 3 25 7,385 1,451
Percent of Open Interest Represented by Each Category of Trader
6.8 66.7 0.6 57.6 11.6 3.5 8.9 9.4 0.7 7.1 0.8 0.3 14.5 6.4
Number of Traders in Each Category Total Traders: 293
14 12 8 111 31 45 52 28 24 33 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 24,547
Positions
0 8,615 0 9,648 2,555 1,812 0 6,202 0 400 449 0 12,687 4,914
Changes from: November 3, 2020 Total Change is: 57
0 -45 0 79 13 -13 0 -29 0 0 0 0 -9 131
Percent of Open Interest Represented by Each Category of Trader
0.0 35.1 0.0 39.3 10.4 7.4 0.0 25.3 0.0 1.6 1.8 0.0 51.7 20.0
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 November 10, 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 130,615
Positions
14,445 40,811 70 44,135 44,826 3,317 40,341 20,974 980 1,226 0 0 26,101 19,637
Changes from: November 3, 2020 Total Change is: -3,737
995 -2,598 -121 338 -3,710 398 -7,536 1,204 -247 0 -1,150 0 2,436 2,487
Percent of Open Interest Represented by Each Category of Trader
11.1 31.2 0.1 33.8 34.3 2.5 30.9 16.1 0.8 0.9 0.0 0.0 20.0 15.0
Number of Traders in Each Category Total Traders: 81
4 7 . 22 8 6 21 18 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 22,377
Positions
536 7,796 60 8,623 10,432 5 10,364 1,648 102 1,463 479 0 1,224 1,855
Changes from: November 3, 2020 Total Change is: -1,355
-246 0 -16 -112 -884 0 -1,096 -319 0 180 -48 0 -65 -88
Percent of Open Interest Represented by Each Category of Trader
2.4 34.8 0.3 38.5 46.6 0.0 46.3 7.4 0.5 6.5 2.1 0.0 5.5 8.3
Number of Traders in Each Category Total Traders: 41
. . . 5 4 . 12 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 128,610
Positions
1,954 58,522 605 64,069 2,150 777 46,338 39,309 1,697 5,708 22,753 0 7,462 2,797
Changes from: November 3, 2020 Total Change is: 10,417
44 1,132 -363 3,465 -1,205 503 4,950 10,757 -608 1,857 158 -46 615 89
Percent of Open Interest Represented by Each Category of Trader
1.5 45.5 0.5 49.8 1.7 0.6 36.0 30.6 1.3 4.4 17.7 0.0 5.8 2.2
Number of Traders in Each Category Total Traders: 140
. 7 . 25 7 4 44 30 8 12 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 42,812
Positions
22,399 0 82 6,217 26,818 6 7,172 10,701 9 4,995 2,679 0 1,932 2,517
Changes from: November 3, 2020 Total Change is: -1,396
4 0 -4 915 -2,535 -445 -1,165 1,191 -24 -228 857 0 -449 -436
Percent of Open Interest Represented by Each Category of Trader
52.3 0.0 0.2 14.5 62.6 0.0 16.8 25.0 0.0 11.7 6.3 0.0 4.5 5.9
Number of Traders in Each Category Total Traders: 57
. 0 . 8 8 . 12 15 . 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 46,065
Positions
5,257 13,832 8 16,326 6,486 468 16,618 20,183 375 1,268 1,520 6 5,739 3,187
Changes from: November 3, 2020 Total Change is: 5,665
-153 2,234 7 2,272 -1,466 142 1,604 4,278 -62 947 435 0 908 97
Percent of Open Interest Represented by Each Category of Trader
11.4 30.0 0.0 35.4 14.1 1.0 36.1 43.8 0.8 2.8 3.3 0.0 12.5 6.9
Number of Traders in Each Category Total Traders: 87
5 5 . 23 5 5 25 17 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 14,303
Positions
2,495 0 0 5,047 2,918 0 5,185 9,618 120 240 292 0 1,216 1,355
Changes from: November 3, 2020 Total Change is: 171
-9 0 0 160 316 0 -168 -179 65 0 10 0 123 -41
Percent of Open Interest Represented by Each Category of Trader
17.4 0.0 0.0 35.3 20.4 0.0 36.3 67.2 0.8 1.7 2.0 0.0 8.5 9.5
Number of Traders in Each Category Total Traders: 27
. 0 0 4 5 0 8 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 46,842
Positions
12,674 14,559 3,742 13,173 1,348 295 8,111 7,057 269 685 13,990 0 7,894 5,583
Changes from: November 3, 2020 Total Change is: 2,245
-1,859 -1,050 696 3,122 -117 -180 167 2,373 107 294 473 -194 92 137
Percent of Open Interest Represented by Each Category of Trader
27.1 31.1 8.0 28.1 2.9 0.6 17.3 15.1 0.6 1.5 29.9 0.0 16.9 11.9
Number of Traders in Each Category Total Traders: 91
19 14 5 19 . 5 18 12 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 93,683
Positions
25,348 29,118 7,484 26,345 2,696 589 16,222 14,113 537 1,370 27,980 0 15,788 11,166
Changes from: November 3, 2020 Total Change is: 4,489
-3,717 -2,100 1,392 6,243 -234 -360 334 4,746 214 588 946 -388 183 273
Percent of Open Interest Represented by Each Category of Trader
27.1 31.1 8.0 28.1 2.9 0.6 17.3 15.1 0.6 1.5 29.9 0.0 16.9 11.9
Number of Traders in Each Category Total Traders: 91
19 14 5 19 . 5 18 12 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 32,794
Positions
9,207 15,343 12 14,250 7,915 5,619 1,339 2,968 0 400 431 0 1,967 506
Changes from: November 3, 2020 Total Change is: -774
-11 -644 0 -379 -40 40 -703 501 0 400 0 0 -121 -631
Percent of Open Interest Represented by Each Category of Trader
28.1 46.8 0.0 43.5 24.1 17.1 4.1 9.1 0.0 1.2 1.3 0.0 6.0 1.5
Number of Traders in Each Category Total Traders: 28
5 5 . 12 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 517,065
Positions
56,105 109,122 12,646 238,850 110,945 61,485 41,048 72,080 18,087 24,733 71,150 1,309 62,804 60,242
Changes from: November 3, 2020 Total Change is: 20,741
-172 12,929 1,463 4,172 -11,529 4,481 1,647 -1,757 5,956 -4,675 5,262 -20 7,890 3,955
Percent of Open Interest Represented by Each Category of Trader
10.9 21.1 2.4 46.2 21.5 11.9 7.9 13.9 3.5 4.8 13.8 0.3 12.1 11.7
Number of Traders in Each Category Total Traders: 530
36 33 21 150 88 119 63 91 48 36 33 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 24,917
Positions
5,220 13,370 0 1,000 0 0 6,945 5,925 900 300 0 0 10,552 4,722
Changes from: November 3, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
20.9 53.7 0.0 4.0 0.0 0.0 27.9 23.8 3.6 1.2 0.0 0.0 42.3 19.0
Number of Traders in Each Category Total Traders: 20
. 4 0 . 0 0 7 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 26,217
Positions
15,398 9,952 44 3,231 10,299 0 1,061 3,894 26 0 0 0 6,457 2,002
Changes from: November 3, 2020 Total Change is: 457
-5,254 -1,915 -163 189 2,556 -106 843 -245 0 0 0 0 4,948 330
Percent of Open Interest Represented by Each Category of Trader
58.7 38.0 0.2 12.3 39.3 0.0 4.0 14.9 0.1 0.0 0.0 0.0 24.6 7.6
Number of Traders in Each Category Total Traders: 32
5 8 . 7 4 0 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 2,460,742
Positions
276,671 501,008 40,982 1,189,251 554,724 307,424 216,135 376,397 40,311 122,164 355,750 6,546 261,258 277,600
Changes from: November 3, 2020 Total Change is: 50,002
4,503 16,794 13,535 20,860 -57,644 22,403 9,776 8,290 454 -24,873 26,312 -99 3,443 19,957
Percent of Open Interest Represented by Each Category of Trader
11.2 20.4 1.7 48.3 22.5 12.5 8.8 15.3 1.6 5.0 14.5 0.3 10.6 11.3
Number of Traders in Each Category Total Traders: 529
35 34 19 150 88 119 65 89 47 35 33 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 11,570
Positions
2,733 8,203 1 4,334 0 53 780 1,483 0 0 650 0 3,669 1,180
Changes from: November 3, 2020 Total Change is: -177
131 -155 1 -1,181 0 0 -37 0 0 0 0 0 909 -23
Percent of Open Interest Represented by Each Category of Trader
23.6 70.9 0.0 37.5 0.0 0.5 6.7 12.8 0.0 0.0 5.6 0.0 31.7 10.2
Number of Traders in Each Category Total Traders: 22
. 9 . 5 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 15,413
Positions
3,980 14,390 0 7,664 0 61 1,112 0 0 0 0 0 2,596 962
Changes from: November 3, 2020 Total Change is: 595
1,880 502 0 -1,607 0 0 347 0 0 0 0 0 -25 93
Percent of Open Interest Represented by Each Category of Trader
25.8 93.4 0.0 49.7 0.0 0.4 7.2 0.0 0.0 0.0 0.0 0.0 16.8 6.2
Number of Traders in Each Category Total Traders: 20
. 8 0 7 0 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 13,521
Positions
2,495 10,689 0 7,049 1,386 299 1,339 213 0 0 0 0 2,339 934
Changes from: November 3, 2020 Total Change is: -227
617 -33 0 -568 103 -103 0 45 -58 0 0 0 -115 -181
Percent of Open Interest Represented by Each Category of Trader
18.5 79.1 0.0 52.1 10.3 2.2 9.9 1.6 0.0 0.0 0.0 0.0 17.3 6.9
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 November 10, 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 156,486
Positions
8,982 0 0 19,145 0 0 92,031 18,230 7,304 1,865 11,709 20 27,139 119,223
Changes from: November 3, 2020 Total Change is: 33,173
8,982 0 0 1,111 0 -33 50,641 -58,396 4,715 691 -5,019 20 -32,954 91,886
Percent of Open Interest Represented by Each Category of Trader
5.7 0.0 0.0 12.2 0.0 0.0 58.8 11.6 4.7 1.2 7.5 0.0 17.3 76.2
Number of Traders in Each Category Total Traders: 22
. 0 0 . 0 0 7 7 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 53,213
Positions
6,701 7,736 274 30,812 36,521 1,270 3,312 3,053 314 470 817 0 10,060 3,228
Changes from: November 3, 2020 Total Change is: -1,359
-2,815 1,260 159 1,707 -3,641 -522 -205 1,174 153 470 487 0 -306 -429
Percent of Open Interest Represented by Each Category of Trader
12.6 14.5 0.5 57.9 68.6 2.4 6.2 5.7 0.6 0.9 1.5 0.0 18.9 6.1
Number of Traders in Each Category Total Traders: 73
6 6 . 28 18 10 7 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 47,620
Positions
11,403 8,142 222 10,974 7,889 1,177 11,922 15,922 722 2,288 7,129 85 8,825 6,330
Changes from: November 3, 2020 Total Change is: 3,029
813 312 7 655 928 -156 1,721 -1,005 176 -198 3,241 -19 29 -456
Percent of Open Interest Represented by Each Category of Trader
23.9 17.1 0.5 23.0 16.6 2.5 25.0 33.4 1.5 4.8 15.0 0.2 18.5 13.3
Number of Traders in Each Category Total Traders: 294
26 20 4 62 47 32 40 60 21 15 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 238,100
Positions
57,015 40,712 1,110 54,872 39,444 5,887 59,611 79,611 3,612 11,442 35,645 427 44,124 31,652
Changes from: November 3, 2020 Total Change is: 15,145
4,066 1,561 35 3,277 4,642 -779 8,604 -5,026 882 -989 16,204 -96 145 -2,278
Percent of Open Interest Represented by Each Category of Trader
23.9 17.1 0.5 23.0 16.6 2.5 25.0 33.4 1.5 4.8 15.0 0.2 18.5 13.3
Number of Traders in Each Category Total Traders: 294
26 20 4 62 47 32 40 60 21 15 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 528,350
Positions
82,740 91,193 4,142 279,132 204,767 50,527 70,793 95,297 4,896 8,305 63,027 0 27,815 14,501
Changes from: November 3, 2020 Total Change is: -1,220
-6,991 18,852 -829 7,574 -10,768 3,227 -6,608 -11,713 551 -1,805 385 -144 3,805 -781
Percent of Open Interest Represented by Each Category of Trader
15.7 17.3 0.8 52.8 38.8 9.6 13.4 18.0 0.9 1.6 11.9 0.0 5.3 2.7
Number of Traders in Each Category Total Traders: 360
27 19 6 101 61 50 59 58 22 14 20 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 16,690
Positions
6,793 14,514 19 3,933 1,758 0 5,164 0 32 0 0 0 749 367
Changes from: November 3, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
40.7 87.0 0.1 23.6 10.5 0.0 30.9 0.0 0.2 0.0 0.0 0.0 4.5 2.2
Number of Traders in Each Category Total Traders: 22
. 9 . 5 . 0 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 15,428
Positions
0 10,373 0 8,918 0 7 1,299 778 200 0 1,117 0 5,004 2,953
Changes from: November 3, 2020 Total Change is: -817
0 -1,069 0 980 -1,339 -86 -2,188 500 0 -401 917 0 878 260
Percent of Open Interest Represented by Each Category of Trader
0.0 67.2 0.0 57.8 0.0 0.0 8.4 5.0 1.3 0.0 7.2 0.0 32.4 19.1
Number of Traders in Each Category Total Traders: 23
0 5 0 10 0 . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 48,321
Positions
13,878 14,033 578 14,181 5,725 760 7,814 8,714 659 2,657 1,961 0 7,794 15,891
Changes from: November 3, 2020 Total Change is: 3,450
-3,022 4,425 257 982 -570 49 1,239 -3,234 434 2,448 -1,204 0 1,063 3,293
Percent of Open Interest Represented by Each Category of Trader
28.7 29.0 1.2 29.3 11.8 1.6 16.2 18.0 1.4 5.5 4.1 0.0 16.1 32.9
Number of Traders in Each Category Total Traders: 74
7 12 . 11 8 4 16 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 434,716
Positions
42,607 253,205 4,497 309,975 113,599 36,961 22,839 18,716 1,271 7,145 1,421 113 9,308 4,933
Changes from: November 3, 2020 Total Change is: -4,599
-46 2,528 -1 -15,913 -8,995 6,501 4,467 1,254 -385 61 -4,535 0 717 -966
Percent of Open Interest Represented by Each Category of Trader
9.8 58.2 1.0 71.3 26.1 8.5 5.3 4.3 0.3 1.6 0.3 0.0 2.1 1.1
Number of Traders in Each Category Total Traders: 176
12 14 . 64 44 41 15 15 6 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 1,290,508
Positions
101,887 692,982 4,142 910,420 278,422 94,885 102,668 76,495 6,555 32,487 124,253 2,769 34,695 10,005
Changes from: November 3, 2020 Total Change is: 47,771
-5,443 23,151 -1,861 32,377 -928 186 9,872 6,651 -2,776 3,895 21,711 184 11,337 1,453
Percent of Open Interest Represented by Each Category of Trader
7.9 53.7 0.3 70.5 21.6 7.4 8.0 5.9 0.5 2.5 9.6 0.2 2.7 0.8
Number of Traders in Each Category Total Traders: 442
27 20 8 178 70 82 61 37 16 30 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 210,145
Positions
57,572 166,095 31,703 26,213 0 2,686 80,378 122 8,646 2,685 65 0 262 828
Changes from: November 3, 2020 Total Change is: 2,221
-2,178 3,538 -1,062 3,443 0 0 2,094 10 -263 137 0 0 50 -2
Percent of Open Interest Represented by Each Category of Trader
27.4 79.0 15.1 12.5 0.0 1.3 38.2 0.1 4.1 1.3 0.0 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 80
9 21 17 13 0 . 27 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 1,218,434
Positions
10,665 149,155 8,047 696,810 189,115 157,822 88,321 520,432 33,784 73,388 14,603 0 149,597 145,476
Changes from: November 3, 2020 Total Change is: 1,440
-1,361 20,303 3,350 -12,172 -2,525 1,252 -5,172 -27,926 14,302 6,249 -3,833 -15 -4,993 -3,468
Percent of Open Interest Represented by Each Category of Trader
0.9 12.2 0.7 57.2 15.5 13.0 7.2 42.7 2.8 6.0 1.2 0.0 12.3 11.9
Number of Traders in Each Category Total Traders: 189
5 18 10 59 34 51 21 37 26 11 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 1,011,988
Positions
23,434 121,061 0 512,633 184,319 189,159 87,375 363,169 10,272 50,679 12,815 0 138,436 131,193
Changes from: November 3, 2020 Total Change is: 28,792
543 21,920 0 12,841 1,826 1,544 8,769 -8,424 -237 -237 -4,978 -37 5,606 17,178
Percent of Open Interest Represented by Each Category of Trader
2.3 12.0 0.0 50.7 18.2 18.7 8.6 35.9 1.0 5.0 1.3 0.0 13.7 13.0
Number of Traders in Each Category Total Traders: 132
. 13 0 58 18 47 9 23 9 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,006,869
Positions
32,786 105,695 17,592 921,903 541,270 248,766 409,491 871,597 51,473 168,492 61,587 935 155,431 107,954
Changes from: November 3, 2020 Total Change is: 40,657
-6,035 -29,467 3,868 -19,482 23,032 5,608 60,792 15,940 11,520 -9,377 -1,058 11 -6,248 11,203
Percent of Open Interest Represented by Each Category of Trader
1.6 5.3 0.9 45.9 27.0 12.4 20.4 43.4 2.6 8.4 3.1 0.0 7.7 5.4
Number of Traders in Each Category Total Traders: 270
10 22 8 98 28 65 54 32 22 20 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 3,207,215
Positions
149,142 283,984 26,726 1,263,308 1,129,652 640,083 429,996 513,434 101,530 230,695 104,512 2,246 363,489 405,048
Changes from: November 3, 2020 Total Change is: 129,974
-35,689 29,939 13,126 -31,174 36,604 45,705 112,509 -51,793 38,771 -11,687 -2,658 1,466 -3,053 18,814
Percent of Open Interest Represented by Each Category of Trader
4.7 8.9 0.8 39.4 35.2 20.0 13.4 16.0 3.2 7.2 3.3 0.1 11.3 12.6
Number of Traders in Each Category Total Traders: 368
19 35 15 96 75 92 52 59 38 17 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 946,568
Positions
78,426 23,415 9,177 294,573 355,062 119,814 267,672 219,836 15,085 49,121 14,491 0 112,700 189,688
Changes from: November 3, 2020 Total Change is: 23,568
-222 -6,956 40 7,334 17,714 5,511 13,616 3,724 -1,985 1,274 4,204 0 -2,000 1,316
Percent of Open Interest Represented by Each Category of Trader
8.3 2.5 1.0 31.1 37.5 12.7 28.3 23.2 1.6 5.2 1.5 0.0 11.9 20.0
Number of Traders in Each Category Total Traders: 119
5 6 4 24 48 38 17 11 10 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 3,175,015
Positions
71,322 239,423 17,191 1,374,670 599,431 525,521 448,717 1,240,448 111,899 324,052 153,145 232 301,411 287,725
Changes from: November 3, 2020 Total Change is: 56,408
18,208 -17,904 4,098 -8,065 44,693 -2,659 30,354 -36,184 36,250 -19,226 15,968 -39 -2,513 12,185
Percent of Open Interest Represented by Each Category of Trader
2.2 7.5 0.5 43.3 18.9 16.6 14.1 39.1 3.5 10.2 4.8 0.0 9.5 9.1
Number of Traders in Each Category Total Traders: 298
15 23 9 90 54 77 36 56 40 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 1,103,316
Positions
249,360 280,479 227,403 31,150 2,632 17,779 328,504 333,830 211,444 12,308 2,786 0 25,368 26,963
Changes from: November 3, 2020 Total Change is: 39,132
22,655 -7,457 -19,231 -2,356 0 2,056 15,376 48,266 17,030 979 0 0 2,623 -1,532
Percent of Open Interest Represented by Each Category of Trader
22.6 25.4 20.6 2.8 0.2 1.6 29.8 30.3 19.2 1.1 0.3 0.0 2.3 2.4
Number of Traders in Each Category Total Traders: 99
28 14 36 . . . 26 18 34 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 9,631,169
Positions
1,632,656 2,337,969 2,030,902 358,516 463,489 406,423 1,378,421 407,255 3,021,181 73,769 87,213 143,553 585,748 733,184
Changes from: November 3, 2020 Total Change is: 34,579
-126,339 157,070 97,751 46,158 21,799 -4,078 173,619 -115,641 -118,782 1,665 2,067 -16,183 -19,232 10,576
Percent of Open Interest Represented by Each Category of Trader
17.0 24.3 21.1 3.7 4.8 4.2 14.3 4.2 31.4 0.8 0.9 1.5 6.1 7.6
Number of Traders in Each Category Total Traders: 230
36 44 69 22 9 18 48 42 80 10 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 346,494
Positions
23,216 155,472 64,768 0 11,235 11,243 186,393 42,565 57,970 274 518 2,490 140 233
Changes from: November 3, 2020 Total Change is: 15,362
2,665 4,077 7,745 -100 545 0 6,044 3,750 -480 -70 160 -438 -4 3
Percent of Open Interest Represented by Each Category of Trader
6.7 44.9 18.7 0.0 3.2 3.2 53.8 12.3 16.7 0.1 0.1 0.7 0.0 0.1
Number of Traders in Each Category Total Traders: 84
12 17 15 0 4 . 20 22 31 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 157,409
Positions
8,463 93,574 16,411 4,005 2,478 3,165 81,286 13,228 27,395 15,512 157 920 252 81
Changes from: November 3, 2020 Total Change is: 31,215
120 20,162 4,585 705 88 7 17,571 3,311 3,002 4,958 -45 165 102 -60
Percent of Open Interest Represented by Each Category of Trader
5.4 59.4 10.4 2.5 1.6 2.0 51.6 8.4 17.4 9.9 0.1 0.6 0.2 0.1
Number of Traders in Each Category Total Traders: 75
4 19 12 . 4 . 25 16 25 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 145,120
Positions
0 53,558 0 3,403 2,019 0 1,012 12,342 75,888 64,803 1,000 0 14 313
Changes from: November 3, 2020 Total Change is: 2,969
0 269 0 0 0 0 683 1,517 1,035 1,250 0 0 1 148
Percent of Open Interest Represented by Each Category of Trader
0.0 36.9 0.0 2.3 1.4 0.0 0.7 8.5 52.3 44.7 0.7 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 24
0 4 0 . 5 0 . . . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 11,311
Positions
0 732 0 832 7 33 5,097 7,881 130 2,250 1,803 130 2,839 595
Changes from: November 3, 2020 Total Change is: 33
0 71 0 32 7 33 718 -126 29 -289 -227 76 -566 170
Percent of Open Interest Represented by Each Category of Trader
0.0 6.5 0.0 7.4 0.1 0.3 45.1 69.7 1.1 19.9 15.9 1.1 25.1 5.3
Number of Traders in Each Category Total Traders: 102
0 . 0 5 . . 40 19 8 25 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 29,066
Positions
3,975 3,346 0 6,142 8,816 934 10,272 8,302 2,132 1,899 2,813 18 3,694 2,705
Changes from: November 3, 2020 Total Change is: 2,405
3,915 0 0 -570 942 -33 -1,449 1,932 -450 761 70 -24 255 -32
Percent of Open Interest Represented by Each Category of Trader
13.7 11.5 0.0 21.1 30.3 3.2 35.3 28.6 7.3 6.5 9.7 0.1 12.7 9.3
Number of Traders in Each Category Total Traders: 85
. . 0 8 8 . 21 20 9 14 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 269,026
Positions
30,881 25,209 12,744 114,443 37,800 17,319 30,673 117,764 27,236 9,277 4,441 6,695 19,758 19,818
Changes from: November 3, 2020 Total Change is: -14,329
-6,036 -10,289 125 -11,270 10,837 4,488 9,296 -9,759 -9,094 -22 1,147 -716 -1,100 -1,068
Percent of Open Interest Represented by Each Category of Trader
11.5 9.4 4.7 42.5 14.1 6.4 11.4 43.8 10.1 3.4 1.7 2.5 7.3 7.4
Number of Traders in Each Category Total Traders: 155
7 17 17 12 22 14 23 49 40 10 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 20,983
Positions
3,268 2,004 74 16,390 8,232 109 471 10,354 0 426 176 0 245 34
Changes from: November 3, 2020 Total Change is: 46
0 286 74 500 -685 -404 -215 798 0 125 2 0 -34 -25
Percent of Open Interest Represented by Each Category of Trader
15.6 9.6 0.4 78.1 39.2 0.5 2.2 49.3 0.0 2.0 0.8 0.0 1.2 0.2
Number of Traders in Each Category Total Traders: 34
. . . 10 . . 4 6 0 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 16, 2020