Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 156,503
Positions
27,456 43,756 5,037 39,646 16,552 6,019 18,414 45,096 14,456 13,363 1,485 246 31,865 23,856
Changes from: July 21, 2020 Total Change is: -1,546
-2,277 480 1,356 -12 -573 29 -3,775 -5,321 1,975 391 803 -102 870 -193
Percent of Open Interest Represented by Each Category of Trader
17.5 28.0 3.2 25.3 10.6 3.8 11.8 28.8 9.2 8.5 0.9 0.2 20.4 15.2
Number of Traders in Each Category Total Traders: 101
5 10 7 16 14 13 17 25 15 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 54,210
Positions
0 26,485 713 13,166 5,425 430 17,574 8,177 1,496 0 480 0 20,832 11,005
Changes from: July 21, 2020 Total Change is: 1,293
0 3,043 -8 -306 -90 -10 -572 -1,718 11 0 -7 0 2,178 72
Percent of Open Interest Represented by Each Category of Trader
0.0 48.9 1.3 24.3 10.0 0.8 32.4 15.1 2.8 0.0 0.9 0.0 38.4 20.3
Number of Traders in Each Category Total Traders: 46
0 10 4 12 7 . 9 7 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 212,659
Positions
57,072 6,899 3,393 52,123 68,331 10,596 31,296 57,832 27,760 3,463 7,574 640 26,316 29,633
Changes from: July 21, 2020 Total Change is: 5,239
1,064 697 -1,092 7,817 -4,602 2,908 -10,188 3,046 3,322 -486 1,272 102 1,792 -414
Percent of Open Interest Represented by Each Category of Trader
26.8 3.2 1.6 24.5 32.1 5.0 14.7 27.2 13.1 1.6 3.6 0.3 12.4 13.9
Number of Traders in Each Category Total Traders: 114
10 . 8 17 26 14 21 26 17 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 199,230
Positions
6,823 91,460 5,343 73,085 13,919 12,670 36,113 34,805 18,893 10,190 475 889 35,224 20,777
Changes from: July 21, 2020 Total Change is: 37,382
405 27,366 1,951 7,562 -3,283 1,967 14,240 2,392 4,743 -1,993 0 91 8,416 2,154
Percent of Open Interest Represented by Each Category of Trader
3.4 45.9 2.7 36.7 7.0 6.4 18.1 17.5 9.5 5.1 0.2 0.4 17.7 10.4
Number of Traders in Each Category Total Traders: 123
5 11 7 28 16 16 32 20 20 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 768,384
Positions
26,794 457,365 16,241 408,321 70,588 25,353 74,588 80,775 62,233 44,714 6,758 4,175 105,965 44,896
Changes from: July 21, 2020 Total Change is: 57,488
1,140 46,278 -1,250 14,372 -2,125 816 20,020 8,800 11,875 11,975 -860 -4,632 3,174 -1,412
Percent of Open Interest Represented by Each Category of Trader
3.5 59.5 2.1 53.1 9.2 3.3 9.7 10.5 8.1 5.8 0.9 0.5 13.8 5.8
Number of Traders in Each Category Total Traders: 303
11 16 16 107 30 47 49 36 34 36 17 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 23,236
Positions
440 9,564 32 8,954 2,578 1,980 0 4,095 0 0 449 0 11,830 4,538
Changes from: July 21, 2020 Total Change is: -156
0 -33 0 709 -228 0 0 -159 0 0 0 0 -865 264
Percent of Open Interest Represented by Each Category of Trader
1.9 41.2 0.1 38.5 11.1 8.5 0.0 17.6 0.0 0.0 1.9 0.0 50.9 19.5
Number of Traders in Each Category Total Traders: 24
. . . 11 5 8 0 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 134,953
Positions
7,937 33,375 3,435 40,258 39,139 5,855 36,521 17,954 13,227 0 81 570 27,149 21,316
Changes from: July 21, 2020 Total Change is: 8,363
341 3,061 664 5,037 1,666 623 -1,118 4,099 1,392 0 42 570 854 -3,755
Percent of Open Interest Represented by Each Category of Trader
5.9 24.7 2.5 29.8 29.0 4.3 27.1 13.3 9.8 0.0 0.1 0.4 20.1 15.8
Number of Traders in Each Category Total Traders: 83
5 9 6 16 11 10 24 16 14 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 24,648
Positions
676 19,028 0 14,499 520 14 8,314 2,109 102 138 1,394 0 905 1,481
Changes from: July 21, 2020 Total Change is: 852
85 0 0 908 243 -27 251 225 76 -282 371 0 -159 -36
Percent of Open Interest Represented by Each Category of Trader
2.7 77.2 0.0 58.8 2.1 0.1 33.7 8.6 0.4 0.6 5.7 0.0 3.7 6.0
Number of Traders in Each Category Total Traders: 40
. 5 0 5 . . 10 9 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 134,567
Positions
830 60,352 509 83,439 8,624 415 38,477 37,659 2,356 2,755 19,721 272 5,514 4,659
Changes from: July 21, 2020 Total Change is: 5,877
-34 3,492 0 1,072 -369 -155 5,612 2,581 -267 -268 793 22 -105 -221
Percent of Open Interest Represented by Each Category of Trader
0.6 44.8 0.4 62.0 6.4 0.3 28.6 28.0 1.8 2.0 14.7 0.2 4.1 3.5
Number of Traders in Each Category Total Traders: 136
. 9 . 14 18 4 38 33 12 11 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 25,932
Positions
6,805 517 78 5,266 16,166 5 8,577 4,763 650 2,357 934 0 2,194 2,819
Changes from: July 21, 2020 Total Change is: -2,530
-105 40 -456 695 -1,929 3 -2,370 -18 41 -459 -80 0 121 -131
Percent of Open Interest Represented by Each Category of Trader
26.2 2.0 0.3 20.3 62.3 0.0 33.1 18.4 2.5 9.1 3.6 0.0 8.5 10.9
Number of Traders in Each Category Total Traders: 52
. . . 9 6 . 11 15 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 36,154
Positions
8,515 6,159 0 11,429 7,551 421 10,660 17,152 311 470 1,258 6 4,342 3,296
Changes from: July 21, 2020 Total Change is: 45
1,950 -484 -46 1,708 -1,178 51 -3,360 2,345 -261 130 84 0 -127 -466
Percent of Open Interest Represented by Each Category of Trader
23.6 17.0 0.0 31.6 20.9 1.2 29.5 47.4 0.9 1.3 3.5 0.0 12.0 9.1
Number of Traders in Each Category Total Traders: 85
6 4 0 15 10 5 25 19 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 12,241
Positions
149 0 0 4,853 2,044 0 6,677 8,413 29 0 597 0 533 1,158
Changes from: July 21, 2020 Total Change is: -1,248
0 0 0 269 -594 0 -1,364 -752 2 0 120 0 -155 -24
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 39.6 16.7 0.0 54.5 68.7 0.2 0.0 4.9 0.0 4.4 9.5
Number of Traders in Each Category Total Traders: 28
. 0 0 . . 0 10 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 41,389
Positions
11,863 11,760 1,056 11,833 2,877 466 8,504 2,849 201 103 14,511 0 7,364 7,670
Changes from: July 21, 2020 Total Change is: 1,409
-945 3,226 262 1,956 362 12 -574 -2,081 -1 0 -203 0 698 -168
Percent of Open Interest Represented by Each Category of Trader
28.7 28.4 2.6 28.6 7.0 1.1 20.5 6.9 0.5 0.2 35.1 0.0 17.8 18.5
Number of Traders in Each Category Total Traders: 88
18 15 5 15 6 6 16 12 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 82,777
Positions
23,726 23,519 2,112 23,665 5,754 931 17,008 5,698 402 206 29,021 0 14,727 15,341
Changes from: July 21, 2020 Total Change is: 2,818
-1,889 6,452 524 3,912 724 24 -1,149 -4,163 -1 0 -406 0 1,397 -336
Percent of Open Interest Represented by Each Category of Trader
28.7 28.4 2.6 28.6 7.0 1.1 20.5 6.9 0.5 0.2 35.1 0.0 17.8 18.5
Number of Traders in Each Category Total Traders: 88
18 15 5 15 6 6 16 12 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 34,666
Positions
7,552 18,846 21 19,432 10,310 2,004 2,107 2,297 0 1,080 421 0 2,470 767
Changes from: July 21, 2020 Total Change is: -181
-92 -217 0 79 -1 2 -192 48 0 0 0 0 22 -13
Percent of Open Interest Represented by Each Category of Trader
21.8 54.4 0.1 56.1 29.7 5.8 6.1 6.6 0.0 3.1 1.2 0.0 7.1 2.2
Number of Traders in Each Category Total Traders: 27
6 4 . 10 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 704,028
Positions
81,195 76,716 40,515 255,961 144,749 65,382 45,717 97,982 115,974 19,909 72,937 2,999 76,375 86,773
Changes from: July 21, 2020 Total Change is: 7,913
-3,394 19,681 1,402 9,109 611 -3,189 4,088 -7,994 -3,246 -398 -3,668 -259 3,800 4,576
Percent of Open Interest Represented by Each Category of Trader
11.5 10.9 5.8 36.4 20.6 9.3 6.5 13.9 16.5 2.8 10.4 0.4 10.8 12.3
Number of Traders in Each Category Total Traders: 611
35 34 43 158 104 140 73 110 105 44 53 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 40,426
Positions
1,909 17,514 4 0 0 0 5,020 1,906 13,838 41 0 56 19,557 7,108
Changes from: July 21, 2020 Total Change is: 7,302
403 7,870 -20 0 0 0 2,110 -894 132 -4 0 -10 4,691 223
Percent of Open Interest Represented by Each Category of Trader
4.7 43.3 0.0 0.0 0.0 0.0 12.4 4.7 34.2 0.1 0.0 0.1 48.4 17.6
Number of Traders in Each Category Total Traders: 26
. 6 . 0 0 0 9 8 15 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 3,318,010
Positions
445,199 344,778 153,788 1,279,805 723,747 326,911 224,481 501,376 489,683 99,339 364,685 14,716 284,089 398,325
Changes from: July 21, 2020 Total Change is: 3,056
-15,851 62,185 3,978 45,545 3,053 -15,944 15,548 -29,844 -22,552 -1,969 -18,339 -1,247 -4,452 21,766
Percent of Open Interest Represented by Each Category of Trader
13.4 10.4 4.6 38.6 21.8 9.9 6.8 15.1 14.8 3.0 11.0 0.4 8.6 12.0
Number of Traders in Each Category Total Traders: 605
37 32 39 158 104 140 71 107 98 43 53 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 135,006
Positions
2,800 0 0 18,546 0 3 88,211 74,246 531 1,090 2,027 0 23,825 58,199
Changes from: July 21, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.1 0.0 0.0 13.7 0.0 0.0 65.3 55.0 0.4 0.8 1.5 0.0 17.6 43.1
Number of Traders in Each Category Total Traders: 20
. 0 0 . 0 . 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 59,069
Positions
10,128 5,392 406 36,591 42,799 1,034 1,760 3,369 565 0 1,029 19 8,566 4,456
Changes from: July 21, 2020 Total Change is: -549
-1,072 -471 339 119 -542 -8 -343 237 12 0 0 0 404 -116
Percent of Open Interest Represented by Each Category of Trader
17.1 9.1 0.7 61.9 72.5 1.8 3.0 5.7 1.0 0.0 1.7 0.0 14.5 7.5
Number of Traders in Each Category Total Traders: 71
6 6 . 27 19 13 5 6 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 50,190
Positions
9,485 8,862 450 13,434 5,755 1,131 10,534 18,177 5,610 1,527 2,952 63 7,957 7,190
Changes from: July 21, 2020 Total Change is: -354
-446 100 115 117 -196 -389 14 250 -441 132 264 -3 547 -55
Percent of Open Interest Represented by Each Category of Trader
18.9 17.7 0.9 26.8 11.5 2.3 21.0 36.2 11.2 3.0 5.9 0.1 15.9 14.3
Number of Traders in Each Category Total Traders: 290
20 26 8 73 38 39 48 52 30 14 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 250,949
Positions
47,424 44,311 2,251 67,168 28,773 5,653 52,668 90,887 28,050 7,633 14,758 315 39,787 35,951
Changes from: July 21, 2020 Total Change is: -1,772
-2,232 500 573 583 -978 -1,945 71 1,251 -2,203 661 1,320 -16 2,736 -274
Percent of Open Interest Represented by Each Category of Trader
18.9 17.7 0.9 26.8 11.5 2.3 21.0 36.2 11.2 3.0 5.9 0.1 15.9 14.3
Number of Traders in Each Category Total Traders: 290
20 26 8 73 38 39 48 52 30 14 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 502,183
Positions
98,734 48,395 1,285 231,324 218,284 56,698 74,088 80,466 9,189 10,746 64,601 90 20,029 23,175
Changes from: July 21, 2020 Total Change is: -12,037
-7,630 -3,800 -951 -5,514 -1,086 -1,037 4,007 -7,377 -451 3 1,350 -43 -421 1,359
Percent of Open Interest Represented by Each Category of Trader
19.7 9.6 0.3 46.1 43.5 11.3 14.8 16.0 1.8 2.1 12.9 0.0 4.0 4.6
Number of Traders in Each Category Total Traders: 331
30 16 4 87 64 51 40 59 28 12 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 36,509
Positions
6,104 12,757 319 15,668 5,215 338 5,386 2,756 40 496 1,345 0 8,158 13,739
Changes from: July 21, 2020 Total Change is: 333
-158 -36 -67 -173 14 -9 -736 280 25 -194 1,145 0 1,645 -1,019
Percent of Open Interest Represented by Each Category of Trader
16.7 34.9 0.9 42.9 14.3 0.9 14.8 7.5 0.1 1.4 3.7 0.0 22.3 37.6
Number of Traders in Each Category Total Traders: 58
8 9 . 13 8 7 10 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 443,360
Positions
45,001 256,198 4,896 334,970 130,054 27,959 19,964 15,842 907 1,415 1,642 0 8,248 5,862
Changes from: July 21, 2020 Total Change is: 4,721
2,908 2,774 -936 2,493 -573 143 516 3,918 11 0 -4 0 -414 -612
Percent of Open Interest Represented by Each Category of Trader
10.1 57.8 1.1 75.6 29.3 6.3 4.5 3.6 0.2 0.3 0.4 0.0 1.9 1.3
Number of Traders in Each Category Total Traders: 178
15 12 5 68 46 39 16 13 4 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 :
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MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,170,537
Positions
54,287 612,648 4,901 840,461 261,152 117,977 78,130 70,601 7,172 31,783 81,199 2,379 33,447 12,508
Changes from: July 21, 2020 Total Change is: -15,001
-3,298 7,763 1,113 1,234 -17,138 -2,186 -8,381 -2,162 154 1,768 -319 0 -5,405 -2,226
Percent of Open Interest Represented by Each Category of Trader
4.6 52.3 0.4 71.8 22.3 10.1 6.7 6.0 0.6 2.7 6.9 0.2 2.9 1.1
Number of Traders in Each Category Total Traders: 413
22 23 9 168 69 84 53 35 19 31 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 158,946
Positions
38,111 114,726 34,995 25,714 0 2,486 48,196 200 6,276 2,773 65 148 247 50
Changes from: July 21, 2020 Total Change is: -672
-960 -527 -245 7 0 0 2,473 91 5 -1,938 0 0 -14 4
Percent of Open Interest Represented by Each Category of Trader
24.0 72.2 22.0 16.2 0.0 1.6 30.3 0.1 3.9 1.7 0.0 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 82
10 19 19 13 0 . 27 . 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 1,180,664
Positions
5,536 116,472 28,972 541,633 207,682 209,434 62,817 355,747 89,572 54,524 24,740 3,585 184,591 144,460
Changes from: July 21, 2020 Total Change is: -52,320
-5,264 -10,011 -6,875 -10,550 2,275 -24,068 15 -4,283 -6,272 -1,239 -502 -6,554 8,487 3,970
Percent of Open Interest Represented by Each Category of Trader
0.5 9.9 2.5 45.9 17.6 17.7 5.3 30.1 7.6 4.6 2.1 0.3 15.6 12.2
Number of Traders in Each Category Total Traders: 174
5 16 14 61 31 52 19 29 36 7 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 1,040,824
Positions
26,139 133,058 1,325 565,106 128,954 185,345 58,025 474,184 5,240 51,045 15,042 0 148,599 97,676
Changes from: July 21, 2020 Total Change is: 4,465
-28 -462 30 -6,529 693 6,878 870 -2,643 -2,624 4,556 375 0 1,312 2,218
Percent of Open Interest Represented by Each Category of Trader
2.5 12.8 0.1 54.3 12.4 17.8 5.6 45.6 0.5 4.9 1.4 0.0 14.3 9.4
Number of Traders in Each Category Total Traders: 137
. 12 . 70 17 57 4 23 7 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 2,144,391
Positions
68,235 260,090 15,371 1,029,839 466,678 254,571 349,223 947,934 30,090 214,834 76,235 1,107 181,121 92,315
Changes from: July 21, 2020 Total Change is: -8,674
6,734 16,099 2,907 -10,787 -33,711 10,463 -5,495 11,511 -9,832 -247 10 30 -2,446 -6,150
Percent of Open Interest Represented by Each Category of Trader
3.2 12.1 0.7 48.0 21.8 11.9 16.3 44.2 1.4 10.0 3.6 0.1 8.4 4.3
Number of Traders in Each Category Total Traders: 304
12 27 10 112 25 64 49 47 31 23 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 3,875,724
Positions
220,100 272,962 132,277 1,443,934 1,136,377 658,632 492,457 921,933 254,148 205,775 97,289 20,188 448,212 381,917
Changes from: July 21, 2020 Total Change is: -2,199
22,918 -601 -26,620 2,187 25,292 10,629 17,163 36,081 -40,976 5,989 -1,481 -13,499 20,011 8,978
Percent of Open Interest Represented by Each Category of Trader
5.7 7.0 3.4 37.3 29.3 17.0 12.7 23.8 6.6 5.3 2.5 0.5 11.6 9.9
Number of Traders in Each Category Total Traders: 376
24 32 38 106 72 109 52 58 72 20 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 999,605
Positions
64,265 23,933 8,234 299,442 333,911 115,182 358,611 294,350 14,496 36,923 11,801 0 102,452 197,698
Changes from: July 21, 2020 Total Change is: 14,255
-2,789 -9,294 -806 1,094 12,977 -6,112 23,150 20,079 -2,569 2,026 423 0 261 -443
Percent of Open Interest Represented by Each Category of Trader
6.4 2.4 0.8 30.0 33.4 11.5 35.9 29.4 1.5 3.7 1.2 0.0 10.2 19.8
Number of Traders in Each Category Total Traders: 109
. 6 6 26 40 42 19 12 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 3,667,916
Positions
94,311 377,579 40,444 1,689,464 682,137 550,964 503,518 1,413,360 156,955 292,096 161,708 12,026 328,138 272,744
Changes from: July 21, 2020 Total Change is: 9,783
-929 14,374 -3,605 -22,112 24,782 -941 51,389 -2,352 -22,551 6,013 -784 -255 2,774 1,115
Percent of Open Interest Represented by Each Category of Trader
2.6 10.3 1.1 46.1 18.6 15.0 13.7 38.5 4.3 8.0 4.4 0.3 8.9 7.4
Number of Traders in Each Category Total Traders: 311
10 30 18 94 48 90 42 58 61 15 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 1,695,675
Positions
228,325 276,183 417,034 5,500 15,923 38,134 709,343 646,106 258,379 13,439 7,058 1,669 23,852 35,189
Changes from: July 21, 2020 Total Change is: 5,294
-5,467 3,726 4,512 0 -2,483 2,778 -4,176 -2,521 1,881 5,442 -2,602 475 -151 -472
Percent of Open Interest Represented by Each Category of Trader
13.5 16.3 24.6 0.3 0.9 2.2 41.8 38.1 15.2 0.8 0.4 0.1 1.4 2.1
Number of Traders in Each Category Total Traders: 109
25 19 38 . 4 . 24 26 34 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 is21,318,251
Positions
1,521,130 1,649,248 4,385,830 606,517 272,715 1,196,344 819,962 1,095,707 11,589,441 215,324 117,899 241,643 742,062 769,425
Changes from: July 21, 2020 Total Change is: -804
-87,226 -29,662 36,635 -47,727 -6,168 -14,899 67,280 -36,415 55,581 2,902 -3,834 1,103 -14,453 -3,146
Percent of Open Interest Represented by Each Category of Trader
7.1 7.7 20.6 2.8 1.3 5.6 3.8 5.1 54.4 1.0 0.6 1.1 3.5 3.6
Number of Traders in Each Category Total Traders: 265
34 44 72 18 12 23 53 58 94 19 17 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 169,435
Positions
17,866 48,670 21,488 635 8,514 8,319 98,187 59,881 20,058 299 4 2,376 207 125
Changes from: July 21, 2020 Total Change is: 2,423
585 1,570 127 327 231 108 3,466 2,857 -1,564 255 0 -863 -18 -43
Percent of Open Interest Represented by Each Category of Trader
10.5 28.7 12.7 0.4 5.0 4.9 57.9 35.3 11.8 0.2 0.0 1.4 0.1 0.1
Number of Traders in Each Category Total Traders: 57
5 16 9 . . . 12 18 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 221,727
Positions
29,060 99,085 17,727 1,222 4,419 2,623 137,490 69,653 27,167 5,751 296 585 102 172
Changes from: July 21, 2020 Total Change is: 8,090
-13 -1,127 3,145 116 -258 1 -1,154 -65 6,107 -149 227 38 -1 22
Percent of Open Interest Represented by Each Category of Trader
13.1 44.7 8.0 0.6 2.0 1.2 62.0 31.4 12.3 2.6 0.1 0.3 0.0 0.1
Number of Traders in Each Category Total Traders: 80
7 27 13 . . . 15 24 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 70,944
Positions
0 18,737 0 1,516 2,414 0 79 22,939 25,792 43,531 500 0 26 562
Changes from: July 21, 2020 Total Change is: 460
0 -972 0 0 89 0 0 860 658 -200 0 0 2 -175
Percent of Open Interest Represented by Each Category of Trader
0.0 26.4 0.0 2.1 3.4 0.0 0.1 32.3 36.4 61.4 0.7 0.0 0.0 0.8
Number of Traders in Each Category Total Traders: 23
0 4 0 . 5 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 14,459
Positions
0 580 2 646 684 20 5,965 7,957 1,472 2,292 2,823 296 3,766 624
Changes from: July 21, 2020 Total Change is: 4,856
0 47 2 161 406 -10 1,856 1,901 1,031 75 1,169 295 1,446 15
Percent of Open Interest Represented by Each Category of Trader
0.0 4.0 0.0 4.5 4.7 0.1 41.3 55.0 10.2 15.9 19.5 2.0 26.0 4.3
Number of Traders in Each Category Total Traders: 85
0 . . 5 . . 31 19 9 23 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 37,358
Positions
1,214 0 0 4,744 6,749 763 24,219 22,341 727 3,035 2,863 72 2,584 3,843
Changes from: July 21, 2020 Total Change is: 5,908
335 0 0 -356 1,901 213 6,343 2,673 -492 -369 1,131 55 178 426
Percent of Open Interest Represented by Each Category of Trader
3.2 0.0 0.0 12.7 18.1 2.0 64.8 59.8 1.9 8.1 7.7 0.2 6.9 10.3
Number of Traders in Each Category Total Traders: 97
4 0 0 4 10 . 18 31 8 9 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 268,574
Positions
19,027 19,221 15,264 120,671 46,069 16,867 30,553 100,779 32,173 6,715 2,958 8,355 18,949 26,888
Changes from: July 21, 2020 Total Change is: -27,439
-15,633 -9,271 -4,756 8,199 2,099 -2,518 -6,152 -7,179 -4,039 -198 573 -1,731 -611 -617
Percent of Open Interest Represented by Each Category of Trader
7.1 7.2 5.7 44.9 17.2 6.3 11.4 37.5 12.0 2.5 1.1 3.1 7.1 10.0
Number of Traders in Each Category Total Traders: 157
10 17 19 13 28 14 23 46 35 7 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 23,219
Positions
4,492 786 0 16,789 5,665 882 270 15,796 0 579 38 0 207 52
Changes from: July 21, 2020 Total Change is: -890
28 0 0 47 0 -49 -838 -898 0 -20 38 0 -58 19
Percent of Open Interest Represented by Each Category of Trader
19.3 3.4 0.0 72.3 24.4 3.8 1.2 68.0 0.0 2.5 0.2 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 36
. . 0 7 7 . . 6 0 9 . 0
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Updated July 31, 2020