Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 153,695
Positions
30,357 44,882 4,647 38,797 17,574 6,016 13,612 41,856 13,448 12,608 1,009 22 34,188 24,241
Changes from: July 28, 2020 Total Change is: -2,808
2,900 1,126 -390 -849 1,021 -3 -4,802 -3,240 -1,008 -755 -476 -225 2,324 386
Percent of Open Interest Represented by Each Category of Trader
19.8 29.2 3.0 25.2 11.4 3.9 8.9 27.2 8.7 8.2 0.7 0.0 22.2 15.8
Number of Traders in Each Category Total Traders: 93
5 9 8 15 13 13 14 24 13 11 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 59,421
Positions
0 32,109 732 14,262 4,641 613 21,722 9,026 1,088 0 481 0 21,004 10,731
Changes from: July 28, 2020 Total Change is: 5,211
0 5,624 19 1,096 -784 183 4,148 849 -408 0 1 0 172 -274
Percent of Open Interest Represented by Each Category of Trader
0.0 54.0 1.2 24.0 7.8 1.0 36.6 15.2 1.8 0.0 0.8 0.0 35.3 18.1
Number of Traders in Each Category Total Traders: 48
0 10 4 13 6 . 11 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 214,071
Positions
44,831 10,110 4,594 53,602 67,553 12,618 32,902 51,711 32,110 3,493 7,920 0 29,922 27,456
Changes from: July 28, 2020 Total Change is: 1,412
-12,241 3,211 1,201 1,479 -778 2,021 1,606 -6,121 4,350 30 345 -640 3,606 -2,177
Percent of Open Interest Represented by Each Category of Trader
20.9 4.7 2.1 25.0 31.6 5.9 15.4 24.2 15.0 1.6 3.7 0.0 14.0 12.8
Number of Traders in Each Category Total Traders: 113
8 4 8 19 22 13 23 27 18 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 182,394
Positions
6,614 93,038 5,103 72,036 12,449 12,050 30,224 23,788 16,736 5,644 984 881 33,105 17,365
Changes from: July 28, 2020 Total Change is: -16,836
-209 1,579 -240 -1,049 -1,470 -620 -5,889 -11,017 -2,157 -4,546 510 -8 -2,119 -3,412
Percent of Open Interest Represented by Each Category of Trader
3.6 51.0 2.8 39.5 6.8 6.6 16.6 13.0 9.2 3.1 0.5 0.5 18.2 9.5
Number of Traders in Each Category Total Traders: 121
6 10 8 33 12 16 26 23 17 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 795,353
Positions
27,064 486,005 17,967 408,571 70,344 26,014 85,507 74,460 66,345 52,344 6,016 3,943 107,597 44,261
Changes from: July 28, 2020 Total Change is: 26,969
270 28,639 1,726 250 -244 660 10,920 -6,315 4,112 7,631 -742 -232 1,632 -635
Percent of Open Interest Represented by Each Category of Trader
3.4 61.1 2.3 51.4 8.8 3.3 10.8 9.4 8.3 6.6 0.8 0.5 13.5 5.6
Number of Traders in Each Category Total Traders: 303
11 16 16 107 33 49 51 30 33 38 16 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 23,970
Positions
440 9,588 32 8,975 2,624 1,938 0 5,151 0 765 449 0 11,820 4,188
Changes from: July 28, 2020 Total Change is: 734
0 24 0 21 46 -42 0 1,056 0 765 0 0 -10 -350
Percent of Open Interest Represented by Each Category of Trader
1.8 40.0 0.1 37.4 10.9 8.1 0.0 21.5 0.0 3.2 1.9 0.0 49.3 17.5
Number of Traders in Each Category Total Traders: 26
. . . 11 5 8 0 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 141,319
Positions
6,850 36,984 3,601 42,421 37,848 6,671 37,502 21,369 12,426 0 78 587 31,262 21,755
Changes from: July 28, 2020 Total Change is: 6,366
-1,087 3,609 165 2,164 -1,291 816 981 3,415 -801 0 -3 17 4,113 439
Percent of Open Interest Represented by Each Category of Trader
4.8 26.2 2.5 30.0 26.8 4.7 26.5 15.1 8.8 0.0 0.1 0.4 22.1 15.4
Number of Traders in Each Category Total Traders: 78
. 9 5 17 12 12 19 16 13 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 24,093
Positions
492 19,031 0 13,031 911 5 9,249 1,267 102 138 1,169 0 1,076 1,608
Changes from: July 28, 2020 Total Change is: -555
-184 3 0 -1,468 391 -9 935 -842 0 0 -225 0 171 127
Percent of Open Interest Represented by Each Category of Trader
2.0 79.0 0.0 54.1 3.8 0.0 38.4 5.3 0.4 0.6 4.9 0.0 4.5 6.7
Number of Traders in Each Category Total Traders: 37
. 5 0 4 4 . 10 8 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 128,927
Positions
1,978 55,753 509 85,313 9,261 432 28,959 34,220 4,151 2,347 19,952 161 5,077 4,489
Changes from: July 28, 2020 Total Change is: -5,640
1,148 -4,599 0 1,874 637 17 -9,518 -3,439 1,795 -408 231 -111 -437 -170
Percent of Open Interest Represented by Each Category of Trader
1.5 43.2 0.4 66.2 7.2 0.3 22.5 26.5 3.2 1.8 15.5 0.1 3.9 3.5
Number of Traders in Each Category Total Traders: 133
5 6 . 15 16 5 34 36 14 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 25,822
Positions
10,194 517 80 6,183 16,457 3 4,651 4,993 43 2,498 1,111 0 2,170 2,618
Changes from: July 28, 2020 Total Change is: -110
3,389 0 2 917 291 -2 -3,926 230 -607 141 177 0 -24 -201
Percent of Open Interest Represented by Each Category of Trader
39.5 2.0 0.3 23.9 63.7 0.0 18.0 19.3 0.2 9.7 4.3 0.0 8.4 10.1
Number of Traders in Each Category Total Traders: 50
. . . 10 7 . 8 15 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 38,510
Positions
8,255 6,449 0 12,541 8,562 509 11,840 18,239 311 485 1,246 6 4,563 3,188
Changes from: July 28, 2020 Total Change is: 2,356
-260 290 0 1,112 1,011 88 1,180 1,088 0 15 -12 0 221 -108
Percent of Open Interest Represented by Each Category of Trader
21.4 16.7 0.0 32.6 22.2 1.3 30.7 47.4 0.8 1.3 3.2 0.0 11.8 8.3
Number of Traders in Each Category Total Traders: 83
5 5 0 19 9 5 23 16 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 11,963
Positions
149 0 0 4,357 2,127 0 6,870 8,129 1 0 254 0 586 1,452
Changes from: July 28, 2020 Total Change is: -278
0 0 0 -496 83 0 193 -284 -28 0 -343 0 53 294
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 36.4 17.8 0.0 57.4 68.0 0.0 0.0 2.1 0.0 4.9 12.1
Number of Traders in Each Category Total Traders: 26
. 0 0 . . 0 9 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 45,438
Positions
13,544 12,574 1,132 13,007 2,390 372 9,946 6,434 199 0 14,933 0 7,239 7,405
Changes from: July 28, 2020 Total Change is: 4,050
1,681 815 76 1,175 -487 -94 1,442 3,585 -1 -103 422 0 -125 -266
Percent of Open Interest Represented by Each Category of Trader
29.8 27.7 2.5 28.6 5.3 0.8 21.9 14.2 0.4 0.0 32.9 0.0 15.9 16.3
Number of Traders in Each Category Total Traders: 94
20 15 5 16 7 7 18 12 6 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 90,876
Positions
27,088 25,148 2,263 26,014 4,780 743 19,892 12,868 399 0 29,865 0 14,477 14,810
Changes from: July 28, 2020 Total Change is: 8,099
3,362 1,629 151 2,349 -974 -188 2,884 7,171 -3 -206 844 0 -250 -531
Percent of Open Interest Represented by Each Category of Trader
29.8 27.7 2.5 28.6 5.3 0.8 21.9 14.2 0.4 0.0 32.9 0.0 15.9 16.3
Number of Traders in Each Category Total Traders: 94
20 15 5 16 7 7 18 12 6 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 35,046
Positions
7,654 19,456 21 20,394 9,917 1,985 1,696 2,398 0 1,080 421 0 2,216 848
Changes from: July 28, 2020 Total Change is: 380
102 610 0 962 -393 -19 -411 101 0 0 0 0 -254 81
Percent of Open Interest Represented by Each Category of Trader
21.8 55.5 0.1 58.2 28.3 5.7 4.8 6.8 0.0 3.1 1.2 0.0 6.3 2.4
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 August 4, 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 716,383
Positions
87,650 76,337 41,469 260,745 137,842 60,541 41,027 107,578 119,554 19,417 78,487 3,403 82,578 91,171
Changes from: July 28, 2020 Total Change is: 12,355
6,454 -379 954 4,784 -6,907 -4,841 -4,690 9,596 3,580 -492 5,550 404 6,202 4,399
Percent of Open Interest Represented by Each Category of Trader
12.2 10.7 5.8 36.4 19.2 8.5 5.7 15.0 16.7 2.7 11.0 0.5 11.5 12.7
Number of Traders in Each Category Total Traders: 611
34 37 42 159 99 141 61 121 101 42 58 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 43,509
Positions
1,272 19,034 7 0 0 0 3,677 1,785 14,753 57 0 42 23,701 7,887
Changes from: July 28, 2020 Total Change is: 3,083
-637 1,520 3 0 0 0 -1,343 -121 915 15 0 -14 4,143 779
Percent of Open Interest Represented by Each Category of Trader
2.9 43.7 0.0 0.0 0.0 0.0 8.5 4.1 33.9 0.1 0.0 0.1 54.5 18.1
Number of Traders in Each Category Total Traders: 25
. 6 . 0 0 0 9 7 15 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 11,951
Positions
7,328 1,295 81 2,151 6,771 75 228 2,065 16 0 0 0 2,072 1,648
Changes from: July 28, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
61.3 10.8 0.7 18.0 56.7 0.6 1.9 17.3 0.1 0.0 0.0 0.0 17.3 13.8
Number of Traders in Each Category Total Traders: 20
4 . . 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 3,364,369
Positions
483,551 338,180 155,646 1,303,725 689,211 302,704 200,551 542,764 510,202 96,800 392,434 16,806 294,384 416,422
Changes from: July 28, 2020 Total Change is: 46,359
38,352 -6,598 1,859 23,920 -34,536 -24,207 -23,929 41,387 20,519 -2,539 27,750 2,090 10,295 18,097
Percent of Open Interest Represented by Each Category of Trader
14.4 10.1 4.6 38.8 20.5 9.0 6.0 16.1 15.2 2.9 11.7 0.5 8.8 12.4
Number of Traders in Each Category Total Traders: 606
36 35 40 159 99 141 59 119 96 41 58 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874N Open Interest is 231,370
Positions
122,773 124,272 102,398 0 0 0 4,499 1,000 1,700 0 0 0 0 2,000
Changes from: July 28, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
53.1 53.7 44.3 0.0 0.0 0.0 1.9 0.4 0.7 0.0 0.0 0.0 0.0 0.9
Number of Traders in Each Category Total Traders: 20
9 8 9 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 57,201
Positions
9,377 6,236 499 35,272 41,744 1,466 1,252 1,961 564 0 210 0 8,771 4,521
Changes from: July 28, 2020 Total Change is: -1,868
-751 844 93 -1,319 -1,055 432 -508 -1,408 -1 0 -819 -19 205 65
Percent of Open Interest Represented by Each Category of Trader
16.4 10.9 0.9 61.7 73.0 2.6 2.2 3.4 1.0 0.0 0.4 0.0 15.3 7.9
Number of Traders in Each Category Total Traders: 69
9 6 . 26 18 12 4 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 52,216
Positions
10,032 7,850 492 13,662 6,056 1,104 11,054 18,917 5,896 1,839 4,223 107 8,030 7,571
Changes from: July 28, 2020 Total Change is: 2,026
547 -1,013 42 228 301 -26 521 739 286 312 1,272 44 73 381
Percent of Open Interest Represented by Each Category of Trader
19.2 15.0 0.9 26.2 11.6 2.1 21.2 36.2 11.3 3.5 8.1 0.2 15.4 14.5
Number of Traders in Each Category Total Traders: 290
22 22 9 72 43 41 49 52 31 9 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 261,079
Positions
50,159 39,248 2,459 68,309 30,280 5,521 55,272 94,583 29,478 9,193 21,116 536 40,151 37,857
Changes from: July 28, 2020 Total Change is: 10,130
2,734 -5,063 209 1,141 1,507 -131 2,604 3,696 1,428 1,560 6,358 221 365 1,906
Percent of Open Interest Represented by Each Category of Trader
19.2 15.0 0.9 26.2 11.6 2.1 21.2 36.2 11.3 3.5 8.1 0.2 15.4 14.5
Number of Traders in Each Category Total Traders: 290
22 22 9 72 43 41 49 52 31 9 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 58,862
Positions
1,420 4,522 0 0 0 0 40,291 32,166 134 510 1,314 0 16,507 20,726
Changes from: July 28, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.4 7.7 0.0 0.0 0.0 0.0 68.4 54.6 0.2 0.9 2.2 0.0 28.0 35.2
Number of Traders in Each Category Total Traders: 22
. . 0 0 0 0 8 . . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 514,983
Positions
105,924 44,395 1,516 240,620 218,141 53,944 76,559 100,205 8,267 8,059 65,514 53 20,043 22,948
Changes from: July 28, 2020 Total Change is: 12,800
7,190 -4,000 231 9,296 -143 -2,754 2,471 19,739 -922 -2,687 913 -37 13 -227
Percent of Open Interest Represented by Each Category of Trader
20.6 8.6 0.3 46.7 42.4 10.5 14.9 19.5 1.6 1.6 12.7 0.0 3.9 4.5
Number of Traders in Each Category Total Traders: 340
32 16 4 89 63 54 37 63 26 13 27 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 37,641
Positions
5,696 12,657 393 14,655 4,732 546 6,487 3,796 14 1,065 200 0 8,785 15,303
Changes from: July 28, 2020 Total Change is: 1,132
-408 -100 74 -1,013 -483 208 1,101 1,040 -26 569 -1,145 0 627 1,564
Percent of Open Interest Represented by Each Category of Trader
15.1 33.6 1.0 38.9 12.6 1.5 17.2 10.1 0.0 2.8 0.5 0.0 23.3 40.7
Number of Traders in Each Category Total Traders: 60
9 8 . 11 8 6 12 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 451,362
Positions
41,091 257,746 6,793 349,410 128,428 26,752 16,944 22,587 957 1,414 1,642 0 8,001 6,457
Changes from: July 28, 2020 Total Change is: 8,002
-3,910 1,548 1,897 14,440 -1,626 -1,207 -3,020 6,745 50 -1 0 0 -247 595
Percent of Open Interest Represented by Each Category of Trader
9.1 57.1 1.5 77.4 28.5 5.9 3.8 5.0 0.2 0.3 0.4 0.0 1.8 1.4
Number of Traders in Each Category Total Traders: 178
13 14 7 71 44 40 14 14 4 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 1,181,165
Positions
79,372 594,534 3,234 822,223 302,260 118,930 79,518 54,259 8,128 28,008 82,349 2,378 39,374 15,093
Changes from: July 28, 2020 Total Change is: 10,628
25,085 -18,114 -1,667 -18,238 41,108 953 1,388 -16,342 956 -3,775 1,150 -1 5,927 2,585
Percent of Open Interest Represented by Each Category of Trader
6.7 50.3 0.3 69.6 25.6 10.1 6.7 4.6 0.7 2.4 7.0 0.2 3.3 1.3
Number of Traders in Each Category Total Traders: 420
24 24 8 171 70 84 54 34 18 29 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 161,505
Positions
38,474 118,254 34,126 25,568 0 2,486 51,346 0 6,296 2,819 65 148 242 130
Changes from: July 28, 2020 Total Change is: 2,559
363 3,528 -869 -146 0 0 3,150 -200 20 46 0 0 -5 80
Percent of Open Interest Represented by Each Category of Trader
23.8 73.2 21.1 15.8 0.0 1.5 31.8 0.0 3.9 1.7 0.0 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 81
10 19 19 13 0 . 28 0 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 1,241,691
Positions
6,653 114,781 33,773 544,028 195,296 222,095 62,006 380,071 126,585 54,253 21,783 3,627 188,671 143,681
Changes from: July 28, 2020 Total Change is: 61,027
1,117 -1,691 4,802 2,395 -12,386 12,661 -811 24,323 37,013 -271 -2,957 42 4,080 -779
Percent of Open Interest Represented by Each Category of Trader
0.5 9.2 2.7 43.8 15.7 17.9 5.0 30.6 10.2 4.4 1.8 0.3 15.2 11.6
Number of Traders in Each Category Total Traders: 179
6 18 16 59 29 49 19 36 40 6 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 1,038,745
Positions
26,388 123,740 1,949 555,583 135,539 188,650 58,779 464,731 4,588 51,772 15,347 0 151,036 104,201
Changes from: July 28, 2020 Total Change is: -2,079
249 -9,318 624 -9,522 6,585 3,305 754 -9,453 -652 727 305 0 2,436 6,525
Percent of Open Interest Represented by Each Category of Trader
2.5 11.9 0.2 53.5 13.0 18.2 5.7 44.7 0.4 5.0 1.5 0.0 14.5 10.0
Number of Traders in Each Category Total Traders: 135
. 11 . 70 16 58 4 23 6 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 2,243,514
Positions
75,994 241,821 13,115 1,047,310 468,720 258,240 379,060 1,035,526 40,743 221,139 75,920 1,389 206,525 108,040
Changes from: July 28, 2020 Total Change is: 99,123
7,759 -18,269 -2,255 17,471 2,042 3,669 29,837 87,592 10,653 6,305 -315 282 25,403 15,725
Percent of Open Interest Represented by Each Category of Trader
3.4 10.8 0.6 46.7 20.9 11.5 16.9 46.2 1.8 9.9 3.4 0.1 9.2 4.8
Number of Traders in Each Category Total Traders: 308
15 24 11 111 28 70 52 47 32 22 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 3,962,067
Positions
206,194 277,428 147,732 1,392,787 1,108,276 690,494 529,152 891,560 335,096 209,767 96,486 23,657 427,187 391,338
Changes from: July 28, 2020 Total Change is: 86,343
-13,906 4,466 15,455 -51,147 -28,101 31,862 36,695 -30,373 80,948 3,992 -803 3,469 -21,025 9,421
Percent of Open Interest Represented by Each Category of Trader
5.2 7.0 3.7 35.2 28.0 17.4 13.4 22.5 8.5 5.3 2.4 0.6 10.8 9.9
Number of Traders in Each Category Total Traders: 389
22 32 38 108 69 108 59 64 81 24 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 1,002,123
Positions
65,052 21,418 8,220 303,824 341,676 113,580 350,298 298,901 9,442 39,498 13,571 0 112,209 195,315
Changes from: July 28, 2020 Total Change is: 2,518
787 -2,515 -14 4,382 7,765 -1,602 -8,313 4,551 -5,054 2,575 1,770 0 9,757 -2,383
Percent of Open Interest Represented by Each Category of Trader
6.5 2.1 0.8 30.3 34.1 11.3 35.0 29.8 0.9 3.9 1.4 0.0 11.2 19.5
Number of Traders in Each Category Total Traders: 109
. 6 5 27 40 41 17 13 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 3,715,575
Positions
108,660 341,672 42,956 1,691,296 717,195 577,272 455,058 1,390,202 195,203 300,060 158,240 14,308 330,763 278,527
Changes from: July 28, 2020 Total Change is: 47,659
14,349 -35,907 2,512 1,832 35,058 26,308 -48,460 -23,158 38,248 7,963 -3,467 2,282 2,624 5,783
Percent of Open Interest Represented by Each Category of Trader
2.9 9.2 1.2 45.5 19.3 15.5 12.2 37.4 5.3 8.1 4.3 0.4 8.9 7.5
Number of Traders in Each Category Total Traders: 315
11 28 18 94 53 91 37 64 54 14 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 1,549,299
Positions
247,638 215,807 354,961 5,500 13,488 43,230 621,627 644,953 231,326 17,668 6,064 1,250 26,099 38,220
Changes from: July 28, 2020 Total Change is: -146,376
19,313 -60,376 -62,073 0 -2,435 5,096 -87,716 -1,153 -27,053 4,229 -994 -419 2,247 3,031
Percent of Open Interest Represented by Each Category of Trader
16.0 13.9 22.9 0.4 0.9 2.8 40.1 41.6 14.9 1.1 0.4 0.1 1.7 2.5
Number of Traders in Each Category Total Traders: 107
27 16 35 . 4 . 22 27 34 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 is22,001,023
Positions
1,675,488 1,610,247 4,455,527 469,491 258,978 1,238,967 832,907 1,189,087 12,102,843 213,138 110,311 236,928 775,734 798,136
Changes from: July 28, 2020 Total Change is: 682,772
154,358 -39,002 69,698 -137,026 -13,737 42,623 12,945 93,379 513,402 -2,186 -7,588 -4,715 33,673 28,712
Percent of Open Interest Represented by Each Category of Trader
7.6 7.3 20.3 2.1 1.2 5.6 3.8 5.4 55.0 1.0 0.5 1.1 3.5 3.6
Number of Traders in Each Category Total Traders: 260
34 41 70 15 15 26 50 61 94 19 15 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 172,619
Positions
15,068 51,421 23,737 656 8,026 9,399 99,209 54,987 22,637 36 633 1,704 173 74
Changes from: July 28, 2020 Total Change is: 3,184
-2,798 2,751 2,249 21 -488 1,080 1,022 -4,893 2,579 -263 629 -672 -35 -51
Percent of Open Interest Represented by Each Category of Trader
8.7 29.8 13.8 0.4 4.6 5.4 57.5 31.9 13.1 0.0 0.4 1.0 0.1 0.0
Number of Traders in Each Category Total Traders: 63
6 16 11 . . . 13 18 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 153,242
Positions
14,335 62,810 18,841 5,647 707 743 92,560 53,037 16,011 4,201 117 786 118 190
Changes from: July 28, 2020 Total Change is: -68,485
-14,725 -36,275 1,114 4,425 -3,712 -1,880 -44,930 -16,616 -11,156 -1,550 -179 201 16 18
Percent of Open Interest Represented by Each Category of Trader
9.4 41.0 12.3 3.7 0.5 0.5 60.4 34.6 10.4 2.7 0.1 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 75
7 24 12 . . . 12 24 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 72,728
Positions
0 19,689 0 2,000 2,431 0 79 22,632 27,090 43,531 500 0 28 386
Changes from: July 28, 2020 Total Change is: 1,784
0 952 0 484 17 0 0 -307 1,298 0 0 0 2 -176
Percent of Open Interest Represented by Each Category of Trader
0.0 27.1 0.0 2.7 3.3 0.0 0.1 31.1 37.2 59.9 0.7 0.0 0.0 0.5
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 August 4, 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 13,460
Positions
0 580 0 451 584 15 6,423 7,848 859 2,131 3,092 24 3,557 458
Changes from: July 28, 2020 Total Change is: -999
0 0 -2 -195 -100 -5 458 -109 -612 -161 268 -272 -209 -167
Percent of Open Interest Represented by Each Category of Trader
0.0 4.3 0.0 3.4 4.3 0.1 47.7 58.3 6.4 15.8 23.0 0.2 26.4 3.4
Number of Traders in Each Category Total Traders: 94
0 . 0 6 . . 36 18 14 25 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 35,543
Positions
1,574 0 0 5,023 6,776 914 21,281 19,795 1,062 2,987 2,762 18 2,684 4,215
Changes from: July 28, 2020 Total Change is: -1,815
360 0 0 279 27 151 -2,938 -2,546 335 -49 -101 -53 100 373
Percent of Open Interest Represented by Each Category of Trader
4.4 0.0 0.0 14.1 19.1 2.6 59.9 55.7 3.0 8.4 7.8 0.1 7.6 11.9
Number of Traders in Each Category Total Traders: 87
. 0 0 5 7 . 16 26 10 15 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 277,065
Positions
18,700 16,299 15,502 122,953 53,555 18,758 29,394 101,928 34,323 7,440 2,547 8,103 21,892 26,050
Changes from: July 28, 2020 Total Change is: 8,491
-327 -2,922 238 2,282 7,486 1,891 -1,159 1,149 2,150 725 -411 -252 2,943 -838
Percent of Open Interest Represented by Each Category of Trader
6.7 5.9 5.6 44.4 19.3 6.8 10.6 36.8 12.4 2.7 0.9 2.9 7.9 9.4
Number of Traders in Each Category Total Traders: 151
10 15 19 12 31 15 19 44 34 8 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 21,215
Positions
3,242 817 0 15,888 5,665 926 412 13,760 0 544 0 0 203 47
Changes from: July 28, 2020 Total Change is: -2,004
-1,250 31 0 -901 0 44 142 -2,036 0 -35 -38 0 -4 -5
Percent of Open Interest Represented by Each Category of Trader
15.3 3.9 0.0 74.9 26.7 4.4 1.9 64.9 0.0 2.6 0.0 0.0 1.0 0.2
Number of Traders in Each Category Total Traders: 36
. . 0 7 7 . . 7 0 8 0 0
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Updated August 07, 2020