Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 145,601
Positions
17,961 33,051 3,790 45,057 24,038 5,344 16,046 44,747 12,567 11,632 848 19 33,185 21,197
Changes from: August 18, 2020 Total Change is: -12,531
-14,226 -7,589 -151 1,616 -1,780 391 1,581 -2,382 375 -292 -146 -8 -1,817 -1,241
Percent of Open Interest Represented by Each Category of Trader
12.3 22.7 2.6 30.9 16.5 3.7 11.0 30.7 8.6 8.0 0.6 0.0 22.8 14.6
Number of Traders in Each Category Total Traders: 103
6 8 9 17 14 11 17 26 13 12 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 55,270
Positions
0 31,995 814 13,902 6,196 273 17,296 4,425 1,075 0 483 0 21,910 10,009
Changes from: August 18, 2020 Total Change is: -3,094
0 -3,043 53 898 870 -200 -3,090 -423 58 0 2 0 -813 -411
Percent of Open Interest Represented by Each Category of Trader
0.0 57.9 1.5 25.2 11.2 0.5 31.3 8.0 1.9 0.0 0.9 0.0 39.6 18.1
Number of Traders in Each Category Total Traders: 45
0 10 4 13 6 . 11 4 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 200,271
Positions
34,996 34,249 7,275 52,169 60,485 8,546 34,693 32,322 25,219 4,171 7,051 482 32,720 24,642
Changes from: August 18, 2020 Total Change is: -13,636
-1,031 -3,586 655 -5,903 -3,487 1,683 -5,658 -8,720 -298 -477 -219 29 -2,636 307
Percent of Open Interest Represented by Each Category of Trader
17.5 17.1 3.6 26.0 30.2 4.3 17.3 16.1 12.6 2.1 3.5 0.2 16.3 12.3
Number of Traders in Each Category Total Traders: 112
7 6 8 20 23 14 24 22 15 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 166,913
Positions
6,189 77,508 3,857 75,936 13,688 7,910 20,769 24,675 17,129 6,177 976 0 28,946 21,170
Changes from: August 18, 2020 Total Change is: -3,212
-845 -6,387 152 6,399 3,747 -2,415 -3,560 627 -552 1,315 7 0 -3,705 1,610
Percent of Open Interest Represented by Each Category of Trader
3.7 46.4 2.3 45.5 8.2 4.7 12.4 14.8 10.3 3.7 0.6 0.0 17.3 12.7
Number of Traders in Each Category Total Traders: 116
5 10 8 36 11 16 23 22 14 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 780,921
Positions
28,777 501,061 18,546 415,545 76,281 24,059 81,651 51,052 54,497 49,421 5,454 2,364 106,060 47,608
Changes from: August 18, 2020 Total Change is: -4,245
300 -1,372 1,844 373 6,860 -937 -6,248 -10,769 -2,125 6,335 -184 -301 -3,486 2,739
Percent of Open Interest Represented by Each Category of Trader
3.7 64.2 2.4 53.2 9.8 3.1 10.5 6.5 7.0 6.3 0.7 0.3 13.6 6.1
Number of Traders in Each Category Total Traders: 295
12 15 17 111 30 48 50 26 29 37 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 24,750
Positions
440 9,754 0 9,242 2,668 1,939 0 5,587 0 765 449 0 12,364 4,353
Changes from: August 18, 2020 Total Change is: 144
0 1 0 -340 56 0 0 235 0 0 0 0 484 -148
Percent of Open Interest Represented by Each Category of Trader
1.8 39.4 0.0 37.3 10.8 7.8 0.0 22.6 0.0 3.1 1.8 0.0 50.0 17.6
Number of Traders in Each Category Total Traders: 25
. . 0 10 5 8 0 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 144,201
Positions
6,514 40,778 2,325 50,425 37,174 4,576 37,312 26,265 10,792 1,269 973 0 30,988 21,318
Changes from: August 18, 2020 Total Change is: 1,122
-311 2,037 -398 3,343 -2,202 -455 282 2,400 207 188 452 0 -1,733 -919
Percent of Open Interest Represented by Each Category of Trader
4.5 28.3 1.6 35.0 25.8 3.2 25.9 18.2 7.5 0.9 0.7 0.0 21.5 14.8
Number of Traders in Each Category Total Traders: 86
. 10 6 22 8 11 22 17 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 25,173
Positions
405 18,983 0 11,670 1,133 5 11,601 1,940 111 306 1,247 0 1,075 1,754
Changes from: August 18, 2020 Total Change is: 954
-116 -48 0 -1,159 139 0 2,591 473 10 168 318 0 -540 62
Percent of Open Interest Represented by Each Category of Trader
1.6 75.4 0.0 46.4 4.5 0.0 46.1 7.7 0.4 1.2 5.0 0.0 4.3 7.0
Number of Traders in Each Category Total Traders: 43
. 5 0 6 4 . 9 10 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 135,974
Positions
2,581 61,097 505 81,257 6,137 693 37,140 38,558 5,871 2,088 18,702 85 5,754 4,325
Changes from: August 18, 2020 Total Change is: 563
341 397 -7 -2,101 -1,896 -75 2,543 1,031 1,104 -1,720 331 19 459 -342
Percent of Open Interest Represented by Each Category of Trader
1.9 44.9 0.4 59.8 4.5 0.5 27.3 28.4 4.3 1.5 13.8 0.1 4.2 3.2
Number of Traders in Each Category Total Traders: 133
. 7 . 16 13 5 37 37 14 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 50,474
Positions
11,305 107 10,107 5,602 22,261 15 17,065 6,945 1,496 2,196 1,328 162 2,526 8,053
Changes from: August 18, 2020 Total Change is: 15,068
179 107 10,001 -355 -1,424 13 4,223 335 1,115 -427 -400 162 157 5,159
Percent of Open Interest Represented by Each Category of Trader
22.4 0.2 20.0 11.1 44.1 0.0 33.8 13.8 3.0 4.4 2.6 0.3 5.0 16.0
Number of Traders in Each Category Total Traders: 57
. . . 7 8 . 10 16 5 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 36,688
Positions
6,420 9,272 0 11,115 4,655 750 13,355 16,647 415 135 1,543 6 4,492 3,399
Changes from: August 18, 2020 Total Change is: -1,889
-23 -212 0 -1,293 -1,635 254 -298 -324 -191 -226 97 0 -112 122
Percent of Open Interest Represented by Each Category of Trader
17.5 25.3 0.0 30.3 12.7 2.0 36.4 45.4 1.1 0.4 4.2 0.0 12.2 9.3
Number of Traders in Each Category Total Traders: 87
5 5 0 19 9 7 22 20 7 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 12,544
Positions
149 0 0 1,478 3,449 0 10,315 7,258 0 0 589 0 602 1,248
Changes from: August 18, 2020 Total Change is: -1,208
0 0 0 -131 67 0 -1,058 -1,001 0 -157 10 0 138 -284
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 11.8 27.5 0.0 82.2 57.9 0.0 0.0 4.7 0.0 4.8 9.9
Number of Traders in Each Category Total Traders: 29
. 0 0 . 6 0 10 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 42,476
Positions
11,657 12,105 1,090 9,529 2,498 454 10,722 3,971 796 0 14,841 0 8,227 6,720
Changes from: August 18, 2020 Total Change is: -4,096
-452 -3,655 -10 -1,196 240 -64 -1,950 -826 129 -851 74 0 298 16
Percent of Open Interest Represented by Each Category of Trader
27.4 28.5 2.6 22.4 5.9 1.1 25.2 9.3 1.9 0.0 34.9 0.0 19.4 15.8
Number of Traders in Each Category Total Traders: 91
17 16 4 18 6 6 20 9 11 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 84,951
Positions
23,314 24,210 2,180 19,058 4,996 908 21,444 7,942 1,593 0 29,681 0 16,454 13,441
Changes from: August 18, 2020 Total Change is: -8,191
-905 -7,309 -20 -2,391 480 -128 -3,901 -1,652 258 -1,701 147 0 597 33
Percent of Open Interest Represented by Each Category of Trader
27.4 28.5 2.6 22.4 5.9 1.1 25.2 9.3 1.9 0.0 34.9 0.0 19.4 15.8
Number of Traders in Each Category Total Traders: 91
17 16 4 18 6 6 20 9 11 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 34,093
Positions
8,431 18,015 21 19,525 10,057 2,149 1,700 2,773 0 480 421 0 1,787 657
Changes from: August 18, 2020 Total Change is: -511
450 -717 0 -1,152 525 -221 473 -83 0 -100 0 0 39 -15
Percent of Open Interest Represented by Each Category of Trader
24.7 52.8 0.1 57.3 29.5 6.3 5.0 8.1 0.0 1.4 1.2 0.0 5.2 1.9
Number of Traders in Each Category Total Traders: 30
7 4 . 11 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 745,789
Positions
88,037 89,721 46,368 270,273 125,396 56,996 43,916 109,948 136,339 19,040 86,720 4,529 80,293 89,773
Changes from: August 18, 2020 Total Change is: 1,400
145 958 -167 7,505 -1,708 -5,189 230 4,181 1,997 51 1,129 -132 -3,041 331
Percent of Open Interest Represented by Each Category of Trader
11.8 12.0 6.2 36.2 16.8 7.6 5.9 14.7 18.3 2.6 11.6 0.6 10.8 12.0
Number of Traders in Each Category Total Traders: 620
36 38 47 160 94 141 70 123 101 41 58 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 50,220
Positions
1,954 22,633 166 0 0 0 10,870 3,574 16,491 753 0 23 19,962 7,332
Changes from: August 18, 2020 Total Change is: 735
195 -601 6 0 0 0 2,689 859 1,078 -337 0 -2 -2,895 -606
Percent of Open Interest Represented by Each Category of Trader
3.9 45.1 0.3 0.0 0.0 0.0 21.6 7.1 32.8 1.5 0.0 0.0 39.7 14.6
Number of Traders in Each Category Total Traders: 29
. 6 . 0 0 0 10 8 18 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 15,241
Positions
9,644 4,763 23 3,200 5,494 0 224 1,997 20 0 0 0 2,130 2,944
Changes from: August 18, 2020 Total Change is: 1,234
1,360 -2,303 20 3 2,159 0 -3 -19 3 0 0 0 -149 1,374
Percent of Open Interest Represented by Each Category of Trader
63.3 31.3 0.2 21.0 36.0 0.0 1.5 13.1 0.1 0.0 0.0 0.0 14.0 19.3
Number of Traders in Each Category Total Traders: 25
4 7 . 9 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 3,477,846
Positions
485,246 390,269 176,177 1,351,364 626,982 284,978 216,672 583,315 547,794 94,788 436,952 19,174 301,653 412,205
Changes from: August 18, 2020 Total Change is: 3,325
1,561 9,599 -2,671 37,524 -8,542 -25,947 -667 28,240 -7,035 219 3,925 1,069 -728 4,685
Percent of Open Interest Represented by Each Category of Trader
14.0 11.2 5.1 38.9 18.0 8.2 6.2 16.8 15.8 2.7 12.6 0.6 8.7 11.9
Number of Traders in Each Category Total Traders: 615
38 36 45 160 94 141 69 120 95 40 58 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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: August 18, 2020 Total Change is: 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0
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 25, 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 58,075
Positions
5,920 8,508 11 39,458 39,501 1,212 2,266 5,300 298 0 0 0 8,910 3,245
Changes from: August 18, 2020 Total Change is: 381
-740 305 0 1,473 -61 -9 253 1,351 -9 0 0 0 -587 -1,196
Percent of Open Interest Represented by Each Category of Trader
10.2 14.7 0.0 67.9 68.0 2.1 3.9 9.1 0.5 0.0 0.0 0.0 15.3 5.6
Number of Traders in Each Category Total Traders: 78
7 7 . 32 17 11 7 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 54,699
Positions
8,292 8,680 846 16,860 5,987 945 8,595 19,624 7,412 2,346 2,822 139 9,265 8,243
Changes from: August 18, 2020 Total Change is: 1,323
-271 -372 293 -389 388 -258 568 509 519 217 -249 27 616 465
Percent of Open Interest Represented by Each Category of Trader
15.2 15.9 1.5 30.8 10.9 1.7 15.7 35.9 13.6 4.3 5.2 0.3 16.9 15.1
Number of Traders in Each Category Total Traders: 302
21 25 12 75 43 42 48 55 35 13 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 273,493
Positions
41,459 43,402 4,229 84,299 29,937 4,723 42,973 98,122 37,061 11,730 14,110 694 46,323 41,214
Changes from: August 18, 2020 Total Change is: 6,613
-1,353 -1,861 1,464 -1,946 1,941 -1,288 2,841 2,543 2,596 1,085 -1,244 133 3,080 2,327
Percent of Open Interest Represented by Each Category of Trader
15.2 15.9 1.5 30.8 10.9 1.7 15.7 35.9 13.6 4.3 5.2 0.3 16.9 15.1
Number of Traders in Each Category Total Traders: 302
21 25 12 75 43 42 48 55 35 13 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 82,191
Positions
0 301 0 0 0 0 68,662 21,072 345 2,567 835 0 10,617 59,638
Changes from: August 18, 2020 Total Change is: 6,702
-2,049 -470 0 0 0 0 8,243 15,821 34 -219 -1,079 0 693 -7,604
Percent of Open Interest Represented by Each Category of Trader
0.0 0.4 0.0 0.0 0.0 0.0 83.5 25.6 0.4 3.1 1.0 0.0 12.9 72.6
Number of Traders in Each Category Total Traders: 20
0 . 0 0 0 0 9 . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 512,065
Positions
77,060 60,570 3,885 259,486 199,352 55,196 78,131 98,905 6,702 7,872 65,695 80 23,653 21,680
Changes from: August 18, 2020 Total Change is: 2,564
864 6,105 -684 -4,195 -3,771 3,194 4,862 2,775 -1,984 -189 -980 35 661 -2,126
Percent of Open Interest Represented by Each Category of Trader
15.0 11.8 0.8 50.7 38.9 10.8 15.3 19.3 1.3 1.5 12.8 0.0 4.6 4.2
Number of Traders in Each Category Total Traders: 338
33 18 4 94 59 52 38 62 26 13 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 37,617
Positions
4,136 13,268 436 16,305 5,014 216 6,629 5,456 592 808 577 0 8,495 12,058
Changes from: August 18, 2020 Total Change is: 414
-756 -256 -74 719 254 -279 -209 2,599 569 109 -1,391 0 335 -1,008
Percent of Open Interest Represented by Each Category of Trader
11.0 35.3 1.2 43.3 13.3 0.6 17.6 14.5 1.6 2.1 1.5 0.0 22.6 32.1
Number of Traders in Each Category Total Traders: 60
6 9 . 12 8 5 10 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 454,446
Positions
45,931 265,155 5,224 345,860 120,411 29,689 17,170 23,043 749 1,142 4,489 0 8,681 5,686
Changes from: August 18, 2020 Total Change is: -2,838
965 1,657 133 -3,624 -569 742 -937 -4,232 -120 0 -151 0 3 -298
Percent of Open Interest Represented by Each Category of Trader
10.1 58.3 1.1 76.1 26.5 6.5 3.8 5.1 0.2 0.3 1.0 0.0 1.9 1.3
Number of Traders in Each Category Total Traders: 180
15 12 6 70 45 38 14 16 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 1,213,467
Positions
58,575 610,371 3,225 885,486 269,927 125,981 68,831 90,625 8,380 24,060 89,089 2,348 36,581 13,521
Changes from: August 18, 2020 Total Change is: -8,690
-3,420 28,592 -17 1,416 1,451 -2,499 -2,002 -25,793 1,146 -1,706 -12,747 -24 -1,584 1,201
Percent of Open Interest Represented by Each Category of Trader
4.8 50.3 0.3 73.0 22.2 10.4 5.7 7.5 0.7 2.0 7.3 0.2 3.0 1.1
Number of Traders in Each Category Total Traders: 425
24 22 8 177 68 87 53 39 20 29 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 181,569
Positions
39,575 140,662 32,023 24,880 0 2,486 73,108 0 6,055 3,072 65 148 222 130
Changes from: August 18, 2020 Total Change is: 3,314
-90 5,509 -1,695 0 0 0 5,612 0 -500 20 0 0 -33 0
Percent of Open Interest Represented by Each Category of Trader
21.8 77.5 17.6 13.7 0.0 1.4 40.3 0.0 3.3 1.7 0.0 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 83
10 20 17 13 0 . 29 0 4 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 1,315,447
Positions
5,838 125,561 23,541 601,435 181,751 222,541 63,061 408,789 149,492 61,073 26,326 9,289 179,176 168,156
Changes from: August 18, 2020 Total Change is: -20,162
1,330 -394 -13,153 5,226 -12,860 -14,188 172 4,160 -8,531 393 1,145 2,229 6,359 21,430
Percent of Open Interest Represented by Each Category of Trader
0.4 9.5 1.8 45.7 13.8 16.9 4.8 31.1 11.4 4.6 2.0 0.7 13.6 12.8
Number of Traders in Each Category Total Traders: 169
4 12 12 57 29 49 17 32 36 9 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 1,170,950
Positions
25,332 149,388 5,425 541,337 140,147 185,456 55,831 429,496 122,230 67,732 15,949 0 167,607 122,859
Changes from: August 18, 2020 Total Change is: 81,334
-1,425 5,389 742 -26,181 -6,917 2,551 -16,032 -34,465 102,215 2,812 -2,602 0 16,652 14,421
Percent of Open Interest Represented by Each Category of Trader
2.2 12.8 0.5 46.2 12.0 15.8 4.8 36.7 10.4 5.8 1.4 0.0 14.3 10.5
Number of Traders in Each Category Total Traders: 134
. 12 5 62 16 54 5 27 17 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 2,133,891
Positions
71,250 190,454 25,227 952,544 462,989 260,178 363,431 933,684 74,034 197,011 74,189 5,593 184,623 107,542
Changes from: August 18, 2020 Total Change is: 16,080
-3,844 -14,682 12,065 -57,075 -48,790 2,904 21,140 18,339 33,669 -7,697 -2,448 4,203 10,715 10,820
Percent of Open Interest Represented by Each Category of Trader
3.3 8.9 1.2 44.6 21.7 12.2 17.0 43.8 3.5 9.2 3.5 0.3 8.7 5.0
Number of Traders in Each Category Total Traders: 302
13 25 14 107 28 69 54 44 34 22 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 4,010,333
Positions
183,036 260,108 152,759 1,347,011 1,150,895 688,188 408,000 737,424 439,454 281,306 77,387 64,017 446,561 440,101
Changes from: August 18, 2020 Total Change is: -90,268
852 10,069 -58,044 -51,656 -29,996 2,034 -56,204 -111,154 27,191 11,134 -10,863 3,789 30,635 76,707
Percent of Open Interest Represented by Each Category of Trader
4.6 6.5 3.8 33.6 28.7 17.2 10.2 18.4 11.0 7.0 1.9 1.6 11.1 11.0
Number of Traders in Each Category Total Traders: 369
14 33 32 101 68 106 51 65 80 26 10 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 1,087,583
Positions
61,145 52,585 15,133 283,040 361,750 119,617 392,134 285,364 47,401 35,620 13,097 3,560 129,933 189,076
Changes from: August 18, 2020 Total Change is: 45,915
-4,217 17,475 8,063 -18,811 -812 -7,046 16,532 -10,049 36,855 -1,939 1,321 3,560 12,918 -3,452
Percent of Open Interest Represented by Each Category of Trader
5.6 4.8 1.4 26.0 33.3 11.0 36.1 26.2 4.4 3.3 1.2 0.3 11.9 17.4
Number of Traders in Each Category Total Traders: 112
. 9 5 21 44 41 19 12 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 3,604,779
Positions
55,144 263,608 53,370 1,481,536 604,184 574,471 389,070 1,265,211 352,585 324,270 163,073 10,028 364,304 318,248
Changes from: August 18, 2020 Total Change is: -39,059
-22,782 -55,129 6,186 -120,110 -65,730 -23,766 -29,735 -31,104 111,004 12,428 -3,533 -4,032 31,748 27,045
Percent of Open Interest Represented by Each Category of Trader
1.5 7.3 1.5 41.1 16.8 15.9 10.8 35.1 9.8 9.0 4.5 0.3 10.1 8.8
Number of Traders in Each Category Total Traders: 275
10 22 15 86 49 85 36 46 43 13 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 1,528,617
Positions
252,761 283,388 366,241 9,010 6,574 40,631 574,669 555,513 235,168 18,992 6,642 0 31,145 34,460
Changes from: August 18, 2020 Total Change is: 20,813
14,934 33,234 3,258 -1,208 -1,000 1,062 1,060 -19,784 4,314 -5,496 -5 0 2,889 -266
Percent of Open Interest Represented by Each Category of Trader
16.5 18.5 24.0 0.6 0.4 2.7 37.6 36.3 15.4 1.2 0.4 0.0 2.0 2.3
Number of Traders in Each Category Total Traders: 109
25 20 36 . . . 21 28 35 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 is21,293,381
Positions
1,636,105 1,723,478 4,406,801 321,722 289,919 1,238,125 982,976 905,926 11,606,250 190,216 111,281 239,918 671,269 771,683
Changes from: August 18, 2020 Total Change is: 271,687
-61,485 49,703 90,709 5,317 -444 46,882 45,701 -45,328 166,988 -4,915 695 -1,515 -15,994 -36,003
Percent of Open Interest Represented by Each Category of Trader
7.7 8.1 20.7 1.5 1.4 5.8 4.6 4.3 54.5 0.9 0.5 1.1 3.2 3.6
Number of Traders in Each Category Total Traders: 273
40 41 73 15 16 27 62 54 100 23 13 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 198,156
Positions
11,207 74,366 25,639 1,266 13,051 10,115 120,540 44,608 28,436 29 1,025 757 167 159
Changes from: August 18, 2020 Total Change is: 3,993
-2,443 2,089 280 -2 60 379 6,016 919 6 -10 499 -253 20 13
Percent of Open Interest Represented by Each Category of Trader
5.7 37.5 12.9 0.6 6.6 5.1 60.8 22.5 14.4 0.0 0.5 0.4 0.1 0.1
Number of Traders in Each Category Total Traders: 68
7 16 11 . . . 16 16 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 171,475
Positions
28,705 83,955 18,180 5,586 833 962 84,270 44,046 22,488 10,452 97 730 102 184
Changes from: August 18, 2020 Total Change is: 2,174
7,475 2,160 988 582 128 164 -7,698 -1,791 432 284 97 -29 -24 25
Percent of Open Interest Represented by Each Category of Trader
16.7 49.0 10.6 3.3 0.5 0.6 49.1 25.7 13.1 6.1 0.1 0.4 0.1 0.1
Number of Traders in Each Category Total Traders: 81
9 23 13 . . . 17 22 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 76,023
Positions
0 20,904 0 2,000 2,275 0 0 21,604 30,419 43,581 500 0 23 321
Changes from: August 18, 2020 Total Change is: 1,318
0 462 0 0 -175 0 0 -126 1,177 150 0 0 -9 -20
Percent of Open Interest Represented by Each Category of Trader
0.0 27.5 0.0 2.6 3.0 0.0 0.0 28.4 40.0 57.3 0.7 0.0 0.0 0.4
Number of Traders in Each Category Total Traders: 22
0 4 0 . 5 0 0 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 12,444
Positions
0 580 0 296 1 24 4,840 6,160 1,255 1,920 2,325 846 3,262 1,254
Changes from: August 18, 2020 Total Change is: -3,057
0 0 0 0 -584 -190 -1,140 -2,680 164 -826 -84 -366 -698 683
Percent of Open Interest Represented by Each Category of Trader
0.0 4.7 0.0 2.4 0.0 0.2 38.9 49.5 10.1 15.4 18.7 6.8 26.2 10.1
Number of Traders in Each Category Total Traders: 86
0 . 0 4 . . 30 19 13 22 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 30,776
Positions
3,034 0 0 5,814 8,220 937 12,146 13,404 1,630 2,422 1,838 26 4,766 4,721
Changes from: August 18, 2020 Total Change is: -4,175
-505 0 0 647 904 6 -6,481 -5,406 381 101 -230 6 1,671 165
Percent of Open Interest Represented by Each Category of Trader
9.9 0.0 0.0 18.9 26.7 3.0 39.5 43.6 5.3 7.9 6.0 0.1 15.5 15.3
Number of Traders in Each Category Total Traders: 89
. 0 0 6 10 . 14 28 8 16 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 303,485
Positions
18,434 9,234 16,093 120,505 67,323 24,697 43,654 104,428 38,902 7,766 3,993 13,775 19,659 25,040
Changes from: August 18, 2020 Total Change is: -5,210
937 624 -2,151 3,709 2,746 -652 1,029 2,731 -8,461 547 -1,187 1,366 -1,534 -226
Percent of Open Interest Represented by Each Category of Trader
6.1 3.0 5.3 39.7 22.2 8.1 14.4 34.4 12.8 2.6 1.3 4.5 6.5 8.3
Number of Traders in Each Category Total Traders: 165
11 12 20 13 31 19 26 49 43 8 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 21,266
Positions
2,546 762 55 16,781 5,796 518 688 14,099 10 482 0 0 186 26
Changes from: August 18, 2020 Total Change is: 273
0 -55 55 576 860 -293 199 -201 10 -120 0 0 -154 -103
Percent of Open Interest Represented by Each Category of Trader
12.0 3.6 0.3 78.9 27.3 2.4 3.2 66.3 0.0 2.3 0.0 0.0 0.9 0.1
Number of Traders in Each Category Total Traders: 36
. . . 9 5 . 5 6 . 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 28, 2020