Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 158,491
Positions
18,092 39,454 5,953 46,660 23,583 6,102 18,766 48,702 12,817 11,947 1,227 261 37,892 20,392
Changes from: August 25, 2020 Total Change is: 12,890
132 6,404 2,163 1,603 -455 758 2,720 3,955 251 316 379 242 4,707 -806
Percent of Open Interest Represented by Each Category of Trader
11.4 24.9 3.8 29.4 14.9 3.9 11.8 30.7 8.1 7.5 0.8 0.2 23.9 12.9
Number of Traders in Each Category Total Traders: 106
5 8 8 20 13 11 18 26 12 12 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 56,202
Positions
0 30,004 867 12,380 7,320 782 18,082 5,051 1,049 0 485 8 23,034 10,636
Changes from: August 25, 2020 Total Change is: 932
0 -1,991 53 -1,522 1,124 509 785 626 -26 0 2 8 1,125 627
Percent of Open Interest Represented by Each Category of Trader
0.0 53.4 1.5 22.0 13.0 1.4 32.2 9.0 1.9 0.0 0.9 0.0 41.0 18.9
Number of Traders in Each Category Total Traders: 47
0 10 5 12 8 6 9 7 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 216,830
Positions
34,817 45,402 7,308 55,560 58,158 9,824 37,739 35,157 28,929 4,631 7,305 414 37,608 24,333
Changes from: August 25, 2020 Total Change is: 16,559
-179 11,153 33 3,391 -2,327 1,279 3,045 2,835 3,710 460 254 -68 4,888 -309
Percent of Open Interest Represented by Each Category of Trader
16.1 20.9 3.4 25.6 26.8 4.5 17.4 16.2 13.3 2.1 3.4 0.2 17.3 11.2
Number of Traders in Each Category Total Traders: 115
8 6 10 20 21 14 24 25 17 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 166,851
Positions
6,132 85,249 3,487 74,826 12,341 7,441 21,336 21,243 16,677 7,862 981 0 29,091 19,433
Changes from: August 25, 2020 Total Change is: -62
-56 7,741 -371 -1,110 -1,347 -469 567 -3,432 -453 1,685 5 0 145 -1,736
Percent of Open Interest Represented by Each Category of Trader
3.7 51.1 2.1 44.8 7.4 4.5 12.8 12.7 10.0 4.7 0.6 0.0 17.4 11.6
Number of Traders in Each Category Total Traders: 116
5 10 9 35 12 16 23 22 18 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 777,335
Positions
31,655 486,854 20,967 408,832 81,941 24,861 78,604 52,845 54,438 50,834 5,797 2,573 104,572 47,059
Changes from: August 25, 2020 Total Change is: -3,586
2,878 -14,206 2,421 -6,714 5,660 802 -3,048 1,794 -59 1,413 342 209 -1,488 -549
Percent of Open Interest Represented by Each Category of Trader
4.1 62.6 2.7 52.6 10.5 3.2 10.1 6.8 7.0 6.5 0.7 0.3 13.5 6.1
Number of Traders in Each Category Total Traders: 301
13 14 19 110 33 45 48 28 31 38 15 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 24,496
Positions
440 9,762 0 9,063 2,674 1,931 0 5,307 30 765 449 0 12,267 4,343
Changes from: August 25, 2020 Total Change is: -254
0 8 0 -179 6 -8 0 -280 30 0 0 0 -97 -10
Percent of Open Interest Represented by Each Category of Trader
1.8 39.9 0.0 37.0 10.9 7.9 0.0 21.7 0.1 3.1 1.8 0.0 50.1 17.7
Number of Traders in Each Category Total Traders: 24
. . 0 10 5 7 0 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 159,206
Positions
6,527 43,425 2,809 54,597 40,415 6,030 40,948 30,297 13,795 2,136 1,481 0 32,365 20,954
Changes from: August 25, 2020 Total Change is: 15,005
13 2,647 484 4,171 3,241 1,455 3,635 4,032 3,003 867 508 0 1,377 -364
Percent of Open Interest Represented by Each Category of Trader
4.1 27.3 1.8 34.3 25.4 3.8 25.7 19.0 8.7 1.3 0.9 0.0 20.3 13.2
Number of Traders in Each Category Total Traders: 99
. 10 5 22 9 14 23 24 20 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 24,553
Positions
469 18,851 0 10,168 1,680 5 11,355 1,154 263 902 1,136 0 1,391 1,464
Changes from: August 25, 2020 Total Change is: -620
64 -132 0 -1,502 547 0 -246 -786 152 596 -111 0 316 -290
Percent of Open Interest Represented by Each Category of Trader
1.9 76.8 0.0 41.4 6.8 0.0 46.2 4.7 1.1 3.7 4.6 0.0 5.7 6.0
Number of Traders in Each Category Total Traders: 41
. 5 0 7 4 . 12 7 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 133,868
Positions
3,307 60,063 598 77,942 6,735 720 37,615 36,795 5,694 2,244 18,747 157 5,591 4,359
Changes from: August 25, 2020 Total Change is: -2,106
726 -1,034 93 -3,315 598 27 475 -1,763 -177 156 45 72 -163 33
Percent of Open Interest Represented by Each Category of Trader
2.5 44.9 0.4 58.2 5.0 0.5 28.1 27.5 4.3 1.7 14.0 0.1 4.2 3.3
Number of Traders in Each Category Total Traders: 142
. 7 . 19 14 6 48 31 15 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 60,300
Positions
12,567 206 18,203 5,667 30,178 2 17,278 5,763 596 2,944 2,110 0 3,043 3,242
Changes from: August 25, 2020 Total Change is: 9,826
1,262 99 8,096 65 7,917 -13 213 -1,182 -900 748 782 -162 517 -4,811
Percent of Open Interest Represented by Each Category of Trader
20.8 0.3 30.2 9.4 50.0 0.0 28.7 9.6 1.0 4.9 3.5 0.0 5.0 5.4
Number of Traders in Each Category Total Traders: 62
. . . 8 10 . 13 15 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 40,260
Positions
7,375 10,142 0 11,725 8,404 728 14,450 16,008 458 135 1,203 38 5,351 3,279
Changes from: August 25, 2020 Total Change is: 3,572
955 870 0 610 3,749 -22 1,095 -639 43 0 -340 32 859 -121
Percent of Open Interest Represented by Each Category of Trader
18.3 25.2 0.0 29.1 20.9 1.8 35.9 39.8 1.1 0.3 3.0 0.1 13.3 8.1
Number of Traders in Each Category Total Traders: 92
5 5 0 20 9 6 30 18 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 12,561
Positions
160 0 0 1,883 3,269 0 9,445 7,177 389 100 254 0 584 1,472
Changes from: August 25, 2020 Total Change is: 17
11 0 0 405 -180 0 -870 -81 389 100 -335 0 -18 224
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 15.0 26.0 0.0 75.2 57.1 3.1 0.8 2.0 0.0 4.6 11.7
Number of Traders in Each Category Total Traders: 28
. 0 0 . 5 0 9 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 41,278
Positions
11,990 10,101 1,060 6,844 2,542 1,338 10,935 4,642 326 388 14,408 0 8,397 6,862
Changes from: August 25, 2020 Total Change is: -1,198
333 -2,005 -30 -2,685 44 884 213 671 -470 388 -433 0 170 141
Percent of Open Interest Represented by Each Category of Trader
29.0 24.5 2.6 16.6 6.2 3.2 26.5 11.2 0.8 0.9 34.9 0.0 20.3 16.6
Number of Traders in Each Category Total Traders: 89
16 15 4 17 6 6 21 9 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 82,555
Positions
23,979 20,201 2,120 13,688 5,083 2,676 21,870 9,285 652 776 28,815 0 16,794 13,723
Changes from: August 25, 2020 Total Change is: -2,396
665 -4,009 -60 -5,370 87 1,768 426 1,342 -941 776 -866 0 340 282
Percent of Open Interest Represented by Each Category of Trader
29.0 24.5 2.6 16.6 6.2 3.2 26.5 11.2 0.8 0.9 34.9 0.0 20.3 16.6
Number of Traders in Each Category Total Traders: 89
16 15 4 17 6 6 21 9 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 31,334
Positions
7,267 16,754 21 17,018 8,865 2,131 2,178 2,351 0 480 421 0 2,239 791
Changes from: August 25, 2020 Total Change is: -2,759
-1,164 -1,261 0 -2,507 -1,192 -18 478 -422 0 0 0 0 452 134
Percent of Open Interest Represented by Each Category of Trader
23.2 53.5 0.1 54.3 28.3 6.8 7.0 7.5 0.0 1.5 1.3 0.0 7.1 2.5
Number of Traders in Each Category Total Traders: 29
7 4 . 10 . 4 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 768,392
Positions
87,707 90,525 49,073 264,370 124,965 61,644 49,969 107,987 150,587 19,118 87,299 4,399 81,525 91,913
Changes from: August 25, 2020 Total Change is: 22,603
-330 805 2,706 -5,902 -432 4,649 6,053 -1,961 14,247 78 580 -130 1,232 2,139
Percent of Open Interest Represented by Each Category of Trader
11.4 11.8 6.4 34.4 16.3 8.0 6.5 14.1 19.6 2.5 11.4 0.6 10.6 12.0
Number of Traders in Each Category Total Traders: 617
32 39 48 162 96 141 73 119 101 40 56 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 53,087
Positions
3,098 23,324 172 0 0 0 11,952 4,745 17,396 87 0 27 20,354 7,423
Changes from: August 25, 2020 Total Change is: 2,867
1,144 691 6 0 0 0 1,082 1,171 905 -666 0 4 392 90
Percent of Open Interest Represented by Each Category of Trader
5.8 43.9 0.3 0.0 0.0 0.0 22.5 8.9 32.8 0.2 0.0 0.1 38.3 14.0
Number of Traders in Each Category Total Traders: 32
. 8 . 0 0 0 10 9 18 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 16,448
Positions
10,996 4,731 23 3,236 6,793 0 220 1,922 24 0 0 0 1,949 2,955
Changes from: August 25, 2020 Total Change is: 1,207
1,352 -32 0 36 1,299 0 -4 -75 4 0 0 0 -181 11
Percent of Open Interest Represented by Each Category of Trader
66.9 28.8 0.1 19.7 41.3 0.0 1.3 11.7 0.1 0.0 0.0 0.0 11.8 18.0
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 September 1, 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 3,576,526
Positions
486,308 399,268 181,245 1,321,852 624,823 308,221 254,882 581,010 601,152 95,154 436,497 21,861 305,851 422,449
Changes from: August 25, 2020 Total Change is: 98,680
1,062 8,998 5,068 -29,512 -2,159 23,243 38,210 -2,305 53,358 366 -456 2,687 4,197 10,245
Percent of Open Interest Represented by Each Category of Trader
13.6 11.2 5.1 37.0 17.5 8.6 7.1 16.2 16.8 2.7 12.2 0.6 8.6 11.8
Number of Traders in Each Category Total Traders: 612
34 37 45 162 96 141 73 115 95 39 56 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 8,947
Positions
1,991 6,240 0 4,398 1,623 0 558 287 14 0 0 0 1,986 783
Changes from: August 25, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
22.3 69.7 0.0 49.2 18.1 0.0 6.2 3.2 0.2 0.0 0.0 0.0 22.2 8.8
Number of Traders in Each Category Total Traders: 20
4 8 0 5 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 25, 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 September 1, 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 57,485
Positions
6,273 9,261 42 37,485 38,270 1,040 2,733 4,123 319 0 0 0 9,593 4,430
Changes from: August 25, 2020 Total Change is: -590
353 753 31 -1,973 -1,231 -172 467 -1,177 21 0 0 0 683 1,185
Percent of Open Interest Represented by Each Category of Trader
10.9 16.1 0.1 65.2 66.6 1.8 4.8 7.2 0.6 0.0 0.0 0.0 16.7 7.7
Number of Traders in Each Category Total Traders: 74
7 8 . 28 17 9 7 7 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 57,125
Positions
8,800 8,789 927 16,633 6,651 980 9,924 19,767 7,953 2,235 3,316 189 9,483 8,552
Changes from: August 25, 2020 Total Change is: 2,426
508 108 81 -226 664 35 1,329 143 541 -111 494 50 219 310
Percent of Open Interest Represented by Each Category of Trader
15.4 15.4 1.6 29.1 11.6 1.7 17.4 34.6 13.9 3.9 5.8 0.3 16.6 15.0
Number of Traders in Each Category Total Traders: 322
22 28 12 74 45 42 50 66 40 12 25 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 285,624
Positions
44,000 43,943 4,637 83,167 33,257 4,898 49,620 98,836 39,766 11,176 16,580 944 47,417 42,762
Changes from: August 25, 2020 Total Change is: 12,131
2,540 541 407 -1,132 3,320 174 6,647 714 2,705 -554 2,471 250 1,094 1,548
Percent of Open Interest Represented by Each Category of Trader
15.4 15.4 1.6 29.1 11.6 1.7 17.4 34.6 13.9 3.9 5.8 0.3 16.6 15.0
Number of Traders in Each Category Total Traders: 322
22 28 12 74 45 42 50 66 40 12 25 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 95,123
Positions
751 606 0 0 0 0 78,948 37,018 354 2,625 564 0 12,445 56,581
Changes from: August 25, 2020 Total Change is: 12,932
751 305 0 0 0 0 10,286 15,946 9 58 -271 0 1,828 -3,057
Percent of Open Interest Represented by Each Category of Trader
0.8 0.6 0.0 0.0 0.0 0.0 83.0 38.9 0.4 2.8 0.6 0.0 13.1 59.5
Number of Traders in Each Category Total Traders: 20
. . 0 0 0 0 8 . 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 507,303
Positions
73,094 50,823 5,016 250,908 188,420 57,691 80,403 108,635 7,487 8,105 68,489 80 24,519 20,662
Changes from: August 25, 2020 Total Change is: -4,762
-3,966 -9,747 1,131 -8,578 -10,932 2,495 2,271 9,730 785 233 2,794 0 867 -1,018
Percent of Open Interest Represented by Each Category of Trader
14.4 10.0 1.0 49.5 37.1 11.4 15.8 21.4 1.5 1.6 13.5 0.0 4.8 4.1
Number of Traders in Each Category Total Traders: 343
33 18 6 92 61 56 41 61 31 15 22 4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 41,897
Positions
5,001 12,522 1,613 15,159 5,243 216 9,876 7,791 462 1,445 2,552 0 8,125 11,498
Changes from: August 25, 2020 Total Change is: 4,280
865 -746 1,177 -1,146 229 0 3,247 2,335 -130 637 1,975 0 -370 -560
Percent of Open Interest Represented by Each Category of Trader
11.9 29.9 3.8 36.2 12.5 0.5 23.6 18.6 1.1 3.4 6.1 0.0 19.4 27.4
Number of Traders in Each Category Total Traders: 62
6 8 . 12 8 5 13 11 5 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 447,818
Positions
49,226 266,515 5,275 327,927 120,453 33,192 20,905 12,070 779 1,850 3,260 0 8,664 6,274
Changes from: August 25, 2020 Total Change is: -6,628
3,295 1,360 51 -17,933 42 3,503 3,735 -10,973 30 708 -1,229 0 -17 588
Percent of Open Interest Represented by Each Category of Trader
11.0 59.5 1.2 73.2 26.9 7.4 4.7 2.7 0.2 0.4 0.7 0.0 1.9 1.4
Number of Traders in Each Category Total Traders: 180
16 12 6 68 47 40 19 9 5 4 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,210,880
Positions
58,968 614,864 3,553 871,472 275,920 128,488 71,974 72,481 6,946 28,877 93,769 3,824 36,778 11,035
Changes from: August 25, 2020 Total Change is: -2,587
393 4,493 328 -14,014 5,993 2,507 3,143 -18,144 -1,434 4,817 4,680 1,476 197 -2,486
Percent of Open Interest Represented by Each Category of Trader
4.9 50.8 0.3 72.0 22.8 10.6 5.9 6.0 0.6 2.4 7.7 0.3 3.0 0.9
Number of Traders in Each Category Total Traders: 422
25 22 8 178 68 83 54 34 19 27 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 184,763
Positions
40,707 142,827 33,053 23,656 0 2,486 75,043 0 6,055 3,393 65 148 222 129
Changes from: August 25, 2020 Total Change is: 3,194
1,132 2,165 1,030 -1,224 0 0 1,935 0 0 321 0 0 0 -1
Percent of Open Interest Represented by Each Category of Trader
22.0 77.3 17.9 12.8 0.0 1.3 40.6 0.0 3.3 1.8 0.0 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 83
10 20 18 13 0 . 29 0 4 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,275,583
Positions
2,503 122,873 22,923 606,047 189,466 229,983 64,105 417,753 98,075 62,216 27,520 8,436 181,295 158,554
Changes from: August 25, 2020 Total Change is: -39,864
-3,335 -2,688 -618 4,612 7,715 7,443 1,045 8,963 -51,417 1,142 1,194 -854 2,119 -9,603
Percent of Open Interest Represented by Each Category of Trader
0.2 9.6 1.8 47.5 14.9 18.0 5.0 32.7 7.7 4.9 2.2 0.7 14.2 12.4
Number of Traders in Each Category Total Traders: 173
. 15 11 56 29 49 18 33 36 8 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 1,018,568
Positions
25,419 83,984 19 551,587 158,823 163,609 42,964 420,130 46,096 47,371 16,618 0 141,503 129,289
Changes from: August 25, 2020 Total Change is: -152,382
87 -65,404 -5,406 10,250 18,676 -21,847 -12,867 -9,366 -76,134 -20,361 669 0 -26,104 6,430
Percent of Open Interest Represented by Each Category of Trader
2.5 8.2 0.0 54.2 15.6 16.1 4.2 41.2 4.5 4.7 1.6 0.0 13.9 12.7
Number of Traders in Each Category Total Traders: 129
. 10 . 59 20 53 5 25 10 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,050,080
Positions
58,812 167,013 12,032 924,298 483,883 251,518 362,653 883,197 88,017 183,451 69,694 867 168,432 93,859
Changes from: August 25, 2020 Total Change is: -83,811
-12,438 -23,441 -13,195 -28,245 20,894 -8,661 -778 -50,487 13,983 -13,560 -4,495 -4,726 -16,191 -13,683
Percent of Open Interest Represented by Each Category of Trader
2.9 8.1 0.6 45.1 23.6 12.3 17.7 43.1 4.3 8.9 3.4 0.0 8.2 4.6
Number of Traders in Each Category Total Traders: 292
15 24 15 106 26 65 52 42 35 20 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,808,388
Positions
197,188 257,725 125,938 1,337,774 1,143,784 667,536 435,387 717,449 379,001 237,253 86,858 35,384 392,927 394,714
Changes from: August 25, 2020 Total Change is: -201,945
14,152 -2,384 -26,822 -9,237 -7,110 -20,653 27,387 -19,975 -60,454 -44,053 9,471 -28,633 -53,634 -45,386
Percent of Open Interest Represented by Each Category of Trader
5.2 6.8 3.3 35.1 30.0 17.5 11.4 18.8 10.0 6.2 2.3 0.9 10.3 10.4
Number of Traders in Each Category Total Traders: 382
15 38 36 96 70 102 54 71 82 23 15 10
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Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,000,189
Positions
57,615 33,795 5,555 304,638 330,464 102,442 312,910 252,594 54,145 49,200 9,792 0 113,684 211,402
Changes from: August 25, 2020 Total Change is: -87,394
-3,530 -18,790 -9,578 21,598 -31,286 -17,175 -79,224 -32,770 6,744 13,580 -3,305 -3,560 -16,249 22,326
Percent of Open Interest Represented by Each Category of Trader
5.8 3.4 0.6 30.5 33.0 10.2 31.3 25.3 5.4 4.9 1.0 0.0 11.4 21.1
Number of Traders in Each Category Total Traders: 109
. 6 4 25 43 40 21 8 18 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,390,412
Positions
77,855 221,182 31,725 1,414,755 593,082 559,647 379,518 1,291,195 222,235 359,493 157,557 6,673 338,510 307,117
Changes from: August 25, 2020 Total Change is: -214,367
22,712 -42,426 -21,645 -66,781 -11,103 -14,824 -9,552 25,983 -130,350 35,223 -5,515 -3,355 -25,794 -11,132
Percent of Open Interest Represented by Each Category of Trader
2.3 6.5 0.9 41.7 17.5 16.5 11.2 38.1 6.6 10.6 4.6 0.2 10.0 9.1
Number of Traders in Each Category Total Traders: 286
9 25 18 94 48 85 36 51 46 12 11 4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,360,929
Positions
255,188 244,467 310,645 22,495 6,244 29,306 468,017 494,701 235,914 11,004 5,749 755 27,605 33,148
Changes from: August 25, 2020 Total Change is: -167,688
2,427 -38,921 -55,596 13,485 -330 -11,325 -106,652 -60,812 746 -7,988 -893 755 -3,540 -1,312
Percent of Open Interest Represented by Each Category of Trader
18.8 18.0 22.8 1.7 0.5 2.2 34.4 36.4 17.3 0.8 0.4 0.1 2.0 2.4
Number of Traders in Each Category Total Traders: 106
25 17 35 . 4 . 20 28 35 6 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is21,582,161
Positions
1,752,382 1,659,490 4,373,988 299,526 329,969 1,245,964 1,053,236 1,035,677 11,753,016 126,218 129,475 260,037 717,795 794,543
Changes from: August 25, 2020 Total Change is: 288,780
116,277 -63,988 -32,812 -22,196 40,050 7,839 70,260 129,752 146,766 -63,999 18,194 20,119 46,526 22,860
Percent of Open Interest Represented by Each Category of Trader
8.1 7.7 20.3 1.4 1.5 5.8 4.9 4.8 54.5 0.6 0.6 1.2 3.3 3.7
Number of Traders in Each Category Total Traders: 278
35 46 73 18 16 28 66 53 100 21 15 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 200,594
Positions
11,559 82,984 24,954 1,267 13,526 10,327 127,341 42,240 24,202 77 1,600 665 201 95
Changes from: August 25, 2020 Total Change is: 2,438
352 8,618 -685 1 475 212 6,802 -2,368 -4,234 48 575 -92 34 -63
Percent of Open Interest Represented by Each Category of Trader
5.8 41.4 12.4 0.6 6.7 5.1 63.5 21.1 12.1 0.0 0.8 0.3 0.1 0.0
Number of Traders in Each Category Total Traders: 66
6 16 11 . . . 17 17 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 126,339
Positions
8,635 67,299 12,757 4,156 738 962 73,307 27,157 16,562 9,209 46 613 138 205
Changes from: August 25, 2020 Total Change is: -45,136
-20,070 -16,656 -5,423 -1,430 -95 0 -10,963 -16,889 -5,926 -1,243 -51 -117 36 21
Percent of Open Interest Represented by Each Category of Trader
6.8 53.3 10.1 3.3 0.6 0.8 58.0 21.5 13.1 7.3 0.0 0.5 0.1 0.2
Number of Traders in Each Category Total Traders: 75
6 24 11 . . . 16 19 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 92,820
Positions
0 20,873 0 2,664 2,343 0 0 37,663 31,160 58,976 500 0 20 281
Changes from: August 25, 2020 Total Change is: 16,797
0 -31 0 664 68 0 0 16,059 741 15,395 0 0 -3 -40
Percent of Open Interest Represented by Each Category of Trader
0.0 22.5 0.0 2.9 2.5 0.0 0.0 40.6 33.6 63.5 0.5 0.0 0.0 0.3
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 September 1, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 11,300
Positions
0 540 0 745 182 82 4,421 6,992 747 1,957 1,808 478 2,871 471
Changes from: August 25, 2020 Total Change is: -1,144
0 -40 0 449 181 58 -420 832 -508 36 -517 -368 -391 -782
Percent of Open Interest Represented by Each Category of Trader
0.0 4.8 0.0 6.6 1.6 0.7 39.1 61.9 6.6 17.3 16.0 4.2 25.4 4.2
Number of Traders in Each Category Total Traders: 88
0 . 0 6 . . 31 14 12 26 6 5
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Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 30,462
Positions
4,529 0 0 5,435 8,590 968 13,006 11,888 1,999 932 2,495 50 3,543 4,471
Changes from: August 25, 2020 Total Change is: -314
1,495 0 0 -379 370 31 860 -1,516 369 -1,491 657 24 -1,224 -249
Percent of Open Interest Represented by Each Category of Trader
14.9 0.0 0.0 17.8 28.2 3.2 42.7 39.0 6.6 3.1 8.2 0.2 11.6 14.7
Number of Traders in Each Category Total Traders: 100
4 0 0 5 11 . 22 28 8 13 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 300,778
Positions
19,752 15,245 14,684 118,808 63,108 23,162 42,613 103,049 35,408 9,095 6,114 15,856 21,400 24,152
Changes from: August 25, 2020 Total Change is: -2,707
1,318 6,011 -1,409 -1,697 -4,215 -1,535 -1,041 -1,379 -3,494 1,329 2,121 2,081 1,741 -888
Percent of Open Interest Represented by Each Category of Trader
6.6 5.1 4.9 39.5 21.0 7.7 14.2 34.3 11.8 3.0 2.0 5.3 7.1 8.0
Number of Traders in Each Category Total Traders: 165
8 16 17 15 31 20 26 43 41 9 8 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 21,577
Positions
2,546 742 55 17,256 5,229 518 525 14,959 0 479 0 0 198 74
Changes from: August 25, 2020 Total Change is: 311
0 -20 0 475 -567 0 -163 860 -10 -3 0 0 12 48
Percent of Open Interest Represented by Each Category of Trader
11.8 3.4 0.3 80.0 24.2 2.4 2.4 69.3 0.0 2.2 0.0 0.0 0.9 0.3
Number of Traders in Each Category Total Traders: 34
. . . 9 5 . 4 6 0 6 0 0
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Updated September 04, 2020