Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 149,555
Positions
13,399 44,300 4,129 51,703 23,118 4,329 18,914 40,920 11,662 11,484 1,135 10 33,924 19,953
Changes from: September 1, 2020 Total Change is: -8,936
-4,693 4,846 -1,824 5,043 -465 -1,773 149 -7,782 -1,155 -463 -92 -251 -3,969 -439
Percent of Open Interest Represented by Each Category of Trader
9.0 29.6 2.8 34.6 15.5 2.9 12.6 27.4 7.8 7.7 0.8 0.0 22.7 13.3
Number of Traders in Each Category Total Traders: 107
. 9 8 24 12 12 19 24 14 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 53,911
Positions
0 28,049 613 11,827 6,471 482 17,927 4,845 1,114 0 484 9 21,939 11,844
Changes from: September 1, 2020 Total Change is: -2,291
0 -1,955 -254 -553 -849 -300 -154 -206 64 0 -1 1 -1,095 1,209
Percent of Open Interest Represented by Each Category of Trader
0.0 52.0 1.1 21.9 12.0 0.9 33.3 9.0 2.1 0.0 0.9 0.0 40.7 22.0
Number of Traders in Each Category Total Traders: 45
0 9 5 11 7 5 9 8 6 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 220,083
Positions
34,174 36,114 28,540 52,591 61,412 7,585 35,797 25,624 25,340 4,097 6,882 510 31,450 28,079
Changes from: September 1, 2020 Total Change is: 3,253
-643 -9,289 21,232 -2,969 3,254 -2,240 -1,941 -9,533 -3,589 -534 -423 95 -6,158 3,746
Percent of Open Interest Represented by Each Category of Trader
15.5 16.4 13.0 23.9 27.9 3.4 16.3 11.6 11.5 1.9 3.1 0.2 14.3 12.8
Number of Traders in Each Category Total Traders: 109
8 7 13 19 24 16 20 19 15 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 169,434
Positions
5,224 77,952 3,465 71,526 11,738 8,693 22,039 26,850 20,308 7,952 973 0 30,228 19,456
Changes from: September 1, 2020 Total Change is: 2,583
-909 -7,297 -21 -3,300 -603 1,252 703 5,607 3,631 90 -8 0 1,137 23
Percent of Open Interest Represented by Each Category of Trader
3.1 46.0 2.0 42.2 6.9 5.1 13.0 15.8 12.0 4.7 0.6 0.0 17.8 11.5
Number of Traders in Each Category Total Traders: 115
4 10 8 35 12 18 22 24 18 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 742,850
Positions
29,375 467,205 17,601 400,539 85,939 22,861 78,417 53,298 39,152 49,488 5,638 2,487 102,930 48,670
Changes from: September 1, 2020 Total Change is: -34,485
-2,280 -19,650 -3,365 -8,293 3,998 -2,001 -186 453 -15,286 -1,346 -159 -86 -1,642 1,611
Percent of Open Interest Represented by Each Category of Trader
4.0 62.9 2.4 53.9 11.6 3.1 10.6 7.2 5.3 6.7 0.8 0.3 13.9 6.6
Number of Traders in Each Category Total Traders: 298
12 15 19 106 33 46 51 28 31 37 15 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 24,671
Positions
440 9,762 0 7,971 2,422 2,133 0 4,617 0 765 449 0 13,362 5,288
Changes from: September 1, 2020 Total Change is: 175
0 0 0 -1,092 -252 202 0 -690 -30 0 0 0 1,095 945
Percent of Open Interest Represented by Each Category of Trader
1.8 39.6 0.0 32.3 9.8 8.6 0.0 18.7 0.0 3.1 1.8 0.0 54.2 21.4
Number of Traders in Each Category Total Traders: 22
. . 0 9 5 7 0 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 155,493
Positions
6,240 41,427 3,797 54,174 41,297 4,659 38,969 28,984 14,169 1,675 1,127 190 31,620 19,844
Changes from: September 1, 2020 Total Change is: -3,713
-286 -1,999 988 -423 882 -1,371 -1,979 -1,313 374 -460 -354 190 -745 -1,110
Percent of Open Interest Represented by Each Category of Trader
4.0 26.6 2.4 34.8 26.6 3.0 25.1 18.6 9.1 1.1 0.7 0.1 20.3 12.8
Number of Traders in Each Category Total Traders: 96
. 9 7 23 10 15 18 26 19 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 25,478
Positions
799 18,726 14 9,379 2,194 21 12,414 1,037 355 902 1,165 0 1,594 1,966
Changes from: September 1, 2020 Total Change is: 925
330 -125 14 -789 514 16 1,059 -117 92 0 29 0 203 502
Percent of Open Interest Represented by Each Category of Trader
3.1 73.5 0.1 36.8 8.6 0.1 48.7 4.1 1.4 3.5 4.6 0.0 6.3 7.7
Number of Traders in Each Category Total Traders: 42
. 4 . 6 5 . 10 7 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 150,838
Positions
3,557 60,559 597 78,585 5,943 748 45,176 45,554 13,930 2,406 19,400 158 5,681 3,949
Changes from: September 1, 2020 Total Change is: 16,970
250 496 -1 643 -792 27 7,561 8,759 8,236 162 653 1 90 -410
Percent of Open Interest Represented by Each Category of Trader
2.4 40.1 0.4 52.1 3.9 0.5 30.0 30.2 9.2 1.6 12.9 0.1 3.8 2.6
Number of Traders in Each Category Total Traders: 141
. 6 . 20 12 6 44 35 16 7 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 38,363
Positions
19,520 112 134 6,423 27,466 2 7,774 5,211 648 1,843 2,000 0 2,019 2,790
Changes from: September 1, 2020 Total Change is: -21,937
6,953 -94 -18,069 756 -2,712 0 -9,504 -552 52 -1,101 -110 0 -1,024 -452
Percent of Open Interest Represented by Each Category of Trader
50.9 0.3 0.3 16.7 71.6 0.0 20.3 13.6 1.7 4.8 5.2 0.0 5.3 7.3
Number of Traders in Each Category Total Traders: 55
. . . 10 8 . 10 14 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 44,059
Positions
7,355 8,397 3,522 10,948 9,180 741 13,635 15,090 2,763 135 1,010 42 4,918 3,314
Changes from: September 1, 2020 Total Change is: 3,799
-20 -1,745 3,522 -777 776 13 -815 -918 2,305 0 -193 4 -433 35
Percent of Open Interest Represented by Each Category of Trader
16.7 19.1 8.0 24.8 20.8 1.7 30.9 34.2 6.3 0.3 2.3 0.1 11.2 7.5
Number of Traders in Each Category Total Traders: 91
6 6 4 18 9 5 31 16 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 14,052
Positions
160 0 166 1,943 2,300 0 8,414 7,387 2,648 0 254 0 721 1,297
Changes from: September 1, 2020 Total Change is: 1,491
0 0 166 60 -969 0 -1,031 210 2,259 -100 0 0 137 -175
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 1.2 13.8 16.4 0.0 59.9 52.6 18.8 0.0 1.8 0.0 5.1 9.2
Number of Traders in Each Category Total Traders: 25
. 0 . . 4 0 8 7 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 36,992
Positions
12,692 8,260 1,120 5,020 2,465 936 8,829 3,387 140 197 14,763 0 8,058 5,921
Changes from: September 1, 2020 Total Change is: -4,286
702 -1,841 60 -1,824 -77 -402 -2,106 -1,256 -186 -192 356 0 -339 -941
Percent of Open Interest Represented by Each Category of Trader
34.3 22.3 3.0 13.6 6.7 2.5 23.9 9.2 0.4 0.5 39.9 0.0 21.8 16.0
Number of Traders in Each Category Total Traders: 84
19 12 7 16 5 8 15 11 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 73,984
Positions
25,383 16,520 2,240 10,040 4,930 1,872 17,659 6,773 281 393 29,526 0 16,117 11,842
Changes from: September 1, 2020 Total Change is: -8,571
1,404 -3,681 120 -3,648 -153 -804 -4,211 -2,512 -371 -383 711 0 -678 -1,881
Percent of Open Interest Represented by Each Category of Trader
34.3 22.3 3.0 13.6 6.7 2.5 23.9 9.2 0.4 0.5 39.9 0.0 21.8 16.0
Number of Traders in Each Category Total Traders: 84
19 12 7 16 5 8 15 11 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 30,662
Positions
7,144 16,754 21 17,203 8,865 2,131 1,264 1,935 0 480 421 0 2,419 535
Changes from: September 1, 2020 Total Change is: -672
-123 0 0 185 0 0 -914 -416 0 0 0 0 180 -256
Percent of Open Interest Represented by Each Category of Trader
23.3 54.6 0.1 56.1 28.9 6.9 4.1 6.3 0.0 1.6 1.4 0.0 7.9 1.7
Number of Traders in Each Category Total Traders: 28
7 4 . 11 . 4 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 761,827
Positions
84,060 96,938 49,428 250,491 126,989 64,390 51,276 91,148 153,543 20,606 79,306 3,931 84,101 96,153
Changes from: September 1, 2020 Total Change is: -6,565
-3,647 6,412 355 -13,879 2,025 2,746 1,307 -16,839 2,957 1,488 -7,993 -468 2,576 4,240
Percent of Open Interest Represented by Each Category of Trader
11.0 12.7 6.5 32.9 16.7 8.5 6.7 12.0 20.2 2.7 10.4 0.5 11.0 12.6
Number of Traders in Each Category Total Traders: 601
33 37 47 153 98 144 77 107 101 42 53 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 57,667
Positions
3,975 25,750 152 0 0 0 13,191 5,341 17,393 344 0 30 22,581 8,999
Changes from: September 1, 2020 Total Change is: 4,580
877 2,426 -19 0 0 0 1,238 597 -3 257 0 3 2,227 1,576
Percent of Open Interest Represented by Each Category of Trader
6.9 44.7 0.3 0.0 0.0 0.0 22.9 9.3 30.2 0.6 0.0 0.1 39.2 15.6
Number of Traders in Each Category Total Traders: 30
4 6 . 0 0 0 11 5 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 12,043
Positions
4,727 5,856 0 5,568 4,309 128 0 961 0 0 0 0 1,620 789
Changes from: September 1, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
39.3 48.6 0.0 46.2 35.8 1.1 0.0 8.0 0.0 0.0 0.0 0.0 13.5 6.6
Number of Traders in Each Category Total Traders: 21
. 9 0 4 . . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 17,199
Positions
11,446 4,010 23 2,518 7,619 0 1,074 1,986 24 0 0 0 2,114 3,537
Changes from: September 1, 2020 Total Change is: 751
450 -721 0 -718 826 0 854 64 0 0 0 0 165 582
Percent of Open Interest Represented by Each Category of Trader
66.6 23.3 0.1 14.6 44.3 0.0 6.2 11.5 0.1 0.0 0.0 0.0 12.3 20.6
Number of Traders in Each Category Total Traders: 26
4 5 . 7 . 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 3,520,800
Positions
444,468 399,982 202,335 1,252,457 634,946 321,952 268,139 506,746 603,037 101,311 396,531 19,503 307,598 435,768
Changes from: September 1, 2020 Total Change is: -55,726
-41,840 714 21,090 -69,396 10,124 13,731 13,256 -74,265 1,884 6,158 -39,966 -2,357 1,747 13,318
Percent of Open Interest Represented by Each Category of Trader
12.6 11.4 5.7 35.6 18.0 9.1 7.6 14.4 17.1 2.9 11.3 0.6 8.7 12.4
Number of Traders in Each Category Total Traders: 596
35 35 45 153 98 144 75 106 96 41 53 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 9,513
Positions
1,691 6,619 0 5,008 1,623 0 762 499 14 0 0 0 2,038 758
Changes from: September 1, 2020 Total Change is: 566
-300 379 0 610 0 0 204 212 0 0 0 0 52 -25
Percent of Open Interest Represented by Each Category of Trader
17.8 69.6 0.0 52.6 17.1 0.0 8.0 5.2 0.1 0.0 0.0 0.0 21.4 8.0
Number of Traders in Each Category Total Traders: 23
4 9 0 5 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 11,037
Positions
412 8,473 129 8,776 400 36 0 342 0 0 0 0 1,684 1,657
Changes from: September 1, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.7 76.8 1.2 79.5 3.6 0.3 0.0 3.1 0.0 0.0 0.0 0.0 15.3 15.0
Number of Traders in Each Category Total Traders: 21
. 9 . 9 . . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 232,370
Positions
121,773 123,272 104,398 0 0 0 4,499 1,000 1,700 0 0 0 0 2,000
Changes from: September 1, 2020 Total Change is: 1,000
-1,000 -1,000 2,000 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
52.4 53.0 44.9 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 8, 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 56,357
Positions
5,820 7,888 344 36,396 41,053 1,171 3,442 1,576 15 0 0 0 9,169 4,310
Changes from: September 1, 2020 Total Change is: -1,128
-453 -1,373 302 -1,089 2,783 131 709 -2,547 -304 0 0 0 -424 -120
Percent of Open Interest Represented by Each Category of Trader
10.3 14.0 0.6 64.6 72.8 2.1 6.1 2.8 0.0 0.0 0.0 0.0 16.3 7.6
Number of Traders in Each Category Total Traders: 73
7 7 . 30 17 12 8 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 59,584
Positions
9,038 8,109 812 13,837 7,518 1,123 11,205 15,893 8,458 2,462 9,516 160 12,489 7,995
Changes from: September 1, 2020 Total Change is: 2,459
238 -680 -115 -2,797 866 144 1,281 -3,875 505 227 6,200 -29 3,006 -558
Percent of Open Interest Represented by Each Category of Trader
15.2 13.6 1.4 23.2 12.6 1.9 18.8 26.7 14.2 4.1 16.0 0.3 21.0 13.4
Number of Traders in Each Category Total Traders: 300
22 22 17 63 48 36 57 51 40 12 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 297,921
Positions
45,190 40,545 4,061 69,183 37,589 5,617 56,024 79,464 42,289 12,312 47,582 800 62,445 39,974
Changes from: September 1, 2020 Total Change is: 12,297
1,191 -3,399 -576 -13,984 4,332 719 6,404 -19,373 2,523 1,136 31,002 -144 15,028 -2,788
Percent of Open Interest Represented by Each Category of Trader
15.2 13.6 1.4 23.2 12.6 1.9 18.8 26.7 14.2 4.1 16.0 0.3 21.0 13.4
Number of Traders in Each Category Total Traders: 300
22 22 17 63 48 36 57 51 40 12 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 101,882
Positions
1,432 641 9 0 0 0 71,561 20,336 2,082 3,008 370 0 23,790 78,444
Changes from: September 1, 2020 Total Change is: 6,759
681 35 9 0 0 0 -7,387 -16,682 1,728 383 -194 0 11,345 21,863
Percent of Open Interest Represented by Each Category of Trader
1.4 0.6 0.0 0.0 0.0 0.0 70.2 20.0 2.0 3.0 0.4 0.0 23.4 77.0
Number of Traders in Each Category Total Traders: 20
. . . 0 0 0 11 . 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 509,276
Positions
80,232 50,748 5,190 246,390 198,222 59,321 79,179 99,110 7,139 9,582 68,682 52 22,189 20,812
Changes from: September 1, 2020 Total Change is: 1,973
7,138 -75 174 -4,518 9,802 1,630 -1,223 -9,525 -348 1,478 193 -28 -2,330 150
Percent of Open Interest Represented by Each Category of Trader
15.8 10.0 1.0 48.4 38.9 11.6 15.5 19.5 1.4 1.9 13.5 0.0 4.4 4.1
Number of Traders in Each Category Total Traders: 342
32 18 5 91 60 55 46 59 28 14 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 8,472
Positions
229 4,743 0 2,956 1,603 0 4,403 1,606 34 0 0 0 850 486
Changes from: September 1, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.7 56.0 0.0 34.9 18.9 0.0 52.0 19.0 0.4 0.0 0.0 0.0 10.0 5.7
Number of Traders in Each Category Total Traders: 20
. 5 0 5 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 16,671
Positions
0 6,101 0 8,033 908 4 2,196 2,874 1,360 0 1,220 275 4,803 3,929
Changes from: September 1, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 36.6 0.0 48.2 5.4 0.0 13.2 17.2 8.2 0.0 7.3 1.6 28.8 23.6
Number of Traders in Each Category Total Traders: 21
0 . 0 7 . . 6 . 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 47,233
Positions
4,751 12,407 4,218 15,271 5,349 263 6,477 5,882 2,271 1,292 1,172 210 12,480 15,461
Changes from: September 1, 2020 Total Change is: 5,336
-250 -115 2,605 112 106 47 -3,399 -1,909 1,809 -153 -1,380 210 4,355 3,963
Percent of Open Interest Represented by Each Category of Trader
10.1 26.3 8.9 32.3 11.3 0.6 13.7 12.5 4.8 2.7 2.5 0.4 26.4 32.7
Number of Traders in Each Category Total Traders: 65
5 9 4 12 8 7 13 14 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 445,925
Positions
46,650 261,134 6,665 321,949 122,134 34,362 24,388 11,974 668 2,257 2,843 0 8,986 6,145
Changes from: September 1, 2020 Total Change is: -1,893
-2,576 -5,381 1,390 -5,978 1,681 1,170 3,483 -96 -111 407 -417 0 322 -129
Percent of Open Interest Represented by Each Category of Trader
10.5 58.6 1.5 72.2 27.4 7.7 5.5 2.7 0.1 0.5 0.6 0.0 2.0 1.4
Number of Traders in Each Category Total Traders: 177
16 12 7 69 43 42 19 8 4 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 1,206,533
Positions
66,315 620,711 4,188 846,253 274,384 130,450 79,001 56,538 7,956 37,575 96,882 2,484 32,311 12,940
Changes from: September 1, 2020 Total Change is: -4,347
7,347 5,847 635 -25,219 -1,536 1,962 7,027 -15,943 1,010 8,698 3,113 -1,340 -4,467 1,905
Percent of Open Interest Represented by Each Category of Trader
5.5 51.4 0.3 70.1 22.7 10.8 6.5 4.7 0.7 3.1 8.0 0.2 2.7 1.1
Number of Traders in Each Category Total Traders: 419
25 23 11 176 66 85 59 31 18 25 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 184,396
Positions
41,436 142,776 32,218 24,049 0 2,486 74,780 503 6,072 2,985 65 148 222 128
Changes from: September 1, 2020 Total Change is: -367
729 -51 -835 393 0 0 -263 503 17 -408 0 0 0 -1
Percent of Open Interest Represented by Each Category of Trader
22.5 77.4 17.5 13.0 0.0 1.3 40.6 0.3 3.3 1.6 0.0 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 84
10 20 17 14 0 . 28 . 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 1,309,648
Positions
3,103 128,159 28,334 635,659 192,526 223,138 64,642 436,740 109,027 62,537 27,714 8,947 174,261 155,062
Changes from: September 1, 2020 Total Change is: 34,065
599 5,286 5,411 29,612 3,060 -6,846 536 18,988 10,952 322 194 511 -7,034 -3,492
Percent of Open Interest Represented by Each Category of Trader
0.2 9.8 2.2 48.5 14.7 17.0 4.9 33.3 8.3 4.8 2.1 0.7 13.3 11.8
Number of Traders in Each Category Total Traders: 177
4 16 14 60 29 50 17 33 34 7 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 997,114
Positions
25,088 76,454 368 538,786 158,977 164,254 47,402 406,526 40,383 44,421 19,292 0 136,412 130,860
Changes from: September 1, 2020 Total Change is: -21,454
-331 -7,530 349 -12,801 154 645 4,438 -13,604 -5,713 -2,950 2,674 0 -5,091 1,571
Percent of Open Interest Represented by Each Category of Trader
2.5 7.7 0.0 54.0 15.9 16.5 4.8 40.8 4.0 4.5 1.9 0.0 13.7 13.1
Number of Traders in Each Category Total Traders: 128
. 9 . 59 17 51 6 27 11 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 1,992,458
Positions
35,545 162,701 6,943 930,734 446,830 260,298 327,024 873,297 75,759 184,395 70,837 889 170,870 94,905
Changes from: September 1, 2020 Total Change is: -57,622
-23,267 -4,312 -5,089 6,436 -37,053 8,780 -35,629 -9,901 -12,259 944 1,143 22 2,439 1,046
Percent of Open Interest Represented by Each Category of Trader
1.8 8.2 0.3 46.7 22.4 13.1 16.4 43.8 3.8 9.3 3.6 0.0 8.6 4.8
Number of Traders in Each Category Total Traders: 289
14 25 9 106 26 66 50 41 32 20 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,834,988
Positions
206,683 253,460 137,231 1,351,412 1,123,893 683,332 412,511 735,262 374,888 224,958 86,951 42,165 401,808 397,805
Changes from: September 1, 2020 Total Change is: 26,600
9,495 -4,265 11,294 13,637 -19,891 15,797 -22,877 17,814 -4,113 -12,296 92 6,781 8,882 3,091
Percent of Open Interest Represented by Each Category of Trader
5.4 6.6 3.6 35.2 29.3 17.8 10.8 19.2 9.8 5.9 2.3 1.1 10.5 10.4
Number of Traders in Each Category Total Traders: 377
18 32 33 100 73 107 46 71 79 23 14 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 973,523
Positions
61,583 36,217 6,056 282,598 338,300 103,370 306,106 248,399 40,433 54,735 6,292 0 118,642 194,456
Changes from: September 1, 2020 Total Change is: -26,666
3,968 2,422 501 -22,040 7,836 928 -6,804 -4,195 -13,712 5,535 -3,500 0 4,958 -16,946
Percent of Open Interest Represented by Each Category of Trader
6.3 3.7 0.6 29.0 34.8 10.6 31.4 25.5 4.2 5.6 0.6 0.0 12.2 20.0
Number of Traders in Each Category Total Traders: 108
. 5 5 25 44 41 19 8 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 3,361,870
Positions
96,516 226,710 30,270 1,399,965 602,366 560,888 357,951 1,275,000 212,167 356,914 157,198 7,104 340,096 290,165
Changes from: September 1, 2020 Total Change is: -28,542
18,661 5,528 -1,455 -14,791 9,285 1,241 -21,567 -16,195 -10,068 -2,580 -359 431 1,585 -16,951
Percent of Open Interest Represented by Each Category of Trader
2.9 6.7 0.9 41.6 17.9 16.7 10.6 37.9 6.3 10.6 4.7 0.2 10.1 8.6
Number of Traders in Each Category Total Traders: 284
11 24 16 89 47 82 39 50 49 13 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 1,418,824
Positions
255,956 254,590 327,490 19,564 6,244 30,835 484,470 501,349 259,195 11,197 5,746 935 29,182 32,440
Changes from: September 1, 2020 Total Change is: 57,895
768 10,123 16,845 -2,931 0 1,529 16,453 6,648 23,281 193 -3 180 1,577 -708
Percent of Open Interest Represented by Each Category of Trader
18.0 17.9 23.1 1.4 0.4 2.2 34.1 35.3 18.3 0.8 0.4 0.1 2.1 2.3
Number of Traders in Each Category Total Traders: 109
29 15 36 . 4 . 27 22 36 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 is21,414,270
Positions
1,801,589 1,725,523 4,346,762 272,712 358,333 1,210,505 1,056,524 891,407 11,661,777 124,176 130,468 274,437 665,789 815,058
Changes from: September 1, 2020 Total Change is: -167,891
49,207 66,033 -27,226 -26,814 28,363 -35,459 3,289 -144,270 -91,240 -2,042 993 14,400 -52,005 20,515
Percent of Open Interest Represented by Each Category of Trader
8.4 8.1 20.3 1.3 1.7 5.7 4.9 4.2 54.5 0.6 0.6 1.3 3.1 3.8
Number of Traders in Each Category Total Traders: 276
34 45 70 17 15 26 68 50 97 23 16 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 207,950
Positions
11,997 86,749 25,873 1,313 13,526 10,327 130,559 43,124 25,996 125 242 1,464 296 648
Changes from: September 1, 2020 Total Change is: 7,356
438 3,765 919 46 0 0 3,217 884 1,794 48 -1,358 799 95 553
Percent of Open Interest Represented by Each Category of Trader
5.8 41.7 12.4 0.6 6.5 5.0 62.8 20.7 12.5 0.1 0.1 0.7 0.1 0.3
Number of Traders in Each Category Total Traders: 67
6 18 11 . . . 15 18 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 145,938
Positions
8,425 73,905 17,794 3,087 716 1,872 79,435 27,892 22,856 11,698 0 672 99 231
Changes from: September 1, 2020 Total Change is: 19,599
-210 6,606 5,037 -1,069 -22 910 6,128 735 6,294 2,489 -46 59 -39 26
Percent of Open Interest Represented by Each Category of Trader
5.8 50.6 12.2 2.1 0.5 1.3 54.4 19.1 15.7 8.0 0.0 0.5 0.1 0.2
Number of Traders in Each Category Total Traders: 77
6 23 12 . . . 16 22 25 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 94,947
Positions
0 21,175 0 2,664 2,343 0 0 36,766 33,882 58,375 500 0 26 281
Changes from: September 1, 2020 Total Change is: 2,127
0 302 0 0 0 0 0 -897 2,722 -601 0 0 6 0
Percent of Open Interest Represented by Each Category of Trader
0.0 22.3 0.0 2.8 2.5 0.0 0.0 38.7 35.7 61.5 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 8, 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 8,942
Positions
0 229 0 256 35 108 2,817 4,767 986 1,751 2,024 243 2,781 550
Changes from: September 1, 2020 Total Change is: -2,358
0 -311 0 -489 -147 26 -1,603 -2,225 239 -206 216 -235 -90 79
Percent of Open Interest Represented by Each Category of Trader
0.0 2.6 0.0 2.9 0.4 1.2 31.5 53.3 11.0 19.6 22.6 2.7 31.1 6.2
Number of Traders in Each Category Total Traders: 84
0 . 0 . . . 27 21 12 24 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 29,896
Positions
1,328 0 619 5,844 7,491 960 12,750 11,785 1,871 1,359 1,421 158 5,006 5,590
Changes from: September 1, 2020 Total Change is: -566
-3,201 0 619 409 -1,099 -8 -256 -103 -128 428 -1,074 108 1,463 1,119
Percent of Open Interest Represented by Each Category of Trader
4.4 0.0 2.1 19.5 25.1 3.2 42.6 39.4 6.3 4.5 4.8 0.5 16.7 18.7
Number of Traders in Each Category Total Traders: 91
. 0 . 7 7 . 20 28 10 18 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 267,609
Positions
27,133 22,603 15,555 103,180 54,404 16,065 35,604 88,543 31,051 8,454 6,474 9,278 21,289 23,636
Changes from: September 1, 2020 Total Change is: -33,169
7,381 7,358 871 -15,628 -8,704 -7,097 -7,009 -14,506 -4,357 -641 360 -6,578 -111 -516
Percent of Open Interest Represented by Each Category of Trader
10.1 8.4 5.8 38.6 20.3 6.0 13.3 33.1 11.6 3.2 2.4 3.5 8.0 8.8
Number of Traders in Each Category Total Traders: 159
10 18 20 18 28 22 23 39 34 8 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 21,465
Positions
2,746 742 55 16,723 4,979 281 603 14,982 386 479 0 0 192 40
Changes from: September 1, 2020 Total Change is: -112
200 0 0 -533 -250 -237 78 23 386 0 0 0 -6 -34
Percent of Open Interest Represented by Each Category of Trader
12.8 3.5 0.3 77.9 23.2 1.3 2.8 69.8 1.8 2.2 0.0 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 34
. . . 9 5 . 4 6 . 6 0 0
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Updated September 11, 2020