Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 124,336
Positions
2,470 29,905 2,317 50,729 19,696 5,049 12,631 38,967 7,811 10,839 31 5 32,486 20,555
Changes from: September 22, 2020 Total Change is: -4,074
-789 -4,532 -289 -2,564 350 322 -1,479 -1,989 -94 410 -507 -2 410 2,667
Percent of Open Interest Represented by Each Category of Trader
2.0 24.1 1.9 40.8 15.8 4.1 10.2 31.3 6.3 8.7 0.0 0.0 26.1 16.5
Number of Traders in Each Category Total Traders: 98
. 10 6 23 13 11 14 23 11 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 49,918
Positions
2,051 22,549 847 8,486 6,484 804 18,574 5,426 1,321 0 483 0 17,836 12,004
Changes from: September 22, 2020 Total Change is: -3,510
1,048 -4,497 364 -2,828 237 363 -1,670 675 599 0 0 0 -1,386 -1,251
Percent of Open Interest Represented by Each Category of Trader
4.1 45.2 1.7 17.0 13.0 1.6 37.2 10.9 2.6 0.0 1.0 0.0 35.7 24.0
Number of Traders in Each Category Total Traders: 45
. 5 . 10 8 5 11 9 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 192,609
Positions
43,184 14,642 4,990 43,694 73,306 7,134 32,921 31,197 29,803 2,857 6,392 514 27,512 24,630
Changes from: September 22, 2020 Total Change is: 7,107
17,638 -3,123 -748 -5,063 6,987 -842 -3,046 6,075 539 -21 -26 101 -1,452 -1,855
Percent of Open Interest Represented by Each Category of Trader
22.4 7.6 2.6 22.7 38.1 3.7 17.1 16.2 15.5 1.5 3.3 0.3 14.3 12.8
Number of Traders in Each Category Total Traders: 112
8 6 6 16 26 15 21 25 18 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 177,108
Positions
4,468 87,082 3,291 88,941 15,187 8,445 24,923 27,555 14,738 926 1,267 0 31,377 19,544
Changes from: September 22, 2020 Total Change is: -13,223
537 -5,966 85 -694 1,564 -1,170 -4,853 -4,866 -3,902 -679 694 0 -2,547 337
Percent of Open Interest Represented by Each Category of Trader
2.5 49.2 1.9 50.2 8.6 4.8 14.1 15.6 8.3 0.5 0.7 0.0 17.7 11.0
Number of Traders in Each Category Total Traders: 119
4 8 5 37 17 20 24 24 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 717,952
Positions
29,818 441,227 15,339 376,634 91,605 27,217 76,449 48,687 40,600 56,452 6,368 2,519 92,924 44,391
Changes from: September 22, 2020 Total Change is: -7,684
672 -5,131 248 -13,810 1,818 1,885 3,590 -5,767 2,038 -119 -1,903 57 -2,244 -928
Percent of Open Interest Represented by Each Category of Trader
4.2 61.5 2.1 52.5 12.8 3.8 10.6 6.8 5.7 7.9 0.9 0.4 12.9 6.2
Number of Traders in Each Category Total Traders: 312
12 12 15 110 36 49 54 31 33 40 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 144,967
Positions
8,578 45,198 1,368 49,050 45,435 5,733 39,951 13,978 12,097 1,626 173 0 26,563 20,983
Changes from: September 22, 2020 Total Change is: -2,154
2,677 -3,933 -148 -2,556 890 351 -4,277 -834 2,607 379 -57 0 -1,187 -1,031
Percent of Open Interest Represented by Each Category of Trader
5.9 31.2 0.9 33.8 31.3 4.0 27.6 9.6 8.3 1.1 0.1 0.0 18.3 14.5
Number of Traders in Each Category Total Traders: 84
4 7 6 23 11 12 19 16 17 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 21,146
Positions
1,500 7,796 74 8,125 8,063 5 9,161 2,418 105 902 742 0 1,274 1,943
Changes from: September 22, 2020 Total Change is: 2,827
196 0 5 -302 2,392 0 2,823 555 3 0 57 0 102 -185
Percent of Open Interest Represented by Each Category of Trader
7.1 36.9 0.3 38.4 38.1 0.0 43.3 11.4 0.5 4.3 3.5 0.0 6.0 9.2
Number of Traders in Each Category Total Traders: 45
. . . 6 5 . 11 11 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 124,161
Positions
6,587 59,385 627 69,527 4,927 944 35,046 33,607 2,570 3,471 18,583 0 5,389 3,518
Changes from: September 22, 2020 Total Change is: -13,246
4,050 -10,575 70 -7,042 1,547 284 -10,291 -5,499 1,351 -933 -645 -73 -662 293
Percent of Open Interest Represented by Each Category of Trader
5.3 47.8 0.5 56.0 4.0 0.8 28.2 27.1 2.1 2.8 15.0 0.0 4.3 2.8
Number of Traders in Each Category Total Traders: 121
. 6 . 17 12 5 36 30 7 7 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 43,871
Positions
20,139 169 2,151 3,943 26,571 369 9,242 5,400 3,006 2,636 3,090 0 2,385 3,115
Changes from: September 22, 2020 Total Change is: 8,888
128 -11 2,071 -1,348 1,955 369 4,767 680 2,786 54 1,005 0 61 33
Percent of Open Interest Represented by Each Category of Trader
45.9 0.4 4.9 9.0 60.6 0.8 21.1 12.3 6.9 6.0 7.0 0.0 5.4 7.1
Number of Traders in Each Category Total Traders: 59
. . . 8 8 . 10 16 . 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 35,936
Positions
5,782 7,567 0 11,110 9,046 898 12,152 13,508 675 565 1,381 6 4,748 2,855
Changes from: September 22, 2020 Total Change is: 705
-305 -1,118 0 -700 2,139 720 2,273 -529 -778 230 125 0 -735 146
Percent of Open Interest Represented by Each Category of Trader
16.1 21.1 0.0 30.9 25.2 2.5 33.8 37.6 1.9 1.6 3.8 0.0 13.2 7.9
Number of Traders in Each Category Total Traders: 86
4 5 0 21 6 5 28 13 7 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 12,923
Positions
2,612 0 0 4,891 2,211 0 4,843 9,340 27 0 0 0 550 1,345
Changes from: September 22, 2020 Total Change is: 1,387
110 0 0 673 -3 0 733 1,220 -2 0 0 0 -127 172
Percent of Open Interest Represented by Each Category of Trader
20.2 0.0 0.0 37.8 17.1 0.0 37.5 72.3 0.2 0.0 0.0 0.0 4.3 10.4
Number of Traders in Each Category Total Traders: 23
. 0 0 . 4 0 5 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 37,190
Positions
10,778 11,568 791 9,571 1,176 646 7,306 3,322 316 195 13,815 0 7,587 5,556
Changes from: September 22, 2020 Total Change is: 2,155
-1,690 2,667 321 3,854 -795 -102 202 784 258 -445 -414 0 -244 -565
Percent of Open Interest Represented by Each Category of Trader
29.0 31.1 2.1 25.7 3.2 1.7 19.6 8.9 0.8 0.5 37.1 0.0 20.4 14.9
Number of Traders in Each Category Total Traders: 79
15 15 . 13 5 8 17 9 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 74,379
Positions
21,555 23,136 1,582 19,142 2,352 1,292 14,611 6,643 632 390 27,630 0 15,175 11,112
Changes from: September 22, 2020 Total Change is: 4,309
-3,380 5,333 641 7,707 -1,589 -204 405 1,569 516 -889 -827 0 -487 -1,130
Percent of Open Interest Represented by Each Category of Trader
29.0 31.1 2.1 25.7 3.2 1.7 19.6 8.9 0.8 0.5 37.1 0.0 20.4 14.9
Number of Traders in Each Category Total Traders: 79
15 15 . 13 5 8 17 9 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 35,549
Positions
9,517 16,085 21 17,302 8,637 5,349 1,254 4,386 0 0 431 0 2,106 640
Changes from: September 22, 2020 Total Change is: 1,487
-319 615 0 1,697 -181 181 -33 632 0 0 0 0 -39 240
Percent of Open Interest Represented by Each Category of Trader
26.8 45.2 0.1 48.7 24.3 15.0 3.5 12.3 0.0 0.0 1.2 0.0 5.9 1.8
Number of Traders in Each Category Total Traders: 28
5 5 . 12 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 641,938
Positions
61,563 102,702 26,083 254,277 134,470 59,620 34,971 70,977 111,451 25,344 67,068 3,093 65,535 66,472
Changes from: September 22, 2020 Total Change is: 3,868
13 -5,305 691 -10,679 2,408 891 2,257 2,265 6,241 5,466 118 -383 -629 -3,057
Percent of Open Interest Represented by Each Category of Trader
9.6 16.0 4.1 39.6 20.9 9.3 5.4 11.1 17.4 3.9 10.4 0.5 10.2 10.4
Number of Traders in Each Category Total Traders: 579
33 37 38 151 99 138 65 100 86 49 44 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 21,905
Positions
3,276 1,000 75 0 0 0 354 3,694 11,073 1,413 2 7 5,706 6,053
Changes from: September 22, 2020 Total Change is: -94
2,276 -200 73 0 0 0 -71 -552 188 810 0 -2 -3,368 399
Percent of Open Interest Represented by Each Category of Trader
15.0 4.6 0.3 0.0 0.0 0.0 1.6 16.9 50.5 6.5 0.0 0.0 26.1 27.6
Number of Traders in Each Category Total Traders: 23
. . . 0 0 0 5 9 14 . . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 21,497
Positions
16,712 2,323 18 1,904 11,138 0 227 2,493 17 0 213 0 2,619 5,295
Changes from: September 22, 2020 Total Change is: 1,023
1,199 117 -31 -18 198 0 -247 -60 -1 0 213 0 121 587
Percent of Open Interest Represented by Each Category of Trader
77.7 10.8 0.1 8.9 51.8 0.0 1.1 11.6 0.1 0.0 1.0 0.0 12.2 24.6
Number of Traders in Each Category Total Traders: 25
6 4 . 5 5 0 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 3,100,163
Positions
300,314 517,387 121,162 1,271,385 672,352 298,101 182,652 345,980 492,325 119,651 335,333 15,429 299,143 302,095
Changes from: September 22, 2020 Total Change is: 19,811
-2,434 -16,647 -5,791 -53,396 12,038 4,457 7,589 10,038 34,312 20,262 -2,425 1,113 13,699 -17,284
Percent of Open Interest Represented by Each Category of Trader
9.7 16.7 3.9 41.0 21.7 9.6 5.9 11.2 15.9 3.9 10.8 0.5 9.6 9.7
Number of Traders in Each Category Total Traders: 575
33 37 38 151 99 138 65 98 82 49 43 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 57,016
Positions
6,633 7,476 271 36,006 43,223 1,138 3,659 1,126 35 0 0 0 9,274 3,747
Changes from: September 22, 2020 Total Change is: -1,714
-372 -1,657 16 -303 403 -61 -330 662 -267 0 -208 0 -397 -602
Percent of Open Interest Represented by Each Category of Trader
11.6 13.1 0.5 63.2 75.8 2.0 6.4 2.0 0.1 0.0 0.0 0.0 16.3 6.6
Number of Traders in Each Category Total Traders: 68
7 5 . 27 18 11 8 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 60,511
Positions
16,230 3,162 278 14,092 6,897 1,504 10,666 11,022 4,985 2,456 25,179 156 10,145 7,329
Changes from: September 22, 2020 Total Change is: -11,529
-8,755 1,141 14 -834 249 161 -2,269 2,046 -215 404 -14,900 131 -166 -157
Percent of Open Interest Represented by Each Category of Trader
26.8 5.2 0.5 23.3 11.4 2.5 17.6 18.2 8.2 4.1 41.6 0.3 16.8 12.1
Number of Traders in Each Category Total Traders: 287
21 17 9 71 45 38 41 57 32 13 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 302,557
Positions
81,149 15,810 1,388 70,458 34,483 7,519 53,332 55,110 24,925 12,280 125,896 781 50,723 36,643
Changes from: September 22, 2020 Total Change is: -57,646
-43,777 5,707 68 -4,170 1,243 807 -11,344 10,232 -1,077 2,020 -74,498 656 -831 -785
Percent of Open Interest Represented by Each Category of Trader
26.8 5.2 0.5 23.3 11.4 2.5 17.6 18.2 8.2 4.1 41.6 0.3 16.8 12.1
Number of Traders in Each Category Total Traders: 287
21 17 9 71 45 38 41 57 32 13 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 501,551
Positions
94,570 38,755 4,332 251,061 229,246 53,323 66,150 84,816 4,557 6,677 67,028 41 20,839 19,453
Changes from: September 22, 2020 Total Change is: -9,281
-1,793 -15,818 -23 -1,772 1,014 -713 -1,226 5,170 -822 -2,184 1,157 -89 -659 842
Percent of Open Interest Represented by Each Category of Trader
18.9 7.7 0.9 50.1 45.7 10.6 13.2 16.9 0.9 1.3 13.4 0.0 4.2 3.9
Number of Traders in Each Category Total Traders: 340
33 15 5 95 62 53 49 51 21 10 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 13,087
Positions
4,390 10,892 0 2,866 1,725 0 5,179 0 74 0 0 0 578 396
Changes from: September 22, 2020 Total Change is: 39
0 -104 0 -149 39 0 156 0 8 0 0 0 24 96
Percent of Open Interest Represented by Each Category of Trader
33.5 83.2 0.0 21.9 13.2 0.0 39.6 0.0 0.6 0.0 0.0 0.0 4.4 3.0
Number of Traders in Each Category Total Traders: 21
. 7 0 5 . 0 5 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 14,714
Positions
0 6,887 0 8,310 908 11 2,059 1,782 0 453 1,042 0 3,881 4,084
Changes from: September 22, 2020 Total Change is: -26
0 1,026 0 189 0 6 -461 -464 0 28 -353 0 212 -241
Percent of Open Interest Represented by Each Category of Trader
0.0 46.8 0.0 56.5 6.2 0.1 14.0 12.1 0.0 3.1 7.1 0.0 26.4 27.8
Number of Traders in Each Category Total Traders: 23
0 4 0 8 . . . 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 39,994
Positions
6,914 8,525 1,147 14,456 6,297 726 7,028 9,194 111 1,101 1,047 0 8,511 12,947
Changes from: September 22, 2020 Total Change is: 4,094
1,415 1,907 -36 2,269 796 554 235 2,308 -36 -792 387 0 485 -1,786
Percent of Open Interest Represented by Each Category of Trader
17.3 21.3 2.9 36.1 15.7 1.8 17.6 23.0 0.3 2.8 2.6 0.0 21.3 32.4
Number of Traders in Each Category Total Traders: 65
4 8 . 10 9 5 17 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 414,091
Positions
36,039 228,600 4,424 310,695 126,590 30,868 17,940 13,877 532 5,089 2,082 0 8,504 7,118
Changes from: September 22, 2020 Total Change is: -69
-380 -3,570 -293 2,129 1,411 -1,281 -1,601 2,516 -300 2,161 878 0 -504 570
Percent of Open Interest Represented by Each Category of Trader
8.7 55.2 1.1 75.0 30.6 7.5 4.3 3.4 0.1 1.2 0.5 0.0 2.1 1.7
Number of Traders in Each Category Total Traders: 177
12 13 4 69 44 37 11 17 . 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 1,222,105
Positions
97,228 660,054 3,977 832,332 274,255 122,647 85,575 37,972 6,984 38,575 103,152 2,326 32,461 10,738
Changes from: September 22, 2020 Total Change is: 554
11,095 -7,945 698 -14,245 5,807 280 1,282 -401 556 392 2,536 3 493 -980
Percent of Open Interest Represented by Each Category of Trader
8.0 54.0 0.3 68.1 22.4 10.0 7.0 3.1 0.6 3.2 8.4 0.2 2.7 0.9
Number of Traders in Each Category Total Traders: 416
26 20 8 175 70 82 59 28 18 25 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 192,268
Positions
47,830 149,581 32,640 22,999 0 2,486 76,452 249 6,411 3,084 65 148 218 688
Changes from: September 22, 2020 Total Change is: 1,070
1,057 207 348 100 0 0 -737 219 296 15 0 0 -9 0
Percent of Open Interest Represented by Each Category of Trader
24.9 77.8 17.0 12.0 0.0 1.3 39.8 0.1 3.3 1.6 0.0 0.1 0.1 0.4
Number of Traders in Each Category Total Traders: 83
11 19 18 14 0 . 27 . 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 1,289,270
Positions
3,570 144,801 18,710 652,643 178,173 202,497 81,349 498,962 80,703 62,809 14,545 5,381 181,607 145,497
Changes from: September 22, 2020 Total Change is: -45,579
-660 -6,596 -9,553 -1,276 -4,317 -4,370 1,954 27,506 -33,720 -3,691 -10,784 -5,310 11,047 1,566
Percent of Open Interest Represented by Each Category of Trader
0.3 11.2 1.5 50.6 13.8 15.7 6.3 38.7 6.3 4.9 1.1 0.4 14.1 11.3
Number of Traders in Each Category Total Traders: 181
4 19 17 59 29 50 25 31 37 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 992,118
Positions
24,979 97,423 0 529,542 165,127 167,870 51,687 410,023 13,203 48,557 21,525 0 156,280 116,947
Changes from: September 22, 2020 Total Change is: 10
-71 915 -42 -10,260 805 -125 5,577 927 -1,450 2,679 -22 0 3,702 -998
Percent of Open Interest Represented by Each Category of Trader
2.5 9.8 0.0 53.4 16.6 16.9 5.2 41.3 1.3 4.9 2.2 0.0 15.8 11.8
Number of Traders in Each Category Total Traders: 132
. 13 0 55 20 49 8 24 10 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,019,765
Positions
31,791 222,354 9,350 944,622 449,437 247,073 397,120 888,896 49,758 176,121 63,493 864 163,067 88,541
Changes from: September 22, 2020 Total Change is: -11,831
-990 41,536 -2,066 -16,063 -763 -9,933 39,785 -25,439 -7,373 -10,421 -4,945 -20 -4,751 -2,828
Percent of Open Interest Represented by Each Category of Trader
1.6 11.0 0.5 46.8 22.3 12.2 19.7 44.0 2.5 8.7 3.1 0.0 8.1 4.4
Number of Traders in Each Category Total Traders: 294
13 27 7 106 28 68 49 44 25 21 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 3,746,057
Positions
182,921 308,820 143,571 1,406,875 1,174,504 665,842 394,635 677,791 302,109 207,237 87,864 25,434 417,433 360,122
Changes from: September 22, 2020 Total Change is: 2,582
-1,057 25,534 -7,733 42,699 7,917 2,786 25,714 11,541 -24,916 -24,403 -2,441 -12,334 1,826 2,228
Percent of Open Interest Represented by Each Category of Trader
4.9 8.2 3.8 37.6 31.4 17.8 10.5 18.1 8.1 5.5 2.3 0.7 11.1 9.6
Number of Traders in Each Category Total Traders: 381
18 37 33 102 75 107 55 57 68 23 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 900,709
Positions
69,689 15,566 9,378 266,784 344,483 100,451 234,451 201,850 33,567 61,126 3,495 0 125,263 191,919
Changes from: September 22, 2020 Total Change is: 9,965
9,116 -11,180 1,590 4,149 6,885 3,938 -14,662 6,027 4,508 -777 -2,829 0 2,103 1,026
Percent of Open Interest Represented by Each Category of Trader
7.7 1.7 1.0 29.6 38.2 11.2 26.0 22.4 3.7 6.8 0.4 0.0 13.9 21.3
Number of Traders in Each Category Total Traders: 105
5 . 4 26 41 39 17 9 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 3,436,626
Positions
91,126 266,134 32,813 1,447,121 588,110 554,529 394,983 1,381,540 205,419 370,822 103,745 3,548 336,266 300,789
Changes from: September 22, 2020 Total Change is: -56,388
22,147 4,199 -2,752 43,291 6,639 10,349 -14,673 54,251 -85,141 -15,261 -59,366 -2,264 -12,084 17,696
Percent of Open Interest Represented by Each Category of Trader
2.7 7.7 1.0 42.1 17.1 16.1 11.5 40.2 6.0 10.8 3.0 0.1 9.8 8.8
Number of Traders in Each Category Total Traders: 300
14 22 15 93 47 81 48 55 53 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 1,499,350
Positions
305,122 287,275 295,738 50,029 5,833 17,476 473,905 555,637 298,586 27,082 5,397 791 30,621 32,617
Changes from: September 22, 2020 Total Change is: 43,587
19,474 3,610 1,798 3,864 0 -658 -4,495 23,772 17,292 7,879 388 -124 -1,443 -2,491
Percent of Open Interest Represented by Each Category of Trader
20.4 19.2 19.7 3.3 0.4 1.2 31.6 37.1 19.9 1.8 0.4 0.1 2.0 2.2
Number of Traders in Each Category Total Traders: 101
28 15 37 . . . 23 22 32 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 is17,418,862
Positions
1,621,081 1,964,759 3,491,352 312,461 346,834 1,060,628 968,479 449,392 9,051,152 82,346 118,682 178,664 652,699 757,399
Changes from: September 22, 2020 Total Change is: 99,151
96,074 46,632 50,479 -37,995 10,829 55,714 60,959 45,747 -161,940 9,279 7,823 20,170 6,411 23,698
Percent of Open Interest Represented by Each Category of Trader
9.3 11.3 20.0 1.8 2.0 6.1 5.6 2.6 52.0 0.5 0.7 1.0 3.7 4.3
Number of Traders in Each Category Total Traders: 261
29 44 70 17 14 25 59 55 95 19 17 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 226,296
Positions
21,002 99,756 29,232 986 8,479 10,878 128,146 40,905 34,505 34 1,209 1,227 285 105
Changes from: September 22, 2020 Total Change is: 16,842
3,050 5,643 3,354 -524 -43 530 8,892 4,664 2,306 -24 1,159 -796 54 25
Percent of Open Interest Represented by Each Category of Trader
9.3 44.1 12.9 0.4 3.7 4.8 56.6 18.1 15.2 0.0 0.5 0.5 0.1 0.0
Number of Traders in Each Category Total Traders: 66
8 15 12 . . . 13 19 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 192,406
Positions
22,696 100,956 12,964 5,496 2,164 2,473 98,631 44,276 28,589 20,738 0 652 167 332
Changes from: September 22, 2020 Total Change is: 16,526
5,255 9,061 17 914 -14 -708 4,777 6,023 2,046 4,113 0 21 91 80
Percent of Open Interest Represented by Each Category of Trader
11.8 52.5 6.7 2.9 1.1 1.3 51.3 23.0 14.9 10.8 0.0 0.3 0.1 0.2
Number of Traders in Each Category Total Traders: 75
7 20 12 . . 4 19 20 24 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 122,350
Positions
0 50,176 0 2,592 2,443 0 0 12,372 56,591 63,140 500 0 27 268
Changes from: September 22, 2020 Total Change is: 10,295
0 9,468 0 0 0 0 0 -8,878 9,705 580 0 0 10 0
Percent of Open Interest Represented by Each Category of Trader
0.0 41.0 0.0 2.1 2.0 0.0 0.0 10.1 46.3 51.6 0.4 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 23
0 5 0 . 5 0 0 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 8,028
Positions
0 0 0 525 28 49 1,972 4,711 947 1,594 1,465 253 2,689 576
Changes from: September 22, 2020 Total Change is: -1,296
0 0 0 240 16 4 -324 178 -698 8 -575 -149 -378 -73
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 6.5 0.3 0.6 24.6 58.7 11.8 19.9 18.2 3.1 33.5 7.2
Number of Traders in Each Category Total Traders: 70
0 0 0 4 . . 16 21 11 19 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 28,776
Positions
6,675 0 1 9,015 7,644 1,040 5,337 13,879 1,816 1,074 942 122 3,696 3,332
Changes from: September 22, 2020 Total Change is: -149
-325 0 0 3,096 -258 4 -1,730 60 -165 -507 218 54 -575 -62
Percent of Open Interest Represented by Each Category of Trader
23.2 0.0 0.0 31.3 26.6 3.6 18.5 48.2 6.3 3.7 3.3 0.4 12.8 11.6
Number of Traders in Each Category Total Traders: 90
. 0 . 6 8 . 17 29 6 15 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 261,734
Positions
26,390 13,863 13,135 93,579 65,969 13,209 39,030 85,428 39,087 8,839 2,035 7,927 20,538 21,081
Changes from: September 22, 2020 Total Change is: 6,244
-1,032 1,271 869 -2,616 258 -581 2,928 1,596 4,385 493 -2,371 -158 1,956 975
Percent of Open Interest Represented by Each Category of Trader
10.1 5.3 5.0 35.8 25.2 5.0 14.9 32.6 14.9 3.4 0.8 3.0 7.8 8.1
Number of Traders in Each Category Total Traders: 153
12 14 18 10 31 18 27 36 41 8 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 20,432
Positions
1,908 1,678 39 16,335 8,898 712 787 8,934 0 431 160 0 220 11
Changes from: September 22, 2020 Total Change is: -758
-260 -1 1 -425 1,822 559 -684 -3,291 0 25 160 0 26 -8
Percent of Open Interest Represented by Each Category of Trader
9.3 8.2 0.2 79.9 43.5 3.5 3.9 43.7 0.0 2.1 0.8 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 36
. . . 9 5 . 5 5 0 7 . 0
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Updated October 02, 2020