Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 134,518
Positions
5,946 42,324 2,562 59,939 20,964 3,865 10,129 38,463 7,074 11,690 15 83 33,230 19,167
Changes from: October 27, 2020 Total Change is: 2,895
-25 4,772 294 3,714 -1,398 -534 -2,674 -1,911 1,038 71 -397 45 967 986
Percent of Open Interest Represented by Each Category of Trader
4.4 31.5 1.9 44.6 15.6 2.9 7.5 28.6 5.3 8.7 0.0 0.1 24.7 14.2
Number of Traders in Each Category Total Traders: 96
6 8 5 23 12 12 11 25 12 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 54,237
Positions
2,836 27,107 1,597 9,404 4,014 883 20,074 5,462 1,345 0 477 0 18,098 13,352
Changes from: October 27, 2020 Total Change is: -1,828
655 -1,515 294 -1,517 -208 44 -26 -727 117 0 0 0 -1,395 167
Percent of Open Interest Represented by Each Category of Trader
5.2 50.0 2.9 17.3 7.4 1.6 37.0 10.1 2.5 0.0 0.9 0.0 33.4 24.6
Number of Traders in Each Category Total Traders: 44
. 6 . 12 5 5 11 7 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 173,464
Positions
34,939 11,581 8,507 41,687 59,345 6,871 28,729 27,276 24,313 1,758 6,222 601 26,059 28,748
Changes from: October 27, 2020 Total Change is: -1,302
8,960 117 -26 -4,651 1,943 662 -675 -282 -2,284 -11 -79 -4 -3,274 -1,351
Percent of Open Interest Represented by Each Category of Trader
20.1 6.7 4.9 24.0 34.2 4.0 16.6 15.7 14.0 1.0 3.6 0.3 15.0 16.6
Number of Traders in Each Category Total Traders: 108
9 6 7 14 26 14 20 25 17 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 205,254
Positions
4,861 120,148 5,183 95,815 13,108 10,567 33,674 22,190 17,193 926 564 0 37,036 16,302
Changes from: October 27, 2020 Total Change is: 4,783
642 10,665 -392 415 2,378 1,384 5,004 -6,458 -688 0 0 0 -1,582 -2,107
Percent of Open Interest Represented by Each Category of Trader
2.4 58.5 2.5 46.7 6.4 5.1 16.4 10.8 8.4 0.5 0.3 0.0 18.0 7.9
Number of Traders in Each Category Total Traders: 123
4 10 5 32 18 16 30 25 18 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 680,961
Positions
44,801 417,568 14,851 364,392 78,274 27,659 49,014 60,348 31,385 56,142 5,467 2,547 90,170 42,862
Changes from: October 27, 2020 Total Change is: -10,609
10,011 -14,575 -928 35 5,354 115 -11,038 5,143 -4,154 2,011 -164 223 -6,885 -1,623
Percent of Open Interest Represented by Each Category of Trader
6.6 61.3 2.2 53.5 11.5 4.1 7.2 8.9 4.6 8.2 0.8 0.4 13.2 6.3
Number of Traders in Each Category Total Traders: 312
16 14 18 113 35 54 48 33 31 36 17 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 24,490
Positions
0 8,660 0 9,569 2,542 1,825 0 6,231 0 400 449 0 12,696 4,783
Changes from: October 27, 2020 Total Change is: -228
0 13 0 14 -26 0 0 -77 0 0 0 0 -242 -138
Percent of Open Interest Represented by Each Category of Trader
0.0 35.4 0.0 39.1 10.4 7.5 0.0 25.4 0.0 1.6 1.8 0.0 51.8 19.5
Number of Traders in Each Category Total Traders: 21
0 . 0 11 . 7 0 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 19,660
Positions
0 2,526 30 5,658 11,242 2,546 4,097 0 0 0 0 0 7,329 3,316
Changes from: October 27, 2020 Total Change is: 41
0 -156 0 -392 157 18 775 0 0 0 0 0 -360 22
Percent of Open Interest Represented by Each Category of Trader
0.0 12.8 0.2 28.8 57.2 13.0 20.8 0.0 0.0 0.0 0.0 0.0 37.3 16.9
Number of Traders in Each Category Total Traders: 20
0 . . 6 9 7 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 146,531
Positions
13,788 43,853 2,066 42,870 48,709 5,152 48,162 19,409 7,994 1,246 1,121 41 25,211 18,186
Changes from: October 27, 2020 Total Change is: 3,529
7,054 -1,634 -566 -4,379 905 869 1,405 3,852 765 10 -17 34 -1,662 -678
Percent of Open Interest Represented by Each Category of Trader
9.4 29.9 1.4 29.3 33.2 3.5 32.9 13.2 5.5 0.9 0.8 0.0 17.2 12.4
Number of Traders in Each Category Total Traders: 91
4 8 7 20 11 10 22 23 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 23,779
Positions
782 7,796 76 8,735 11,316 5 11,460 1,999 109 1,283 527 0 1,329 1,950
Changes from: October 27, 2020 Total Change is: 588
17 0 -7 43 559 0 183 346 5 186 -541 0 161 226
Percent of Open Interest Represented by Each Category of Trader
3.3 32.8 0.3 36.7 47.6 0.0 48.2 8.4 0.5 5.4 2.2 0.0 5.6 8.2
Number of Traders in Each Category Total Traders: 43
. . . 6 5 . 9 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 119,305
Positions
1,910 57,414 968 60,641 3,355 292 41,647 28,802 3,046 3,851 22,595 46 6,904 2,787
Changes from: October 27, 2020 Total Change is: -7,552
-2,860 -1,599 -197 -1,920 419 -125 -3,023 -3,237 816 -608 -3,246 46 320 -429
Percent of Open Interest Represented by Each Category of Trader
1.6 48.1 0.8 50.8 2.8 0.2 34.9 24.1 2.6 3.2 18.9 0.0 5.8 2.3
Number of Traders in Each Category Total Traders: 134
. 6 . 25 7 6 48 26 11 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 44,209
Positions
22,395 0 86 5,302 29,353 451 8,337 9,510 33 5,223 1,822 0 2,382 2,954
Changes from: October 27, 2020 Total Change is: 17
-383 0 -1,226 -179 1,950 146 2,445 1,958 -1,133 385 -1,499 0 -38 -179
Percent of Open Interest Represented by Each Category of Trader
50.7 0.0 0.2 12.0 66.4 1.0 18.9 21.5 0.1 11.8 4.1 0.0 5.4 6.7
Number of Traders in Each Category Total Traders: 54
. 0 . 7 8 . 12 14 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 40,445
Positions
5,410 11,598 1 14,054 7,952 326 15,014 15,870 474 321 1,085 6 4,839 3,133
Changes from: October 27, 2020 Total Change is: 4
-338 -95 0 873 1,536 112 -515 -1,453 -108 -18 -208 0 -2 220
Percent of Open Interest Represented by Each Category of Trader
13.4 28.7 0.0 34.7 19.7 0.8 37.1 39.2 1.2 0.8 2.7 0.0 12.0 7.7
Number of Traders in Each Category Total Traders: 83
5 5 . 22 5 4 23 17 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 14,132
Positions
2,504 0 0 4,887 2,602 0 5,353 9,797 55 240 282 0 1,093 1,396
Changes from: October 27, 2020 Total Change is: -286
-66 0 0 -54 65 0 -565 -464 24 240 -32 0 135 121
Percent of Open Interest Represented by Each Category of Trader
17.7 0.0 0.0 34.6 18.4 0.0 37.9 69.3 0.4 1.7 2.0 0.0 7.7 9.9
Number of Traders in Each Category Total Traders: 25
. 0 0 . 4 0 7 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 44,795
Positions
14,533 15,609 3,046 10,051 1,465 475 7,978 4,681 245 391 13,517 194 7,883 5,564
Changes from: October 27, 2020 Total Change is: -3,990
2,262 -4,202 624 -3,523 -238 104 -1,965 729 -171 75 -741 2 -1,397 -97
Percent of Open Interest Represented by Each Category of Trader
32.4 34.8 6.8 22.4 3.3 1.1 17.8 10.5 0.5 0.9 30.2 0.4 17.6 12.4
Number of Traders in Each Category Total Traders: 86
17 15 6 19 5 6 15 10 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 89,590
Positions
29,065 31,218 6,092 20,102 2,930 949 15,956 9,363 489 782 27,034 388 15,767 11,127
Changes from: October 27, 2020 Total Change is: -7,980
4,523 -8,403 1,248 -7,045 -475 208 -3,930 1,457 -343 149 -1,482 3 -2,793 -193
Percent of Open Interest Represented by Each Category of Trader
32.4 34.8 6.8 22.4 3.3 1.1 17.8 10.5 0.5 0.9 30.2 0.4 17.6 12.4
Number of Traders in Each Category Total Traders: 86
17 15 6 19 5 6 15 10 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 33,568
Positions
9,218 15,987 12 14,629 7,955 5,579 2,042 2,467 0 0 431 0 2,088 1,137
Changes from: October 27, 2020 Total Change is: -1,172
-631 -1,031 0 -149 -950 209 -335 -108 0 0 0 0 -266 708
Percent of Open Interest Represented by Each Category of Trader
27.5 47.6 0.0 43.6 23.7 16.6 6.1 7.3 0.0 0.0 1.3 0.0 6.2 3.4
Number of Traders in Each Category Total Traders: 26
5 5 . 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 648,266
Positions
56,877 98,325 35,141 235,328 122,043 61,673 40,964 76,671 115,788 30,988 66,128 4,275 67,233 68,224
Changes from: October 27, 2020 Total Change is: 4,558
1,256 -3,064 2,165 -3,801 5,221 291 -3,623 -654 5,549 2,276 -4,247 752 -306 -1,454
Percent of Open Interest Represented by Each Category of Trader
8.8 15.2 5.4 36.3 18.8 9.5 6.3 11.8 17.9 4.8 10.2 0.7 10.4 10.5
Number of Traders in Each Category Total Traders: 574
39 35 44 157 93 135 59 106 91 43 42 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 26,035
Positions
7,455 4,970 87 1,000 0 0 2,163 4,361 8,597 0 2 4 6,729 8,014
Changes from: October 27, 2020 Total Change is: 622
-280 820 0 1,000 0 0 2 253 -900 -102 0 -1 904 450
Percent of Open Interest Represented by Each Category of Trader
28.6 19.1 0.3 3.8 0.0 0.0 8.3 16.8 33.0 0.0 0.0 0.0 25.8 30.8
Number of Traders in Each Category Total Traders: 24
4 . . . 0 0 5 8 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 25,760
Positions
20,652 11,867 207 3,042 7,743 106 218 4,139 26 0 0 0 1,509 1,672
Changes from: October 27, 2020 Total Change is: -38
-593 1,483 -408 900 -277 -1 0 -1,050 0 0 0 0 64 215
Percent of Open Interest Represented by Each Category of Trader
80.2 46.1 0.8 11.8 30.1 0.4 0.8 16.1 0.1 0.0 0.0 0.0 5.9 6.5
Number of Traders in Each Category Total Traders: 29
6 8 . 5 4 . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 3,111,155
Positions
275,165 494,827 147,217 1,171,642 610,213 308,363 209,953 377,497 520,004 154,939 330,633 21,353 302,520 301,050
Changes from: October 27, 2020 Total Change is: 19,679
9,333 -17,767 9,172 -24,007 26,103 1,455 -12,696 895 26,817 11,894 -21,236 3,763 -6,051 -9,522
Percent of Open Interest Represented by Each Category of Trader
8.8 15.9 4.7 37.7 19.6 9.9 6.7 12.1 16.7 5.0 10.6 0.7 9.7 9.7
Number of Traders in Each Category Total Traders: 571
38 36 43 157 93 135 60 103 88 42 42 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 11,747
Positions
2,602 8,358 0 5,515 0 53 817 1,483 0 0 650 0 2,760 1,203
Changes from: October 27, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
22.2 71.2 0.0 46.9 0.0 0.5 7.0 12.6 0.0 0.0 5.5 0.0 23.5 10.2
Number of Traders in Each Category Total Traders: 22
. 9 0 6 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 9,610
Positions
1,093 7,358 16 4,640 738 0 1,257 774 109 0 0 0 2,495 615
Changes from: October 27, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.4 76.6 0.2 48.3 7.7 0.0 13.1 8.1 1.1 0.0 0.0 0.0 26.0 6.4
Number of Traders in Each Category Total Traders: 20
. 8 . 4 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 14,818
Positions
2,100 13,888 0 9,271 0 61 765 0 0 0 0 0 2,621 869
Changes from: October 27, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
14.2 93.7 0.0 62.6 0.0 0.4 5.2 0.0 0.0 0.0 0.0 0.0 17.7 5.9
Number of Traders in Each Category Total Traders: 20
. 9 0 8 0 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 13,748
Positions
1,878 10,722 0 7,617 1,283 402 1,339 168 58 0 0 0 2,454 1,115
Changes from: October 27, 2020 Total Change is: 212
-70 -165 0 1,511 9 -10 -70 168 58 0 0 0 -1,207 152
Percent of Open Interest Represented by Each Category of Trader
13.7 78.0 0.0 55.4 9.3 2.9 9.7 1.2 0.4 0.0 0.0 0.0 17.8 8.1
Number of Traders in Each Category Total Traders: 21
. 9 0 5 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 136,941
Positions
0 0 0 18,034 0 33 40,410 75,768 15,796 1,390 16,728 0 61,278 28,616
Changes from: October 27, 2020 Total Change is: -4,387
0 -3,359 0 -1,110 0 33 4,925 -710 -5,201 350 834 -9 -3,375 4,024
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 13.2 0.0 0.0 29.5 55.3 11.5 1.0 12.2 0.0 44.7 20.9
Number of Traders in Each Category Total Traders: 20
0 0 0 . 0 . 7 8 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 54,572
Positions
9,516 6,476 115 29,105 40,162 1,792 3,517 1,879 161 0 330 0 10,366 3,657
Changes from: October 27, 2020 Total Change is: -2,286
2,712 -4,193 -160 -5,152 2,020 192 -793 -438 21 0 0 0 894 272
Percent of Open Interest Represented by Each Category of Trader
17.4 11.9 0.2 53.3 73.6 3.3 6.4 3.4 0.3 0.0 0.6 0.0 19.0 6.7
Number of Traders in Each Category Total Traders: 68
9 . . 28 17 10 8 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 49,910
Positions
10,578 7,842 329 10,205 6,934 1,607 10,223 16,688 4,928 2,511 3,846 233 9,296 7,503
Changes from: October 27, 2020 Total Change is: -672
-1,381 -1,157 19 -650 -232 260 555 749 218 272 -536 58 -24 -52
Percent of Open Interest Represented by Each Category of Trader
21.2 15.7 0.7 20.4 13.9 3.2 20.5 33.4 9.9 5.0 7.7 0.5 18.6 15.0
Number of Traders in Each Category Total Traders: 278
21 22 12 66 42 37 36 54 30 14 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 249,552
Positions
52,891 39,211 1,646 51,024 34,669 8,035 51,115 83,439 24,640 12,553 19,230 1,167 46,481 37,514
Changes from: October 27, 2020 Total Change is: -3,361
-6,903 -5,783 96 -3,251 -1,159 1,302 2,776 3,744 1,092 1,359 -2,681 290 -122 -262
Percent of Open Interest Represented by Each Category of Trader
21.2 15.7 0.7 20.4 13.9 3.2 20.5 33.4 9.9 5.0 7.7 0.5 18.6 15.0
Number of Traders in Each Category Total Traders: 278
21 22 12 66 42 37 36 54 30 14 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 536,634
Positions
90,004 72,341 5,029 271,558 215,535 47,300 76,395 107,192 10,343 11,087 62,642 183 24,736 16,070
Changes from: October 27, 2020 Total Change is: -9,457
6,669 -12,449 357 -22,990 6,416 547 8,788 -1,103 1,921 -3,847 -1,684 -247 -654 -3,214
Percent of Open Interest Represented by Each Category of Trader
16.8 13.5 0.9 50.6 40.2 8.8 14.2 20.0 1.9 2.1 11.7 0.0 4.6 3.0
Number of Traders in Each Category Total Traders: 373
33 16 7 102 60 48 61 61 31 19 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 16,245
Positions
0 11,442 0 7,938 1,339 93 3,487 278 200 401 200 0 4,126 2,693
Changes from: October 27, 2020 Total Change is: -1,158
0 51 0 279 431 75 -1,780 -1,388 0 100 -363 0 168 36
Percent of Open Interest Represented by Each Category of Trader
0.0 70.4 0.0 48.9 8.2 0.6 21.5 1.7 1.2 2.5 1.2 0.0 25.4 16.6
Number of Traders in Each Category Total Traders: 26
0 4 0 9 . . 6 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 44,871
Positions
16,900 9,608 321 13,199 6,295 711 6,575 11,948 225 209 3,165 0 6,731 12,598
Changes from: October 27, 2020 Total Change is: -2,265
874 -180 -71 -498 766 -554 -1,367 3,304 9 -379 659 0 -279 -6,198
Percent of Open Interest Represented by Each Category of Trader
37.7 21.4 0.7 29.4 14.0 1.6 14.7 26.6 0.5 0.5 7.1 0.0 15.0 28.1
Number of Traders in Each Category Total Traders: 68
7 9 . 10 8 4 11 17 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 439,315
Positions
42,653 250,677 4,498 325,888 122,594 30,460 18,372 17,462 1,656 7,084 5,956 113 8,591 5,899
Changes from: October 27, 2020 Total Change is: 647
2,711 -1,525 -47 -1,399 2,581 -690 -1,250 -446 465 807 198 113 -63 -2
Percent of Open Interest Represented by Each Category of Trader
9.7 57.1 1.0 74.2 27.9 6.9 4.2 4.0 0.4 1.6 1.4 0.0 2.0 1.3
Number of Traders in Each Category Total Traders: 175
12 13 . 58 49 39 13 16 7 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 1,242,737
Positions
107,330 669,831 6,003 878,043 279,350 94,699 92,796 69,844 9,331 28,592 102,542 2,585 23,358 8,552
Changes from: October 27, 2020 Total Change is: -1,071
11,238 -15,379 -192 -11,009 29,626 103 1,236 2,819 -922 -675 -12,422 6 -856 -4,710
Percent of Open Interest Represented by Each Category of Trader
8.6 53.9 0.5 70.7 22.5 7.6 7.5 5.6 0.8 2.3 8.3 0.2 1.9 0.7
Number of Traders in Each Category Total Traders: 432
28 20 8 177 69 79 58 36 19 26 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 207,924
Positions
59,750 162,557 32,765 22,770 0 2,686 78,284 112 8,909 2,548 65 0 212 830
Changes from: October 27, 2020 Total Change is: 3,977
3,541 3,811 291 1,549 0 0 -782 112 -238 -375 0 0 -9 1
Percent of Open Interest Represented by Each Category of Trader
28.7 78.2 15.8 11.0 0.0 1.3 37.7 0.1 4.3 1.2 0.0 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 80
10 20 17 14 0 . 26 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 1,421,031
Positions
9,437 134,835 28,770 703,566 192,092 195,691 94,852 529,301 145,933 63,790 17,707 10,793 168,198 165,909
Changes from: October 27, 2020 Total Change is: 43,523
3,116 -6,422 9,667 2,625 10,466 -2,652 523 -7,291 30,743 3,382 -1,369 2,599 -6,480 7,783
Percent of Open Interest Represented by Each Category of Trader
0.7 9.5 2.0 49.5 13.5 13.8 6.7 37.2 10.3 4.5 1.2 0.8 11.8 11.7
Number of Traders in Each Category Total Traders: 199
6 17 19 64 30 53 25 40 47 11 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 983,391
Positions
22,891 99,141 0 499,792 182,493 187,615 78,606 371,589 10,582 50,916 17,793 37 132,952 114,141
Changes from: October 27, 2020 Total Change is: -18,057
-5,336 410 0 -14,429 8,497 104 15,821 -16,813 -6,946 -600 -1,867 -108 -6,563 -1,335
Percent of Open Interest Represented by Each Category of Trader
2.3 10.1 0.0 50.8 18.6 19.1 8.0 37.8 1.1 5.2 1.8 0.0 13.5 11.6
Number of Traders in Each Category Total Traders: 137
. 13 0 59 20 52 9 24 13 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 1,978,202
Positions
37,881 135,162 14,664 941,381 518,151 243,249 352,009 857,711 48,191 177,869 63,091 924 162,034 97,061
Changes from: October 27, 2020 Total Change is: -24,526
9,291 -14,067 5,332 7,735 -183 993 -64,298 -27,490 12,451 5,632 -695 75 -1,737 -941
Percent of Open Interest Represented by Each Category of Trader
1.9 6.8 0.7 47.6 26.2 12.3 17.8 43.4 2.4 9.0 3.2 0.0 8.2 4.9
Number of Traders in Each Category Total Traders: 283
13 26 9 100 28 64 50 38 29 21 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 3,951,004
Positions
189,825 291,976 198,281 1,302,903 1,105,618 697,449 329,820 516,471 539,279 238,224 124,730 55,931 399,291 421,270
Changes from: October 27, 2020 Total Change is: 219,883
16,112 43,882 39,799 -76,065 -75,387 23,706 7,660 -8,149 166,748 14,939 13,147 14,079 12,905 2,058
Percent of Open Interest Represented by Each Category of Trader
4.8 7.4 5.0 33.0 28.0 17.7 8.3 13.1 13.6 6.0 3.2 1.4 10.1 10.7
Number of Traders in Each Category Total Traders: 395
23 37 40 98 72 96 61 64 78 21 19 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 923,000
Positions
78,648 30,371 9,137 287,239 337,348 114,303 254,056 216,112 17,070 47,847 10,287 0 114,700 188,372
Changes from: October 27, 2020 Total Change is: -24,513
5,398 -2,294 98 -1,113 -16,419 11,281 -10,400 -9,036 -13,206 -1,751 3,945 -10 -14,810 1,128
Percent of Open Interest Represented by Each Category of Trader
8.5 3.3 1.0 31.1 36.5 12.4 27.5 23.4 1.8 5.2 1.1 0.0 12.4 20.4
Number of Traders in Each Category Total Traders: 122
6 7 4 25 48 38 20 9 11 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 3,262,188
Positions
52,866 257,251 28,982 1,385,516 556,334 541,614 420,911 1,277,812 177,162 341,986 137,177 3,835 309,316 282,022
Changes from: October 27, 2020 Total Change is: 63,613
-22,346 12,909 1,212 81,133 -4,548 -8,524 9,266 40,203 28,925 -9,758 -622 86 -16,381 -6,028
Percent of Open Interest Represented by Each Category of Trader
1.6 7.9 0.9 42.5 17.1 16.6 12.9 39.2 5.4 10.5 4.2 0.1 9.5 8.6
Number of Traders in Each Category Total Traders: 292
13 26 15 92 49 81 35 55 44 12 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 1,064,199
Positions
226,705 287,936 246,634 33,506 2,632 15,723 313,136 285,557 194,421 11,329 2,786 0 22,745 28,510
Changes from: October 27, 2020 Total Change is: -273,218
-29,123 -75,286 -40,048 -11,497 0 4,373 -141,304 -109,188 -51,445 -1,602 -993 0 -2,572 -631
Percent of Open Interest Represented by Each Category of Trader
21.3 27.1 23.2 3.1 0.2 1.5 29.4 26.8 18.3 1.1 0.3 0.0 2.1 2.7
Number of Traders in Each Category Total Traders: 99
29 13 36 . . . 22 21 34 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 is18,364,998
Positions
2,110,925 2,179,488 3,444,155 274,606 592,475 1,013,169 949,101 441,094 9,644,323 86,813 91,476 185,649 656,257 773,167
Changes from: October 27, 2020 Total Change is: 248,290
196,664 -40,722 32,783 13,600 155,487 -44,912 -61,406 3,348 82,506 -20,262 -207 2,082 47,237 57,927
Percent of Open Interest Represented by Each Category of Trader
11.5 11.9 18.8 1.5 3.2 5.5 5.2 2.4 52.5 0.5 0.5 1.0 3.6 4.2
Number of Traders in Each Category Total Traders: 269
34 46 74 17 16 25 57 53 96 17 19 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 331,212
Positions
20,551 151,390 57,028 100 10,694 11,255 180,356 38,823 58,506 344 358 2,928 145 230
Changes from: October 27, 2020 Total Change is: 9,854
-254 -1,525 1,409 60 1,689 720 738 434 6,670 243 161 298 -29 -2
Percent of Open Interest Represented by Each Category of Trader
6.2 45.7 17.2 0.0 3.2 3.4 54.5 11.7 17.7 0.1 0.1 0.9 0.0 0.1
Number of Traders in Each Category Total Traders: 82
10 18 13 . 4 . 24 18 29 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 126,194
Positions
8,343 73,412 11,826 3,300 2,390 3,158 63,715 9,917 24,393 10,554 202 755 150 141
Changes from: October 27, 2020 Total Change is: -44,091
-7,291 -38,905 701 251 12 -3 -24,782 -2,232 -3,617 -9,178 202 -181 9 -68
Percent of Open Interest Represented by Each Category of Trader
6.6 58.2 9.4 2.6 1.9 2.5 50.5 7.9 19.3 8.4 0.2 0.6 0.1 0.1
Number of Traders in Each Category Total Traders: 72
. 20 12 . 4 . 28 11 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 142,151
Positions
0 53,289 0 3,403 2,019 0 329 10,825 74,853 63,553 1,000 0 13 165
Changes from: October 27, 2020 Total Change is: 3,349
0 -732 0 0 -151 0 -77 2,790 938 2,485 500 0 3 4
Percent of Open Interest Represented by Each Category of Trader
0.0 37.5 0.0 2.4 1.4 0.0 0.2 7.6 52.7 44.7 0.7 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 24
0 4 0 . 5 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 12,314
Positions
0 661 0 800 0 0 4,474 8,120 930 2,543 2,014 126 3,441 463
Changes from: October 27, 2020 Total Change is: -2,331
0 376 0 30 0 0 -1,413 -1,381 -732 -21 -516 -24 -170 -53
Percent of Open Interest Represented by Each Category of Trader
0.0 5.4 0.0 6.5 0.0 0.0 36.3 65.9 7.5 20.6 16.4 1.0 27.9 3.8
Number of Traders in Each Category Total Traders: 101
0 . 0 6 0 0 33 21 11 29 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 26,822
Positions
60 3,346 0 6,712 7,874 967 11,749 6,370 2,588 1,138 2,782 111 3,497 2,784
Changes from: October 27, 2020 Total Change is: -2,961
-2,282 935 0 189 -957 70 -195 -2,620 -201 -228 297 -14 -299 -470
Percent of Open Interest Represented by Each Category of Trader
0.2 12.5 0.0 25.0 29.4 3.6 43.8 23.7 9.7 4.2 10.4 0.4 13.0 10.4
Number of Traders in Each Category Total Traders: 90
. . 0 9 9 4 21 20 7 18 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 283,355
Positions
36,917 35,498 12,619 125,713 26,963 12,831 21,377 127,523 36,330 9,299 3,294 7,411 20,858 20,886
Changes from: October 27, 2020 Total Change is: 19,772
-2,567 6,405 5,487 8,320 -22,888 2,350 -5,259 18,061 9,509 -109 -2,052 1,531 510 1,369
Percent of Open Interest Represented by Each Category of Trader
13.0 12.5 4.5 44.4 9.5 4.5 7.5 45.0 12.8 3.3 1.2 2.6 7.4 7.4
Number of Traders in Each Category Total Traders: 157
9 16 17 19 19 15 26 48 45 7 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 3, 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 20,937
Positions
3,268 1,718 0 15,890 8,917 513 686 9,556 0 301 174 0 279 59
Changes from: October 27, 2020 Total Change is: 387
250 0 0 36 -337 162 -74 553 0 -52 4 0 65 5
Percent of Open Interest Represented by Each Category of Trader
15.6 8.2 0.0 75.9 42.6 2.5 3.3 45.6 0.0 1.4 0.8 0.0 1.3 0.3
Number of Traders in Each Category Total Traders: 32
. . 0 10 . . 5 5 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 06, 2020