Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 144,242
Positions
6,402 48,361 2,444 58,401 23,636 5,343 13,945 40,941 7,681 12,646 8 149 37,230 15,678
Changes from: November 10, 2020 Total Change is: -223
407 750 -301 45 2,236 177 -347 -3,003 586 472 0 0 -1,261 -668
Percent of Open Interest Represented by Each Category of Trader
4.4 33.5 1.7 40.5 16.4 3.7 9.7 28.4 5.3 8.8 0.0 0.1 25.8 10.9
Number of Traders in Each Category Total Traders: 104
5 8 7 21 13 11 14 30 15 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 53,623
Positions
2,719 28,075 977 10,111 4,594 507 19,931 3,960 1,869 0 481 0 17,508 13,160
Changes from: November 10, 2020 Total Change is: -1,765
427 -389 -120 71 -65 91 -1,154 -841 205 0 4 0 -1,285 -649
Percent of Open Interest Represented by Each Category of Trader
5.1 52.4 1.8 18.9 8.6 0.9 37.2 7.4 3.5 0.0 0.9 0.0 32.7 24.5
Number of Traders in Each Category Total Traders: 40
. 6 . 11 5 . 10 5 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 171,328
Positions
22,637 8,224 8,003 48,843 49,618 8,295 27,611 39,016 23,703 1,812 6,475 892 29,534 27,103
Changes from: November 10, 2020 Total Change is: -1,780
-5,746 18 -1,110 1,360 -3,135 597 -81 2,735 839 -53 -310 321 2,093 -1,736
Percent of Open Interest Represented by Each Category of Trader
13.2 4.8 4.7 28.5 29.0 4.8 16.1 22.8 13.8 1.1 3.8 0.5 17.2 15.8
Number of Traders in Each Category Total Traders: 107
10 4 9 18 22 14 17 29 18 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 179,717
Positions
4,149 114,057 3,703 92,523 9,609 8,699 23,435 13,773 11,766 1,512 564 0 33,932 17,546
Changes from: November 10, 2020 Total Change is: -19,775
229 -10,475 -1,631 -2,982 300 -436 -13,414 -6,092 -1,268 -1,902 -1 0 1,630 -172
Percent of Open Interest Represented by Each Category of Trader
2.3 63.5 2.1 51.5 5.3 4.8 13.0 7.7 6.5 0.8 0.3 0.0 18.9 9.8
Number of Traders in Each Category Total Traders: 110
. 8 6 36 15 17 26 16 15 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 686,966
Positions
42,220 430,127 14,332 373,792 70,824 28,354 54,261 60,789 30,712 46,245 5,884 2,564 94,486 43,380
Changes from: November 10, 2020 Total Change is: 3,018
-111 2,689 1,459 1,679 -5,119 874 -253 564 1,697 440 700 120 -2,887 34
Percent of Open Interest Represented by Each Category of Trader
6.1 62.6 2.1 54.4 10.3 4.1 7.9 8.8 4.5 6.7 0.9 0.4 13.8 6.3
Number of Traders in Each Category Total Traders: 312
13 15 17 113 34 55 53 32 31 36 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 24,424
Positions
0 8,615 0 9,509 2,540 1,827 0 5,884 0 850 449 0 12,238 5,109
Changes from: November 10, 2020 Total Change is: -123
0 0 0 -139 -15 15 0 -318 0 450 0 0 -449 195
Percent of Open Interest Represented by Each Category of Trader
0.0 35.3 0.0 38.9 10.4 7.5 0.0 24.1 0.0 3.5 1.8 0.0 50.1 20.9
Number of Traders in Each Category Total Traders: 21
0 . 0 11 . 7 0 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 143,263
Positions
13,482 44,498 1,703 45,246 46,420 3,645 37,923 17,696 10,000 1,226 449 1 30,037 18,850
Changes from: November 10, 2020 Total Change is: 407
-1,396 2,458 475 -2,234 1,526 -69 556 -3,397 668 0 400 1 2,405 -1,655
Percent of Open Interest Represented by Each Category of Trader
9.4 31.1 1.2 31.6 32.4 2.5 26.5 12.4 7.0 0.9 0.3 0.0 21.0 13.2
Number of Traders in Each Category Total Traders: 87
. 8 6 20 11 8 23 19 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 21,381
Positions
612 7,796 62 10,306 9,507 0 7,414 1,652 109 1,520 354 0 1,359 1,901
Changes from: November 10, 2020 Total Change is: -1,066
76 0 2 1,683 -925 -5 -2,950 -56 2 4 -125 0 123 41
Percent of Open Interest Represented by Each Category of Trader
2.9 36.5 0.3 48.2 44.5 0.0 34.7 7.7 0.5 7.1 1.7 0.0 6.4 8.9
Number of Traders in Each Category Total Traders: 40
. . . 7 4 0 11 6 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 133,129
Positions
1,387 61,240 605 65,289 3,504 1,459 52,298 38,075 2,413 2,598 22,854 0 7,079 2,979
Changes from: November 10, 2020 Total Change is: 3,551
-567 2,677 0 1,220 1,354 682 5,852 -1,305 -106 -3,110 101 0 -420 149
Percent of Open Interest Represented by Each Category of Trader
1.0 46.0 0.5 49.0 2.6 1.1 39.3 28.6 1.8 2.0 17.2 0.0 5.3 2.2
Number of Traders in Each Category Total Traders: 145
4 7 . 21 9 5 51 30 16 9 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 43,083
Positions
22,376 0 105 6,474 25,617 6 6,014 13,367 22 5,890 1,651 0 2,196 2,315
Changes from: November 10, 2020 Total Change is: 268
-23 0 23 257 -1,201 0 -1,158 2,666 13 895 -1,028 0 261 -205
Percent of Open Interest Represented by Each Category of Trader
51.9 0.0 0.2 15.0 59.5 0.0 14.0 31.0 0.1 13.7 3.8 0.0 5.1 5.4
Number of Traders in Each Category Total Traders: 61
. 0 . 9 8 . 14 15 . 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 50,810
Positions
5,052 15,238 28 17,660 7,183 396 17,910 22,093 792 3,152 1,699 6 5,814 3,376
Changes from: November 10, 2020 Total Change is: 4,675
-205 1,406 20 1,334 697 -72 1,292 1,967 357 1,884 179 0 65 121
Percent of Open Interest Represented by Each Category of Trader
9.9 30.0 0.1 34.8 14.1 0.8 35.2 43.5 1.6 6.2 3.3 0.0 11.4 6.6
Number of Traders in Each Category Total Traders: 92
5 5 . 21 6 4 27 19 6 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 14,899
Positions
2,495 0 0 5,106 2,929 0 5,565 9,958 117 345 342 0 1,271 1,553
Changes from: November 10, 2020 Total Change is: 596
0 0 0 59 11 0 380 340 -3 105 50 0 55 198
Percent of Open Interest Represented by Each Category of Trader
16.7 0.0 0.0 34.3 19.7 0.0 37.4 66.8 0.8 2.3 2.3 0.0 8.5 10.4
Number of Traders in Each Category Total Traders: 26
. 0 0 4 4 0 8 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 48,252
Positions
14,601 12,114 5,342 9,979 1,472 361 8,682 8,069 294 466 14,040 0 8,527 6,560
Changes from: November 10, 2020 Total Change is: 1,162
1,927 -2,446 1,600 -3,194 124 66 492 1,002 -68 -219 50 0 557 833
Percent of Open Interest Represented by Each Category of Trader
30.3 25.1 11.1 20.7 3.0 0.7 18.0 16.7 0.6 1.0 29.1 0.0 17.7 13.6
Number of Traders in Each Category Total Traders: 88
18 14 6 15 6 6 18 11 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 96,503
Positions
29,201 24,227 10,684 19,958 2,943 721 17,364 16,139 588 932 28,080 0 17,055 13,121
Changes from: November 10, 2020 Total Change is: 2,323
3,853 -4,891 3,200 -6,387 247 132 984 2,004 -136 -438 100 0 1,115 1,667
Percent of Open Interest Represented by Each Category of Trader
30.3 25.1 11.1 20.7 3.0 0.7 18.0 16.7 0.6 1.0 29.1 0.0 17.7 13.6
Number of Traders in Each Category Total Traders: 88
18 14 6 15 6 6 18 11 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 32,593
Positions
8,771 21,295 3 13,950 2,394 5,494 1,369 2,543 0 400 431 0 2,606 433
Changes from: November 10, 2020 Total Change is: -201
-436 5,952 -9 -300 -5,521 -125 30 -425 0 0 0 0 639 -73
Percent of Open Interest Represented by Each Category of Trader
26.9 65.3 0.0 42.8 7.3 16.9 4.2 7.8 0.0 1.2 1.3 0.0 8.0 1.3
Number of Traders in Each Category Total Traders: 29
5 6 . 13 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 693,906
Positions
55,810 117,821 37,753 243,115 109,626 67,516 48,209 76,467 129,205 25,128 72,610 3,680 83,490 79,227
Changes from: November 10, 2020 Total Change is: 17,945
2,210 6,896 -1,448 3,556 -723 1,974 6,837 6,166 -2,351 -27 1,401 -735 7,930 6,767
Percent of Open Interest Represented by Each Category of Trader
8.0 17.0 5.4 35.0 15.8 9.7 6.9 11.0 18.6 3.6 10.5 0.5 12.0 11.4
Number of Traders in Each Category Total Traders: 573
34 38 42 156 89 134 66 101 98 47 42 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 40,284
Positions
4,964 14,470 211 1,000 0 0 4,209 6,608 9,880 200 0 1 19,820 9,115
Changes from: November 10, 2020 Total Change is: 3,445
-190 1,100 11 0 0 0 -2,720 652 387 -108 0 -22 6,087 1,318
Percent of Open Interest Represented by Each Category of Trader
12.3 35.9 0.5 2.5 0.0 0.0 10.4 16.4 24.5 0.5 0.0 0.0 49.2 22.6
Number of Traders in Each Category Total Traders: 28
. 6 . . 0 0 7 9 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 10,192
Positions
4,477 5,249 47 2,783 4,036 128 208 0 0 0 0 0 2,549 732
Changes from: November 10, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
43.9 51.5 0.5 27.3 39.6 1.3 2.0 0.0 0.0 0.0 0.0 0.0 25.0 7.2
Number of Traders in Each Category Total Traders: 21
5 7 . 4 4 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 21,687
Positions
9,577 11,965 0 5,661 4,107 0 1,212 3,609 25 0 0 0 5,212 1,981
Changes from: November 10, 2020 Total Change is: -4,530
-5,821 2,013 -44 2,430 -6,192 0 151 -285 -1 0 0 0 -1,245 -21
Percent of Open Interest Represented by Each Category of Trader
44.2 55.2 0.0 26.1 18.9 0.0 5.6 16.6 0.1 0.0 0.0 0.0 24.0 9.1
Number of Traders in Each Category Total Traders: 31
4 9 0 7 . 0 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 3,268,108
Positions
278,783 541,308 163,160 1,210,574 548,132 337,580 251,387 380,682 565,239 125,642 364,053 17,394 318,349 350,561
Changes from: November 10, 2020 Total Change is: 72,502
9,004 25,982 -4,299 17,779 -3,616 9,869 39,754 19,542 -5,662 1,406 8,007 -4,567 9,217 27,246
Percent of Open Interest Represented by Each Category of Trader
8.5 16.6 5.0 37.0 16.8 10.3 7.7 11.6 17.3 3.8 11.1 0.5 9.7 10.7
Number of Traders in Each Category Total Traders: 569
34 38 41 156 89 134 68 96 94 47 41 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 20,297
Positions
4,428 15,458 0 11,264 1,134 0 1,962 1,965 0 0 650 0 2,643 1,090
Changes from: November 10, 2020 Total Change is: 8,727
1,695 7,255 -1 6,930 1,134 -53 1,182 482 0 0 0 0 -1,026 -90
Percent of Open Interest Represented by Each Category of Trader
21.8 76.2 0.0 55.5 5.6 0.0 9.7 9.7 0.0 0.0 3.2 0.0 13.0 5.4
Number of Traders in Each Category Total Traders: 29
6 7 0 6 . 0 . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 12,680
Positions
2,305 10,135 0 6,734 982 0 1,339 205 0 0 0 0 2,302 1,358
Changes from: November 10, 2020 Total Change is: -841
-190 -554 0 -315 -404 -299 0 -8 0 0 0 0 -37 424
Percent of Open Interest Represented by Each Category of Trader
18.2 79.9 0.0 53.1 7.7 0.0 10.6 1.6 0.0 0.0 0.0 0.0 18.2 10.7
Number of Traders in Each Category Total Traders: 21
. 8 0 6 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 185,012
Positions
7,786 0 0 19,874 0 1,044 104,048 21,585 20,311 1,580 8,490 30 30,338 133,552
Changes from: November 10, 2020 Total Change is: 14,001
-1,196 0 0 729 0 1,044 12,136 3,498 -394 -154 -3,219 -121 1,957 13,193
Percent of Open Interest Represented by Each Category of Trader
4.2 0.0 0.0 10.7 0.0 0.6 56.2 11.7 11.0 0.9 4.6 0.0 16.4 72.2
Number of Traders in Each Category Total Traders: 23
. 0 0 4 0 . 8 7 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 53,100
Positions
6,430 9,314 275 31,576 35,114 1,059 2,944 3,230 329 470 305 0 10,017 3,474
Changes from: November 10, 2020 Total Change is: -113
-271 1,578 1 764 -1,407 -211 -368 177 15 0 -512 0 -43 246
Percent of Open Interest Represented by Each Category of Trader
12.1 17.5 0.5 59.5 66.1 2.0 5.5 6.1 0.6 0.9 0.6 0.0 18.9 6.5
Number of Traders in Each Category Total Traders: 72
5 6 . 29 17 10 9 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 53,273
Positions
12,621 7,799 596 11,937 6,944 1,578 10,444 16,314 5,719 1,820 7,125 94 8,464 7,105
Changes from: November 10, 2020 Total Change is: -342
1,223 -345 256 1,145 -938 148 -1,507 627 -85 -489 -59 -15 -1,018 68
Percent of Open Interest Represented by Each Category of Trader
23.7 14.6 1.1 22.4 13.0 3.0 19.6 30.6 10.7 3.4 13.4 0.2 15.9 13.3
Number of Traders in Each Category Total Traders: 300
20 26 11 64 44 36 40 61 39 16 27 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 266,364
Positions
63,106 38,996 2,978 59,686 34,719 7,888 52,221 81,568 28,596 9,100 35,625 470 42,318 35,524
Changes from: November 10, 2020 Total Change is: -1,708
6,117 -1,723 1,280 5,725 -4,691 738 -7,534 3,137 -424 -2,444 -293 -74 -5,091 342
Percent of Open Interest Represented by Each Category of Trader
23.7 14.6 1.1 22.4 13.0 3.0 19.6 30.6 10.7 3.4 13.4 0.2 15.9 13.3
Number of Traders in Each Category Total Traders: 300
20 26 11 64 44 36 40 61 39 16 27 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 563,893
Positions
74,654 92,021 5,307 307,180 195,313 50,148 76,105 124,412 13,821 9,427 63,002 12 27,239 19,857
Changes from: November 10, 2020 Total Change is: 25,162
-8,312 871 1,067 28,048 -9,454 -379 5,672 28,750 13 403 -27 -6 -1,344 4,327
Percent of Open Interest Represented by Each Category of Trader
13.2 16.3 0.9 54.5 34.6 8.9 13.5 22.1 2.5 1.7 11.2 0.0 4.8 3.5
Number of Traders in Each Category Total Traders: 370
31 19 7 105 60 53 57 60 27 17 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 17,431
Positions
6,793 15,363 0 4,312 1,084 0 4,998 355 206 0 0 0 1,122 423
Changes from: November 10, 2020 Total Change is: 741
0 849 -19 379 -674 0 -166 355 174 0 0 0 373 56
Percent of Open Interest Represented by Each Category of Trader
39.0 88.1 0.0 24.7 6.2 0.0 28.7 2.0 1.2 0.0 0.0 0.0 6.4 2.4
Number of Traders in Each Category Total Traders: 20
. 8 0 5 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 18,026
Positions
0 11,598 0 9,270 0 7 1,962 584 1,277 0 1,237 0 5,510 3,323
Changes from: November 10, 2020 Total Change is: 2,598
0 1,225 0 352 0 0 663 -194 1,077 0 120 0 506 370
Percent of Open Interest Represented by Each Category of Trader
0.0 64.3 0.0 51.4 0.0 0.0 10.9 3.2 7.1 0.0 6.9 0.0 30.6 18.4
Number of Traders in Each Category Total Traders: 24
0 4 0 11 0 . 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 56,403
Positions
16,412 15,654 602 14,028 5,058 836 14,577 11,884 1,277 1,678 2,401 0 6,993 18,691
Changes from: November 10, 2020 Total Change is: 8,082
2,534 1,621 24 -153 -667 76 6,763 3,170 618 -979 440 0 -801 2,800
Percent of Open Interest Represented by Each Category of Trader
29.1 27.8 1.1 24.9 9.0 1.5 25.8 21.1 2.3 3.0 4.3 0.0 12.4 33.1
Number of Traders in Each Category Total Traders: 73
7 11 . 10 8 4 16 17 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 436,297
Positions
38,604 261,987 4,353 314,045 104,118 38,526 23,635 17,382 1,356 6,742 3,792 113 8,923 4,670
Changes from: November 10, 2020 Total Change is: 1,581
-4,003 8,782 -144 4,070 -9,481 1,565 796 -1,334 85 -403 2,371 0 -385 -263
Percent of Open Interest Represented by Each Category of Trader
8.8 60.0 1.0 72.0 23.9 8.8 5.4 4.0 0.3 1.5 0.9 0.0 2.0 1.1
Number of Traders in Each Category Total Traders: 182
10 16 . 65 44 40 17 17 6 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 1,289,048
Positions
110,452 713,687 3,515 891,809 274,764 95,847 108,437 69,914 6,622 34,207 112,887 2,416 35,743 9,396
Changes from: November 10, 2020 Total Change is: -1,460
8,565 20,705 -627 -18,611 -3,658 962 5,769 -6,581 67 1,720 -11,366 -353 1,048 -609
Percent of Open Interest Represented by Each Category of Trader
8.6 55.4 0.3 69.2 21.3 7.4 8.4 5.4 0.5 2.7 8.8 0.2 2.8 0.7
Number of Traders in Each Category Total Traders: 436
29 18 7 175 71 81 64 31 17 30 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 207,821
Positions
59,053 164,398 31,820 22,952 0 2,686 80,503 122 7,906 2,673 65 0 228 824
Changes from: November 10, 2020 Total Change is: -2,324
1,481 -1,697 117 -3,261 0 0 125 0 -740 -12 0 0 -34 -4
Percent of Open Interest Represented by Each Category of Trader
28.4 79.1 15.3 11.0 0.0 1.3 38.7 0.1 3.8 1.3 0.0 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 80
9 21 18 12 0 . 28 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 1,412,926
Positions
11,358 139,353 46,573 678,885 180,035 208,254 86,247 511,003 154,927 68,681 15,762 6,543 151,458 150,476
Changes from: November 10, 2020 Total Change is: 8,425
2,510 -10,608 5,854 -23,095 -8,248 19,495 -1,548 -4,775 21,267 -1,719 1,110 -5,228 -9,111 -10,441
Percent of Open Interest Represented by Each Category of Trader
0.8 9.9 3.3 48.0 12.7 14.7 6.1 36.2 11.0 4.9 1.1 0.5 10.7 10.6
Number of Traders in Each Category Total Traders: 198
8 14 19 60 33 56 30 37 48 10 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,023,417
Positions
23,687 129,893 0 510,476 183,550 197,338 85,174 359,845 15,741 48,950 11,651 0 142,051 125,399
Changes from: November 10, 2020 Total Change is: 11,196
253 8,832 0 -2,157 -769 8,179 -2,201 -3,324 5,469 -1,729 -1,164 0 3,382 -6,027
Percent of Open Interest Represented by Each Category of Trader
2.3 12.7 0.0 49.9 17.9 19.3 8.3 35.2 1.5 4.8 1.1 0.0 13.9 12.3
Number of Traders in Each Category Total Traders: 130
. 13 0 58 18 49 9 22 11 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 2,034,723
Positions
26,090 133,340 23,605 907,379 575,860 251,886 426,800 817,784 65,336 171,602 61,001 1,269 160,756 104,642
Changes from: November 10, 2020 Total Change is: 10,868
-5,370 27,645 4,687 -14,524 34,647 3,063 11,037 -57,578 3,244 3,110 -1,333 334 5,286 -3,841
Percent of Open Interest Represented by Each Category of Trader
1.3 6.6 1.2 44.6 28.3 12.4 21.0 40.2 3.2 8.4 3.0 0.1 7.9 5.1
Number of Traders in Each Category Total Traders: 281
12 22 7 96 35 67 53 35 34 21 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 3,954,135
Positions
163,287 292,582 239,025 1,336,666 1,161,427 688,269 411,055 520,753 436,106 222,181 113,937 54,931 402,615 447,104
Changes from: November 10, 2020 Total Change is: -260,812
-14,672 -1,723 -15,024 57,071 31,288 -60,207 -17,699 9,358 -192,780 -5,476 -17,657 -14,780 2,754 713
Percent of Open Interest Represented by Each Category of Trader
4.1 7.4 6.0 33.8 29.4 17.4 10.4 13.2 11.0 5.6 2.9 1.4 10.2 11.3
Number of Traders in Each Category Total Traders: 386
24 36 46 100 74 97 54 59 69 21 18 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 973,592
Positions
88,790 19,267 6,820 300,804 365,484 115,648 283,141 245,924 11,267 48,685 20,088 0 118,437 189,094
Changes from: November 10, 2020 Total Change is: 27,024
10,364 -4,148 -2,357 6,231 10,422 -4,166 15,469 26,088 -3,818 -436 5,597 0 5,737 -594
Percent of Open Interest Represented by Each Category of Trader
9.1 2.0 0.7 30.9 37.5 11.9 29.1 25.3 1.2 5.0 2.1 0.0 12.2 19.4
Number of Traders in Each Category Total Traders: 123
6 5 4 24 50 40 18 11 10 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 3,344,950
Positions
62,986 235,394 47,822 1,389,857 575,529 558,304 431,587 1,243,433 217,585 328,024 157,310 7,868 300,917 301,706
Changes from: November 10, 2020 Total Change is: 17,418
-5,000 1,756 5,423 7,351 -26,592 20,540 -18,077 1,001 3,068 6,277 3,578 2,111 -4,275 6,534
Percent of Open Interest Represented by Each Category of Trader
1.9 7.0 1.4 41.6 17.2 16.7 12.9 37.2 6.5 9.8 4.7 0.2 9.0 9.0
Number of Traders in Each Category Total Traders: 302
18 21 14 90 54 80 36 58 49 11 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 1,100,949
Positions
264,816 284,157 220,803 32,068 2,632 16,990 316,489 330,198 214,643 12,565 2,786 1,267 21,308 27,473
Changes from: November 10, 2020 Total Change is: -2,378
15,456 3,678 -6,600 918 0 -789 -12,023 -3,629 3,196 257 0 1,267 -4,060 499
Percent of Open Interest Represented by Each Category of Trader
24.1 25.8 20.1 2.9 0.2 1.5 28.7 30.0 19.5 1.1 0.3 0.1 1.9 2.5
Number of Traders in Each Category Total Traders: 99
28 15 36 . . . 25 17 33 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 is18,337,932
Positions
2,244,333 2,401,764 3,338,870 240,254 545,095 1,135,695 1,120,367 496,114 9,392,821 81,724 94,699 172,363 611,505 760,511
Changes from: November 10, 2020 Total Change is: -269,716
280,956 67,906 -215,890 -40,608 -12,443 44,541 -80,729 102,998 -232,726 -5,192 -2,490 5,221 -25,288 -26,832
Percent of Open Interest Represented by Each Category of Trader
12.2 13.1 18.2 1.3 3.0 6.2 6.1 2.7 51.2 0.4 0.5 0.9 3.3 4.1
Number of Traders in Each Category Total Traders: 274
33 46 73 18 17 30 61 51 99 21 18 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 370,520
Positions
24,538 164,510 64,610 0 9,848 12,694 194,143 44,930 71,915 654 0 1,797 169 216
Changes from: November 10, 2020 Total Change is: 23,163
1,322 9,043 -163 0 -1,392 1,441 7,612 2,226 13,235 380 -518 -693 28 -17
Percent of Open Interest Represented by Each Category of Trader
6.6 44.4 17.4 0.0 2.7 3.4 52.4 12.1 19.4 0.2 0.0 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 86
12 18 15 0 4 . 22 22 32 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 189,416
Positions
9,729 115,542 15,493 4,005 2,543 3,171 95,410 15,538 35,492 25,128 671 896 92 70
Changes from: November 10, 2020 Total Change is: 32,007
1,266 21,968 -918 0 65 6 14,124 2,310 8,097 9,616 514 -24 -160 -11
Percent of Open Interest Represented by Each Category of Trader
5.1 61.0 8.2 2.1 1.3 1.7 50.4 8.2 18.7 13.3 0.4 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 77
5 21 10 . 4 . 19 23 27 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 151,649
Positions
0 53,384 0 3,403 2,165 0 2,105 15,621 79,176 66,943 1,138 0 22 165
Changes from: November 10, 2020 Total Change is: 6,529
0 -174 0 0 146 0 1,093 3,279 3,288 2,140 138 0 8 -148
Percent of Open Interest Represented by Each Category of Trader
0.0 35.2 0.0 2.2 1.4 0.0 1.4 10.3 52.2 44.1 0.8 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 27
0 5 0 . 5 0 . . . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 13,080
Positions
0 732 0 845 4 26 5,467 8,295 1,404 1,944 1,633 190 3,204 795
Changes from: November 10, 2020 Total Change is: 501
0 0 0 13 -3 -7 231 262 269 -311 -160 -16 322 156
Percent of Open Interest Represented by Each Category of Trader
0.0 5.6 0.0 6.5 0.0 0.2 41.8 63.4 10.7 14.9 12.5 1.5 24.5 6.1
Number of Traders in Each Category Total Traders: 103
0 . 0 5 . . 42 16 14 28 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 29,613
Positions
6,496 3,346 0 5,255 9,148 931 9,578 8,709 1,404 2,175 2,983 99 3,675 2,992
Changes from: November 10, 2020 Total Change is: 364
2,521 0 0 -887 332 -3 -744 407 -732 288 124 -2 -77 239
Percent of Open Interest Represented by Each Category of Trader
21.9 11.3 0.0 17.7 30.9 3.1 32.3 29.4 4.7 7.3 10.1 0.3 12.4 10.1
Number of Traders in Each Category Total Traders: 90
. . 0 8 8 . 19 22 5 15 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 282,811
Positions
28,599 22,208 14,547 114,485 46,707 17,859 35,271 111,752 36,219 9,347 3,435 9,221 17,263 20,863
Changes from: November 10, 2020 Total Change is: 13,785
-2,282 -3,001 1,803 42 8,907 540 4,598 -6,012 8,983 70 -1,006 2,526 -2,495 1,045
Percent of Open Interest Represented by Each Category of Trader
10.1 7.9 5.1 40.5 16.5 6.3 12.5 39.5 12.8 3.3 1.2 3.3 6.1 7.4
Number of Traders in Each Category Total Traders: 154
10 13 21 14 24 16 28 43 39 8 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 22,908
Positions
3,829 1,999 79 16,302 8,232 86 555 12,304 0 1,889 176 0 168 32
Changes from: November 10, 2020 Total Change is: 1,925
561 -5 5 -88 0 -23 84 1,950 0 1,463 0 0 -77 -2
Percent of Open Interest Represented by Each Category of Trader
16.7 8.7 0.3 71.2 35.9 0.4 2.4 53.7 0.0 8.2 0.8 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 36
. . . 9 . . 4 7 0 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 20, 2020