Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 149,460
Positions
5,332 53,702 2,934 57,835 19,175 4,632 18,490 44,714 7,686 13,780 3 151 38,619 16,464
Changes from: November 17, 2020 Total Change is: 5,218
-1,070 5,341 490 -566 -4,461 -711 4,545 3,773 5 1,135 -6 2 1,389 786
Percent of Open Interest Represented by Each Category of Trader
3.6 35.9 2.0 38.7 12.8 3.1 12.4 29.9 5.1 9.2 0.0 0.1 25.8 11.0
Number of Traders in Each Category Total Traders: 105
4 8 7 23 11 9 19 27 19 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 53,309
Positions
3,397 28,182 1,032 9,684 4,914 345 20,143 4,194 1,812 0 481 0 16,895 12,348
Changes from: November 17, 2020 Total Change is: -314
678 108 55 -427 320 -162 213 234 -57 0 0 0 -613 -812
Percent of Open Interest Represented by Each Category of Trader
6.4 52.9 1.9 18.2 9.2 0.6 37.8 7.9 3.4 0.0 0.9 0.0 31.7 23.2
Number of Traders in Each Category Total Traders: 42
. 6 . 11 5 . 11 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 176,493
Positions
18,078 10,668 9,515 51,488 48,982 8,786 28,473 39,431 24,908 2,255 6,656 768 32,222 26,778
Changes from: November 17, 2020 Total Change is: 5,165
-4,559 2,444 1,512 2,646 -636 492 862 415 1,206 442 180 -124 2,688 -324
Percent of Open Interest Represented by Each Category of Trader
10.2 6.0 5.4 29.2 27.8 5.0 16.1 22.3 14.1 1.3 3.8 0.4 18.3 15.2
Number of Traders in Each Category Total Traders: 115
9 6 8 21 21 13 21 29 23 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 194,321
Positions
4,789 124,559 4,468 97,264 8,545 8,011 26,749 19,557 11,378 8,443 564 0 33,220 17,239
Changes from: November 17, 2020 Total Change is: 14,604
640 10,502 765 4,741 -1,064 -688 3,314 5,784 -388 6,931 -1 0 -712 -307
Percent of Open Interest Represented by Each Category of Trader
2.5 64.1 2.3 50.1 4.4 4.1 13.8 10.1 5.9 4.3 0.3 0.0 17.1 8.9
Number of Traders in Each Category Total Traders: 116
4 9 5 34 14 14 30 18 19 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 694,836
Positions
39,491 439,678 15,330 379,593 68,813 28,763 55,973 58,697 34,371 46,156 5,854 2,738 92,420 40,590
Changes from: November 17, 2020 Total Change is: 7,870
-2,729 9,551 998 5,800 -2,011 409 1,712 -2,092 3,659 -89 -30 174 -2,066 -2,790
Percent of Open Interest Represented by Each Category of Trader
5.7 63.3 2.2 54.6 9.9 4.1 8.1 8.4 4.9 6.6 0.8 0.4 13.3 5.8
Number of Traders in Each Category Total Traders: 319
14 16 17 115 32 55 56 31 34 36 19 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 24,758
Positions
0 8,615 0 9,569 2,697 1,797 422 5,644 2 1,250 449 0 11,718 5,554
Changes from: November 17, 2020 Total Change is: 334
0 0 0 60 157 -30 422 -240 2 400 0 0 -520 445
Percent of Open Interest Represented by Each Category of Trader
0.0 34.8 0.0 38.7 10.9 7.3 1.7 22.8 0.0 5.0 1.8 0.0 47.3 22.4
Number of Traders in Each Category Total Traders: 22
0 . 0 11 . 7 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 146,178
Positions
12,028 44,714 2,025 47,755 44,712 3,664 39,319 19,886 10,722 1,226 432 4 29,433 20,019
Changes from: November 17, 2020 Total Change is: 2,915
-1,453 216 322 2,510 -1,708 19 1,397 2,190 721 0 -17 3 -603 1,169
Percent of Open Interest Represented by Each Category of Trader
8.2 30.6 1.4 32.7 30.6 2.5 26.9 13.6 7.3 0.8 0.3 0.0 20.1 13.7
Number of Traders in Each Category Total Traders: 87
. 7 6 19 10 9 25 20 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 20,449
Positions
491 7,796 62 10,192 8,573 0 6,169 1,078 108 1,707 1,037 0 1,721 1,795
Changes from: November 17, 2020 Total Change is: -932
-121 0 0 -114 -934 0 -1,245 -574 -1 187 683 0 362 -106
Percent of Open Interest Represented by Each Category of Trader
2.4 38.1 0.3 49.8 41.9 0.0 30.2 5.3 0.5 8.3 5.1 0.0 8.4 8.8
Number of Traders in Each Category Total Traders: 44
. . . 9 4 0 11 5 . 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 137,784
Positions
645 65,575 605 66,723 2,097 854 55,627 39,385 3,176 2,491 23,046 0 7,663 3,046
Changes from: November 17, 2020 Total Change is: 4,655
-742 4,335 0 1,434 -1,407 -605 3,329 1,310 763 -107 192 0 583 67
Percent of Open Interest Represented by Each Category of Trader
0.5 47.6 0.4 48.4 1.5 0.6 40.4 28.6 2.3 1.8 16.7 0.0 5.6 2.2
Number of Traders in Each Category Total Traders: 146
. 8 . 24 5 4 56 28 12 9 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 43,616
Positions
22,376 0 105 6,649 22,390 7 5,919 16,511 1,007 5,310 1,123 0 2,243 2,473
Changes from: November 17, 2020 Total Change is: 533
0 0 0 175 -3,227 1 -95 3,144 985 -580 -528 0 47 158
Percent of Open Interest Represented by Each Category of Trader
51.3 0.0 0.2 15.2 51.3 0.0 13.6 37.9 2.3 12.2 2.6 0.0 5.1 5.7
Number of Traders in Each Category Total Traders: 56
. 0 . 9 7 . 13 14 4 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 54,803
Positions
4,840 16,532 45 17,980 7,108 270 21,677 25,155 763 3,287 1,813 6 5,935 3,112
Changes from: November 17, 2020 Total Change is: 3,993
-212 1,294 17 320 -75 -126 3,767 3,062 -29 135 114 0 121 -264
Percent of Open Interest Represented by Each Category of Trader
8.8 30.2 0.1 32.8 13.0 0.5 39.6 45.9 1.4 6.0 3.3 0.0 10.8 5.7
Number of Traders in Each Category Total Traders: 98
4 5 . 21 5 4 33 19 7 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 15,317
Positions
2,500 0 0 5,080 2,700 0 6,176 10,555 129 240 271 0 1,192 1,662
Changes from: November 17, 2020 Total Change is: 418
5 0 0 -26 -229 0 611 597 12 -105 -71 0 -79 109
Percent of Open Interest Represented by Each Category of Trader
16.3 0.0 0.0 33.2 17.6 0.0 40.3 68.9 0.8 1.6 1.8 0.0 7.8 10.9
Number of Traders in Each Category Total Traders: 26
. 0 0 5 4 0 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 49,537
Positions
17,218 12,232 4,768 6,228 1,654 1,467 10,122 8,401 398 549 14,348 0 8,789 6,271
Changes from: November 17, 2020 Total Change is: 1,286
2,618 118 -574 -3,752 182 1,106 1,440 331 104 83 308 0 261 -289
Percent of Open Interest Represented by Each Category of Trader
34.8 24.7 9.6 12.6 3.3 3.0 20.4 17.0 0.8 1.1 29.0 0.0 17.7 12.7
Number of Traders in Each Category Total Traders: 108
23 16 7 14 7 6 27 11 7 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 99,074
Positions
34,436 24,464 9,535 12,455 3,307 2,933 20,244 16,802 795 1,098 28,695 0 17,577 12,542
Changes from: November 17, 2020 Total Change is: 2,571
5,235 237 -1,149 -7,503 364 2,212 2,880 663 207 166 615 0 522 -578
Percent of Open Interest Represented by Each Category of Trader
34.8 24.7 9.6 12.6 3.3 3.0 20.4 17.0 0.8 1.1 29.0 0.0 17.7 12.7
Number of Traders in Each Category Total Traders: 108
23 16 7 14 7 6 27 11 7 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 28,272
Positions
5,736 20,207 3 15,256 2,360 2,559 1,550 2,352 0 400 431 0 2,768 360
Changes from: November 17, 2020 Total Change is: -4,321
-3,035 -1,088 0 1,306 -34 -2,935 181 -191 0 0 0 0 162 -73
Percent of Open Interest Represented by Each Category of Trader
20.3 71.5 0.0 54.0 8.3 9.1 5.5 8.3 0.0 1.4 1.5 0.0 9.8 1.3
Number of Traders in Each Category Total Traders: 30
5 6 . 13 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 685,529
Positions
56,959 114,461 36,977 247,389 106,748 63,566 46,607 81,513 126,367 21,434 73,638 3,264 82,967 78,994
Changes from: November 17, 2020 Total Change is: -8,377
1,149 -3,360 -776 4,274 -2,878 -3,950 -1,602 5,047 -2,838 -3,695 1,028 -416 -522 -234
Percent of Open Interest Represented by Each Category of Trader
8.3 16.7 5.4 36.1 15.6 9.3 6.8 11.9 18.4 3.1 10.7 0.5 12.1 11.5
Number of Traders in Each Category Total Traders: 574
34 36 44 154 92 130 63 108 101 43 44 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 40,260
Positions
5,510 15,070 235 1,000 0 0 4,940 8,039 8,511 0 0 0 20,063 8,405
Changes from: November 17, 2020 Total Change is: -24
546 600 25 0 0 0 731 1,431 -1,368 -200 0 -1 243 -711
Percent of Open Interest Represented by Each Category of Trader
13.7 37.4 0.6 2.5 0.0 0.0 12.3 20.0 21.1 0.0 0.0 0.0 49.8 20.9
Number of Traders in Each Category Total Traders: 29
4 6 . . 0 0 7 10 15 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 10,260
Positions
4,395 5,386 47 2,783 4,023 128 296 0 0 0 0 0 2,611 676
Changes from: November 17, 2020 Total Change is: 68
-82 137 0 0 -13 0 88 0 0 0 0 0 62 -56
Percent of Open Interest Represented by Each Category of Trader
42.8 52.5 0.5 27.1 39.2 1.2 2.9 0.0 0.0 0.0 0.0 0.0 25.4 6.6
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 24, 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 19,543
Positions
8,650 13,799 0 5,965 574 0 1,211 2,003 26 0 0 0 3,691 3,141
Changes from: November 17, 2020 Total Change is: -2,144
-927 1,834 0 304 -3,533 0 -1 -1,606 1 0 0 0 -1,521 1,160
Percent of Open Interest Represented by Each Category of Trader
44.3 70.6 0.0 30.5 2.9 0.0 6.2 10.2 0.1 0.0 0.0 0.0 18.9 16.1
Number of Traders in Each Category Total Traders: 30
. 10 0 7 . 0 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 3,226,345
Positions
287,332 527,045 153,621 1,231,943 533,742 317,829 261,956 420,996 535,653 107,169 368,192 16,320 314,521 352,946
Changes from: November 17, 2020 Total Change is: -41,763
8,549 -14,263 -9,540 21,370 -14,390 -19,750 10,569 40,314 -29,586 -18,474 4,140 -1,074 -3,828 2,385
Percent of Open Interest Represented by Each Category of Trader
8.9 16.3 4.8 38.2 16.5 9.9 8.1 13.0 16.6 3.3 11.4 0.5 9.7 10.9
Number of Traders in Each Category Total Traders: 570
34 36 42 154 92 130 65 103 97 43 43 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 23,013
Positions
6,214 17,309 0 12,101 676 0 1,962 3,211 0 0 650 0 2,736 1,167
Changes from: November 17, 2020 Total Change is: 2,716
1,786 1,851 0 837 -458 0 0 1,246 0 0 0 0 93 77
Percent of Open Interest Represented by Each Category of Trader
27.0 75.2 0.0 52.6 2.9 0.0 8.5 14.0 0.0 0.0 2.8 0.0 11.9 5.1
Number of Traders in Each Category Total Traders: 27
4 7 0 7 . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 22,725
Positions
4,909 21,395 43 14,018 507 61 1,056 0 0 0 0 0 2,638 719
Changes from: November 17, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
21.6 94.1 0.2 61.7 2.2 0.3 4.6 0.0 0.0 0.0 0.0 0.0 11.6 3.2
Number of Traders in Each Category Total Traders: 22
4 8 . 7 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 13,488
Positions
4,139 11,730 6 5,475 980 0 1,132 202 0 0 0 0 2,736 570
Changes from: November 17, 2020 Total Change is: 808
1,834 1,595 6 -1,259 -2 0 -207 -3 0 0 0 0 434 -788
Percent of Open Interest Represented by Each Category of Trader
30.7 87.0 0.0 40.6 7.3 0.0 8.4 1.5 0.0 0.0 0.0 0.0 20.3 4.2
Number of Traders in Each Category Total Traders: 23
4 10 . 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 173,693
Positions
5,698 0 0 18,397 0 1,044 99,568 21,942 15,732 1,580 8,864 80 31,594 126,030
Changes from: November 17, 2020 Total Change is: -11,319
-2,088 0 0 -1,477 0 0 -4,481 358 -4,579 0 374 50 1,256 -7,521
Percent of Open Interest Represented by Each Category of Trader
3.3 0.0 0.0 10.6 0.0 0.6 57.3 12.6 9.1 0.9 5.1 0.0 18.2 72.6
Number of Traders in Each Category Total Traders: 21
. 0 0 . 0 . 8 6 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 53,874
Positions
6,485 11,171 339 32,442 33,397 1,516 1,915 3,285 339 470 285 0 10,368 3,542
Changes from: November 17, 2020 Total Change is: 774
55 1,857 64 866 -1,717 457 -1,029 55 10 0 -20 0 351 68
Percent of Open Interest Represented by Each Category of Trader
12.0 20.7 0.6 60.2 62.0 2.8 3.6 6.1 0.6 0.9 0.5 0.0 19.2 6.6
Number of Traders in Each Category Total Traders: 71
5 6 . 30 17 10 5 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 54,109
Positions
14,133 7,535 594 12,475 6,755 1,452 9,461 18,125 4,705 1,815 7,218 97 9,377 7,628
Changes from: November 17, 2020 Total Change is: 836
1,512 -264 -2 538 -189 -126 -983 1,811 -1,014 -5 93 3 913 523
Percent of Open Interest Represented by Each Category of Trader
26.1 13.9 1.1 23.1 12.5 2.7 17.5 33.5 8.7 3.4 13.3 0.2 17.3 14.1
Number of Traders in Each Category Total Traders: 296
24 20 11 60 45 35 40 63 39 16 26 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 270,543
Positions
70,665 37,676 2,968 62,375 33,776 7,260 47,305 90,625 23,527 9,075 36,089 484 46,884 38,138
Changes from: November 17, 2020 Total Change is: 4,179
7,559 -1,319 -11 2,689 -943 -628 -4,916 9,057 -5,069 -25 464 14 4,566 2,614
Percent of Open Interest Represented by Each Category of Trader
26.1 13.9 1.1 23.1 12.5 2.7 17.5 33.5 8.7 3.4 13.3 0.2 17.3 14.1
Number of Traders in Each Category Total Traders: 296
24 20 11 60 45 35 40 63 39 16 26 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 163,634
Positions
0 579 0 0 0 0 140,740 8,379 6,271 270 7,787 0 16,353 140,618
Changes from: November 17, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.4 0.0 0.0 0.0 0.0 86.0 5.1 3.8 0.2 4.8 0.0 10.0 85.9
Number of Traders in Each Category Total Traders: 20
0 . 0 0 0 0 9 4 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 573,883
Positions
73,915 91,161 4,880 310,137 193,952 52,171 78,461 136,495 16,452 9,450 57,911 0 28,416 20,860
Changes from: November 17, 2020 Total Change is: 9,990
-739 -860 -428 2,957 -1,361 2,023 2,356 12,083 2,632 24 -5,091 -12 1,177 1,003
Percent of Open Interest Represented by Each Category of Trader
12.9 15.9 0.9 54.0 33.8 9.1 13.7 23.8 2.9 1.6 10.1 0.0 5.0 3.6
Number of Traders in Each Category Total Traders: 384
31 21 5 109 58 52 63 62 26 17 22 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 17,695
Positions
6,793 15,406 19 4,697 1,064 0 4,995 355 206 0 0 0 985 645
Changes from: November 17, 2020 Total Change is: 264
0 43 19 385 -20 0 -3 0 0 0 0 0 -137 222
Percent of Open Interest Represented by Each Category of Trader
38.4 87.1 0.1 26.5 6.0 0.0 28.2 2.0 1.2 0.0 0.0 0.0 5.6 3.6
Number of Traders in Each Category Total Traders: 21
. 8 . 6 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 18,212
Positions
228 11,569 0 9,190 0 7 2,444 1,400 764 0 1,254 0 5,579 3,218
Changes from: November 17, 2020 Total Change is: 186
228 -29 0 -80 0 0 482 816 -513 0 17 0 69 -105
Percent of Open Interest Represented by Each Category of Trader
1.3 63.5 0.0 50.5 0.0 0.0 13.4 7.7 4.2 0.0 6.9 0.0 30.6 17.7
Number of Traders in Each Category Total Traders: 26
. 4 0 10 0 . 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 56,990
Positions
16,086 16,987 662 13,722 5,013 853 16,105 13,081 786 1,751 3,363 0 7,025 16,245
Changes from: November 17, 2020 Total Change is: 587
-326 1,333 60 -306 -45 17 1,528 1,197 -491 73 962 0 32 -2,446
Percent of Open Interest Represented by Each Category of Trader
28.2 29.8 1.2 24.1 8.8 1.5 28.3 23.0 1.4 3.1 5.9 0.0 12.3 28.5
Number of Traders in Each Category Total Traders: 78
8 12 . 11 8 4 18 16 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 451,309
Positions
37,686 266,229 4,351 329,641 98,324 39,213 22,905 30,097 1,315 6,777 6,409 113 9,308 5,258
Changes from: November 17, 2020 Total Change is: 15,012
-918 4,242 -2 15,596 -5,794 687 -730 12,715 -41 35 2,617 0 385 588
Percent of Open Interest Represented by Each Category of Trader
8.4 59.0 1.0 73.0 21.8 8.7 5.1 6.7 0.3 1.5 1.4 0.0 2.1 1.2
Number of Traders in Each Category Total Traders: 182
10 16 . 72 38 41 15 18 6 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 1,285,043
Positions
114,858 711,250 4,504 878,247 272,361 95,013 110,453 76,560 8,188 36,084 103,164 2,416 35,280 11,587
Changes from: November 17, 2020 Total Change is: -4,005
4,406 -2,437 989 -13,562 -2,403 -834 2,016 6,646 1,566 1,877 -9,723 0 -463 2,191
Percent of Open Interest Represented by Each Category of Trader
8.9 55.3 0.4 68.3 21.2 7.4 8.6 6.0 0.6 2.8 8.0 0.2 2.7 0.9
Number of Traders in Each Category Total Traders: 446
30 18 7 180 67 81 67 37 20 31 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 211,498
Positions
60,551 166,794 31,958 22,952 0 2,686 82,093 357 7,911 2,566 65 0 781 1,727
Changes from: November 17, 2020 Total Change is: 3,677
1,498 2,396 138 0 0 0 1,590 235 5 -107 0 0 553 903
Percent of Open Interest Represented by Each Category of Trader
28.6 78.9 15.1 10.9 0.0 1.3 38.8 0.2 3.7 1.2 0.0 0.0 0.4 0.8
Number of Traders in Each Category Total Traders: 81
9 21 18 12 0 . 28 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 1,480,759
Positions
7,020 134,182 45,556 644,927 169,087 203,588 86,349 471,894 255,239 61,234 16,022 5,898 170,947 179,292
Changes from: November 17, 2020 Total Change is: 67,833
-4,338 -5,171 -1,017 -33,957 -10,948 -4,666 102 -39,108 100,312 -7,447 260 -645 19,489 28,817
Percent of Open Interest Represented by Each Category of Trader
0.5 9.1 3.1 43.6 11.4 13.7 5.8 31.9 17.2 4.1 1.1 0.4 11.5 12.1
Number of Traders in Each Category Total Traders: 183
6 17 21 59 30 52 20 37 45 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 1,120,470
Positions
24,585 114,037 3,178 491,139 190,697 236,084 93,638 370,677 59,408 48,752 12,401 878 162,808 133,110
Changes from: November 17, 2020 Total Change is: 97,053
898 -15,856 3,178 -19,337 7,147 38,746 8,464 10,832 43,667 -198 750 878 20,757 7,711
Percent of Open Interest Represented by Each Category of Trader
2.2 10.2 0.3 43.8 17.0 21.1 8.4 33.1 5.3 4.4 1.1 0.1 14.5 11.9
Number of Traders in Each Category Total Traders: 132
. 11 4 56 23 49 9 21 15 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 1,998,387
Positions
27,684 144,795 36,467 821,150 509,588 264,622 421,378 776,521 66,743 175,184 57,925 13,534 171,625 128,191
Changes from: November 17, 2020 Total Change is: -36,336
1,594 11,455 12,862 -86,229 -66,272 12,736 -5,421 -41,263 1,407 3,582 -3,076 12,265 10,868 23,549
Percent of Open Interest Represented by Each Category of Trader
1.4 7.2 1.8 41.1 25.5 13.2 21.1 38.9 3.3 8.8 2.9 0.7 8.6 6.4
Number of Traders in Each Category Total Traders: 271
14 25 16 91 30 70 48 34 30 22 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 3,938,447
Positions
172,261 313,401 175,419 1,331,491 1,126,601 727,878 437,023 569,763 384,762 230,671 121,620 43,821 435,122 475,183
Changes from: November 17, 2020 Total Change is: -15,688
8,974 20,818 -63,606 -5,175 -34,826 39,609 25,968 49,009 -51,344 8,489 7,684 -11,111 32,507 28,079
Percent of Open Interest Represented by Each Category of Trader
4.4 8.0 4.5 33.8 28.6 18.5 11.1 14.5 9.8 5.9 3.1 1.1 11.0 12.1
Number of Traders in Each Category Total Traders: 367
22 32 36 93 72 92 53 61 70 19 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 1,021,091
Positions
76,584 20,040 9,188 300,948 368,895 122,285 271,419 221,589 41,175 48,309 23,243 1,557 149,626 213,119
Changes from: November 17, 2020 Total Change is: 47,499
-12,206 773 2,368 144 3,411 6,637 -11,722 -24,335 29,908 -376 3,155 1,557 31,189 24,025
Percent of Open Interest Represented by Each Category of Trader
7.5 2.0 0.9 29.5 36.1 12.0 26.6 21.7 4.0 4.7 2.3 0.2 14.7 20.9
Number of Traders in Each Category Total Traders: 118
5 6 4 22 48 39 19 9 13 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 3,443,218
Positions
58,617 323,754 37,984 1,398,565 578,475 533,016 436,558 1,203,238 277,905 309,243 138,804 27,923 363,406 322,119
Changes from: November 17, 2020 Total Change is: 98,268
-4,369 88,360 -9,837 8,708 2,947 -25,288 4,971 -40,195 60,320 -18,781 -18,506 20,055 62,489 20,413
Percent of Open Interest Represented by Each Category of Trader
1.7 9.4 1.1 40.6 16.8 15.5 12.7 34.9 8.1 9.0 4.0 0.8 10.6 9.4
Number of Traders in Each Category Total Traders: 294
12 25 16 93 50 78 39 48 48 14 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 1,071,327
Positions
248,484 276,479 223,395 31,476 5,528 16,957 319,170 320,263 196,243 12,509 2,786 1,058 22,035 28,618
Changes from: November 17, 2020 Total Change is: -29,622
-16,332 -7,678 2,592 -592 2,896 -33 2,681 -9,935 -18,400 -56 0 -209 727 1,145
Percent of Open Interest Represented by Each Category of Trader
23.2 25.8 20.9 2.9 0.5 1.6 29.8 29.9 18.3 1.2 0.3 0.1 2.1 2.7
Number of Traders in Each Category Total Traders: 103
28 17 38 . . . 27 16 33 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 is18,593,312
Positions
2,253,140 2,383,217 3,423,645 303,249 534,947 1,038,832 1,150,758 649,821 9,565,549 84,836 92,122 162,007 611,296 743,171
Changes from: November 17, 2020 Total Change is: 255,380
8,806 -18,547 84,775 62,995 -10,148 -96,862 30,392 153,707 172,728 3,112 -2,577 -10,356 -210 -17,340
Percent of Open Interest Represented by Each Category of Trader
12.1 12.8 18.4 1.6 2.9 5.6 6.2 3.5 51.4 0.5 0.5 0.9 3.3 4.0
Number of Traders in Each Category Total Traders: 271
32 49 75 16 18 28 56 56 98 19 18 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 463,439
Positions
24,940 182,197 87,467 0 11,804 12,111 215,631 46,891 119,339 489 45 3,291 172 295
Changes from: November 17, 2020 Total Change is: 92,919
402 17,687 22,857 0 1,956 -583 21,488 1,961 47,424 -165 45 1,494 3 78
Percent of Open Interest Represented by Each Category of Trader
5.4 39.3 18.9 0.0 2.5 2.6 46.5 10.1 25.8 0.1 0.0 0.7 0.0 0.1
Number of Traders in Each Category Total Traders: 91
11 20 19 0 4 . 24 23 34 4 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 201,855
Positions
9,778 121,726 17,238 2,147 2,526 4,059 100,403 12,773 41,719 25,534 858 899 78 57
Changes from: November 17, 2020 Total Change is: 12,439
49 6,184 1,745 -1,858 -17 888 4,993 -2,765 6,227 406 187 3 -14 -13
Percent of Open Interest Represented by Each Category of Trader
4.8 60.3 8.5 1.1 1.3 2.0 49.7 6.3 20.7 12.6 0.4 0.4 0.0 0.0
Number of Traders in Each Category Total Traders: 80
5 22 12 . 4 . 23 20 29 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 154,902
Positions
0 54,947 0 3,403 2,178 0 1,969 15,648 80,827 68,682 1,138 0 21 164
Changes from: November 17, 2020 Total Change is: 3,253
0 1,563 0 0 13 0 -136 27 1,651 1,739 0 0 -1 -1
Percent of Open Interest Represented by Each Category of Trader
0.0 35.5 0.0 2.2 1.4 0.0 1.3 10.1 52.2 44.3 0.7 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 24, 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 13,972
Positions
0 643 0 668 0 0 5,639 10,099 1,608 2,390 279 444 3,223 900
Changes from: November 17, 2020 Total Change is: 892
0 -89 0 -177 -4 -26 172 1,803 204 446 -1,355 255 19 104
Percent of Open Interest Represented by Each Category of Trader
0.0 4.6 0.0 4.8 0.0 0.0 40.4 72.3 11.5 17.1 2.0 3.2 23.1 6.4
Number of Traders in Each Category Total Traders: 110
0 . 0 5 0 0 42 20 12 36 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 32,126
Positions
6,445 3,346 0 5,390 9,270 953 9,965 10,521 1,664 2,839 2,989 156 4,714 3,226
Changes from: November 17, 2020 Total Change is: 2,513
-51 0 0 135 122 22 388 1,812 260 664 6 57 1,039 234
Percent of Open Interest Represented by Each Category of Trader
20.1 10.4 0.0 16.8 28.9 3.0 31.0 32.7 5.2 8.8 9.3 0.5 14.7 10.0
Number of Traders in Each Category Total Traders: 104
. . 0 7 8 . 20 31 10 19 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 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 265,349
Positions
32,218 20,133 5,523 123,853 56,638 18,489 23,404 104,137 28,442 10,469 2,381 4,929 18,022 24,677
Changes from: November 17, 2020 Total Change is: -17,462
3,619 -2,075 -9,024 9,368 9,931 630 -11,867 -7,615 -7,777 1,122 -1,054 -4,292 759 3,814
Percent of Open Interest Represented by Each Category of Trader
12.1 7.6 2.1 46.7 21.3 7.0 8.8 39.2 10.7 3.9 0.9 1.9 6.8 9.3
Number of Traders in Each Category Total Traders: 150
8 11 16 13 30 17 21 42 35 9 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 23,330
Positions
4,067 2,214 89 16,346 8,167 86 643 12,566 0 1,892 176 0 207 32
Changes from: November 17, 2020 Total Change is: 422
238 215 10 44 -65 0 88 262 0 3 0 0 39 0
Percent of Open Interest Represented by Each Category of Trader
17.4 9.5 0.4 70.1 35.0 0.4 2.8 53.9 0.0 8.1 0.8 0.0 0.9 0.1
Number of Traders in Each Category Total Traders: 37
. 4 . 9 . . 4 7 0 8 . 0
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Updated November 30, 2020