Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 157,186
Positions
5,670 57,467 3,041 63,189 20,201 4,331 15,173 47,178 8,979 13,404 3 334 43,065 15,652
Changes from: November 24, 2020 Total Change is: 7,726
338 3,766 107 5,354 1,026 -301 -3,317 2,464 1,293 -376 0 183 4,445 -812
Percent of Open Interest Represented by Each Category of Trader
3.6 36.6 1.9 40.2 12.9 2.8 9.7 30.0 5.7 8.5 0.0 0.2 27.4 10.0
Number of Traders in Each Category Total Traders: 100
. 9 7 23 11 9 14 27 16 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 55,150
Positions
3,418 29,121 823 8,669 5,100 348 20,051 3,166 2,311 0 481 6 19,525 13,794
Changes from: November 24, 2020 Total Change is: 1,841
21 939 -209 -1,015 186 3 -93 -1,028 498 0 0 6 2,629 1,446
Percent of Open Interest Represented by Each Category of Trader
6.2 52.8 1.5 15.7 9.2 0.6 36.4 5.7 4.2 0.0 0.9 0.0 35.4 25.0
Number of Traders in Each Category Total Traders: 40
. 6 4 10 5 . 12 4 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 183,476
Positions
15,140 15,905 11,718 54,047 47,882 8,397 29,206 35,845 27,508 2,267 6,833 620 34,574 28,769
Changes from: November 24, 2020 Total Change is: 6,983
-2,938 5,237 2,203 2,558 -1,100 -389 733 -3,586 2,599 12 177 -148 2,352 1,990
Percent of Open Interest Represented by Each Category of Trader
8.3 8.7 6.4 29.5 26.1 4.6 15.9 19.5 15.0 1.2 3.7 0.3 18.8 15.7
Number of Traders in Each Category Total Traders: 116
8 7 8 19 21 14 24 29 21 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 200,010
Positions
4,117 131,387 4,420 95,343 7,618 7,714 26,990 19,344 10,960 15,379 564 0 35,087 18,003
Changes from: November 24, 2020 Total Change is: 5,689
-672 6,828 -48 -1,921 -927 -297 242 -213 -417 6,936 1 0 1,867 764
Percent of Open Interest Represented by Each Category of Trader
2.1 65.7 2.2 47.7 3.8 3.9 13.5 9.7 5.5 7.7 0.3 0.0 17.5 9.0
Number of Traders in Each Category Total Traders: 114
4 11 9 33 12 14 32 15 17 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 719,718
Positions
48,912 441,600 18,953 372,394 72,350 29,543 61,304 58,937 41,086 43,593 6,496 2,782 101,152 47,971
Changes from: November 24, 2020 Total Change is: 24,882
9,421 1,922 3,623 -7,199 3,537 780 5,331 240 6,715 -2,563 641 43 8,731 7,381
Percent of Open Interest Represented by Each Category of Trader
6.8 61.4 2.6 51.7 10.1 4.1 8.5 8.2 5.7 6.1 0.9 0.4 14.1 6.7
Number of Traders in Each Category Total Traders: 319
15 14 18 114 31 55 57 31 31 38 19 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 25,476
Positions
0 8,615 0 9,910 3,655 2,096 944 5,103 2 1,250 449 0 11,274 5,556
Changes from: November 24, 2020 Total Change is: 718
0 0 0 341 958 299 522 -541 0 0 0 0 -444 2
Percent of Open Interest Represented by Each Category of Trader
0.0 33.8 0.0 38.9 14.3 8.2 3.7 20.0 0.0 4.9 1.8 0.0 44.3 21.8
Number of Traders in Each Category Total Traders: 23
0 . 0 11 4 7 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 145,014
Positions
12,187 45,578 2,606 45,599 47,367 4,050 35,650 17,863 10,258 1,226 420 1 33,436 16,870
Changes from: November 24, 2020 Total Change is: -1,164
159 864 580 -2,157 2,655 386 -3,669 -2,023 -463 0 -12 -3 4,003 -3,149
Percent of Open Interest Represented by Each Category of Trader
8.4 31.4 1.8 31.4 32.7 2.8 24.6 12.3 7.1 0.8 0.3 0.0 23.1 11.6
Number of Traders in Each Category Total Traders: 86
. 10 7 18 13 9 20 19 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 19,795
Positions
134 7,796 62 10,325 7,178 0 5,308 1,808 105 2,236 1,037 0 1,625 1,809
Changes from: November 24, 2020 Total Change is: -654
-357 0 0 133 -1,395 0 -861 730 -3 529 0 0 -96 14
Percent of Open Interest Represented by Each Category of Trader
0.7 39.4 0.3 52.2 36.3 0.0 26.8 9.1 0.5 11.3 5.2 0.0 8.2 9.1
Number of Traders in Each Category Total Traders: 44
. . . 9 4 0 11 5 . 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 150,562
Positions
307 72,656 605 66,327 1,590 560 66,572 45,234 3,869 3,286 23,212 0 9,036 2,837
Changes from: November 24, 2020 Total Change is: 12,778
-338 7,081 0 -396 -507 -294 10,945 5,849 693 795 166 0 1,374 -209
Percent of Open Interest Represented by Each Category of Trader
0.2 48.3 0.4 44.1 1.1 0.4 44.2 30.0 2.6 2.2 15.4 0.0 6.0 1.9
Number of Traders in Each Category Total Traders: 150
. 8 . 24 4 4 60 24 13 13 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 53,314
Positions
22,377 0 7,385 7,071 21,422 7 10,156 21,024 31 2,765 1,162 0 3,522 2,283
Changes from: November 24, 2020 Total Change is: 9,698
1 0 7,280 422 -968 0 4,237 4,513 -976 -2,545 39 0 1,279 -190
Percent of Open Interest Represented by Each Category of Trader
42.0 0.0 13.9 13.3 40.2 0.0 19.0 39.4 0.1 5.2 2.2 0.0 6.6 4.3
Number of Traders in Each Category Total Traders: 61
. 0 . 10 7 . 16 14 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 55,549
Positions
4,808 17,668 68 18,384 5,847 89 21,756 25,918 971 3,006 1,561 6 6,462 3,422
Changes from: November 24, 2020 Total Change is: 746
-32 1,136 23 404 -1,261 -181 79 763 208 -281 -252 0 526 310
Percent of Open Interest Represented by Each Category of Trader
8.7 31.8 0.1 33.1 10.5 0.2 39.2 46.7 1.7 5.4 2.8 0.0 11.6 6.2
Number of Traders in Each Category Total Traders: 99
4 6 . 19 4 . 34 22 10 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 15,364
Positions
2,512 0 0 5,131 2,523 0 6,094 10,743 80 345 598 0 1,202 1,420
Changes from: November 24, 2020 Total Change is: 47
12 0 0 51 -177 0 -82 188 -49 105 327 0 10 -242
Percent of Open Interest Represented by Each Category of Trader
16.3 0.0 0.0 33.4 16.4 0.0 39.7 69.9 0.5 2.2 3.9 0.0 7.8 9.2
Number of Traders in Each Category Total Traders: 31
. 0 0 6 4 0 10 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 47,213
Positions
19,176 11,509 3,556 5,858 3,154 826 7,967 7,638 299 189 14,005 0 9,342 6,226
Changes from: November 24, 2020 Total Change is: -2,325
1,958 -723 -1,212 -370 1,501 -641 -2,155 -763 -98 -360 -343 0 553 -45
Percent of Open Interest Represented by Each Category of Trader
40.6 24.4 7.5 12.4 6.7 1.7 16.9 16.2 0.6 0.4 29.7 0.0 19.8 13.2
Number of Traders in Each Category Total Traders: 90
23 12 5 16 7 6 14 13 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 94,425
Positions
38,352 23,017 7,112 11,715 6,308 1,652 15,933 15,277 599 378 28,009 0 18,684 12,452
Changes from: November 24, 2020 Total Change is: -4,649
3,916 -1,447 -2,423 -740 3,001 -1,281 -4,311 -1,525 -197 -720 -686 0 1,107 -91
Percent of Open Interest Represented by Each Category of Trader
40.6 24.4 7.5 12.4 6.7 1.7 16.9 16.2 0.6 0.4 29.7 0.0 19.8 13.2
Number of Traders in Each Category Total Traders: 90
23 12 5 16 7 6 14 13 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 26,395
Positions
5,624 18,806 49 14,263 3,285 1,362 1,909 2,180 0 400 431 0 2,788 282
Changes from: November 24, 2020 Total Change is: -1,877
-112 -1,401 46 -993 925 -1,197 359 -172 0 0 0 0 20 -78
Percent of Open Interest Represented by Each Category of Trader
21.3 71.2 0.2 54.0 12.4 5.2 7.2 8.3 0.0 1.5 1.6 0.0 10.6 1.1
Number of Traders in Each Category Total Traders: 29
6 6 . 11 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 698,808
Positions
61,007 129,355 35,937 249,809 106,352 64,544 51,297 81,163 123,238 23,367 72,909 4,768 84,841 80,542
Changes from: November 24, 2020 Total Change is: 13,279
4,048 14,894 -1,040 2,420 -397 978 4,690 -350 -3,129 1,933 -729 1,504 1,874 1,548
Percent of Open Interest Represented by Each Category of Trader
8.7 18.5 5.1 35.7 15.2 9.2 7.3 11.6 17.6 3.3 10.4 0.7 12.1 11.5
Number of Traders in Each Category Total Traders: 574
30 40 47 155 92 128 70 102 101 44 41 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 45,262
Positions
5,144 19,284 242 1,000 0 0 7,015 8,063 10,021 200 0 1 21,639 7,652
Changes from: November 24, 2020 Total Change is: 5,002
-366 4,214 7 0 0 0 2,075 24 1,509 200 0 1 1,576 -753
Percent of Open Interest Represented by Each Category of Trader
11.4 42.6 0.5 2.2 0.0 0.0 15.5 17.8 22.1 0.4 0.0 0.0 47.8 16.9
Number of Traders in Each Category Total Traders: 33
4 7 4 . 0 0 9 10 16 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 11,881
Positions
5,412 5,576 0 3,387 5,485 128 374 0 0 0 0 0 2,580 692
Changes from: November 24, 2020 Total Change is: 1,621
1,017 190 -47 604 1,462 0 78 0 0 0 0 0 -31 16
Percent of Open Interest Represented by Each Category of Trader
45.6 46.9 0.0 28.5 46.2 1.1 3.1 0.0 0.0 0.0 0.0 0.0 21.7 5.8
Number of Traders in Each Category Total Traders: 22
5 7 0 4 5 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 18,855
Positions
8,475 15,483 0 6,234 250 0 1,761 1,286 26 0 0 0 2,359 1,810
Changes from: November 24, 2020 Total Change is: -688
-175 1,684 0 269 -324 0 550 -717 0 0 0 0 -1,332 -1,331
Percent of Open Interest Represented by Each Category of Trader
44.9 82.1 0.0 33.1 1.3 0.0 9.3 6.8 0.1 0.0 0.0 0.0 12.5 9.6
Number of Traders in Each Category Total Traders: 32
. 10 0 10 . 0 4 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 3,267,728
Positions
308,426 579,470 149,362 1,244,045 531,759 322,719 280,268 424,358 507,227 116,829 365,543 22,841 316,011 364,449
Changes from: November 24, 2020 Total Change is: 41,383
21,094 52,425 -4,258 12,102 -1,983 4,889 18,312 3,362 -28,426 9,661 -2,650 6,521 1,490 11,503
Percent of Open Interest Represented by Each Category of Trader
9.4 17.7 4.6 38.1 16.3 9.9 8.6 13.0 15.5 3.6 11.2 0.7 9.7 11.2
Number of Traders in Each Category Total Traders: 572
31 39 45 155 92 128 69 101 97 44 41 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 24,161
Positions
5,881 19,162 0 13,341 288 0 1,956 2,869 0 0 650 0 2,983 1,192
Changes from: November 24, 2020 Total Change is: 1,148
-333 1,853 0 1,240 -388 0 -6 -342 0 0 0 0 247 25
Percent of Open Interest Represented by Each Category of Trader
24.3 79.3 0.0 55.2 1.2 0.0 8.1 11.9 0.0 0.0 2.7 0.0 12.3 4.9
Number of Traders in Each Category Total Traders: 26
. 8 0 7 . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 23,126
Positions
5,159 21,400 0 13,780 507 412 1,061 0 0 0 0 0 2,714 807
Changes from: November 24, 2020 Total Change is: 401
250 5 -43 -238 0 351 5 0 0 0 0 0 76 88
Percent of Open Interest Represented by Each Category of Trader
22.3 92.5 0.0 59.6 2.2 1.8 4.6 0.0 0.0 0.0 0.0 0.0 11.7 3.5
Number of Traders in Each Category Total Traders: 23
4 8 0 8 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 16,077
Positions
7,204 11,461 0 5,365 980 0 1,069 204 0 0 0 0 2,439 3,432
Changes from: November 24, 2020 Total Change is: 2,589
3,065 -269 -6 -110 0 0 -63 2 0 0 0 0 -297 2,862
Percent of Open Interest Represented by Each Category of Trader
44.8 71.3 0.0 33.4 6.1 0.0 6.6 1.3 0.0 0.0 0.0 0.0 15.2 21.3
Number of Traders in Each Category Total Traders: 23
4 10 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 174,559
Positions
5,723 0 0 19,394 0 1,044 103,157 26,180 14,375 1,580 3,461 70 29,215 129,428
Changes from: November 24, 2020 Total Change is: 866
25 0 0 997 0 0 3,590 4,238 -1,357 0 -5,403 -10 -2,379 3,398
Percent of Open Interest Represented by Each Category of Trader
3.3 0.0 0.0 11.1 0.0 0.6 59.1 15.0 8.2 0.9 2.0 0.0 16.7 74.1
Number of Traders in Each Category Total Traders: 23
. 0 0 4 0 . 9 6 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 53,595
Positions
6,385 12,009 339 31,770 32,302 1,941 1,846 3,346 353 470 275 0 10,491 3,030
Changes from: November 24, 2020 Total Change is: -279
-100 838 0 -672 -1,095 425 -69 61 14 0 -10 0 123 -512
Percent of Open Interest Represented by Each Category of Trader
11.9 22.4 0.6 59.3 60.3 3.6 3.4 6.2 0.7 0.9 0.5 0.0 19.6 5.7
Number of Traders in Each Category Total Traders: 72
5 6 . 31 16 11 5 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 54,433
Positions
13,878 7,851 689 13,131 6,683 1,349 9,237 18,194 5,082 1,761 6,779 92 9,215 7,715
Changes from: November 24, 2020 Total Change is: 325
-255 316 95 656 -72 -103 -224 69 376 -54 -439 -5 -162 87
Percent of Open Interest Represented by Each Category of Trader
25.5 14.4 1.3 24.1 12.3 2.5 17.0 33.4 9.3 3.2 12.5 0.2 16.9 14.2
Number of Traders in Each Category Total Traders: 291
23 24 15 63 44 35 41 56 41 14 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 272,167
Positions
69,391 39,255 3,443 65,655 33,416 6,744 46,184 90,971 25,408 8,806 33,894 461 46,076 38,574
Changes from: November 24, 2020 Total Change is: 1,624
-1,275 1,579 476 3,279 -360 -516 -1,121 346 1,881 -270 -2,195 -23 -808 436
Percent of Open Interest Represented by Each Category of Trader
25.5 14.4 1.3 24.1 12.3 2.5 17.0 33.4 9.3 3.2 12.5 0.2 16.9 14.2
Number of Traders in Each Category Total Traders: 291
23 24 15 63 44 35 41 56 41 14 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 168,727
Positions
217 245 0 0 0 0 146,841 14,393 6,617 270 4,643 10 14,772 142,819
Changes from: November 24, 2020 Total Change is: 5,093
217 -334 0 0 0 0 6,101 6,014 346 0 -3,144 10 -1,581 2,201
Percent of Open Interest Represented by Each Category of Trader
0.1 0.1 0.0 0.0 0.0 0.0 87.0 8.5 3.9 0.2 2.8 0.0 8.8 84.6
Number of Traders in Each Category Total Traders: 22
. . 0 0 0 0 10 4 5 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 566,276
Positions
85,021 96,740 4,818 288,894 191,640 52,359 81,510 127,341 14,924 7,884 59,207 0 30,866 19,247
Changes from: November 24, 2020 Total Change is: -7,607
11,105 5,578 -62 -21,243 -2,312 188 3,049 -9,154 -1,528 -1,567 1,296 0 2,450 -1,613
Percent of Open Interest Represented by Each Category of Trader
15.0 17.1 0.9 51.0 33.8 9.2 14.4 22.5 2.6 1.4 10.5 0.0 5.5 3.4
Number of Traders in Each Category Total Traders: 366
30 22 6 103 61 58 60 55 23 12 23 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 17,626
Positions
6,793 15,406 19 4,651 1,171 0 4,930 370 193 0 0 0 1,040 467
Changes from: November 24, 2020 Total Change is: -69
0 0 0 -46 107 0 -65 15 -13 0 0 0 55 -178
Percent of Open Interest Represented by Each Category of Trader
38.5 87.4 0.1 26.4 6.6 0.0 28.0 2.1 1.1 0.0 0.0 0.0 5.9 2.6
Number of Traders in Each Category Total Traders: 20
. 8 . 5 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 18,165
Positions
206 11,558 0 9,309 227 32 2,821 1,430 340 0 1,203 0 5,457 3,375
Changes from: November 24, 2020 Total Change is: -47
-22 -11 0 119 227 25 377 30 -424 0 -51 0 -122 157
Percent of Open Interest Represented by Each Category of Trader
1.1 63.6 0.0 51.2 1.2 0.2 15.5 7.9 1.9 0.0 6.6 0.0 30.0 18.6
Number of Traders in Each Category Total Traders: 27
. 4 0 10 . . 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 56,629
Positions
16,720 17,955 707 12,755 4,515 991 15,871 14,089 345 1,762 3,363 0 7,478 14,664
Changes from: November 24, 2020 Total Change is: -361
634 968 45 -967 -498 138 -234 1,008 -441 11 0 0 453 -1,581
Percent of Open Interest Represented by Each Category of Trader
29.5 31.7 1.2 22.5 8.0 1.7 28.0 24.9 0.6 3.1 5.9 0.0 13.2 25.9
Number of Traders in Each Category Total Traders: 79
8 13 . 9 8 5 18 18 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 431,572
Positions
32,366 275,687 7,687 310,715 83,058 39,220 24,844 15,399 757 6,640 3,919 0 9,343 5,845
Changes from: November 24, 2020 Total Change is: -19,737
-5,320 9,458 3,336 -18,926 -15,266 7 1,939 -14,698 -558 -137 -2,490 -113 35 587
Percent of Open Interest Represented by Each Category of Trader
7.5 63.9 1.8 72.0 19.2 9.1 5.8 3.6 0.2 1.5 0.9 0.0 2.2 1.4
Number of Traders in Each Category Total Traders: 179
11 16 6 69 40 42 18 11 5 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 1,310,520
Positions
121,175 718,558 5,756 854,774 281,510 113,116 127,844 68,101 7,307 40,615 103,086 2,685 37,248 10,401
Changes from: November 24, 2020 Total Change is: 25,477
6,317 7,308 1,252 -23,473 9,149 18,103 17,391 -8,459 -881 4,531 -78 269 1,968 -1,186
Percent of Open Interest Represented by Each Category of Trader
9.2 54.8 0.4 65.2 21.5 8.6 9.8 5.2 0.6 3.1 7.9 0.2 2.8 0.8
Number of Traders in Each Category Total Traders: 439
31 17 8 182 67 83 67 27 17 34 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 211,858
Positions
60,739 166,148 33,192 22,952 50 2,686 82,127 357 7,361 2,566 65 0 235 1,999
Changes from: November 24, 2020 Total Change is: 360
188 -646 1,234 0 50 0 34 0 -550 0 0 0 -546 272
Percent of Open Interest Represented by Each Category of Trader
28.7 78.4 15.7 10.8 0.0 1.3 38.8 0.2 3.5 1.2 0.0 0.0 0.1 0.9
Number of Traders in Each Category Total Traders: 81
9 21 18 12 . . 27 . 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 1,313,153
Positions
13,015 118,129 39,621 644,489 168,025 189,409 68,096 473,142 132,456 63,975 17,506 6,851 155,242 168,014
Changes from: November 24, 2020 Total Change is: -167,606
5,995 -16,053 -5,935 -439 -1,062 -14,179 -18,254 1,247 -122,783 2,741 1,485 952 -15,705 -11,278
Percent of Open Interest Represented by Each Category of Trader
1.0 9.0 3.0 49.1 12.8 14.4 5.2 36.0 10.1 4.9 1.3 0.5 11.8 12.8
Number of Traders in Each Category Total Traders: 189
10 17 21 57 31 48 20 38 43 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 1,036,200
Positions
23,757 104,823 9 509,580 191,212 206,805 74,262 349,619 33,059 51,683 14,381 0 137,045 136,292
Changes from: November 24, 2020 Total Change is: -84,270
-828 -9,214 -3,169 18,441 515 -29,279 -19,376 -21,058 -26,349 2,931 1,980 -878 -25,763 3,182
Percent of Open Interest Represented by Each Category of Trader
2.3 10.1 0.0 49.2 18.5 20.0 7.2 33.7 3.2 5.0 1.4 0.0 13.2 13.2
Number of Traders in Each Category Total Traders: 129
. 10 . 57 24 52 8 20 14 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 1,860,531
Positions
51,174 108,642 10,608 805,954 515,160 264,708 331,607 722,176 71,733 169,511 56,164 932 154,303 110,407
Changes from: November 24, 2020 Total Change is: -137,856
23,490 -36,153 -25,859 -15,196 5,572 86 -89,771 -54,345 4,990 -5,673 -1,761 -12,602 -17,322 -17,784
Percent of Open Interest Represented by Each Category of Trader
2.8 5.8 0.6 43.3 27.7 14.2 17.8 38.8 3.9 9.1 3.0 0.0 8.3 5.9
Number of Traders in Each Category Total Traders: 263
15 18 9 92 31 66 48 33 29 20 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 3,770,726
Positions
182,965 262,259 169,003 1,281,775 1,095,069 684,771 381,371 525,136 402,863 243,243 152,772 42,830 381,905 436,024
Changes from: November 24, 2020 Total Change is: -167,721
10,704 -51,142 -6,416 -49,716 -31,532 -43,107 -55,652 -44,626 18,101 12,572 31,151 -990 -53,216 -39,159
Percent of Open Interest Represented by Each Category of Trader
4.9 7.0 4.5 34.0 29.0 18.2 10.1 13.9 10.7 6.5 4.1 1.1 10.1 11.6
Number of Traders in Each Category Total Traders: 369
22 30 34 93 75 97 48 64 70 20 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 950,027
Positions
77,712 20,574 6,254 309,548 352,324 113,555 253,753 214,997 16,581 48,105 21,403 0 124,519 204,339
Changes from: November 24, 2020 Total Change is: -71,064
1,128 534 -2,934 8,600 -16,571 -8,730 -17,666 -6,592 -24,594 -204 -1,840 -1,557 -25,107 -8,780
Percent of Open Interest Represented by Each Category of Trader
8.2 2.2 0.7 32.6 37.1 12.0 26.7 22.6 1.7 5.1 2.3 0.0 13.1 21.5
Number of Traders in Each Category Total Traders: 119
7 5 5 25 48 42 17 8 10 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 3,256,699
Positions
47,072 246,425 35,418 1,391,856 545,511 521,020 375,336 1,209,347 252,021 318,593 140,881 8,427 306,956 297,650
Changes from: November 24, 2020 Total Change is: -186,519
-11,545 -77,329 -2,566 -6,709 -32,964 -11,996 -61,222 6,109 -25,884 9,350 2,077 -19,496 -56,450 -24,469
Percent of Open Interest Represented by Each Category of Trader
1.4 7.6 1.1 42.7 16.8 16.0 11.5 37.1 7.7 9.8 4.3 0.3 9.4 9.1
Number of Traders in Each Category Total Traders: 281
13 21 16 91 48 79 31 53 43 12 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 954,713
Positions
253,853 258,405 197,537 14,430 5,189 17,620 274,969 283,001 170,066 6,419 1,793 1,490 18,329 19,612
Changes from: November 24, 2020 Total Change is: -116,614
5,369 -18,074 -25,858 -17,046 -339 663 -44,201 -37,262 -26,177 -6,090 -993 432 -3,706 -9,006
Percent of Open Interest Represented by Each Category of Trader
26.6 27.1 20.7 1.5 0.5 1.8 28.8 29.6 17.8 0.7 0.2 0.2 1.9 2.1
Number of Traders in Each Category Total Traders: 100
29 15 39 . . . 26 16 34 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 is18,492,037
Positions
2,109,443 2,290,120 3,493,521 375,390 529,740 974,740 1,239,576 730,664 9,449,083 82,139 93,627 164,883 603,261 765,660
Changes from: November 24, 2020 Total Change is: -101,275
-143,697 -93,097 69,876 72,142 -5,208 -64,093 88,818 80,843 -116,467 -2,697 1,505 2,877 -8,034 22,488
Percent of Open Interest Represented by Each Category of Trader
11.4 12.4 18.9 2.0 2.9 5.3 6.7 4.0 51.1 0.4 0.5 0.9 3.3 4.1
Number of Traders in Each Category Total Traders: 268
34 48 75 14 19 26 55 54 97 18 17 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 504,545
Positions
18,450 207,139 92,725 2,413 10,921 11,429 247,332 50,245 128,727 378 116 2,935 156 309
Changes from: November 24, 2020 Total Change is: 41,106
-6,490 24,942 5,258 2,413 -883 -682 31,702 3,353 9,389 -111 71 -356 -16 14
Percent of Open Interest Represented by Each Category of Trader
3.7 41.1 18.4 0.5 2.2 2.3 49.0 10.0 25.5 0.1 0.0 0.6 0.0 0.1
Number of Traders in Each Category Total Traders: 92
9 22 19 . 4 . 24 20 33 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 159,594
Positions
11,337 92,865 14,182 1,766 2,452 4,070 81,802 14,589 29,888 15,699 704 786 64 58
Changes from: November 24, 2020 Total Change is: -42,261
1,559 -28,861 -3,056 -381 -74 11 -18,601 1,816 -11,831 -9,835 -154 -113 -14 1
Percent of Open Interest Represented by Each Category of Trader
7.1 58.2 8.9 1.1 1.5 2.6 51.3 9.1 18.7 9.8 0.4 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 75
8 18 14 . 4 . 19 22 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 157,631
Positions
0 55,954 0 3,404 2,046 0 2,634 16,039 82,255 69,308 1,142 0 30 195
Changes from: November 24, 2020 Total Change is: 2,729
0 1,007 0 1 -132 0 665 391 1,428 626 4 0 9 31
Percent of Open Interest Represented by Each Category of Trader
0.0 35.5 0.0 2.2 1.3 0.0 1.7 10.2 52.2 44.0 0.7 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 27
0 6 0 . 5 0 . . . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 12,856
Positions
28 643 0 626 0 0 4,640 9,548 1,090 2,445 432 618 3,410 526
Changes from: November 24, 2020 Total Change is: -1,116
28 0 0 -42 0 0 -999 -551 -518 55 153 173 187 -374
Percent of Open Interest Represented by Each Category of Trader
0.2 5.0 0.0 4.9 0.0 0.0 36.1 74.3 8.5 19.0 3.4 4.8 26.5 4.1
Number of Traders in Each Category Total Traders: 112
. . 0 6 0 0 37 22 14 37 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 37,434
Positions
6,947 3,346 0 5,493 9,572 960 16,167 14,782 1,588 1,509 3,087 126 4,645 3,974
Changes from: November 24, 2020 Total Change is: 5,308
502 0 0 103 302 7 6,202 4,261 -76 -1,330 97 -31 -69 748
Percent of Open Interest Represented by Each Category of Trader
18.6 8.9 0.0 14.7 25.6 2.6 43.2 39.5 4.2 4.0 8.2 0.3 12.4 10.6
Number of Traders in Each Category Total Traders: 111
. . 0 8 11 4 17 38 10 16 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 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 280,441
Positions
35,267 18,480 7,224 124,206 64,339 23,229 27,376 108,857 25,802 12,058 2,578 4,226 21,053 25,706
Changes from: November 24, 2020 Total Change is: 15,092
3,049 -1,653 1,701 353 7,701 4,740 3,972 4,720 -2,640 1,589 197 -703 3,031 1,029
Percent of Open Interest Represented by Each Category of Trader
12.6 6.6 2.6 44.3 22.9 8.3 9.8 38.8 9.2 4.3 0.9 1.5 7.5 9.2
Number of Traders in Each Category Total Traders: 148
10 11 16 13 27 15 22 40 37 9 8 10
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Traders in Financial Futures - Options and Futures Combined Positions as of December 1, 2020
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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 24,430
Positions
4,347 2,214 89 17,118 8,167 23 689 13,715 33 1,861 176 0 270 13
Changes from: November 24, 2020 Total Change is: 1,100
280 0 0 772 0 -63 46 1,149 33 -31 0 0 63 -19
Percent of Open Interest Represented by Each Category of Trader
17.8 9.1 0.4 70.1 33.4 0.1 2.8 56.1 0.1 7.6 0.7 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 36
. 4 . 9 . . 4 7 . 7 . 0
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Updated December 04, 2020