Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 173,370
Positions
7,211 60,748 2,937 64,851 20,055 5,224 20,666 53,578 12,189 13,006 408 354 46,931 17,876
Changes from: December 1, 2020 Total Change is: 16,184
1,540 3,281 -104 1,662 -145 894 5,493 6,400 3,210 -398 405 20 3,867 2,224
Percent of Open Interest Represented by Each Category of Trader
4.2 35.0 1.7 37.4 11.6 3.0 11.9 30.9 7.0 7.5 0.2 0.2 27.1 10.3
Number of Traders in Each Category Total Traders: 107
4 9 7 23 10 11 19 28 19 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 57,041
Positions
2,775 30,211 1,123 9,997 4,490 896 16,682 5,031 2,492 0 481 0 23,076 12,317
Changes from: December 1, 2020 Total Change is: 1,891
-643 1,090 300 1,328 -610 548 -3,369 1,865 182 0 0 -6 3,552 -1,477
Percent of Open Interest Represented by Each Category of Trader
4.9 53.0 2.0 17.5 7.9 1.6 29.2 8.8 4.4 0.0 0.8 0.0 40.5 21.6
Number of Traders in Each Category Total Traders: 47
. 7 5 13 4 5 12 8 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 192,048
Positions
9,232 20,821 31,209 56,901 47,056 6,579 29,077 28,258 20,983 1,918 6,529 880 35,268 29,732
Changes from: December 1, 2020 Total Change is: 8,572
-5,908 4,916 19,492 2,854 -826 -1,818 -128 -7,587 -6,524 -349 -304 259 694 964
Percent of Open Interest Represented by Each Category of Trader
4.8 10.8 16.3 29.6 24.5 3.4 15.1 14.7 10.9 1.0 3.4 0.5 18.4 15.5
Number of Traders in Each Category Total Traders: 116
7 8 10 20 20 15 23 30 25 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 204,370
Positions
4,278 140,813 2,536 98,003 7,488 6,669 31,403 18,662 11,672 14,694 567 3 35,113 15,961
Changes from: December 1, 2020 Total Change is: 4,360
161 9,425 -1,884 2,660 -130 -1,044 4,413 -681 711 -685 2 3 26 -2,041
Percent of Open Interest Represented by Each Category of Trader
2.1 68.9 1.2 48.0 3.7 3.3 15.4 9.1 5.7 7.2 0.3 0.0 17.2 7.8
Number of Traders in Each Category Total Traders: 116
. 10 6 33 12 12 35 15 19 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 733,134
Positions
44,100 449,499 34,814 373,959 73,999 24,802 72,281 59,331 35,481 39,616 5,436 3,150 104,932 46,622
Changes from: December 1, 2020 Total Change is: 13,416
-4,812 7,899 15,861 1,565 1,649 -4,741 10,977 394 -5,606 -3,977 -1,060 368 3,781 -1,349
Percent of Open Interest Represented by Each Category of Trader
6.0 61.3 4.7 51.0 10.1 3.4 9.9 8.1 4.8 5.4 0.7 0.4 14.3 6.4
Number of Traders in Each Category Total Traders: 307
17 13 20 109 31 52 53 35 29 34 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 170,164
Positions
11,419 46,692 8,864 46,682 47,554 3,279 40,450 23,404 22,564 1,743 420 2 35,161 17,385
Changes from: December 1, 2020 Total Change is: 25,150
-768 1,114 6,258 1,083 188 -771 4,800 5,541 12,305 517 0 0 1,725 515
Percent of Open Interest Represented by Each Category of Trader
6.7 27.4 5.2 27.4 27.9 1.9 23.8 13.8 13.3 1.0 0.2 0.0 20.7 10.2
Number of Traders in Each Category Total Traders: 91
. 10 6 18 11 11 24 22 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 24,028
Positions
435 8,294 197 10,441 4,726 0 7,129 6,422 1,830 1,753 1,215 63 2,180 1,281
Changes from: December 1, 2020 Total Change is: 4,233
301 498 135 116 -2,452 0 1,821 4,614 1,725 -483 178 63 555 -528
Percent of Open Interest Represented by Each Category of Trader
1.8 34.5 0.8 43.5 19.7 0.0 29.7 26.7 7.6 7.3 5.1 0.3 9.1 5.3
Number of Traders in Each Category Total Traders: 52
. 4 . 9 . 0 15 8 . 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 192,693
Positions
1,184 75,334 37,111 64,728 1,542 639 68,682 42,814 8,609 3,199 23,787 38 8,503 2,819
Changes from: December 1, 2020 Total Change is: 42,131
877 2,678 36,506 -1,599 -48 79 2,110 -2,420 4,741 -87 575 38 -534 -18
Percent of Open Interest Represented by Each Category of Trader
0.6 39.1 19.3 33.6 0.8 0.3 35.6 22.2 4.5 1.7 12.3 0.0 4.4 1.5
Number of Traders in Each Category Total Traders: 154
. 12 5 28 4 4 57 24 15 11 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 35,667
Positions
12,789 0 1,877 7,747 14,576 7 6,500 11,623 258 3,065 1,119 0 3,424 6,207
Changes from: December 1, 2020 Total Change is: -17,647
-9,588 0 -5,508 676 -6,846 0 -3,656 -9,401 227 300 -43 0 -98 3,924
Percent of Open Interest Represented by Each Category of Trader
35.9 0.0 5.3 21.7 40.9 0.0 18.2 32.6 0.7 8.6 3.1 0.0 9.6 17.4
Number of Traders in Each Category Total Traders: 56
. 0 . 10 6 . 12 11 . 8 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 61,309
Positions
4,437 18,150 2,162 19,791 6,112 700 22,042 26,859 2,847 3,096 1,092 6 6,228 3,381
Changes from: December 1, 2020 Total Change is: 5,760
-371 482 2,094 1,407 265 611 286 942 1,876 90 -469 0 -234 -41
Percent of Open Interest Represented by Each Category of Trader
7.2 29.6 3.5 32.3 10.0 1.1 36.0 43.8 4.6 5.0 1.8 0.0 10.2 5.5
Number of Traders in Each Category Total Traders: 96
4 6 . 22 6 5 28 21 12 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 15,020
Positions
2,512 0 128 3,990 2,246 0 6,146 10,392 704 240 141 0 1,300 1,409
Changes from: December 1, 2020 Total Change is: -344
0 0 128 -1,141 -277 0 52 -351 624 -105 -457 0 98 -11
Percent of Open Interest Represented by Each Category of Trader
16.7 0.0 0.9 26.6 15.0 0.0 40.9 69.2 4.7 1.6 0.9 0.0 8.7 9.4
Number of Traders in Each Category Total Traders: 30
. 0 . 6 . 0 11 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 51,541
Positions
20,892 11,675 4,210 7,346 3,356 671 9,053 9,594 228 386 14,022 0 8,754 7,784
Changes from: December 1, 2020 Total Change is: 4,328
1,716 166 654 1,489 202 -155 1,086 1,956 -71 197 17 0 -588 1,558
Percent of Open Interest Represented by Each Category of Trader
40.5 22.7 8.2 14.3 6.5 1.3 17.6 18.6 0.4 0.7 27.2 0.0 17.0 15.1
Number of Traders in Each Category Total Traders: 98
22 14 7 19 6 7 21 10 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 103,081
Positions
41,784 23,350 8,420 14,692 6,712 1,342 18,106 19,189 457 772 28,043 0 17,508 15,569
Changes from: December 1, 2020 Total Change is: 8,656
3,432 333 1,308 2,977 404 -310 2,173 3,912 -142 394 34 0 -1,176 3,117
Percent of Open Interest Represented by Each Category of Trader
40.5 22.7 8.2 14.3 6.5 1.3 17.6 18.6 0.4 0.7 27.2 0.0 17.0 15.1
Number of Traders in Each Category Total Traders: 98
22 14 7 19 6 7 21 10 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 27,049
Positions
5,995 19,069 3 14,586 3,316 1,778 1,896 2,121 0 400 431 0 2,391 331
Changes from: December 1, 2020 Total Change is: 654
371 263 -46 323 31 416 -13 -59 0 0 0 0 -397 49
Percent of Open Interest Represented by Each Category of Trader
22.2 70.5 0.0 53.9 12.3 6.6 7.0 7.8 0.0 1.5 1.6 0.0 8.8 1.2
Number of Traders in Each Category Total Traders: 30
6 6 . 12 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 728,527
Positions
60,651 135,469 45,307 256,716 104,347 64,697 52,728 84,105 134,366 23,067 73,895 4,920 86,075 81,422
Changes from: December 1, 2020 Total Change is: 29,719
-356 6,114 9,369 6,907 -2,005 154 1,431 2,942 11,128 -300 985 152 1,234 880
Percent of Open Interest Represented by Each Category of Trader
8.3 18.6 6.2 35.2 14.3 8.9 7.2 11.5 18.4 3.2 10.1 0.7 11.8 11.2
Number of Traders in Each Category Total Traders: 591
35 38 48 157 91 127 69 107 101 47 47 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 48,492
Positions
5,391 21,884 241 1,000 0 0 8,558 9,282 10,014 0 0 0 23,288 7,072
Changes from: December 1, 2020 Total Change is: 3,230
246 2,600 -1 0 0 0 1,543 1,219 -7 -200 0 -1 1,649 -580
Percent of Open Interest Represented by Each Category of Trader
11.1 45.1 0.5 2.1 0.0 0.0 17.6 19.1 20.7 0.0 0.0 0.0 48.0 14.6
Number of Traders in Each Category Total Traders: 34
. 9 . . 0 0 8 12 17 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 12,089
Positions
6,008 5,576 0 2,847 5,477 128 832 0 0 0 0 0 2,274 908
Changes from: December 1, 2020 Total Change is: 208
596 0 0 -540 -8 0 458 0 0 0 0 0 -306 216
Percent of Open Interest Represented by Each Category of Trader
49.7 46.1 0.0 23.6 45.3 1.1 6.9 0.0 0.0 0.0 0.0 0.0 18.8 7.5
Number of Traders in Each Category Total Traders: 22
5 7 0 . 5 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 20,516
Positions
8,275 16,454 250 7,084 550 173 1,817 1,153 209 0 0 0 2,708 1,727
Changes from: December 1, 2020 Total Change is: 1,661
-200 971 250 850 300 173 56 -133 183 0 0 0 349 -83
Percent of Open Interest Represented by Each Category of Trader
40.3 80.2 1.2 34.5 2.7 0.8 8.9 5.6 1.0 0.0 0.0 0.0 13.2 8.4
Number of Traders in Each Category Total Traders: 34
. 10 . 10 . . 5 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 3,400,173
Positions
314,256 605,880 187,377 1,278,578 521,736 323,486 290,448 443,713 552,161 115,334 369,473 24,599 313,935 371,749
Changes from: December 1, 2020 Total Change is: 132,445
5,830 26,410 38,014 34,534 -10,024 768 10,180 19,355 44,934 -1,496 3,930 1,758 -2,076 7,300
Percent of Open Interest Represented by Each Category of Trader
9.2 17.8 5.5 37.6 15.3 9.5 8.5 13.0 16.2 3.4 10.9 0.7 9.2 10.9
Number of Traders in Each Category Total Traders: 587
35 38 47 157 91 127 71 101 95 47 47 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 26,685
Positions
5,894 21,607 0 15,439 288 0 1,957 3,063 0 0 650 0 3,395 1,077
Changes from: December 1, 2020 Total Change is: 2,524
13 2,445 0 2,098 0 0 1 194 0 0 0 0 412 -115
Percent of Open Interest Represented by Each Category of Trader
22.1 81.0 0.0 57.9 1.1 0.0 7.3 11.5 0.0 0.0 2.4 0.0 12.7 4.0
Number of Traders in Each Category Total Traders: 27
. 9 0 7 . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 23,282
Positions
5,159 21,433 0 13,988 507 412 830 0 0 0 0 0 2,893 930
Changes from: December 1, 2020 Total Change is: 156
0 33 0 208 0 0 -231 0 0 0 0 0 179 123
Percent of Open Interest Represented by Each Category of Trader
22.2 92.1 0.0 60.1 2.2 1.8 3.6 0.0 0.0 0.0 0.0 0.0 12.4 4.0
Number of Traders in Each Category Total Traders: 22
4 8 0 8 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 16,203
Positions
7,204 11,541 0 5,335 3,842 0 1,029 0 0 0 0 0 2,635 820
Changes from: December 1, 2020 Total Change is: 126
0 80 0 -30 2,862 0 -40 -204 0 0 0 0 196 -2,612
Percent of Open Interest Represented by Each Category of Trader
44.5 71.2 0.0 32.9 23.7 0.0 6.4 0.0 0.0 0.0 0.0 0.0 16.3 5.1
Number of Traders in Each Category Total Traders: 22
4 10 0 4 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 162,538
Positions
3,451 0 0 19,667 0 856 95,438 32,652 13,859 1,580 2,040 40 27,648 113,091
Changes from: December 1, 2020 Total Change is: -12,021
-2,272 0 0 273 0 -188 -7,720 6,472 -517 0 -1,421 -30 -1,567 -16,337
Percent of Open Interest Represented by Each Category of Trader
2.1 0.0 0.0 12.1 0.0 0.5 58.7 20.1 8.5 1.0 1.3 0.0 17.0 69.6
Number of Traders in Each Category Total Traders: 20
. 0 0 4 0 . 7 6 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 54,462
Positions
6,378 13,488 545 32,171 31,286 1,899 1,872 3,494 367 1,386 0 0 9,844 3,383
Changes from: December 1, 2020 Total Change is: 867
-7 1,479 206 401 -1,016 -42 26 148 14 916 -275 0 -647 353
Percent of Open Interest Represented by Each Category of Trader
11.7 24.8 1.0 59.1 57.4 3.5 3.4 6.4 0.7 2.5 0.0 0.0 18.1 6.2
Number of Traders in Each Category Total Traders: 76
5 8 . 34 16 11 5 6 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 54,185
Positions
11,938 9,211 1,347 13,986 6,057 1,083 9,135 20,328 5,426 1,826 2,769 123 9,321 7,840
Changes from: December 1, 2020 Total Change is: -249
-1,941 1,360 658 855 -626 -265 -102 2,134 345 65 -4,009 31 106 126
Percent of Open Interest Represented by Each Category of Trader
22.0 17.0 2.5 25.8 11.2 2.0 16.9 37.5 10.0 3.4 5.1 0.2 17.2 14.5
Number of Traders in Each Category Total Traders: 293
23 27 17 65 40 33 41 56 38 16 23 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 270,924
Positions
59,688 46,054 6,733 69,931 30,283 5,417 45,673 101,642 27,132 9,130 13,847 613 46,606 39,202
Changes from: December 1, 2020 Total Change is: -1,243
-9,703 6,799 3,289 4,276 -3,132 -1,326 -511 10,671 1,724 325 -20,047 153 530 628
Percent of Open Interest Represented by Each Category of Trader
22.0 17.0 2.5 25.8 11.2 2.0 16.9 37.5 10.0 3.4 5.1 0.2 17.2 14.5
Number of Traders in Each Category Total Traders: 293
23 27 17 65 40 33 41 56 38 16 23 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 179,797
Positions
0 558 0 0 0 0 157,197 23,219 6,865 230 4,154 10 15,495 144,991
Changes from: December 1, 2020 Total Change is: 11,070
-217 313 0 0 0 0 10,356 8,826 247 -40 -489 0 723 2,173
Percent of Open Interest Represented by Each Category of Trader
0.0 0.3 0.0 0.0 0.0 0.0 87.4 12.9 3.8 0.1 2.3 0.0 8.6 80.6
Number of Traders in Each Category Total Traders: 20
0 . 0 0 0 0 7 4 5 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 572,754
Positions
98,266 99,900 5,722 288,453 181,756 50,319 73,256 139,659 16,754 10,156 56,761 0 29,828 21,882
Changes from: December 1, 2020 Total Change is: 6,478
13,245 3,161 904 -441 -9,884 -2,040 -8,254 12,318 1,830 2,272 -2,446 0 -1,038 2,635
Percent of Open Interest Represented by Each Category of Trader
17.2 17.4 1.0 50.4 31.7 8.8 12.8 24.4 2.9 1.8 9.9 0.0 5.2 3.8
Number of Traders in Each Category Total Traders: 367
32 21 6 110 59 54 51 61 27 15 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 20,743
Positions
6,793 15,406 1,309 4,550 1,157 0 4,928 276 2,035 0 0 0 1,128 560
Changes from: December 1, 2020 Total Change is: 3,117
0 0 1,290 -101 -14 0 -2 -94 1,842 0 0 0 88 93
Percent of Open Interest Represented by Each Category of Trader
32.7 74.3 6.3 21.9 5.6 0.0 23.8 1.3 9.8 0.0 0.0 0.0 5.4 2.7
Number of Traders in Each Category Total Traders: 21
. 8 . 5 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 20,409
Positions
631 12,546 0 9,271 227 33 1,305 1,650 1,432 0 637 675 7,062 3,209
Changes from: December 1, 2020 Total Change is: 2,244
425 988 0 -38 0 1 -1,516 220 1,092 0 -566 675 1,605 -166
Percent of Open Interest Represented by Each Category of Trader
3.1 61.5 0.0 45.4 1.1 0.2 6.4 8.1 7.0 0.0 3.1 3.3 34.6 15.7
Number of Traders in Each Category Total Traders: 27
. 4 0 10 . . 5 . 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 60,257
Positions
17,243 17,365 3,023 12,668 4,324 259 15,368 12,357 1,465 1,356 1,491 171 8,704 19,802
Changes from: December 1, 2020 Total Change is: 3,628
523 -590 2,316 -87 -191 -732 -503 -1,732 1,120 -406 -1,872 171 1,226 5,138
Percent of Open Interest Represented by Each Category of Trader
28.6 28.8 5.0 21.0 7.2 0.4 25.5 20.5 2.4 2.3 2.5 0.3 14.4 32.9
Number of Traders in Each Category Total Traders: 75
9 12 10 9 6 . 21 14 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 428,734
Positions
33,606 271,450 7,841 299,995 83,567 44,794 26,833 9,192 868 6,356 3,805 0 8,441 7,217
Changes from: December 1, 2020 Total Change is: -2,838
1,240 -4,237 154 -10,720 509 5,574 1,989 -6,207 111 -284 -114 0 -902 1,372
Percent of Open Interest Represented by Each Category of Trader
7.8 63.3 1.8 70.0 19.5 10.4 6.3 2.1 0.2 1.5 0.9 0.0 2.0 1.7
Number of Traders in Each Category Total Traders: 180
13 15 6 69 44 40 19 8 5 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 1,296,762
Positions
114,952 696,055 14,645 841,033 276,906 109,867 114,263 68,861 11,109 45,438 103,375 4,854 40,601 11,090
Changes from: December 1, 2020 Total Change is: -13,758
-6,223 -22,503 8,889 -13,741 -4,604 -3,249 -13,581 760 3,802 4,823 289 2,169 3,353 689
Percent of Open Interest Represented by Each Category of Trader
8.9 53.7 1.1 64.9 21.4 8.5 8.8 5.3 0.9 3.5 8.0 0.4 3.1 0.9
Number of Traders in Each Category Total Traders: 442
30 16 11 181 69 82 62 34 24 34 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 214,612
Positions
61,282 170,862 32,470 23,113 400 2,686 84,392 310 7,786 2,609 65 0 274 33
Changes from: December 1, 2020 Total Change is: 2,754
543 4,714 -722 161 350 0 2,265 -47 425 43 0 0 39 -1,966
Percent of Open Interest Represented by Each Category of Trader
28.6 79.6 15.1 10.8 0.2 1.3 39.3 0.1 3.6 1.2 0.0 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 85
9 22 18 13 . . 29 . 4 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 1,337,790
Positions
10,698 125,153 41,554 661,174 166,967 198,630 56,276 477,139 139,100 64,770 17,821 7,527 158,061 163,899
Changes from: December 1, 2020 Total Change is: 24,637
-2,317 7,024 1,933 16,685 -1,058 9,221 -11,819 3,998 6,644 795 314 676 2,820 -4,115
Percent of Open Interest Represented by Each Category of Trader
0.8 9.4 3.1 49.4 12.5 14.8 4.2 35.7 10.4 4.8 1.3 0.6 11.8 12.3
Number of Traders in Each Category Total Traders: 197
10 18 22 59 31 49 22 40 47 10 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 1,029,717
Positions
23,909 106,657 0 513,343 190,409 202,453 75,391 354,433 23,321 52,581 14,681 0 138,719 137,763
Changes from: December 1, 2020 Total Change is: -6,483
152 1,834 -9 3,763 -803 -4,352 1,129 4,814 -9,738 898 300 0 1,674 1,471
Percent of Open Interest Represented by Each Category of Trader
2.3 10.4 0.0 49.9 18.5 19.7 7.3 34.4 2.3 5.1 1.4 0.0 13.5 13.4
Number of Traders in Each Category Total Traders: 129
. 11 0 58 23 52 8 19 11 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 1,852,420
Positions
45,850 131,682 16,085 804,793 549,205 256,416 335,634 673,029 55,907 170,145 60,422 934 166,656 108,740
Changes from: December 1, 2020 Total Change is: -8,111
-5,324 23,040 5,477 -1,161 34,045 -8,292 4,027 -49,147 -15,827 634 4,258 2 12,353 -1,667
Percent of Open Interest Represented by Each Category of Trader
2.5 7.1 0.9 43.4 29.6 13.8 18.1 36.3 3.0 9.2 3.3 0.1 9.0 5.9
Number of Traders in Each Category Total Traders: 267
13 23 8 91 31 64 48 35 27 20 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 3,753,596
Positions
187,086 275,793 169,044 1,265,773 1,032,655 712,220 384,349 582,864 377,126 245,712 149,883 38,609 373,677 415,401
Changes from: December 1, 2020 Total Change is: -17,130
4,121 13,534 42 -16,002 -62,413 27,449 2,978 57,728 -25,737 2,469 -2,889 -4,221 -8,229 -20,622
Percent of Open Interest Represented by Each Category of Trader
5.0 7.3 4.5 33.7 27.5 19.0 10.2 15.5 10.0 6.5 4.0 1.0 10.0 11.1
Number of Traders in Each Category Total Traders: 379
18 37 35 92 72 95 53 70 73 20 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 972,585
Positions
70,201 24,571 8,937 320,146 357,574 116,196 267,979 228,444 15,408 44,874 22,815 0 128,844 198,640
Changes from: December 1, 2020 Total Change is: 22,558
-7,511 3,997 2,683 10,598 5,250 2,641 14,226 13,447 -1,173 -3,231 1,412 0 4,325 -5,699
Percent of Open Interest Represented by Each Category of Trader
7.2 2.5 0.9 32.9 36.8 11.9 27.6 23.5 1.6 4.6 2.3 0.0 13.2 20.4
Number of Traders in Each Category Total Traders: 119
6 6 4 25 47 43 19 8 14 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 3,272,588
Positions
46,619 290,701 31,083 1,400,613 555,268 538,268 401,122 1,184,425 233,956 320,260 142,427 9,530 291,136 286,929
Changes from: December 1, 2020 Total Change is: 15,889
-453 44,277 -4,335 8,757 9,757 17,247 25,786 -24,921 -18,064 1,667 1,546 1,104 -15,820 -10,721
Percent of Open Interest Represented by Each Category of Trader
1.4 8.9 0.9 42.8 17.0 16.4 12.3 36.2 7.1 9.8 4.4 0.3 8.9 8.8
Number of Traders in Each Category Total Traders: 296
12 23 16 90 50 79 35 59 45 13 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 988,777
Positions
281,569 295,069 186,443 8,493 5,289 21,564 283,501 274,279 177,324 7,114 1,993 1,671 21,098 25,145
Changes from: December 1, 2020 Total Change is: 34,064
27,716 36,664 -11,094 -5,937 100 3,944 8,532 -8,722 7,258 695 200 181 2,769 5,533
Percent of Open Interest Represented by Each Category of Trader
28.5 29.8 18.9 0.9 0.5 2.2 28.7 27.7 17.9 0.7 0.2 0.2 2.1 2.5
Number of Traders in Each Category Total Traders: 96
28 14 38 . . . 25 15 31 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 is18,748,609
Positions
2,142,619 2,383,240 3,516,113 411,127 534,084 915,705 1,171,824 664,623 9,696,033 85,267 92,783 163,234 646,687 782,795
Changes from: December 1, 2020 Total Change is: 256,572
33,176 93,120 22,591 35,737 4,344 -59,035 -67,752 -66,041 246,951 3,128 -844 -1,649 43,426 17,136
Percent of Open Interest Represented by Each Category of Trader
11.4 12.7 18.8 2.2 2.8 4.9 6.3 3.5 51.7 0.5 0.5 0.9 3.4 4.2
Number of Traders in Each Category Total Traders: 268
34 47 76 16 17 25 58 52 96 20 17 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 512,798
Positions
14,602 214,362 96,833 2,330 11,063 11,700 259,675 51,124 124,122 221 190 3,154 162 251
Changes from: December 1, 2020 Total Change is: 8,253
-3,848 7,223 4,108 -83 142 271 12,342 879 -4,605 -157 74 219 6 -58
Percent of Open Interest Represented by Each Category of Trader
2.8 41.8 18.9 0.5 2.2 2.3 50.6 10.0 24.2 0.0 0.0 0.6 0.0 0.0
Number of Traders in Each Category Total Traders: 92
10 22 20 . 4 . 20 25 36 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 179,586
Positions
20,855 106,929 16,522 2,545 438 3,474 82,947 16,550 33,647 18,239 659 1,302 55 65
Changes from: December 1, 2020 Total Change is: 19,992
9,518 14,064 2,340 779 -2,014 -596 1,145 1,961 3,759 2,540 -45 516 -9 7
Percent of Open Interest Represented by Each Category of Trader
11.6 59.5 9.2 1.4 0.2 1.9 46.2 9.2 18.7 10.2 0.4 0.7 0.0 0.0
Number of Traders in Each Category Total Traders: 78
10 19 14 . . . 18 22 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 159,162
Positions
0 56,478 0 3,404 1,506 0 3,074 15,458 84,527 68,133 1,044 0 24 149
Changes from: December 1, 2020 Total Change is: 1,531
0 524 0 0 -540 0 440 -581 2,272 -1,175 -98 0 -6 -46
Percent of Open Interest Represented by Each Category of Trader
0.0 35.5 0.0 2.1 0.9 0.0 1.9 9.7 53.1 42.8 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 8, 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 12,817
Positions
316 643 0 544 11 19 4,474 9,515 1,264 2,063 142 638 3,498 585
Changes from: December 1, 2020 Total Change is: -39
288 0 0 -82 11 19 -166 -33 175 -382 -290 21 88 58
Percent of Open Interest Represented by Each Category of Trader
2.5 5.0 0.0 4.2 0.1 0.1 34.9 74.2 9.9 16.1 1.1 5.0 27.3 4.6
Number of Traders in Each Category Total Traders: 105
. . 0 5 . . 38 18 14 32 7 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 48,601
Positions
5,802 3,346 8,228 4,974 9,611 916 21,823 17,246 798 664 3,116 211 5,185 5,129
Changes from: December 1, 2020 Total Change is: 11,167
-1,145 0 8,228 -519 39 -44 5,657 2,464 -790 -845 30 85 540 1,155
Percent of Open Interest Represented by Each Category of Trader
11.9 6.9 16.9 10.2 19.8 1.9 44.9 35.5 1.6 1.4 6.4 0.4 10.7 10.6
Number of Traders in Each Category Total Traders: 99
. . . 5 10 . 18 32 9 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 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 297,789
Positions
39,908 14,154 9,521 123,217 69,370 23,726 34,109 115,875 29,924 12,216 2,605 5,356 19,812 27,258
Changes from: December 1, 2020 Total Change is: 17,348
4,641 -4,326 2,297 -989 5,031 497 6,733 7,018 4,122 158 27 1,130 -1,241 1,552
Percent of Open Interest Represented by Each Category of Trader
13.4 4.8 3.2 41.4 23.3 8.0 11.5 38.9 10.0 4.1 0.9 1.8 6.7 9.2
Number of Traders in Each Category Total Traders: 157
10 11 17 12 29 17 27 41 36 10 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 24,649
Positions
4,347 2,303 44 17,368 8,167 23 578 13,922 0 1,991 176 0 298 14
Changes from: December 1, 2020 Total Change is: 219
0 89 -45 250 0 0 -111 207 -33 130 0 0 28 1
Percent of Open Interest Represented by Each Category of Trader
17.6 9.3 0.2 70.5 33.1 0.1 2.3 56.5 0.0 8.1 0.7 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 39
. 4 . 9 . . 4 7 0 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 11, 2020