Traders in Financial Futures - Futures Only Positions as of May 5, 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 119,300 Positions 28,962 6,620 1,877 31,053 30,786 3,908 9,892 39,311 6,146 12,360 2,034 359 24,743 28,259 Changes from: April 28, 2020 Total Change is: 1,640 -998 626 741 573 1,564 -344 2,109 1,181 384 -1,002 580 13 164 -3,105 Percent of Open Interest Represented by Each Category of Trader 24.3 5.5 1.6 26.0 25.8 3.3 8.3 33.0 5.2 10.4 1.7 0.3 20.7 23.7 Number of Traders in Each Category Total Traders: 97 10 4 5 13 15 10 17 24 11 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 36,257 Positions 4,050 12,502 77 4,801 4,768 319 15,807 5,185 11 696 487 0 10,496 12,908 Changes from: April 28, 2020 Total Change is: -69 998 1,020 0 52 -465 -40 485 -1,340 -1 0 37 0 -1,563 720 Percent of Open Interest Represented by Each Category of Trader 11.2 34.5 0.2 13.2 13.2 0.9 43.6 14.3 0.0 1.9 1.3 0.0 28.9 35.6 Number of Traders in Each Category Total Traders: 40 4 4 . 5 6 . 11 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 161,083 Positions 56,658 11,079 1,466 40,236 64,549 2,620 31,626 37,810 6,612 3,720 7,600 0 18,145 29,347 Changes from: April 28, 2020 Total Change is: -1,785 1,636 -4,566 -175 120 1,961 -672 -3,676 1,471 863 0 -861 0 119 194 Percent of Open Interest Represented by Each Category of Trader 35.2 6.9 0.9 25.0 40.1 1.6 19.6 23.5 4.1 2.3 4.7 0.0 11.3 18.2 Number of Traders in Each Category Total Traders: 99 8 6 6 8 27 6 15 28 12 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 152,042 Positions 12,326 72,132 1,567 57,388 15,652 9,116 33,055 31,856 602 11,765 517 0 26,223 20,600 Changes from: April 28, 2020 Total Change is: 8,207 582 9,998 -304 1,637 -3,085 3,471 2,575 -512 -243 441 46 0 48 -1,164 Percent of Open Interest Represented by Each Category of Trader 8.1 47.4 1.0 37.7 10.3 6.0 21.7 21.0 0.4 7.7 0.3 0.0 17.2 13.5 Number of Traders in Each Category Total Traders: 102 5 11 . 24 13 10 20 23 8 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 541,624 Positions 37,803 287,314 1,632 316,209 93,995 21,265 54,435 78,604 3,685 31,352 6,197 157 75,086 48,775 Changes from: April 28, 2020 Total Change is: -3,458 1,363 -7,960 -97 -5,002 2,340 -239 -693 3,971 654 5,113 740 -4,918 361 2,051 Percent of Open Interest Represented by Each Category of Trader 7.0 53.0 0.3 58.4 17.4 3.9 10.1 14.5 0.7 5.8 1.1 0.0 13.9 9.0 Number of Traders in Each Category Total Traders: 256 14 11 9 83 40 36 41 34 17 21 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 129,293 Positions 62,996 19,988 437 21,230 39,723 3,106 21,862 35,326 1,140 4,118 550 0 14,404 29,023 Changes from: April 28, 2020 Total Change is: 131 295 1,619 -17 693 686 -398 1,507 -1,467 -23 -16 -503 0 -1,910 234 Percent of Open Interest Represented by Each Category of Trader 48.7 15.5 0.3 16.4 30.7 2.4 16.9 27.3 0.9 3.2 0.4 0.0 11.1 22.4 Number of Traders in Each Category Total Traders: 77 5 8 . 6 17 6 16 20 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 24,904 Positions 228 18,297 0 10,811 596 41 12,432 2,788 75 329 1,534 0 988 1,573 Changes from: April 28, 2020 Total Change is: 1,130 0 -78 0 592 208 0 742 1,739 -4 -50 -287 0 -150 -448 Percent of Open Interest Represented by Each Category of Trader 0.9 73.5 0.0 43.4 2.4 0.2 49.9 11.2 0.3 1.3 6.2 0.0 4.0 6.3 Number of Traders in Each Category Total Traders: 34 . 4 0 4 . . 10 6 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 100,220 Positions 21,294 39,261 800 39,442 12,197 430 23,402 24,236 1,204 9,419 16,711 0 4,229 5,381 Changes from: April 28, 2020 Total Change is: -3,139 -4,965 1,101 0 569 -4,704 -246 -239 304 717 1,058 -393 0 -33 82 Percent of Open Interest Represented by Each Category of Trader 21.2 39.2 0.8 39.4 12.2 0.4 23.4 24.2 1.2 9.4 16.7 0.0 4.2 5.4 Number of Traders in Each Category Total Traders: 123 5 8 . 8 21 . 28 35 8 5 13 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 22,702 Positions 9,315 849 52 430 10,256 0 9,097 7,683 129 2,277 690 0 1,402 3,043 Changes from: April 28, 2020 Total Change is: -4,145 1,849 -191 -3,026 -450 -346 0 -1,377 1,218 -849 -79 -665 0 -213 -286 Percent of Open Interest Represented by Each Category of Trader 41.0 3.7 0.2 1.9 45.2 0.0 40.1 33.8 0.6 10.0 3.0 0.0 6.2 13.4 Number of Traders in Each Category Total Traders: 47 . . . . 10 0 8 17 . 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 44,372 Positions 21,622 4,433 0 1,406 11,746 1,425 16,275 19,506 241 1,812 938 6 1,585 6,077 Changes from: April 28, 2020 Total Change is: 3,105 1,456 -778 0 -325 706 223 1,959 2,955 -117 170 -373 0 -261 489 Percent of Open Interest Represented by Each Category of Trader 48.7 10.0 0.0 3.2 26.5 3.2 36.7 44.0 0.5 4.1 2.1 0.0 3.6 13.7 Number of Traders in Each Category Total Traders: 84 8 4 0 5 18 5 18 24 4 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 16,774 Positions 5,781 0 0 0 5,245 0 10,399 9,220 0 176 130 0 418 2,179 Changes from: April 28, 2020 Total Change is: 1,353 0 0 0 0 592 0 1,396 644 0 16 130 0 -59 -13 Percent of Open Interest Represented by Each Category of Trader 34.5 0.0 0.0 0.0 31.3 0.0 62.0 55.0 0.0 1.0 0.8 0.0 2.5 13.0 Number of Traders in Each Category Total Traders: 27 . 0 0 0 6 0 9 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 33,234 Positions 16,040 1,955 1,122 2,767 7,166 699 6,979 7,516 193 0 6,368 0 5,435 8,217 Changes from: April 28, 2020 Total Change is: -518 410 -135 -466 187 978 133 134 41 -1,189 -100 109 0 373 11 Percent of Open Interest Represented by Each Category of Trader 48.3 5.9 3.4 8.3 21.6 2.1 21.0 22.6 0.6 0.0 19.2 0.0 16.4 24.7 Number of Traders in Each Category Total Traders: 84 22 6 5 12 9 8 13 12 4 0 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 66,467 Positions 32,079 3,909 2,243 5,534 14,332 1,397 13,958 15,031 386 0 12,735 0 10,870 16,434 Changes from: April 28, 2020 Total Change is: -1,035 820 -270 -931 374 1,955 266 267 82 -2,377 -200 218 0 746 22 Percent of Open Interest Represented by Each Category of Trader 48.3 5.9 3.4 8.3 21.6 2.1 21.0 22.6 0.6 0.0 19.2 0.0 16.4 24.7 Number of Traders in Each Category Total Traders: 84 22 6 5 12 9 8 13 12 4 0 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 39,991 Positions 1,263 34,922 0 34,099 1,250 537 980 2,361 0 925 454 0 2,187 467 Changes from: April 28, 2020 Total Change is: -1,898 224 -2,123 0 254 0 -309 -1,636 383 0 0 0 0 -431 151 Percent of Open Interest Represented by Each Category of Trader 3.2 87.3 0.0 85.3 3.1 1.3 2.5 5.9 0.0 2.3 1.1 0.0 5.5 1.2 Number of Traders in Each Category Total Traders: 28 . 8 0 10 . . . . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 750,913 Positions 107,002 75,830 61,935 280,106 181,601 67,034 50,548 103,256 33,330 20,886 73,639 2,001 128,070 152,287 Changes from: April 28, 2020 Total Change is: -14,078 9,593 -18,218 2,119 -19,697 129 1,266 -342 124 -2,278 -772 2,108 92 -4,058 580 Percent of Open Interest Represented by Each Category of Trader 14.2 10.1 8.2 37.3 24.2 8.9 6.7 13.8 4.4 2.8 9.8 0.3 17.1 20.3 Number of Traders in Each Category Total Traders: 621 39 32 29 150 124 137 64 120 56 31 61 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 101,865 Positions 71,166 4,945 0 0 0 0 24,246 16,551 358 7 0 11 6,077 80,000 Changes from: April 28, 2020 Total Change is: 2,426 5,664 -46 0 0 0 0 -2,572 3,425 358 7 -3 -4 -1,027 -1,304 Percent of Open Interest Represented by Each Category of Trader 69.9 4.9 0.0 0.0 0.0 0.0 23.8 16.2 0.4 0.0 0.0 0.0 6.0 78.5 Number of Traders in Each Category Total Traders: 30 12 . 0 0 0 0 10 5 . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 11,177 Positions 4,030 6,117 0 2,844 603 24 696 3,296 101 0 0 0 3,482 1,036 Changes from: April 28, 2020 Total Change is: 1,031 -1,599 2,778 0 239 -1,141 24 361 -319 30 0 0 0 1,976 -341 Percent of Open Interest Represented by Each Category of Trader 36.1 54.7 0.0 25.4 5.4 0.2 6.2 29.5 0.9 0.0 0.0 0.0 31.2 9.3 Number of Traders in Each Category Total Traders: 24 5 6 0 7 . . . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 3,245,239 Positions 440,028 615,275 48,828 1,400,529 908,003 335,171 251,820 553,833 44,551 104,431 368,229 9,915 609,966 361,434 Changes from: April 28, 2020 Total Change is: -82,520 23,000 -87,506 7,239 -98,487 645 6,328 -1,305 -28,960 -723 -3,862 10,592 446 -15,156 9,419 Percent of Open Interest Represented by Each Category of Trader 13.6 19.0 1.5 43.2 28.0 10.3 7.8 17.1 1.4 3.2 11.3 0.3 18.8 11.1 Number of Traders in Each Category Total Traders: 620 37 34 24 150 124 137 62 121 53 31 61 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 71,780 Positions 18,286 698 218 38,042 53,547 4,308 2,351 5,828 817 0 2,169 1 7,757 4,194 Changes from: April 28, 2020 Total Change is: 52 1,665 -1,512 -1 -2,526 426 536 -450 -674 500 0 1,208 1 327 -432 Percent of Open Interest Represented by Each Category of Trader 25.5 1.0 0.3 53.0 74.6 6.0 3.3 8.1 1.1 0.0 3.0 0.0 10.8 5.8 Number of Traders in Each Category Total Traders: 77 11 . . 27 25 15 5 5 . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 36,901 Positions 6,938 9,508 980 12,891 6,352 923 6,962 9,611 442 1,971 2,774 4 5,792 6,307 Changes from: April 28, 2020 Total Change is: 551 169 2,506 62 205 -1,073 -117 141 -747 -118 3 -111 0 206 149 Percent of Open Interest Represented by Each Category of Trader 18.8 25.8 2.7 34.9 17.2 2.5 18.9 26.0 1.2 5.3 7.5 0.0 15.7 17.1 Number of Traders in Each Category Total Traders: 248 19 26 6 64 34 33 36 45 14 15 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 184,505 Positions 34,688 47,540 4,899 64,453 31,762 4,615 34,810 48,055 2,210 9,854 13,872 18 28,958 31,534 Changes from: April 28, 2020 Total Change is: 2,754 846 12,531 308 1,025 -5,367 -585 703 -3,734 -589 15 -555 0 1,031 745 Percent of Open Interest Represented by Each Category of Trader 18.8 25.8 2.7 34.9 17.2 2.5 18.9 26.0 1.2 5.3 7.5 0.0 15.7 17.1 Number of Traders in Each Category Total Traders: 248 19 26 6 64 34 33 36 45 14 15 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 520,425 Positions 140,352 54,878 6,888 212,113 243,490 53,071 66,780 92,002 6,116 19,068 43,063 26 16,011 20,891 Changes from: April 28, 2020 Total Change is: -13,391 -3,260 -5,173 -1,845 -14,974 5,176 804 5,141 -13,698 1,103 -446 1,387 -27 113 -1,118 Percent of Open Interest Represented by Each Category of Trader 27.0 10.5 1.3 40.8 46.8 10.2 12.8 17.7 1.2 3.7 8.3 0.0 3.1 4.0 Number of Traders in Each Category Total Traders: 311 27 17 4 74 69 51 37 57 16 14 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 34,735 Positions 6,847 11,814 231 12,997 6,066 431 7,672 5,011 764 1,018 1,598 0 4,775 8,820 Changes from: April 28, 2020 Total Change is: 663 -46 -60 -125 -405 189 12 2,050 504 229 -119 1,109 0 -933 -1,195 Percent of Open Interest Represented by Each Category of Trader 19.7 34.0 0.7 37.4 17.5 1.2 22.1 14.4 2.2 2.9 4.6 0.0 13.7 25.4 Number of Traders in Each Category Total Traders: 70 5 13 . 15 7 8 13 11 5 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 503,934 Positions 41,367 298,594 783 398,725 119,496 36,462 17,524 40,781 1,352 879 1,746 0 6,842 4,720 Changes from: April 28, 2020 Total Change is: 1,041 5,277 -7,553 0 -3,651 8,880 1,361 -1,442 -1,563 447 -622 -15 0 -329 -516 Percent of Open Interest Represented by Each Category of Trader 8.2 59.3 0.2 79.1 23.7 7.2 3.5 8.1 0.3 0.2 0.3 0.0 1.4 0.9 Number of Traders in Each Category Total Traders: 179 15 13 4 68 50 41 13 14 5 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,209,149 Positions 65,642 541,075 14,645 833,335 345,685 135,587 91,019 54,902 6,896 35,825 83,444 6,053 20,147 20,862 Changes from: April 28, 2020 Total Change is: -14,323 -5,472 -14,473 6,598 -18,678 15,658 6,184 8,223 -24,697 32 -11,175 -7,442 294 -329 3,523 Percent of Open Interest Represented by Each Category of Trader 5.4 44.7 1.2 68.9 28.6 11.2 7.5 4.5 0.6 3.0 6.9 0.5 1.7 1.7 Number of Traders in Each Category Total Traders: 407 24 21 9 153 92 83 41 41 19 23 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 144,070 Positions 52,306 98,529 43,927 6,017 0 368 38,551 0 1,119 1,465 55 18 299 54 Changes from: April 28, 2020 Total Change is: -1,984 -1,135 -3,802 1,813 -1,537 0 0 -995 0 0 -135 0 0 5 5 Percent of Open Interest Represented by Each Category of Trader 36.3 68.4 30.5 4.2 0.0 0.3 26.8 0.0 0.8 1.0 0.0 0.0 0.2 0.0 Number of Traders in Each Category Total Traders: 59 9 19 16 6 0 . 19 0 . 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 989,523 Positions 13,554 137,626 2,611 525,400 197,841 189,460 52,959 288,857 6,183 52,564 28,607 120 146,672 138,218 Changes from: April 28, 2020 Total Change is: 8,423 -260 -8,602 111 2,088 -13,657 6,621 -414 21,013 -396 -3,274 -1,577 15 3,932 4,895 Percent of Open Interest Represented by Each Category of Trader 1.4 13.9 0.3 53.1 20.0 19.1 5.4 29.2 0.6 5.3 2.9 0.0 14.8 14.0 Number of Traders in Each Category Total Traders: 176 7 17 4 58 31 49 16 34 17 7 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 1,049,059 Positions 25,072 168,129 445 585,283 129,808 134,991 109,937 511,795 13,485 47,506 3,915 0 132,340 86,491 Changes from: April 28, 2020 Total Change is: 15,861 1,646 3,011 445 11,673 16,471 -7,986 15,951 15,218 -2,276 -1,730 -553 0 -1,862 -8,469 Percent of Open Interest Represented by Each Category of Trader 2.4 16.0 0.0 55.8 12.4 12.9 10.5 48.8 1.3 4.5 0.4 0.0 12.6 8.2 Number of Traders in Each Category Total Traders: 138 . 20 . 64 16 49 5 23 12 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 2,406,883 Positions 63,867 223,026 25,344 1,012,600 571,836 289,474 524,200 1,000,028 81,528 232,130 115,349 3,512 174,228 96,786 Changes from: April 28, 2020 Total Change is: -95,697 -7,554 -23,869 7,676 -87,012 6,640 -6,975 -46,807 -120,392 42,877 -3,798 1,493 1,388 4,508 -4,535 Percent of Open Interest Represented by Each Category of Trader 2.7 9.3 1.1 42.1 23.8 12.0 21.8 41.5 3.4 9.6 4.8 0.1 7.2 4.0 Number of Traders in Each Category Total Traders: 323 15 26 10 110 33 71 52 51 32 18 18 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 3,385,230 Positions 229,693 151,484 27,171 1,400,963 907,877 590,551 463,170 1,071,389 112,342 128,834 144,083 22,974 409,532 357,359 Changes from: April 28, 2020 Total Change is: 100,315 43,382 -10,305 1,446 42,759 -17,429 5,475 8,467 114,950 9,918 -17,415 -13,585 1,460 4,823 8,385 Percent of Open Interest Represented by Each Category of Trader 6.8 4.5 0.8 41.4 26.8 17.4 13.7 31.6 3.3 3.8 4.3 0.7 12.1 10.6 Number of Traders in Each Category Total Traders: 364 23 23 18 99 73 98 53 65 52 14 14 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 870,705 Positions 96,196 25,374 3,799 285,064 269,763 126,857 187,629 218,953 14,567 50,954 22,823 270 105,369 188,299 Changes from: April 28, 2020 Total Change is: 26,048 -1,782 -3,697 -2,874 5,923 3,326 8,649 16,249 24,740 877 20 -3,680 0 -1,014 -1,293 Percent of Open Interest Represented by Each Category of Trader 11.0 2.9 0.4 32.7 31.0 14.6 21.5 25.1 1.7 5.9 2.6 0.0 12.1 21.6 Number of Traders in Each Category Total Traders: 113 6 4 4 29 37 39 19 11 9 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 3,617,662 Positions 67,503 344,422 41,380 1,724,382 604,499 584,749 494,877 1,433,917 126,879 256,528 192,431 3,289 318,075 286,096 Changes from: April 28, 2020 Total Change is: 42,074 -447 -36,703 15,630 32,989 769 6,478 -14,474 46,924 12,605 2,422 -3,179 2,870 -15,999 -3,320 Percent of Open Interest Represented by Each Category of Trader 1.9 9.5 1.1 47.7 16.7 16.2 13.7 39.6 3.5 7.1 5.3 0.1 8.8 7.9 Number of Traders in Each Category Total Traders: 298 8 33 8 84 45 73 38 60 42 17 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,595,563 Positions 199,623 446,996 348,212 15,705 17,051 29,136 602,577 331,042 340,481 3,856 19,341 6,110 49,863 57,194 Changes from: April 28, 2020 Total Change is: -170,289 -74,672 -105,342 -28,136 -20,960 -1,719 -4,144 -94,021 -81,897 26,448 -2,572 -3,720 886 26,882 27,335 Percent of Open Interest Represented by Each Category of Trader 12.5 28.0 21.8 1.0 1.1 1.8 37.8 20.7 21.3 0.2 1.2 0.4 3.1 3.6 Number of Traders in Each Category Total Traders: 115 20 30 41 . 6 . 19 30 35 4 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 is10,771,315 Positions 1,742,662 1,345,318 2,388,705 571,840 121,378 667,475 1,214,699 1,969,833 3,281,284 110,346 86,746 84,710 709,594 825,866 Changes from: April 28, 2020 Total Change is: 82,369 -260,995 -33,312 102,186 6,925 31,218 -51,656 114,787 -121,212 31,376 -8,708 2,876 -1,695 150,149 122,588 Percent of Open Interest Represented by Each Category of Trader 16.2 12.5 22.2 5.3 1.1 6.2 11.3 18.3 30.5 1.0 0.8 0.8 6.6 7.7 Number of Traders in Each Category Total Traders: 226 31 45 70 13 13 17 43 50 75 10 13 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 160,848 Positions 4,556 80,929 19,126 0 8,182 8,211 107,883 19,682 19,265 716 224 983 108 4,246 Changes from: April 28, 2020 Total Change is: 3,596 4,000 2,868 -1,399 0 0 0 62 1,329 955 20 -125 -78 36 46 Percent of Open Interest Represented by Each Category of Trader 2.8 50.3 11.9 0.0 5.1 5.1 67.1 12.2 12.0 0.4 0.1 0.6 0.1 2.6 Number of Traders in Each Category Total Traders: 53 . 15 8 0 . . 18 13 16 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 254,069 Positions 47,974 106,612 17,996 0 23,658 2,563 159,577 78,458 20,601 3,909 430 418 1,031 3,333 Changes from: April 28, 2020 Total Change is: -120,961 -16,410 -58,845 -4,500 0 -22,364 1,599 -91,231 -29,232 -7,361 -4,045 -105 -15 1,002 -138 Percent of Open Interest Represented by Each Category of Trader 18.9 42.0 7.1 0.0 9.3 1.0 62.8 30.9 8.1 1.5 0.2 0.2 0.4 1.3 Number of Traders in Each Category Total Traders: 88 6 30 10 0 5 . 18 26 26 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 7,784 Positions 48 160 0 316 0 1 3,312 4,269 557 1,330 2,302 149 2,071 346 Changes from: April 28, 2020 Total Change is: 1,673 -5 130 0 -8 -35 1 1,288 890 155 97 518 85 60 -71 Percent of Open Interest Represented by Each Category of Trader 0.6 2.1 0.0 4.1 0.0 0.0 42.5 54.8 7.2 17.1 29.6 1.9 26.6 4.4 Number of Traders in Each Category Total Traders: 66 . . 0 . 0 . 16 20 5 19 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 31,555 Positions 875 10,787 0 13,721 1,376 393 11,003 14,714 1,092 902 1,709 45 3,524 1,439 Changes from: April 28, 2020 Total Change is: -1,067 -180 835 0 -329 -516 -100 -1,287 -992 13 110 -183 1 705 -125 Percent of Open Interest Represented by Each Category of Trader 2.8 34.2 0.0 43.5 4.4 1.2 34.9 46.6 3.5 2.9 5.4 0.1 11.2 4.6 Number of Traders in Each Category Total Traders: 64 . . 0 8 4 . 22 11 4 9 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 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 220,455 Positions 54,623 31,495 21,523 57,249 10,810 17,344 13,504 82,344 23,231 6,751 1,881 6,363 19,867 25,464 Changes from: April 28, 2020 Total Change is: 9,789 4,275 1,822 -620 5,433 2,834 1,648 -3,638 2,914 2,877 1,048 130 -1,191 -43 -625 Percent of Open Interest Represented by Each Category of Trader 24.8 14.3 9.8 26.0 4.9 7.9 6.1 37.4 10.5 3.1 0.9 2.9 9.0 11.6 Number of Traders in Each Category Total Traders: 137 11 16 21 16 12 17 19 46 39 7 5 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 5, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 20,034 Positions 4,619 3,625 220 12,775 5,307 1,461 247 9,386 0 508 0 0 204 35 Changes from: April 28, 2020 Total Change is: 343 55 27 -50 1,434 -208 80 -1,183 494 0 0 0 0 7 0 Percent of Open Interest Represented by Each Category of Trader 23.1 18.1 1.1 63.8 26.5 7.3 1.2 46.9 0.0 2.5 0.0 0.0 1.0 0.2 Number of Traders in Each Category Total Traders: 36 4 . . 5 7 . . 8 0 8 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 08, 2020