Traders in Financial Futures - Options and Futures Combined 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 140,901
Positions
27,897 5,648 8,732 30,308 30,697 5,844 9,814 38,049 19,159 11,963 2,356 819 26,365 29,598
Changes from: April 28, 2020 Total Change is: 3,061
-1,327 1,154 1,209 544 1,185 -222 1,923 693 1,570 -1,012 673 15 360 -3,216
Percent of Open Interest Represented by Each Category of Trader
19.8 4.0 6.2 21.5 21.8 4.1 7.0 27.0 13.6 8.5 1.7 0.6 18.7 21.0
Number of Traders in Each Category Total Traders: 100
9 5 9 14 15 12 17 24 16 10 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 38,327
Positions
4,369 12,502 632 4,801 4,768 319 15,827 5,268 889 696 487 0 10,794 13,462
Changes from: April 28, 2020 Total Change is: 5
904 1,020 108 52 -465 -40 537 -1,344 -2 0 37 0 -1,553 691
Percent of Open Interest Represented by Each Category of Trader
11.4 32.6 1.6 12.5 12.4 0.8 41.3 13.7 2.3 1.8 1.3 0.0 28.2 35.1
Number of Traders in Each Category Total Traders: 40
4 4 . 5 6 . 11 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 194,356
Positions
56,916 9,953 6,409 39,982 64,311 4,929 27,550 37,669 32,238 6,269 7,780 580 19,483 30,487
Changes from: April 28, 2020 Total Change is: -511
1,847 -4,231 43 180 1,507 -343 -3,896 1,762 1,361 135 -804 69 91 124
Percent of Open Interest Represented by Each Category of Trader
29.3 5.1 3.3 20.6 33.1 2.5 14.2 19.4 16.6 3.2 4.0 0.3 10.0 15.7
Number of Traders in Each Category Total Traders: 109
8 6 9 11 27 8 15 29 15 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 180,085
Positions
12,031 73,185 4,506 57,254 15,892 10,187 32,000 29,765 23,464 11,868 584 6 28,768 22,495
Changes from: April 28, 2020 Total Change is: 7,473
811 9,917 -588 1,363 -3,250 3,583 2,156 -1,105 186 454 35 -2 -491 -1,303
Percent of Open Interest Represented by Each Category of Trader
6.7 40.6 2.5 31.8 8.8 5.7 17.8 16.5 13.0 6.6 0.3 0.0 16.0 12.5
Number of Traders in Each Category Total Traders: 113
5 11 7 26 15 12 20 24 18 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 605,228
Positions
39,973 287,078 14,289 319,310 93,527 24,318 46,999 76,821 48,100 31,191 7,320 1,178 79,869 52,597
Changes from: April 28, 2020 Total Change is: -2,876
2,666 -8,306 -154 -5,054 2,427 -310 -1,884 3,969 1,365 4,565 909 -4,970 902 2,193
Percent of Open Interest Represented by Each Category of Trader
6.6 47.4 2.4 52.8 15.5 4.0 7.8 12.7 7.9 5.2 1.2 0.2 13.2 8.7
Number of Traders in Each Category Total Traders: 268
14 11 14 86 39 44 40 37 27 21 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 155,822
Positions
62,571 17,801 5,659 18,098 39,618 6,825 22,319 33,664 19,860 4,132 1,071 306 16,052 31,017
Changes from: April 28, 2020 Total Change is: -523
1,003 1,198 375 244 263 62 1,173 -1,675 -987 -91 -199 -66 -2,236 505
Percent of Open Interest Represented by Each Category of Trader
40.2 11.4 3.6 11.6 25.4 4.4 14.3 21.6 12.7 2.7 0.7 0.2 10.3 19.9
Number of Traders in Each Category Total Traders: 84
6 7 8 6 18 10 15 23 17 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 101,737
Positions
21,294 39,593 959 39,442 12,197 430 23,034 23,593 2,828 9,479 16,711 0 4,271 5,426
Changes from: April 28, 2020 Total Change is: -2,999
-4,965 1,083 59 569 -4,704 -246 -240 320 792 1,059 -393 0 -27 89
Percent of Open Interest Represented by Each Category of Trader
20.9 38.9 0.9 38.8 12.0 0.4 22.6 23.2 2.8 9.3 16.4 0.0 4.2 5.3
Number of Traders in Each Category Total Traders: 125
5 8 . 8 21 . 28 36 14 6 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 22,713
Positions
9,315 849 52 430 10,256 0 9,097 7,683 129 2,277 690 0 1,413 3,054
Changes from: April 28, 2020 Total Change is: -4,146
1,849 -191 -3,026 -450 -346 0 -1,377 1,218 -849 -79 -665 0 -214 -287
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 - Options and Futures Combined 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 44,670
Positions
21,633 4,433 243 1,406 11,746 1,425 16,268 19,510 292 1,812 938 6 1,585 6,077
Changes from: April 28, 2020 Total Change is: 3,103
1,681 -552 -226 -325 707 222 1,961 2,954 -118 170 -373 0 -261 489
Percent of Open Interest Represented by Each Category of Trader
48.4 9.9 0.5 3.1 26.3 3.2 36.4 43.7 0.7 4.1 2.1 0.0 3.5 13.6
Number of Traders in Each Category Total Traders: 84
8 4 . 5 18 6 17 25 5 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 33,494
Positions
16,041 1,941 1,156 2,767 7,166 699 6,943 7,498 366 0 6,368 0 5,523 8,302
Changes from: April 28, 2020 Total Change is: -527
410 -135 -465 187 978 133 124 47 -1,200 -100 109 0 384 6
Percent of Open Interest Represented by Each Category of Trader
47.9 5.8 3.5 8.3 21.4 2.1 20.7 22.4 1.1 0.0 19.0 0.0 16.5 24.8
Number of Traders in Each Category Total Traders: 84
23 5 6 12 9 8 13 12 6 0 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 66,988
Positions
32,082 3,882 2,311 5,534 14,332 1,397 13,886 14,995 731 0 12,735 0 11,047 16,605
Changes from: April 28, 2020 Total Change is: -1,054
821 -270 -930 374 1,955 266 247 94 -2,399 -200 218 0 767 12
Percent of Open Interest Represented by Each Category of Trader
47.9 5.8 3.5 8.3 21.4 2.1 20.7 22.4 1.1 0.0 19.0 0.0 16.5 24.8
Number of Traders in Each Category Total Traders: 84
23 5 6 12 9 8 13 12 6 0 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 985,238
Positions
110,979 73,781 94,055 279,424 182,509 71,024 47,759 105,693 209,562 20,791 74,819 5,352 146,292 168,443
Changes from: April 28, 2020 Total Change is: -25,488
10,634 -13,828 -613 -19,498 184 1,408 415 -2,978 -12,695 -673 2,691 -359 -4,108 702
Percent of Open Interest Represented by Each Category of Trader
11.3 7.5 9.5 28.4 18.5 7.2 4.8 10.7 21.3 2.1 7.6 0.5 14.8 17.1
Number of Traders in Each Category Total Traders: 654
41 30 48 148 129 152 66 132 113 39 69 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 128,393
Positions
71,145 4,968 727 0 0 0 24,379 16,915 20,295 194 0 341 11,312 85,147
Changes from: April 28, 2020 Total Change is: 2,781
5,682 -71 40 0 0 0 -2,662 3,343 1,138 -44 0 -70 -1,303 -1,599
Percent of Open Interest Represented by Each Category of Trader
55.4 3.9 0.6 0.0 0.0 0.0 19.0 13.2 15.8 0.2 0.0 0.3 8.8 66.3
Number of Traders in Each Category Total Traders: 37
11 . . 0 0 0 11 11 18 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 4,284,224
Positions
455,654 600,551 210,156 1,397,118 912,546 355,118 258,710 585,698 804,523 103,956 375,065 24,086 674,903 416,480
Changes from: April 28, 2020 Total Change is: -141,346
23,947 -69,595 -2,452 -97,489 918 7,039 15,651 -31,341 -69,426 -3,367 13,235 -1,225 -14,024 11,501
Percent of Open Interest Represented by Each Category of Trader
10.6 14.0 4.9 32.6 21.3 8.3 6.0 13.7 18.8 2.4 8.8 0.6 15.8 9.7
Number of Traders in Each Category Total Traders: 650
38 33 45 148 129 152 65 129 108 39 69 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 43,096
Positions
6,943 9,457 1,236 13,113 6,372 989 7,003 9,712 5,753 1,971 2,791 8 6,081 6,779
Changes from: April 28, 2020 Total Change is: 149
167 2,492 97 229 -1,053 -119 200 -702 -611 -5 -90 -10 200 144
Percent of Open Interest Represented by Each Category of Trader
16.1 21.9 2.9 30.4 14.8 2.3 16.2 22.5 13.3 4.6 6.5 0.0 14.1 15.7
Number of Traders in Each Category Total Traders: 251
20 25 13 64 34 35 37 46 25 15 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 215,482
Positions
34,715 47,284 6,179 65,565 31,862 4,945 35,013 48,561 28,767 9,854 13,953 39 30,406 33,893
Changes from: April 28, 2020 Total Change is: 747
834 12,459 486 1,145 -5,267 -595 1,002 -3,508 -3,053 -24 -449 -48 998 721
Percent of Open Interest Represented by Each Category of Trader
16.1 21.9 2.9 30.4 14.8 2.3 16.2 22.5 13.3 4.6 6.5 0.0 14.1 15.7
Number of Traders in Each Category Total Traders: 251
20 25 13 64 34 35 37 46 25 15 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 528,109
Positions
140,416 54,878 6,973 212,113 243,490 53,071 66,759 91,952 13,186 19,068 43,063 26 16,497 21,471
Changes from: April 28, 2020 Total Change is: -13,258
-3,234 -5,173 -1,850 -14,974 5,176 804 5,061 -13,825 1,272 -446 1,387 -27 136 -1,023
Percent of Open Interest Represented by Each Category of Trader
26.6 10.4 1.3 40.2 46.1 10.0 12.6 17.4 2.5 3.6 8.2 0.0 3.1 4.1
Number of Traders in Each Category Total Traders: 312
27 17 5 74 69 51 38 57 22 14 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,137,824
Positions
6,189 138,988 22,645 531,456 201,632 211,275 50,620 281,423 94,087 51,964 27,880 8,360 161,227 151,535
Changes from: April 28, 2020 Total Change is: 18,798
-150 -7,616 1,574 4,497 -16,490 10,871 -1,957 20,429 3,859 -3,788 -1,736 410 3,482 7,496
Percent of Open Interest Represented by Each Category of Trader
0.5 12.2 2.0 46.7 17.7 18.6 4.4 24.7 8.3 4.6 2.5 0.7 14.2 13.3
Number of Traders in Each Category Total Traders: 180
4 20 14 58 31 52 15 38 37 7 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,049,081
Positions
25,072 168,129 445 585,286 129,808 134,991 109,923 511,797 13,500 47,506 3,915 0 132,359 86,496
Changes from: April 28, 2020 Total Change is: 15,852
1,646 3,011 445 11,663 16,471 -7,986 15,941 15,209 -2,277 -1,730 -553 0 -1,850 -8,467
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: 139
. 20 . 64 16 49 5 24 15 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,502,512
Positions
63,867 221,048 27,908 1,014,570 571,758 293,074 494,998 975,981 195,332 232,316 114,529 5,455 174,991 97,426
Changes from: April 28, 2020 Total Change is: -99,072
-7,578 -24,391 7,888 -86,821 6,569 -8,397 -49,367 -122,116 43,100 -3,897 1,370 1,538 4,463 -4,633
Percent of Open Interest Represented by Each Category of Trader
2.6 8.8 1.1 40.5 22.8 11.7 19.8 39.0 7.8 9.3 4.6 0.2 7.0 3.9
Number of Traders in Each Category Total Traders: 330
15 28 13 110 34 72 60 46 51 19 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 4,051,071
Positions
163,714 149,275 249,885 1,400,239 913,047 647,668 445,377 995,993 506,663 137,001 140,576 70,975 429,548 376,989
Changes from: April 28, 2020 Total Change is: 114,317
35,567 -9,945 8,732 40,510 -18,828 9,456 4,123 102,389 24,908 -18,229 -13,293 5,655 3,595 5,242
Percent of Open Interest Represented by Each Category of Trader
4.0 3.7 6.2 34.6 22.5 16.0 11.0 24.6 12.5 3.4 3.5 1.8 10.6 9.3
Number of Traders in Each Category Total Traders: 378
19 27 33 99 74 108 62 62 89 22 13 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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: 26,043
-1,782 -3,697 -2,874 5,918 3,326 8,649 16,252 24,740 874 20 -3,680 0 -1,014 -1,295
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 - Options and Futures Combined 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 3,984,268
Positions
67,969 342,710 121,093 1,734,774 634,250 595,753 482,118 1,409,159 377,485 256,890 191,881 20,750 327,436 291,187
Changes from: April 28, 2020 Total Change is: 29,069
-634 -37,788 15,293 30,799 1,462 3,527 -17,160 41,855 8,680 2,990 -1,643 2,224 -16,649 -4,542
Percent of Open Interest Represented by Each Category of Trader
1.7 8.6 3.0 43.5 15.9 15.0 12.1 35.4 9.5 6.4 4.8 0.5 8.2 7.3
Number of Traders in Each Category Total Traders: 303
10 31 18 85 44 76 42 58 64 19 14 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,595,985
Positions
199,623 446,996 348,212 15,705 17,051 29,136 602,387 331,042 340,786 3,856 19,341 6,110 50,170 57,311
Changes from: April 28, 2020 Total Change is: -174,906
-74,672 -105,342 -28,136 -20,962 -1,719 -4,144 -92,246 -79,936 19,754 -2,572 -3,720 886 27,186 27,451
Percent of Open Interest Represented by Each Category of Trader
12.5 28.0 21.8 1.0 1.1 1.8 37.7 20.7 21.4 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 - Options and Futures Combined 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is27,431,269
Positions
1,955,246 1,334,133 4,941,215 563,646 172,364 1,680,039 602,243 1,629,641 16,511,367 217,139 72,439 179,741 780,634 910,331
Changes from: April 28, 2020 Total Change is: 19,351
-190,618 25,642 52,438 14,233 41,494 -44,422 147,190 -74,015 -92,459 -5,337 1,263 -11,958 150,284 121,369
Percent of Open Interest Represented by Each Category of Trader
7.1 4.9 18.0 2.1 0.6 6.1 2.2 5.9 60.2 0.8 0.3 0.7 2.8 3.3
Number of Traders in Each Category Total Traders: 264
32 46 75 16 13 23 51 62 98 18 20 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 160,883
Positions
4,556 80,924 19,131 0 8,182 8,211 107,884 19,685 19,286 716 233 983 116 4,248
Changes from: April 28, 2020 Total Change is: 3,598
4,000 2,868 -1,399 0 0 0 62 1,329 958 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: 54
. 15 8 0 . . 19 12 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
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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 - Options and Futures Combined 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 :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 7,909
Positions
48 160 0 316 0 1 3,312 4,265 635 1,333 2,302 151 2,114 396
Changes from: April 28, 2020 Total Change is: 1,755
-5 130 0 -8 -35 1 1,288 873 218 97 518 86 78 -36
Percent of Open Interest Represented by Each Category of Trader
0.6 2.0 0.0 4.0 0.0 0.0 41.9 53.9 8.0 16.9 29.1 1.9 26.7 5.0
Number of Traders in Each Category Total Traders: 66
. . 0 . 0 . 16 20 9 19 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 31,600
Positions
875 10,787 0 13,721 1,376 393 11,003 14,721 1,100 915 1,713 58 3,535 1,452
Changes from: April 28, 2020 Total Change is: -1,065
-180 835 0 -329 -516 -100 -1,287 -994 13 109 -184 4 704 -124
Percent of Open Interest Represented by Each Category of Trader
2.8 34.1 0.0 43.4 4.4 1.2 34.8 46.6 3.5 2.9 5.4 0.2 11.2 4.6
Number of Traders in Each Category Total Traders: 66
. . 0 8 4 . 22 11 4 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
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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 - Options and Futures Combined 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 :
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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
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Updated May 08, 2020