Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 148,374 Positions 29,995 5,872 8,749 30,596 29,737 6,473 15,438 48,222 16,004 11,420 1,819 811 28,887 30,686 Changes from: May 12, 2020 Total Change is: 10,504 -623 95 2,427 -109 168 634 6,129 8,566 -157 -209 -115 -24 2,435 -1,090 Percent of Open Interest Represented by Each Category of Trader 20.2 4.0 5.9 20.6 20.0 4.4 10.4 32.5 10.8 7.7 1.2 0.5 19.5 20.7 Number of Traders in Each Category Total Traders: 107 8 6 9 12 17 12 19 30 14 11 4 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 40,936 Positions 4,029 14,333 769 6,760 5,441 327 16,397 5,064 533 696 487 0 11,425 13,982 Changes from: May 12, 2020 Total Change is: -1,312 -572 -1,343 141 1,445 -861 2 1,039 -566 134 -3,156 0 0 -344 1,182 Percent of Open Interest Represented by Each Category of Trader 9.8 35.0 1.9 16.5 13.3 0.8 40.1 12.4 1.3 1.7 1.2 0.0 27.9 34.2 Number of Traders in Each Category Total Traders: 38 4 4 4 6 6 . 8 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 210,421 Positions 65,521 9,582 6,115 42,339 74,830 5,614 35,719 44,220 29,198 6,644 7,599 87 19,184 33,176 Changes from: May 12, 2020 Total Change is: 13,991 6,063 378 752 1,564 7,855 84 3,896 3,586 226 50 -56 -41 1,398 1,208 Percent of Open Interest Represented by Each Category of Trader 31.1 4.6 2.9 20.1 35.6 2.7 17.0 21.0 13.9 3.2 3.6 0.0 9.1 15.8 Number of Traders in Each Category Total Traders: 116 9 6 8 11 32 13 19 26 15 7 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 171,654 Positions 10,463 70,520 4,701 58,941 16,595 8,821 31,276 25,952 19,050 12,678 522 10 25,714 25,484 Changes from: May 12, 2020 Total Change is: -4,357 -464 -2,030 56 -4,747 88 21 793 -4,287 206 -468 -1 6 241 1,584 Percent of Open Interest Represented by Each Category of Trader 6.1 41.1 2.7 34.3 9.7 5.1 18.2 15.1 11.1 7.4 0.3 0.0 15.0 14.8 Number of Traders in Each Category Total Traders: 112 4 11 7 26 13 13 20 27 16 6 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 601,044 Positions 43,393 280,817 12,529 322,760 105,987 25,846 43,156 78,905 38,946 32,392 5,767 1,262 80,760 50,987 Changes from: May 12, 2020 Total Change is: 2,432 -1,887 -6,015 -268 1,668 7,630 157 -2,234 2,379 1,151 882 -4,302 238 2,726 1,462 Percent of Open Interest Represented by Each Category of Trader 7.2 46.7 2.1 53.7 17.6 4.3 7.2 13.1 6.5 5.4 1.0 0.2 13.4 8.5 Number of Traders in Each Category Total Traders: 272 14 11 14 90 39 46 37 40 28 24 17 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 155,165 Positions 63,018 20,227 4,056 17,444 43,321 6,601 25,212 34,950 15,360 5,171 849 300 18,003 29,501 Changes from: May 12, 2020 Total Change is: 5,163 442 1,768 176 -422 4,704 1,193 2,039 -1,440 969 0 55 8 759 -2,270 Percent of Open Interest Represented by Each Category of Trader 40.6 13.0 2.6 11.2 27.9 4.3 16.2 22.5 9.9 3.3 0.5 0.2 11.6 19.0 Number of Traders in Each Category Total Traders: 87 6 8 8 7 18 11 13 26 17 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 23,711 Positions 0 18,445 0 13,134 637 41 8,974 1,178 57 138 1,754 0 1,367 1,599 Changes from: May 12, 2020 Total Change is: -169 -165 59 0 480 -112 0 -903 13 -11 -171 -68 0 601 -50 Percent of Open Interest Represented by Each Category of Trader 0.0 77.8 0.0 55.4 2.7 0.2 37.8 5.0 0.2 0.6 7.4 0.0 5.8 6.7 Number of Traders in Each Category Total Traders: 34 0 4 0 5 . . 12 4 . . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 104,745 Positions 25,384 35,572 1,043 41,009 13,248 1,158 25,269 26,960 3,147 2,501 17,388 0 5,233 6,229 Changes from: May 12, 2020 Total Change is: 2,386 -1,740 44 89 4,165 1,201 -1 214 1,860 -1,172 312 -530 0 519 896 Percent of Open Interest Represented by Each Category of Trader 24.2 34.0 1.0 39.2 12.6 1.1 24.1 25.7 3.0 2.4 16.6 0.0 5.0 5.9 Number of Traders in Each Category Total Traders: 132 6 7 . 8 21 4 28 38 14 8 16 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 24,772 Positions 9,268 712 99 540 13,457 0 10,835 5,879 229 2,058 750 0 1,743 3,646 Changes from: May 12, 2020 Total Change is: 3,644 -44 -220 44 -450 4,114 0 4,316 -103 -35 -271 -280 0 84 124 Percent of Open Interest Represented by Each Category of Trader 37.4 2.9 0.4 2.2 54.3 0.0 43.7 23.7 0.9 8.3 3.0 0.0 7.0 14.7 Number of Traders in Each Category Total Traders: 46 . . . . 9 0 9 14 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 44,444 Positions 21,897 4,262 246 1,642 12,324 1,383 14,877 18,700 280 1,802 1,072 6 2,311 6,171 Changes from: May 12, 2020 Total Change is: -1,222 -298 -119 1 218 1,012 35 -1,391 -2,227 13 30 -37 0 170 100 Percent of Open Interest Represented by Each Category of Trader 49.3 9.6 0.6 3.7 27.7 3.1 33.5 42.1 0.6 4.1 2.4 0.0 5.2 13.9 Number of Traders in Each Category Total Traders: 83 8 4 . 7 19 6 19 18 8 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 17,185 Positions 5,781 0 0 0 5,738 0 10,594 9,477 0 346 222 0 464 1,748 Changes from: May 12, 2020 Total Change is: -422 0 0 0 -168 452 0 -376 -860 0 2 92 0 120 -106 Percent of Open Interest Represented by Each Category of Trader 33.6 0.0 0.0 0.0 33.4 0.0 61.6 55.1 0.0 2.0 1.3 0.0 2.7 10.2 Number of Traders in Each Category Total Traders: 25 . 0 0 0 6 0 7 6 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 37,152 Positions 17,159 3,896 1,358 4,339 6,506 1,047 6,801 8,648 405 200 5,924 0 5,844 9,368 Changes from: May 12, 2020 Total Change is: 2,077 1,232 1,216 -254 616 -125 281 258 91 -114 -150 -67 0 208 1,048 Percent of Open Interest Represented by Each Category of Trader 46.2 10.5 3.7 11.7 17.5 2.8 18.3 23.3 1.1 0.5 15.9 0.0 15.7 25.2 Number of Traders in Each Category Total Traders: 86 19 9 7 16 9 9 13 12 7 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 74,304 Positions 34,318 7,792 2,715 8,677 13,011 2,093 13,602 17,297 811 400 11,848 0 11,688 18,737 Changes from: May 12, 2020 Total Change is: 4,153 2,465 2,432 -508 1,231 -250 561 516 183 -228 -300 -134 0 416 2,097 Percent of Open Interest Represented by Each Category of Trader 46.2 10.5 3.7 11.7 17.5 2.8 18.3 23.3 1.1 0.5 15.9 0.0 15.7 25.2 Number of Traders in Each Category Total Traders: 86 19 9 7 16 9 9 13 12 7 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 62,360 Positions 32,226 31,580 0 22,124 23,616 3,674 1,080 2,176 0 925 454 0 2,331 860 Changes from: May 12, 2020 Total Change is: 22,893 30,888 -2,764 0 -11,290 22,366 3,213 50 88 0 0 0 0 32 -10 Percent of Open Interest Represented by Each Category of Trader 51.7 50.6 0.0 35.5 37.9 5.9 1.7 3.5 0.0 1.5 0.7 0.0 3.7 1.4 Number of Traders in Each Category Total Traders: 28 5 6 0 10 . . . . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 956,328 Positions 116,597 72,780 90,429 274,717 180,741 66,937 42,780 106,842 189,662 18,026 72,563 4,780 152,401 171,594 Changes from: May 12, 2020 Total Change is: -35,336 7,576 1,444 -4,787 -8,530 1,161 -1,869 -4,418 -1,493 -20,323 -862 -3,108 -455 -1,668 -5,907 Percent of Open Interest Represented by Each Category of Trader 12.2 7.6 9.5 28.7 18.9 7.0 4.5 11.2 19.8 1.9 7.6 0.5 15.9 17.9 Number of Traders in Each Category Total Traders: 652 41 31 46 153 128 145 67 124 112 35 73 42 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 129,507 Positions 70,383 5,225 46 0 0 0 26,458 17,199 17,803 187 0 265 14,364 88,968 Changes from: May 12, 2020 Total Change is: -2,062 -36 -66 -841 0 0 0 280 1,683 -2,842 13 0 -58 1,422 63 Percent of Open Interest Represented by Each Category of Trader 54.3 4.0 0.0 0.0 0.0 0.0 20.4 13.3 13.7 0.1 0.0 0.2 11.1 68.7 Number of Traders in Each Category Total Traders: 32 10 . . 0 0 0 10 9 15 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 11,497 Positions 3,576 5,838 3 5,138 618 0 834 3,307 16 0 0 0 1,930 1,715 Changes from: May 12, 2020 Total Change is: 266 0 -232 3 545 15 -24 18 -235 -19 0 0 0 -257 758 Percent of Open Interest Represented by Each Category of Trader 31.1 50.8 0.0 44.7 5.4 0.0 7.3 28.8 0.1 0.0 0.0 0.0 16.8 14.9 Number of Traders in Each Category Total Traders: 25 4 6 . 9 . 0 . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 4,134,104 Positions 481,932 588,638 201,050 1,373,583 903,707 334,685 224,970 591,572 715,936 90,129 363,750 21,637 690,182 413,128 Changes from: May 12, 2020 Total Change is: -166,370 37,229 6,718 -18,896 -42,648 5,807 -9,345 -15,035 -7,423 -95,859 -4,310 -15,471 -2,052 -15,453 -29,848 Percent of Open Interest Represented by Each Category of Trader 11.7 14.2 4.9 33.2 21.9 8.1 5.4 14.3 17.3 2.2 8.8 0.5 16.7 10.0 Number of Traders in Each Category Total Traders: 650 39 33 43 153 128 145 66 123 109 35 73 42 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price) CFTC Code #13874E Open Interest is 13,733 Positions 962 12,766 135 5,671 0 0 900 446 5 0 0 0 6,060 381 Changes from: May 12, 2020 Total Change is: 873 266 938 -23 466 0 0 52 -24 2 0 0 0 110 -20 Percent of Open Interest Represented by Each Category of Trader 7.0 93.0 1.0 41.3 0.0 0.0 6.6 3.2 0.0 0.0 0.0 0.0 44.1 2.8 Number of Traders in Each Category Total Traders: 22 . 8 . 8 0 0 . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 70,161 Positions 15,777 2,411 214 41,712 52,367 2,400 1,537 5,113 816 0 2,392 1 7,704 4,447 Changes from: May 12, 2020 Total Change is: -281 138 339 -5 -699 31 579 774 -437 -686 0 223 0 -382 -325 Percent of Open Interest Represented by Each Category of Trader 22.5 3.4 0.3 59.5 74.6 3.4 2.2 7.3 1.2 0.0 3.4 0.0 11.0 6.3 Number of Traders in Each Category Total Traders: 81 12 . . 28 25 15 5 5 . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 46,103 Positions 8,058 8,141 1,347 13,034 6,252 1,294 7,895 13,109 6,236 1,643 3,313 7 6,588 6,404 Changes from: May 12, 2020 Total Change is: -315 839 -2,136 83 -1,192 394 31 493 2,126 -373 -165 -157 0 -31 -283 Percent of Open Interest Represented by Each Category of Trader 17.5 17.7 2.9 28.3 13.6 2.8 17.1 28.4 13.5 3.6 7.2 0.0 14.3 13.9 Number of Traders in Each Category Total Traders: 266 22 25 15 66 36 35 37 50 25 12 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 230,513 Positions 40,289 40,704 6,736 65,170 31,260 6,470 39,477 65,543 31,179 8,216 16,567 36 32,940 32,018 Changes from: May 12, 2020 Total Change is: -1,576 4,196 -10,682 415 -5,961 1,972 153 2,467 10,629 -1,865 -826 -785 1 -156 -1,414 Percent of Open Interest Represented by Each Category of Trader 17.5 17.7 2.9 28.3 13.6 2.8 17.1 28.4 13.5 3.6 7.2 0.0 14.3 13.9 Number of Traders in Each Category Total Traders: 266 22 25 15 66 36 35 37 50 25 12 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 561,724 Positions 137,728 40,285 9,242 240,293 260,303 46,457 83,322 122,285 14,470 12,083 45,422 14 18,115 23,245 Changes from: May 12, 2020 Total Change is: 24,627 -9,489 -13,799 2,219 13,963 14,585 3,210 16,182 16,040 -168 -2,738 2,384 0 1,448 156 Percent of Open Interest Represented by Each Category of Trader 24.5 7.2 1.6 42.8 46.3 8.3 14.8 21.8 2.6 2.2 8.1 0.0 3.2 4.1 Number of Traders in Each Category Total Traders: 332 30 15 8 83 68 55 40 62 23 12 22 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 40,276 Positions 9,390 13,391 560 13,768 4,313 516 8,225 4,167 508 1,378 499 0 5,931 16,322 Changes from: May 12, 2020 Total Change is: 3,093 561 570 128 323 -1,038 34 276 315 -196 585 -7 0 1,382 3,287 Percent of Open Interest Represented by Each Category of Trader 23.3 33.2 1.4 34.2 10.7 1.3 20.4 10.3 1.3 3.4 1.2 0.0 14.7 40.5 Number of Traders in Each Category Total Traders: 68 5 13 . 14 7 8 14 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 483,284 Positions 38,238 271,641 676 370,689 133,912 42,033 21,354 25,664 1,246 879 2,528 0 8,169 5,584 Changes from: May 12, 2020 Total Change is: -16,851 -716 -10,722 -41 -19,979 5,893 -590 3,790 -12,298 -4 0 544 0 689 367 Percent of Open Interest Represented by Each Category of Trader 7.9 56.2 0.1 76.7 27.7 8.7 4.4 5.3 0.3 0.2 0.5 0.0 1.7 1.2 Number of Traders in Each Category Total Traders: 180 14 13 4 64 51 41 15 14 4 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 1,194,962 Positions 65,471 544,396 6,137 839,769 313,090 136,542 84,644 71,374 7,889 24,303 84,581 6,761 23,446 24,192 Changes from: May 12, 2020 Total Change is: 4,053 852 29,711 -13,753 24,089 -22,934 226 -4,580 11,378 -270 -2,142 886 -90 -279 -1,101 Percent of Open Interest Represented by Each Category of Trader 5.5 45.6 0.5 70.3 26.2 11.4 7.1 6.0 0.7 2.0 7.1 0.6 2.0 2.0 Number of Traders in Each Category Total Traders: 406 20 26 9 149 94 83 37 48 21 18 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 146,422 Positions 53,294 100,486 43,902 6,063 0 368 39,334 100 1,363 1,758 65 98 242 40 Changes from: May 12, 2020 Total Change is: 1,398 150 818 186 0 0 0 564 100 235 240 10 50 -27 -1 Percent of Open Interest Represented by Each Category of Trader 36.4 68.6 30.0 4.1 0.0 0.3 26.9 0.1 0.9 1.2 0.0 0.1 0.2 0.0 Number of Traders in Each Category Total Traders: 67 9 19 16 7 0 . 22 . . 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 1,214,742 Positions 8,204 141,251 23,514 554,548 223,159 208,510 52,275 305,675 133,266 66,701 22,802 10,372 157,351 146,193 Changes from: May 12, 2020 Total Change is: 40,607 5,132 -5,416 412 16,898 21,829 -3,621 -1,035 4,515 21,771 4,650 -1,123 1,099 -4,698 1,142 Percent of Open Interest Represented by Each Category of Trader 0.7 11.6 1.9 45.7 18.4 17.2 4.3 25.2 11.0 5.5 1.9 0.9 13.0 12.0 Number of Traders in Each Category Total Traders: 185 7 17 13 60 31 50 21 36 44 8 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 1,131,891 Positions 21,506 175,326 2,415 591,948 133,464 146,434 100,853 497,456 61,355 56,847 8,511 0 150,533 106,930 Changes from: May 12, 2020 Total Change is: 43,029 -941 -440 -2,283 1,717 -6,162 12,892 -747 1,803 23,681 3,269 1,806 0 5,441 11,732 Percent of Open Interest Represented by Each Category of Trader 1.9 15.5 0.2 52.3 11.8 12.9 8.9 43.9 5.4 5.0 0.8 0.0 13.3 9.4 Number of Traders in Each Category Total Traders: 132 . 16 5 61 16 49 5 23 18 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 2,529,594 Positions 46,320 190,346 57,407 991,125 538,231 271,699 503,778 923,898 258,413 221,232 185,066 7,335 172,286 97,199 Changes from: May 12, 2020 Total Change is: -10,145 -18,756 -2,954 17,668 -7,765 -32,218 -19,849 26,855 -57,014 -2,073 -2,036 79,561 2,734 -6,923 4,000 Percent of Open Interest Represented by Each Category of Trader 1.8 7.5 2.3 39.2 21.3 10.7 19.9 36.5 10.2 8.7 7.3 0.3 6.8 3.8 Number of Traders in Each Category Total Traders: 326 12 26 13 112 33 76 59 49 52 21 14 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 4,192,642 Positions 120,854 167,169 285,652 1,461,721 812,143 678,670 446,566 1,087,735 541,259 139,012 143,471 92,591 426,317 383,953 Changes from: May 12, 2020 Total Change is: 46,382 -31,103 21,083 19,856 35,885 -77,446 8,342 11,056 63,710 -13,417 4,221 -1,218 17,535 -5,993 7,938 Percent of Open Interest Represented by Each Category of Trader 2.9 4.0 6.8 34.9 19.4 16.2 10.7 25.9 12.9 3.3 3.4 2.2 10.2 9.2 Number of Traders in Each Category Total Traders: 384 20 31 37 103 71 109 47 73 83 21 17 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 956,045 Positions 100,460 33,928 13,069 299,019 332,649 119,673 241,086 231,186 30,465 51,303 22,335 339 100,631 172,401 Changes from: May 12, 2020 Total Change is: 47,559 4,048 7,151 1,919 9,258 19,498 -10,337 24,875 13,290 15,040 -782 -403 25 3,513 1,376 Percent of Open Interest Represented by Each Category of Trader 10.5 3.5 1.4 31.3 34.8 12.5 25.2 24.2 3.2 5.4 2.3 0.0 10.5 18.0 Number of Traders in Each Category Total Traders: 119 7 6 7 29 42 40 16 12 14 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 3,989,985 Positions 49,671 276,227 183,060 1,751,732 639,606 516,367 361,297 1,307,039 518,745 252,787 212,808 39,313 317,012 296,821 Changes from: May 12, 2020 Total Change is: -65,981 4,219 6,068 29,515 31,266 -4,711 -107,279 -55,084 -41,414 24,635 495 16,363 12,367 -6,114 -1,524 Percent of Open Interest Represented by Each Category of Trader 1.2 6.9 4.6 43.9 16.0 12.9 9.1 32.8 13.0 6.3 5.3 1.0 7.9 7.4 Number of Traders in Each Category Total Traders: 320 10 32 25 87 50 83 39 61 66 21 19 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 1,786,833 Positions 200,710 512,160 378,942 15,244 18,857 51,001 700,303 380,291 408,828 4,638 8,690 2,015 25,153 26,050 Changes from: May 12, 2020 Total Change is: 16,688 7,416 46,579 -16,634 2,520 712 4,209 22,743 1,049 -2,618 1,850 -8,980 -1,850 -948 -5,779 Percent of Open Interest Represented by Each Category of Trader 11.2 28.7 21.2 0.9 1.1 2.9 39.2 21.3 22.9 0.3 0.5 0.1 1.4 1.5 Number of Traders in Each Category Total Traders: 122 23 31 45 . 5 4 26 28 39 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 is26,653,118 Positions 1,963,630 1,590,707 4,788,436 598,607 183,093 1,758,961 685,544 1,575,311 15,710,091 248,053 69,171 190,871 708,924 786,477 Changes from: May 12, 2020 Total Change is:-1,243,902 -25,415 162,810 -191,235 9,405 -68,954 38,717 -55,782 -156,939 -1,015,168 6,499 -3,161 6,968 -17,889 -16,939 Percent of Open Interest Represented by Each Category of Trader 7.4 6.0 18.0 2.2 0.7 6.6 2.6 5.9 58.9 0.9 0.3 0.7 2.7 3.0 Number of Traders in Each Category Total Traders: 268 29 50 75 20 14 25 60 53 96 19 17 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 173,568 Positions 4,790 74,807 22,968 0 8,182 8,211 112,450 29,588 22,743 425 353 1,761 220 4,955 Changes from: May 12, 2020 Total Change is: 4,867 -449 -7,623 2,026 0 0 0 1,722 7,773 928 -15 43 617 38 1,104 Percent of Open Interest Represented by Each Category of Trader 2.8 43.1 13.2 0.0 4.7 4.7 64.8 17.0 13.1 0.2 0.2 1.0 0.1 2.9 Number of Traders in Each Category Total Traders: 56 . 16 8 0 . . 19 11 21 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 278,523 Positions 35,714 113,581 26,009 0 22,119 1,659 181,185 86,604 24,629 8,877 120 374 76 3,428 Changes from: May 12, 2020 Total Change is: 15,694 3,851 725 5,831 0 -762 336 999 8,678 1,004 3,948 74 -261 -14 69 Percent of Open Interest Represented by Each Category of Trader 12.8 40.8 9.3 0.0 7.9 0.6 65.1 31.1 8.8 3.2 0.0 0.1 0.0 1.2 Number of Traders in Each Category Total Traders: 90 4 32 15 0 5 . 21 24 27 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 74,198 Positions 0 8,336 0 1,061 2,225 0 1,205 11,479 51,259 20,637 500 0 36 399 Changes from: May 12, 2020 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 0.0 11.2 0.0 1.4 3.0 0.0 1.6 15.5 69.1 27.8 0.7 0.0 0.0 0.5 Number of Traders in Each Category Total Traders: 21 0 . 0 . 5 0 . 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal CFTC Code #344601 Open Interest is 42,718 Positions 9,297 80 16,492 0 0 0 0 12,971 10,988 5,685 1,931 246 10 10 Changes from: May 12, 2020 Total Change is: -431 0 -25 0 0 0 0 0 835 -1,241 800 0 0 10 0 Percent of Open Interest Represented by Each Category of Trader 21.8 0.2 38.6 0.0 0.0 0.0 0.0 30.4 25.7 13.3 4.5 0.6 0.0 0.0 Number of Traders in Each Category Total Traders: 21 . . . 0 0 0 0 8 . 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 11,802 Positions 41 342 0 342 193 10 5,457 6,842 1,461 1,535 2,566 23 2,933 365 Changes from: May 12, 2020 Total Change is: 1,571 -2 42 0 60 80 9 537 356 577 143 519 -8 255 -4 Percent of Open Interest Represented by Each Category of Trader 0.3 2.9 0.0 2.9 1.6 0.1 46.2 58.0 12.4 13.0 21.7 0.2 24.9 3.1 Number of Traders in Each Category Total Traders: 75 . . 0 . . . 23 21 12 18 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 31,509 Positions 1,025 12,288 0 12,419 1,375 442 12,008 13,183 1,246 1,307 1,018 35 3,028 1,922 Changes from: May 12, 2020 Total Change is: 353 160 1,020 0 -134 50 50 254 -579 -8 521 -523 -45 -445 388 Percent of Open Interest Represented by Each Category of Trader 3.3 39.0 0.0 39.4 4.4 1.4 38.1 41.8 4.0 4.1 3.2 0.1 9.6 6.1 Number of Traders in Each Category Total Traders: 69 . . 0 9 . . 24 12 7 13 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 241,702 Positions 65,418 27,605 27,020 56,535 22,881 16,806 15,202 84,419 29,043 7,332 3,069 5,558 18,788 25,301 Changes from: May 12, 2020 Total Change is: 10,958 5,157 -3,209 5,114 2,728 -1,077 131 -845 9,069 -1,277 219 510 -764 495 2,461 Percent of Open Interest Represented by Each Category of Trader 27.1 11.4 11.2 23.4 9.5 7.0 6.3 34.9 12.0 3.0 1.3 2.3 7.8 10.5 Number of Traders in Each Category Total Traders: 152 13 17 21 18 17 20 20 45 41 7 8 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 20,278 Positions 4,929 3,635 210 13,171 5,500 1,266 0 9,604 0 443 0 0 259 63 Changes from: May 12, 2020 Total Change is: 408 310 50 -50 363 -1 0 -266 400 0 0 0 0 51 9 Percent of Open Interest Represented by Each Category of Trader 24.3 17.9 1.0 65.0 27.1 6.2 0.0 47.4 0.0 2.2 0.0 0.0 1.3 0.3 Number of Traders in Each Category Total Traders: 35 4 . . 5 7 . 0 9 0 7 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 22, 2020