Traders in Financial Futures - Futures Only Positions as of April 7, 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 117,523
Positions
26,355 9,555 2,041 32,242 27,535 3,529 7,996 35,373 6,203 14,146 3,222 0 25,011 30,065
Changes from: March 31, 2020 Total Change is: -5,368
1,444 -4,543 30 -1,162 -3,542 -338 -5,944 1,716 722 -934 -600 0 814 1,187
Percent of Open Interest Represented by Each Category of Trader
22.4 8.1 1.7 27.4 23.4 3.0 6.8 30.1 5.3 12.0 2.7 0.0 21.3 25.6
Number of Traders in Each Category Total Traders: 84
8 . 4 12 15 8 13 17 8 13 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 30,391
Positions
2,363 9,743 16 3,392 3,290 327 13,826 5,622 14 696 456 0 9,757 10,923
Changes from: March 31, 2020 Total Change is: 734
705 253 0 -391 148 1 797 -262 -53 0 0 0 -325 647
Percent of Open Interest Represented by Each Category of Trader
7.8 32.1 0.1 11.2 10.8 1.1 45.5 18.5 0.0 2.3 1.5 0.0 32.1 35.9
Number of Traders in Each Category Total Traders: 34
. . . 5 6 . 7 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 150,318
Positions
42,954 17,378 2,020 40,440 63,332 3,377 33,761 25,145 5,610 3,680 8,361 0 18,476 25,095
Changes from: March 31, 2020 Total Change is: -14,908
-5,980 2,052 4 51 -9,793 -1,185 -8,918 -4,294 -1,024 -41 0 0 2,185 -668
Percent of Open Interest Represented by Each Category of Trader
28.6 11.6 1.3 26.9 42.1 2.2 22.5 16.7 3.7 2.4 5.6 0.0 12.3 16.7
Number of Traders in Each Category Total Traders: 99
8 5 6 11 27 8 20 20 11 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 118,595
Positions
13,648 35,829 1,697 45,418 25,993 4,803 22,961 28,679 703 11,849 569 0 17,516 20,322
Changes from: March 31, 2020 Total Change is: -1,675
-2,071 1,710 132 -1,100 2,113 -157 650 -4,551 109 1,384 0 0 -622 -1,031
Percent of Open Interest Represented by Each Category of Trader
11.5 30.2 1.4 38.3 21.9 4.0 19.4 24.2 0.6 10.0 0.5 0.0 14.8 17.1
Number of Traders in Each Category Total Traders: 103
6 9 4 22 15 10 19 23 12 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 554,697
Positions
30,805 309,723 7,501 335,104 88,094 20,722 48,500 76,019 4,060 26,037 4,585 66 81,902 43,927
Changes from: March 31, 2020 Total Change is: 2,945
-4,853 9,579 -615 -4,373 3,219 -2,903 4,788 -3,702 -465 462 -1,104 -20 10,924 -1,044
Percent of Open Interest Represented by Each Category of Trader
5.6 55.8 1.4 60.4 15.9 3.7 8.7 13.7 0.7 4.7 0.8 0.0 14.8 7.9
Number of Traders in Each Category Total Traders: 246
14 10 12 83 36 37 42 32 12 21 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 21,364
Positions
0 9,041 0 8,012 3,359 1,639 0 3,842 0 0 0 0 11,713 3,483
Changes from: March 31, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 42.3 0.0 37.5 15.7 7.7 0.0 18.0 0.0 0.0 0.0 0.0 54.8 16.3
Number of Traders in Each Category Total Traders: 20
0 . 0 11 4 7 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 130,056
Positions
61,923 14,041 1,025 18,546 45,136 4,016 24,417 35,776 1,247 3,676 1,013 0 15,206 27,802
Changes from: March 31, 2020 Total Change is: -926
-989 2,484 106 1 -2,222 -110 -868 -1,671 845 275 32 0 -186 -390
Percent of Open Interest Represented by Each Category of Trader
47.6 10.8 0.8 14.3 34.7 3.1 18.8 27.5 1.0 2.8 0.8 0.0 11.7 21.4
Number of Traders in Each Category Total Traders: 80
5 8 . 7 19 10 13 21 8 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 22,849
Positions
211 17,888 0 9,638 528 41 10,982 1,600 47 1,092 1,361 0 838 1,384
Changes from: March 31, 2020 Total Change is: -18
-108 -408 0 -365 -26 0 356 697 7 209 -332 0 -117 44
Percent of Open Interest Represented by Each Category of Trader
0.9 78.3 0.0 42.2 2.3 0.2 48.1 7.0 0.2 4.8 6.0 0.0 3.7 6.1
Number of Traders in Each Category Total Traders: 34
. 4 0 . . . 11 5 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 102,137
Positions
29,032 37,049 800 34,593 16,164 444 29,291 24,114 718 2,551 18,060 7 4,701 4,781
Changes from: March 31, 2020 Total Change is: -575
2,114 -38 0 -974 -46 210 -3,305 -1,732 587 458 31 -26 361 439
Percent of Open Interest Represented by Each Category of Trader
28.4 36.3 0.8 33.9 15.8 0.4 28.7 23.6 0.7 2.5 17.7 0.0 4.6 4.7
Number of Traders in Each Category Total Traders: 119
6 6 . 8 20 . 27 35 7 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 20,165
Positions
7,470 597 57 1,770 10,200 0 6,741 4,175 565 1,712 1,802 0 1,850 2,769
Changes from: March 31, 2020 Total Change is: -28,328
-26,988 -292 0 -1,039 78 0 4,461 -23,137 -4,754 49 85 0 -57 -308
Percent of Open Interest Represented by Each Category of Trader
37.0 3.0 0.3 8.8 50.6 0.0 33.4 20.7 2.8 8.5 8.9 0.0 9.2 13.7
Number of Traders in Each Category Total Traders: 44
. . . . 10 0 10 11 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 40,306
Positions
18,120 4,519 2 1,749 10,616 1,091 16,323 16,344 814 239 1,156 6 1,962 5,758
Changes from: March 31, 2020 Total Change is: 1,162
-207 850 0 -850 41 172 1,747 60 -127 -72 -132 0 499 298
Percent of Open Interest Represented by Each Category of Trader
45.0 11.2 0.0 4.3 26.3 2.7 40.5 40.5 2.0 0.6 2.9 0.0 4.9 14.3
Number of Traders in Each Category Total Traders: 78
7 5 . 7 15 4 22 16 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 15,827
Positions
5,781 0 0 0 4,827 0 9,402 8,968 0 177 0 0 467 2,032
Changes from: March 31, 2020 Total Change is: 2,876
372 0 0 0 569 0 2,364 2,605 0 48 -179 0 92 -119
Percent of Open Interest Represented by Each Category of Trader
36.5 0.0 0.0 0.0 30.5 0.0 59.4 56.7 0.0 1.1 0.0 0.0 3.0 12.8
Number of Traders in Each Category Total Traders: 22
. 0 0 0 7 0 4 7 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 26,996
Positions
12,385 4,398 1,335 3,026 2,603 291 5,105 5,137 86 0 5,686 116 4,653 7,346
Changes from: March 31, 2020 Total Change is: -1,198
-2,255 -2,151 90 -740 -569 -111 2,218 205 65 0 -14 116 -581 1,171
Percent of Open Interest Represented by Each Category of Trader
45.9 16.3 4.9 11.2 9.6 1.1 18.9 19.0 0.3 0.0 21.1 0.4 17.2 27.2
Number of Traders in Each Category Total Traders: 83
20 8 5 12 7 5 17 11 5 0 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 53,991
Positions
24,769 8,795 2,670 6,052 5,205 582 10,210 10,273 171 0 11,372 232 9,305 14,691
Changes from: March 31, 2020 Total Change is: -2,396
-4,510 -4,301 179 -1,479 -1,138 -221 4,435 410 129 0 -28 232 -1,161 2,342
Percent of Open Interest Represented by Each Category of Trader
45.9 16.3 4.9 11.2 9.6 1.1 18.9 19.0 0.3 0.0 21.1 0.4 17.2 27.2
Number of Traders in Each Category Total Traders: 83
20 8 5 12 7 5 17 11 5 0 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 50,732
Positions
5,665 36,575 0 32,131 1,250 8,890 1,880 2,802 0 0 454 0 2,166 761
Changes from: March 31, 2020 Total Change is: 4,445
5,414 -3,339 0 -8,369 250 8,592 30 -1,214 0 0 0 0 -1,222 156
Percent of Open Interest Represented by Each Category of Trader
11.2 72.1 0.0 63.3 2.5 17.5 3.7 5.5 0.0 0.0 0.9 0.0 4.3 1.5
Number of Traders in Each Category Total Traders: 30
4 9 0 12 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 772,134
Positions
88,956 96,170 61,376 297,295 206,441 80,377 63,826 90,294 26,645 29,218 68,573 1,884 122,557 140,375
Changes from: March 31, 2020 Total Change is: 18,051
95 -4,242 14,058 -8,597 -3,163 -3,232 -1,694 456 3,247 4,546 498 -101 9,728 10,529
Percent of Open Interest Represented by Each Category of Trader
11.5 12.5 7.9 38.5 26.7 10.4 8.3 11.7 3.5 3.8 8.9 0.2 15.9 18.2
Number of Traders in Each Category Total Traders: 632
36 38 29 151 121 129 69 113 61 36 66 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 82,630
Positions
61,326 2,200 74 0 0 0 15,304 7,207 900 0 43 2 5,024 72,204
Changes from: March 31, 2020 Total Change is: 16,461
15,500 300 0 0 0 0 5,615 -1,716 900 -90 43 -5 -5,459 16,939
Percent of Open Interest Represented by Each Category of Trader
74.2 2.7 0.1 0.0 0.0 0.0 18.5 8.7 1.1 0.0 0.1 0.0 6.1 87.4
Number of Traders in Each Category Total Traders: 27
10 . . 0 0 0 9 6 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 9,069
Positions
3,761 3,189 0 2,908 1,465 249 546 2,856 0 0 0 0 1,605 1,310
Changes from: March 31, 2020 Total Change is: -608
-219 -435 0 -668 -123 123 0 -48 0 0 0 0 156 -125
Percent of Open Interest Represented by Each Category of Trader
41.5 35.2 0.0 32.1 16.2 2.7 6.0 31.5 0.0 0.0 0.0 0.0 17.7 14.4
Number of Traders in Each Category Total Traders: 20
4 4 0 6 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,447,518
Positions
383,390 715,087 61,269 1,486,473 1,032,204 401,884 312,571 485,395 58,767 146,090 342,648 9,411 587,663 340,853
Changes from: March 31, 2020 Total Change is: 7,950
-14,328 39,989 7,591 -42,983 -15,813 -16,160 -41,898 5,506 17,091 22,730 1,826 -28 75,935 -32,052
Percent of Open Interest Represented by Each Category of Trader
11.1 20.7 1.8 43.1 29.9 11.7 9.1 14.1 1.7 4.2 9.9 0.3 17.0 9.9
Number of Traders in Each Category Total Traders: 631
36 38 25 151 121 129 70 112 57 36 66 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 79,254
Positions
20,830 7,076 371 41,591 59,358 5,287 3,438 1,627 240 0 961 0 7,497 4,334
Changes from: March 31, 2020 Total Change is: -1,723
536 87 2 -2,137 -533 -437 465 -559 -273 0 240 0 121 -250
Percent of Open Interest Represented by Each Category of Trader
26.3 8.9 0.5 52.5 74.9 6.7 4.3 2.1 0.3 0.0 1.2 0.0 9.5 5.5
Number of Traders in Each Category Total Traders: 74
11 . . 25 24 16 5 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 36,673
Positions
6,612 6,174 851 12,299 7,898 904 8,388 9,746 596 1,487 3,276 5 5,531 7,224
Changes from: March 31, 2020 Total Change is: -630
-571 -1,935 161 257 133 -289 640 576 -109 -852 522 0 132 310
Percent of Open Interest Represented by Each Category of Trader
18.0 16.8 2.3 33.5 21.5 2.5 22.9 26.6 1.6 4.1 8.9 0.0 15.1 19.7
Number of Traders in Each Category Total Traders: 238
24 16 4 69 33 37 40 33 14 10 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 183,367
Positions
33,060 30,868 4,254 61,496 39,491 4,522 41,939 48,728 2,981 7,435 16,379 23 27,657 36,121
Changes from: March 31, 2020 Total Change is: -3,152
-2,856 -9,675 806 1,286 666 -1,445 3,201 2,880 -544 -4,261 2,611 0 661 1,549
Percent of Open Interest Represented by Each Category of Trader
18.0 16.8 2.3 33.5 21.5 2.5 22.9 26.6 1.6 4.1 8.9 0.0 15.1 19.7
Number of Traders in Each Category Total Traders: 238
24 16 4 69 33 37 40 33 14 10 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 561,385
Positions
124,170 69,014 14,313 231,905 267,044 62,498 89,288 89,611 3,041 20,155 37,422 668 15,347 17,774
Changes from: March 31, 2020 Total Change is: 23,924
35,829 859 -2,486 -6,168 26,676 -3,832 -400 -4,019 334 301 4,974 283 63 1,135
Percent of Open Interest Represented by Each Category of Trader
22.1 12.3 2.5 41.3 47.6 11.1 15.9 16.0 0.5 3.6 6.7 0.1 2.7 3.2
Number of Traders in Each Category Total Traders: 297
27 19 5 75 60 51 38 45 11 13 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 33,345
Positions
4,986 10,888 375 14,272 5,712 518 6,495 4,816 526 584 1,008 0 5,589 9,502
Changes from: March 31, 2020 Total Change is: 1,538
-926 910 110 -159 1,077 56 1,692 -2,358 508 324 365 0 -67 870
Percent of Open Interest Represented by Each Category of Trader
15.0 32.7 1.1 42.8 17.1 1.6 19.5 14.4 1.6 1.8 3.0 0.0 16.8 28.5
Number of Traders in Each Category Total Traders: 64
4 12 . 14 7 7 13 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 532,899
Positions
35,328 318,829 800 432,173 108,600 38,678 17,911 53,069 981 1,355 6,628 0 5,673 5,314
Changes from: March 31, 2020 Total Change is: 6,943
1,757 28,342 -55 6,731 -4,086 244 2,259 -19,274 64 -113 7 0 -3,944 1,701
Percent of Open Interest Represented by Each Category of Trader
6.6 59.8 0.2 81.1 20.4 7.3 3.4 10.0 0.2 0.3 1.2 0.0 1.1 1.0
Number of Traders in Each Category Total Traders: 177
11 15 5 72 40 42 11 19 5 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,305,767
Positions
59,299 651,985 8,657 933,064 332,579 126,963 77,162 56,695 5,769 69,229 93,733 5,449 20,175 23,937
Changes from: March 31, 2020 Total Change is: -36,053
-11,478 -24,069 331 11,697 -2,834 -6,014 8,313 3,287 -1,666 -22,081 30,387 53 -15,208 -35,528
Percent of Open Interest Represented by Each Category of Trader
4.5 49.9 0.7 71.5 25.5 9.7 5.9 4.3 0.4 5.3 7.2 0.4 1.5 1.8
Number of Traders in Each Category Total Traders: 402
16 27 9 156 89 80 42 35 16 19 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 149,989
Positions
18,328 105,846 42,130 11,898 0 368 74,005 1 1,365 1,429 0 4 462 275
Changes from: March 31, 2020 Total Change is: 4,871
703 13,109 -7,496 -2,060 0 0 13,117 -614 58 241 -130 0 308 -56
Percent of Open Interest Represented by Each Category of Trader
12.2 70.6 28.1 7.9 0.0 0.2 49.3 0.0 0.9 1.0 0.0 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 55
9 17 15 5 0 . 18 . 4 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 1,001,494
Positions
27,672 135,162 2,091 533,815 219,124 208,088 35,086 272,954 7,970 49,201 27,989 105 137,466 128,011
Changes from: March 31, 2020 Total Change is: 237
1,318 -17,419 910 2,819 9,221 -8,603 9,906 12,891 520 349 300 0 -6,982 2,417
Percent of Open Interest Represented by Each Category of Trader
2.8 13.5 0.2 53.3 21.9 20.8 3.5 27.3 0.8 4.9 2.8 0.0 13.7 12.8
Number of Traders in Each Category Total Traders: 178
4 17 . 57 34 50 12 39 12 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 1,052,353
Positions
28,323 200,929 4 609,896 114,995 149,313 72,673 479,981 15,139 47,260 1,767 0 129,745 90,225
Changes from: March 31, 2020 Total Change is: 963
-3,635 -13,672 0 18,669 16,129 -10,961 3,129 16,600 -2,502 -2,123 0 0 -1,614 -4,631
Percent of Open Interest Represented by Each Category of Trader
2.7 19.1 0.0 58.0 10.9 14.2 6.9 45.6 1.4 4.5 0.2 0.0 12.3 8.6
Number of Traders in Each Category Total Traders: 133
4 19 . 62 14 46 6 21 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 2,670,340
Positions
44,503 309,344 9,543 1,157,483 644,262 268,160 704,869 1,189,401 41,421 283,380 113,869 1,906 159,075 92,434
Changes from: March 31, 2020 Total Change is: -184,487
-30,841 -1,139 63 -66,749 -25,945 -1,633 -51,888 -154,337 -2,785 -18,520 -2,761 61 -12,195 3,989
Percent of Open Interest Represented by Each Category of Trader
1.7 11.6 0.4 43.3 24.1 10.0 26.4 44.5 1.6 10.6 4.3 0.1 6.0 3.5
Number of Traders in Each Category Total Traders: 340
14 27 6 118 32 68 57 52 31 22 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,218,062
Positions
185,859 216,935 31,724 1,350,829 750,022 598,773 469,915 984,011 53,501 131,137 213,450 21,112 375,212 348,534
Changes from: March 31, 2020 Total Change is: -40,625
46,417 -43,997 2,753 -63,752 53,705 -57,390 27,394 -18,115 -510 8,925 8,189 -789 -3,673 15,529
Percent of Open Interest Represented by Each Category of Trader
5.8 6.7 1.0 42.0 23.3 18.6 14.6 30.6 1.7 4.1 6.6 0.7 11.7 10.8
Number of Traders in Each Category Total Traders: 355
21 30 9 95 65 90 50 62 35 19 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 759,068
Positions
70,692 23,116 5,248 316,671 250,212 121,101 86,234 143,462 8,302 49,929 27,100 168 100,723 180,359
Changes from: March 31, 2020 Total Change is: 3,538
-5,276 -25,154 73 -16,370 -11,759 5,897 22,051 33,048 -7,036 14 -2,631 0 4,185 11,100
Percent of Open Interest Represented by Each Category of Trader
9.3 3.0 0.7 41.7 33.0 16.0 11.4 18.9 1.1 6.6 3.6 0.0 13.3 23.8
Number of Traders in Each Category Total Traders: 101
4 4 . 27 37 39 13 10 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 3,760,304
Positions
75,194 499,414 20,667 1,841,682 619,816 526,231 670,468 1,544,328 74,663 251,451 205,106 437 299,511 269,642
Changes from: March 31, 2020 Total Change is: -86,498
-21,163 2,964 1,309 -111,575 24,788 -9,109 32,535 -115,228 3,533 6,981 1,472 -131 11,122 3,904
Percent of Open Interest Represented by Each Category of Trader
2.0 13.3 0.5 49.0 16.5 14.0 17.8 41.1 2.0 6.7 5.5 0.0 8.0 7.2
Number of Traders in Each Category Total Traders: 299
11 32 6 89 47 74 39 49 26 18 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 1,567,177
Positions
279,071 441,152 380,725 74,825 15,760 37,942 451,013 324,982 303,600 6,563 24,312 5,559 27,879 33,145
Changes from: March 31, 2020 Total Change is: -125,680
-33,708 15,037 -42,774 24,833 -8,770 -15,960 66,259 62,733 -115,108 4,917 -4,687 -7,001 -7,138 -9,150
Percent of Open Interest Represented by Each Category of Trader
17.8 28.1 24.3 4.8 1.0 2.4 28.8 20.7 19.4 0.4 1.6 0.4 1.8 2.1
Number of Traders in Each Category Total Traders: 121
22 31 43 4 4 4 23 29 39 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,840,100
Positions
2,317,466 1,331,309 2,426,179 469,605 151,076 738,374 1,116,718 2,360,528 2,942,028 145,035 73,107 71,009 613,686 746,490
Changes from: March 31, 2020 Total Change is: 54,065
-85,442 -118,307 15,936 75,776 -11,088 24,859 -13,799 155,656 -51,097 47,988 -1,806 -6,465 46,309 46,377
Percent of Open Interest Represented by Each Category of Trader
21.4 12.3 22.4 4.3 1.4 6.8 10.3 21.8 27.1 1.3 0.7 0.7 5.7 6.9
Number of Traders in Each Category Total Traders: 230
37 39 69 16 12 17 45 45 76 17 12 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 159,093
Positions
160 85,318 17,609 0 8,462 7,931 115,546 19,626 16,232 475 269 1,072 68 2,574
Changes from: March 31, 2020 Total Change is: -6,596
133 -3,864 359 0 280 -280 -4,975 -1,507 -1,805 -63 181 24 11 16
Percent of Open Interest Represented by Each Category of Trader
0.1 53.6 11.1 0.0 5.3 5.0 72.6 12.3 10.2 0.3 0.2 0.7 0.0 1.6
Number of Traders in Each Category Total Traders: 46
. 13 6 0 . . 12 14 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 316,356
Positions
59,526 130,236 22,200 2,067 48,096 1,331 200,333 84,982 26,533 3,874 167 381 111 2,430
Changes from: March 31, 2020 Total Change is: -54,735
4,068 -23,800 -1,035 -5,608 -8,389 -1,284 -33,969 -9,213 -10,273 -6,647 -86 44 -31 -699
Percent of Open Interest Represented by Each Category of Trader
18.8 41.2 7.0 0.7 15.2 0.4 63.3 26.9 8.4 1.2 0.1 0.1 0.0 0.8
Number of Traders in Each Category Total Traders: 87
7 27 13 . 5 . 15 27 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 67,144
Positions
4,321 5,686 0 764 2,430 0 719 20,917 37,041 24,266 500 0 33 570
Changes from: March 31, 2020 Total Change is: 3,147
0 399 0 0 -774 0 22 2,975 624 2,500 -51 0 1 -26
Percent of Open Interest Represented by Each Category of Trader
6.4 8.5 0.0 1.1 3.6 0.0 1.1 31.2 55.2 36.1 0.7 0.0 0.0 0.8
Number of Traders in Each Category Total Traders: 22
. . 0 . 5 0 . 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 5,448
Positions
36 0 0 221 204 0 2,452 3,652 272 671 934 31 1,765 355
Changes from: March 31, 2020 Total Change is: 1,501
0 0 0 48 -44 0 963 1,050 221 -229 481 -8 506 -199
Percent of Open Interest Represented by Each Category of Trader
0.7 0.0 0.0 4.1 3.7 0.0 45.0 67.0 5.0 12.3 17.1 0.6 32.4 6.5
Number of Traders in Each Category Total Traders: 55
. 0 0 . . 0 16 17 6 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 28,696
Positions
691 9,577 0 13,527 1,692 461 9,109 12,936 936 904 1,226 1 3,067 1,867
Changes from: March 31, 2020 Total Change is: -276
-92 392 0 266 -35 48 44 -1,121 64 -394 182 -10 -202 204
Percent of Open Interest Represented by Each Category of Trader
2.4 33.4 0.0 47.1 5.9 1.6 31.7 45.1 3.3 3.2 4.3 0.0 10.7 6.5
Number of Traders in Each Category Total Traders: 61
. . 0 7 4 4 17 13 4 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 250,688
Positions
43,690 27,555 32,591 63,373 11,450 14,364 28,105 96,463 35,694 4,365 1,769 7,663 20,843 23,139
Changes from: March 31, 2020 Total Change is: 15,684
4,061 -3,985 3,771 8,588 -6,258 4,054 -8,595 10,655 6,662 -5,156 361 849 1,450 -425
Percent of Open Interest Represented by Each Category of Trader
17.4 11.0 13.0 25.3 4.6 5.7 11.2 38.5 14.2 1.7 0.7 3.1 8.3 9.2
Number of Traders in Each Category Total Traders: 142
10 18 22 19 8 15 24 44 44 5 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 16,381
Positions
4,092 1,756 314 5,642 6,849 1,071 4,606 6,375 0 448 0 0 208 16
Changes from: March 31, 2020 Total Change is: 247
0 -40 40 -229 -1,460 0 403 1,710 0 20 0 0 13 -3
Percent of Open Interest Represented by Each Category of Trader
25.0 10.7 1.9 34.4 41.8 6.5 28.1 38.9 0.0 2.7 0.0 0.0 1.3 0.1
Number of Traders in Each Category Total Traders: 34
. . . 6 6 . . 8 0 6 0 0
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Updated April 10, 2020