Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 119,300
Positions
28,962 6,620 1,877 31,053 30,786 3,908 9,892 39,311 6,146 12,360 2,034 359 24,743 28,259
Changes from: April 28, 2020 Total Change is: 1,640
-998 626 741 573 1,564 -344 2,109 1,181 384 -1,002 580 13 164 -3,105
Percent of Open Interest Represented by Each Category of Trader
24.3 5.5 1.6 26.0 25.8 3.3 8.3 33.0 5.2 10.4 1.7 0.3 20.7 23.7
Number of Traders in Each Category Total Traders: 97
10 4 5 13 15 10 17 24 11 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 36,257
Positions
4,050 12,502 77 4,801 4,768 319 15,807 5,185 11 696 487 0 10,496 12,908
Changes from: April 28, 2020 Total Change is: -69
998 1,020 0 52 -465 -40 485 -1,340 -1 0 37 0 -1,563 720
Percent of Open Interest Represented by Each Category of Trader
11.2 34.5 0.2 13.2 13.2 0.9 43.6 14.3 0.0 1.9 1.3 0.0 28.9 35.6
Number of Traders in Each Category Total Traders: 40
4 4 . 5 6 . 11 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 161,083
Positions
56,658 11,079 1,466 40,236 64,549 2,620 31,626 37,810 6,612 3,720 7,600 0 18,145 29,347
Changes from: April 28, 2020 Total Change is: -1,785
1,636 -4,566 -175 120 1,961 -672 -3,676 1,471 863 0 -861 0 119 194
Percent of Open Interest Represented by Each Category of Trader
35.2 6.9 0.9 25.0 40.1 1.6 19.6 23.5 4.1 2.3 4.7 0.0 11.3 18.2
Number of Traders in Each Category Total Traders: 99
8 6 6 8 27 6 15 28 12 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 152,042
Positions
12,326 72,132 1,567 57,388 15,652 9,116 33,055 31,856 602 11,765 517 0 26,223 20,600
Changes from: April 28, 2020 Total Change is: 8,207
582 9,998 -304 1,637 -3,085 3,471 2,575 -512 -243 441 46 0 48 -1,164
Percent of Open Interest Represented by Each Category of Trader
8.1 47.4 1.0 37.7 10.3 6.0 21.7 21.0 0.4 7.7 0.3 0.0 17.2 13.5
Number of Traders in Each Category Total Traders: 102
5 11 . 24 13 10 20 23 8 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 541,624
Positions
37,803 287,314 1,632 316,209 93,995 21,265 54,435 78,604 3,685 31,352 6,197 157 75,086 48,775
Changes from: April 28, 2020 Total Change is: -3,458
1,363 -7,960 -97 -5,002 2,340 -239 -693 3,971 654 5,113 740 -4,918 361 2,051
Percent of Open Interest Represented by Each Category of Trader
7.0 53.0 0.3 58.4 17.4 3.9 10.1 14.5 0.7 5.8 1.1 0.0 13.9 9.0
Number of Traders in Each Category Total Traders: 256
14 11 9 83 40 36 41 34 17 21 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 129,293
Positions
62,996 19,988 437 21,230 39,723 3,106 21,862 35,326 1,140 4,118 550 0 14,404 29,023
Changes from: April 28, 2020 Total Change is: 131
295 1,619 -17 693 686 -398 1,507 -1,467 -23 -16 -503 0 -1,910 234
Percent of Open Interest Represented by Each Category of Trader
48.7 15.5 0.3 16.4 30.7 2.4 16.9 27.3 0.9 3.2 0.4 0.0 11.1 22.4
Number of Traders in Each Category Total Traders: 77
5 8 . 6 17 6 16 20 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 24,904
Positions
228 18,297 0 10,811 596 41 12,432 2,788 75 329 1,534 0 988 1,573
Changes from: April 28, 2020 Total Change is: 1,130
0 -78 0 592 208 0 742 1,739 -4 -50 -287 0 -150 -448
Percent of Open Interest Represented by Each Category of Trader
0.9 73.5 0.0 43.4 2.4 0.2 49.9 11.2 0.3 1.3 6.2 0.0 4.0 6.3
Number of Traders in Each Category Total Traders: 34
. 4 0 4 . . 10 6 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 100,220
Positions
21,294 39,261 800 39,442 12,197 430 23,402 24,236 1,204 9,419 16,711 0 4,229 5,381
Changes from: April 28, 2020 Total Change is: -3,139
-4,965 1,101 0 569 -4,704 -246 -239 304 717 1,058 -393 0 -33 82
Percent of Open Interest Represented by Each Category of Trader
21.2 39.2 0.8 39.4 12.2 0.4 23.4 24.2 1.2 9.4 16.7 0.0 4.2 5.4
Number of Traders in Each Category Total Traders: 123
5 8 . 8 21 . 28 35 8 5 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 22,702
Positions
9,315 849 52 430 10,256 0 9,097 7,683 129 2,277 690 0 1,402 3,043
Changes from: April 28, 2020 Total Change is: -4,145
1,849 -191 -3,026 -450 -346 0 -1,377 1,218 -849 -79 -665 0 -213 -286
Percent of Open Interest Represented by Each Category of Trader
41.0 3.7 0.2 1.9 45.2 0.0 40.1 33.8 0.6 10.0 3.0 0.0 6.2 13.4
Number of Traders in Each Category Total Traders: 47
. . . . 10 0 8 17 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 44,372
Positions
21,622 4,433 0 1,406 11,746 1,425 16,275 19,506 241 1,812 938 6 1,585 6,077
Changes from: April 28, 2020 Total Change is: 3,105
1,456 -778 0 -325 706 223 1,959 2,955 -117 170 -373 0 -261 489
Percent of Open Interest Represented by Each Category of Trader
48.7 10.0 0.0 3.2 26.5 3.2 36.7 44.0 0.5 4.1 2.1 0.0 3.6 13.7
Number of Traders in Each Category Total Traders: 84
8 4 0 5 18 5 18 24 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 16,774
Positions
5,781 0 0 0 5,245 0 10,399 9,220 0 176 130 0 418 2,179
Changes from: April 28, 2020 Total Change is: 1,353
0 0 0 0 592 0 1,396 644 0 16 130 0 -59 -13
Percent of Open Interest Represented by Each Category of Trader
34.5 0.0 0.0 0.0 31.3 0.0 62.0 55.0 0.0 1.0 0.8 0.0 2.5 13.0
Number of Traders in Each Category Total Traders: 27
. 0 0 0 6 0 9 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 33,234
Positions
16,040 1,955 1,122 2,767 7,166 699 6,979 7,516 193 0 6,368 0 5,435 8,217
Changes from: April 28, 2020 Total Change is: -518
410 -135 -466 187 978 133 134 41 -1,189 -100 109 0 373 11
Percent of Open Interest Represented by Each Category of Trader
48.3 5.9 3.4 8.3 21.6 2.1 21.0 22.6 0.6 0.0 19.2 0.0 16.4 24.7
Number of Traders in Each Category Total Traders: 84
22 6 5 12 9 8 13 12 4 0 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 66,467
Positions
32,079 3,909 2,243 5,534 14,332 1,397 13,958 15,031 386 0 12,735 0 10,870 16,434
Changes from: April 28, 2020 Total Change is: -1,035
820 -270 -931 374 1,955 266 267 82 -2,377 -200 218 0 746 22
Percent of Open Interest Represented by Each Category of Trader
48.3 5.9 3.4 8.3 21.6 2.1 21.0 22.6 0.6 0.0 19.2 0.0 16.4 24.7
Number of Traders in Each Category Total Traders: 84
22 6 5 12 9 8 13 12 4 0 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 39,991
Positions
1,263 34,922 0 34,099 1,250 537 980 2,361 0 925 454 0 2,187 467
Changes from: April 28, 2020 Total Change is: -1,898
224 -2,123 0 254 0 -309 -1,636 383 0 0 0 0 -431 151
Percent of Open Interest Represented by Each Category of Trader
3.2 87.3 0.0 85.3 3.1 1.3 2.5 5.9 0.0 2.3 1.1 0.0 5.5 1.2
Number of Traders in Each Category Total Traders: 28
. 8 0 10 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 750,913
Positions
107,002 75,830 61,935 280,106 181,601 67,034 50,548 103,256 33,330 20,886 73,639 2,001 128,070 152,287
Changes from: April 28, 2020 Total Change is: -14,078
9,593 -18,218 2,119 -19,697 129 1,266 -342 124 -2,278 -772 2,108 92 -4,058 580
Percent of Open Interest Represented by Each Category of Trader
14.2 10.1 8.2 37.3 24.2 8.9 6.7 13.8 4.4 2.8 9.8 0.3 17.1 20.3
Number of Traders in Each Category Total Traders: 621
39 32 29 150 124 137 64 120 56 31 61 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 101,865
Positions
71,166 4,945 0 0 0 0 24,246 16,551 358 7 0 11 6,077 80,000
Changes from: April 28, 2020 Total Change is: 2,426
5,664 -46 0 0 0 0 -2,572 3,425 358 7 -3 -4 -1,027 -1,304
Percent of Open Interest Represented by Each Category of Trader
69.9 4.9 0.0 0.0 0.0 0.0 23.8 16.2 0.4 0.0 0.0 0.0 6.0 78.5
Number of Traders in Each Category Total Traders: 30
12 . 0 0 0 0 10 5 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 11,177
Positions
4,030 6,117 0 2,844 603 24 696 3,296 101 0 0 0 3,482 1,036
Changes from: April 28, 2020 Total Change is: 1,031
-1,599 2,778 0 239 -1,141 24 361 -319 30 0 0 0 1,976 -341
Percent of Open Interest Represented by Each Category of Trader
36.1 54.7 0.0 25.4 5.4 0.2 6.2 29.5 0.9 0.0 0.0 0.0 31.2 9.3
Number of Traders in Each Category Total Traders: 24
5 6 0 7 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,245,239
Positions
440,028 615,275 48,828 1,400,529 908,003 335,171 251,820 553,833 44,551 104,431 368,229 9,915 609,966 361,434
Changes from: April 28, 2020 Total Change is: -82,520
23,000 -87,506 7,239 -98,487 645 6,328 -1,305 -28,960 -723 -3,862 10,592 446 -15,156 9,419
Percent of Open Interest Represented by Each Category of Trader
13.6 19.0 1.5 43.2 28.0 10.3 7.8 17.1 1.4 3.2 11.3 0.3 18.8 11.1
Number of Traders in Each Category Total Traders: 620
37 34 24 150 124 137 62 121 53 31 61 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 71,780
Positions
18,286 698 218 38,042 53,547 4,308 2,351 5,828 817 0 2,169 1 7,757 4,194
Changes from: April 28, 2020 Total Change is: 52
1,665 -1,512 -1 -2,526 426 536 -450 -674 500 0 1,208 1 327 -432
Percent of Open Interest Represented by Each Category of Trader
25.5 1.0 0.3 53.0 74.6 6.0 3.3 8.1 1.1 0.0 3.0 0.0 10.8 5.8
Number of Traders in Each Category Total Traders: 77
11 . . 27 25 15 5 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 36,901
Positions
6,938 9,508 980 12,891 6,352 923 6,962 9,611 442 1,971 2,774 4 5,792 6,307
Changes from: April 28, 2020 Total Change is: 551
169 2,506 62 205 -1,073 -117 141 -747 -118 3 -111 0 206 149
Percent of Open Interest Represented by Each Category of Trader
18.8 25.8 2.7 34.9 17.2 2.5 18.9 26.0 1.2 5.3 7.5 0.0 15.7 17.1
Number of Traders in Each Category Total Traders: 248
19 26 6 64 34 33 36 45 14 15 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 184,505
Positions
34,688 47,540 4,899 64,453 31,762 4,615 34,810 48,055 2,210 9,854 13,872 18 28,958 31,534
Changes from: April 28, 2020 Total Change is: 2,754
846 12,531 308 1,025 -5,367 -585 703 -3,734 -589 15 -555 0 1,031 745
Percent of Open Interest Represented by Each Category of Trader
18.8 25.8 2.7 34.9 17.2 2.5 18.9 26.0 1.2 5.3 7.5 0.0 15.7 17.1
Number of Traders in Each Category Total Traders: 248
19 26 6 64 34 33 36 45 14 15 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 520,425
Positions
140,352 54,878 6,888 212,113 243,490 53,071 66,780 92,002 6,116 19,068 43,063 26 16,011 20,891
Changes from: April 28, 2020 Total Change is: -13,391
-3,260 -5,173 -1,845 -14,974 5,176 804 5,141 -13,698 1,103 -446 1,387 -27 113 -1,118
Percent of Open Interest Represented by Each Category of Trader
27.0 10.5 1.3 40.8 46.8 10.2 12.8 17.7 1.2 3.7 8.3 0.0 3.1 4.0
Number of Traders in Each Category Total Traders: 311
27 17 4 74 69 51 37 57 16 14 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 34,735
Positions
6,847 11,814 231 12,997 6,066 431 7,672 5,011 764 1,018 1,598 0 4,775 8,820
Changes from: April 28, 2020 Total Change is: 663
-46 -60 -125 -405 189 12 2,050 504 229 -119 1,109 0 -933 -1,195
Percent of Open Interest Represented by Each Category of Trader
19.7 34.0 0.7 37.4 17.5 1.2 22.1 14.4 2.2 2.9 4.6 0.0 13.7 25.4
Number of Traders in Each Category Total Traders: 70
5 13 . 15 7 8 13 11 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 503,934
Positions
41,367 298,594 783 398,725 119,496 36,462 17,524 40,781 1,352 879 1,746 0 6,842 4,720
Changes from: April 28, 2020 Total Change is: 1,041
5,277 -7,553 0 -3,651 8,880 1,361 -1,442 -1,563 447 -622 -15 0 -329 -516
Percent of Open Interest Represented by Each Category of Trader
8.2 59.3 0.2 79.1 23.7 7.2 3.5 8.1 0.3 0.2 0.3 0.0 1.4 0.9
Number of Traders in Each Category Total Traders: 179
15 13 4 68 50 41 13 14 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,209,149
Positions
65,642 541,075 14,645 833,335 345,685 135,587 91,019 54,902 6,896 35,825 83,444 6,053 20,147 20,862
Changes from: April 28, 2020 Total Change is: -14,323
-5,472 -14,473 6,598 -18,678 15,658 6,184 8,223 -24,697 32 -11,175 -7,442 294 -329 3,523
Percent of Open Interest Represented by Each Category of Trader
5.4 44.7 1.2 68.9 28.6 11.2 7.5 4.5 0.6 3.0 6.9 0.5 1.7 1.7
Number of Traders in Each Category Total Traders: 407
24 21 9 153 92 83 41 41 19 23 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 144,070
Positions
52,306 98,529 43,927 6,017 0 368 38,551 0 1,119 1,465 55 18 299 54
Changes from: April 28, 2020 Total Change is: -1,984
-1,135 -3,802 1,813 -1,537 0 0 -995 0 0 -135 0 0 5 5
Percent of Open Interest Represented by Each Category of Trader
36.3 68.4 30.5 4.2 0.0 0.3 26.8 0.0 0.8 1.0 0.0 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 59
9 19 16 6 0 . 19 0 . 5 . .
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Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 989,523
Positions
13,554 137,626 2,611 525,400 197,841 189,460 52,959 288,857 6,183 52,564 28,607 120 146,672 138,218
Changes from: April 28, 2020 Total Change is: 8,423
-260 -8,602 111 2,088 -13,657 6,621 -414 21,013 -396 -3,274 -1,577 15 3,932 4,895
Percent of Open Interest Represented by Each Category of Trader
1.4 13.9 0.3 53.1 20.0 19.1 5.4 29.2 0.6 5.3 2.9 0.0 14.8 14.0
Number of Traders in Each Category Total Traders: 176
7 17 4 58 31 49 16 34 17 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,049,059
Positions
25,072 168,129 445 585,283 129,808 134,991 109,937 511,795 13,485 47,506 3,915 0 132,340 86,491
Changes from: April 28, 2020 Total Change is: 15,861
1,646 3,011 445 11,673 16,471 -7,986 15,951 15,218 -2,276 -1,730 -553 0 -1,862 -8,469
Percent of Open Interest Represented by Each Category of Trader
2.4 16.0 0.0 55.8 12.4 12.9 10.5 48.8 1.3 4.5 0.4 0.0 12.6 8.2
Number of Traders in Each Category Total Traders: 138
. 20 . 64 16 49 5 23 12 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,406,883
Positions
63,867 223,026 25,344 1,012,600 571,836 289,474 524,200 1,000,028 81,528 232,130 115,349 3,512 174,228 96,786
Changes from: April 28, 2020 Total Change is: -95,697
-7,554 -23,869 7,676 -87,012 6,640 -6,975 -46,807 -120,392 42,877 -3,798 1,493 1,388 4,508 -4,535
Percent of Open Interest Represented by Each Category of Trader
2.7 9.3 1.1 42.1 23.8 12.0 21.8 41.5 3.4 9.6 4.8 0.1 7.2 4.0
Number of Traders in Each Category Total Traders: 323
15 26 10 110 33 71 52 51 32 18 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,385,230
Positions
229,693 151,484 27,171 1,400,963 907,877 590,551 463,170 1,071,389 112,342 128,834 144,083 22,974 409,532 357,359
Changes from: April 28, 2020 Total Change is: 100,315
43,382 -10,305 1,446 42,759 -17,429 5,475 8,467 114,950 9,918 -17,415 -13,585 1,460 4,823 8,385
Percent of Open Interest Represented by Each Category of Trader
6.8 4.5 0.8 41.4 26.8 17.4 13.7 31.6 3.3 3.8 4.3 0.7 12.1 10.6
Number of Traders in Each Category Total Traders: 364
23 23 18 99 73 98 53 65 52 14 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 870,705
Positions
96,196 25,374 3,799 285,064 269,763 126,857 187,629 218,953 14,567 50,954 22,823 270 105,369 188,299
Changes from: April 28, 2020 Total Change is: 26,048
-1,782 -3,697 -2,874 5,923 3,326 8,649 16,249 24,740 877 20 -3,680 0 -1,014 -1,293
Percent of Open Interest Represented by Each Category of Trader
11.0 2.9 0.4 32.7 31.0 14.6 21.5 25.1 1.7 5.9 2.6 0.0 12.1 21.6
Number of Traders in Each Category Total Traders: 113
6 4 4 29 37 39 19 11 9 4 . .
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Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,617,662
Positions
67,503 344,422 41,380 1,724,382 604,499 584,749 494,877 1,433,917 126,879 256,528 192,431 3,289 318,075 286,096
Changes from: April 28, 2020 Total Change is: 42,074
-447 -36,703 15,630 32,989 769 6,478 -14,474 46,924 12,605 2,422 -3,179 2,870 -15,999 -3,320
Percent of Open Interest Represented by Each Category of Trader
1.9 9.5 1.1 47.7 16.7 16.2 13.7 39.6 3.5 7.1 5.3 0.1 8.8 7.9
Number of Traders in Each Category Total Traders: 298
8 33 8 84 45 73 38 60 42 17 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,595,563
Positions
199,623 446,996 348,212 15,705 17,051 29,136 602,577 331,042 340,481 3,856 19,341 6,110 49,863 57,194
Changes from: April 28, 2020 Total Change is: -170,289
-74,672 -105,342 -28,136 -20,960 -1,719 -4,144 -94,021 -81,897 26,448 -2,572 -3,720 886 26,882 27,335
Percent of Open Interest Represented by Each Category of Trader
12.5 28.0 21.8 1.0 1.1 1.8 37.8 20.7 21.3 0.2 1.2 0.4 3.1 3.6
Number of Traders in Each Category Total Traders: 115
20 30 41 . 6 . 19 30 35 4 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,771,315
Positions
1,742,662 1,345,318 2,388,705 571,840 121,378 667,475 1,214,699 1,969,833 3,281,284 110,346 86,746 84,710 709,594 825,866
Changes from: April 28, 2020 Total Change is: 82,369
-260,995 -33,312 102,186 6,925 31,218 -51,656 114,787 -121,212 31,376 -8,708 2,876 -1,695 150,149 122,588
Percent of Open Interest Represented by Each Category of Trader
16.2 12.5 22.2 5.3 1.1 6.2 11.3 18.3 30.5 1.0 0.8 0.8 6.6 7.7
Number of Traders in Each Category Total Traders: 226
31 45 70 13 13 17 43 50 75 10 13 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 160,848
Positions
4,556 80,929 19,126 0 8,182 8,211 107,883 19,682 19,265 716 224 983 108 4,246
Changes from: April 28, 2020 Total Change is: 3,596
4,000 2,868 -1,399 0 0 0 62 1,329 955 20 -125 -78 36 46
Percent of Open Interest Represented by Each Category of Trader
2.8 50.3 11.9 0.0 5.1 5.1 67.1 12.2 12.0 0.4 0.1 0.6 0.1 2.6
Number of Traders in Each Category Total Traders: 53
. 15 8 0 . . 18 13 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 254,069
Positions
47,974 106,612 17,996 0 23,658 2,563 159,577 78,458 20,601 3,909 430 418 1,031 3,333
Changes from: April 28, 2020 Total Change is: -120,961
-16,410 -58,845 -4,500 0 -22,364 1,599 -91,231 -29,232 -7,361 -4,045 -105 -15 1,002 -138
Percent of Open Interest Represented by Each Category of Trader
18.9 42.0 7.1 0.0 9.3 1.0 62.8 30.9 8.1 1.5 0.2 0.2 0.4 1.3
Number of Traders in Each Category Total Traders: 88
6 30 10 0 5 . 18 26 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 7,784
Positions
48 160 0 316 0 1 3,312 4,269 557 1,330 2,302 149 2,071 346
Changes from: April 28, 2020 Total Change is: 1,673
-5 130 0 -8 -35 1 1,288 890 155 97 518 85 60 -71
Percent of Open Interest Represented by Each Category of Trader
0.6 2.1 0.0 4.1 0.0 0.0 42.5 54.8 7.2 17.1 29.6 1.9 26.6 4.4
Number of Traders in Each Category Total Traders: 66
. . 0 . 0 . 16 20 5 19 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 31,555
Positions
875 10,787 0 13,721 1,376 393 11,003 14,714 1,092 902 1,709 45 3,524 1,439
Changes from: April 28, 2020 Total Change is: -1,067
-180 835 0 -329 -516 -100 -1,287 -992 13 110 -183 1 705 -125
Percent of Open Interest Represented by Each Category of Trader
2.8 34.2 0.0 43.5 4.4 1.2 34.9 46.6 3.5 2.9 5.4 0.1 11.2 4.6
Number of Traders in Each Category Total Traders: 64
. . 0 8 4 . 22 11 4 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 220,455
Positions
54,623 31,495 21,523 57,249 10,810 17,344 13,504 82,344 23,231 6,751 1,881 6,363 19,867 25,464
Changes from: April 28, 2020 Total Change is: 9,789
4,275 1,822 -620 5,433 2,834 1,648 -3,638 2,914 2,877 1,048 130 -1,191 -43 -625
Percent of Open Interest Represented by Each Category of Trader
24.8 14.3 9.8 26.0 4.9 7.9 6.1 37.4 10.5 3.1 0.9 2.9 9.0 11.6
Number of Traders in Each Category Total Traders: 137
11 16 21 16 12 17 19 46 39 7 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 20,034
Positions
4,619 3,625 220 12,775 5,307 1,461 247 9,386 0 508 0 0 204 35
Changes from: April 28, 2020 Total Change is: 343
55 27 -50 1,434 -208 80 -1,183 494 0 0 0 0 7 0
Percent of Open Interest Represented by Each Category of Trader
23.1 18.1 1.1 63.8 26.5 7.3 1.2 46.9 0.0 2.5 0.0 0.0 1.0 0.2
Number of Traders in Each Category Total Traders: 36
4 . . 5 7 . . 8 0 8 0 0
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Updated May 08, 2020