Traders in Financial Futures - Futures Only Positions as of May 12, 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 120,453
Positions
30,560 6,748 1,005 31,807 29,612 3,996 9,887 41,021 5,738 12,046 1,635 359 25,055 30,339
Changes from: May 5, 2020 Total Change is: 1,153
1,598 128 -872 754 -1,174 88 -5 1,710 -408 -314 -399 0 312 2,080
Percent of Open Interest Represented by Each Category of Trader
25.4 5.6 0.8 26.4 24.6 3.3 8.2 34.1 4.8 10.0 1.4 0.3 20.8 25.2
Number of Traders in Each Category Total Traders: 93
9 4 4 13 14 11 12 28 11 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 40,469
Positions
4,505 15,676 62 5,315 6,302 325 15,358 5,562 13 3,852 487 0 11,039 12,042
Changes from: May 5, 2020 Total Change is: 4,212
455 3,174 -15 514 1,534 6 -449 377 2 3,156 0 0 543 -866
Percent of Open Interest Represented by Each Category of Trader
11.1 38.7 0.2 13.1 15.6 0.8 38.0 13.7 0.0 9.5 1.2 0.0 27.3 29.8
Number of Traders in Each Category Total Traders: 41
. 5 . 5 8 . 8 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 166,568
Positions
59,875 8,969 851 41,033 67,693 3,130 34,859 40,799 6,625 3,720 7,568 0 16,475 30,933
Changes from: May 5, 2020 Total Change is: 5,485
3,217 -2,110 -615 797 3,144 510 3,233 2,989 13 0 -32 0 -1,670 1,586
Percent of Open Interest Represented by Each Category of Trader
35.9 5.4 0.5 24.6 40.6 1.9 20.9 24.5 4.0 2.2 4.5 0.0 9.9 18.6
Number of Traders in Each Category Total Traders: 106
8 6 5 8 30 9 19 29 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 153,370
Positions
10,372 71,506 2,064 63,022 16,548 8,206 31,770 31,054 1,530 13,114 472 0 23,292 21,990
Changes from: May 5, 2020 Total Change is: 1,328
-1,954 -626 497 5,634 896 -910 -1,285 -802 928 1,349 -45 0 -2,931 1,390
Percent of Open Interest Represented by Each Category of Trader
6.8 46.6 1.3 41.1 10.8 5.4 20.7 20.2 1.0 8.6 0.3 0.0 15.2 14.3
Number of Traders in Each Category Total Traders: 107
5 11 . 24 13 8 18 28 8 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 547,329
Positions
44,682 287,340 1,530 317,583 98,656 23,182 51,313 78,126 2,687 31,657 9,430 204 74,491 46,174
Changes from: May 5, 2020 Total Change is: 5,705
6,879 26 -102 1,374 4,661 1,917 -3,122 -478 -998 305 3,233 47 -595 -2,601
Percent of Open Interest Represented by Each Category of Trader
8.2 52.5 0.3 58.0 18.0 4.2 9.4 14.3 0.5 5.8 1.7 0.0 13.6 8.4
Number of Traders in Each Category Total Traders: 268
14 11 9 87 41 38 44 35 18 21 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 129,264
Positions
62,344 19,326 528 19,504 38,450 2,988 22,806 36,976 1,006 5,156 520 0 14,932 29,470
Changes from: May 5, 2020 Total Change is: -29
-652 -662 91 -1,726 -1,273 -118 944 1,650 -134 1,038 -30 0 528 447
Percent of Open Interest Represented by Each Category of Trader
48.2 15.0 0.4 15.1 29.7 2.3 17.6 28.6 0.8 4.0 0.4 0.0 11.6 22.8
Number of Traders in Each Category Total Traders: 77
6 7 5 6 16 7 15 22 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 23,880
Positions
165 18,386 0 12,654 749 41 9,877 1,165 68 309 1,822 0 766 1,649
Changes from: May 5, 2020 Total Change is: -1,024
-63 89 0 1,843 153 0 -2,555 -1,623 -7 -20 288 0 -222 76
Percent of Open Interest Represented by Each Category of Trader
0.7 77.0 0.0 53.0 3.1 0.2 41.4 4.9 0.3 1.3 7.6 0.0 3.2 6.9
Number of Traders in Each Category Total Traders: 36
. 4 0 5 . . 11 5 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 101,098
Positions
27,124 35,061 813 36,844 12,047 1,159 25,387 25,874 2,932 2,140 17,918 0 4,699 5,294
Changes from: May 5, 2020 Total Change is: 878
5,830 -4,200 13 -2,598 -150 729 1,985 1,638 1,728 -7,279 1,207 0 470 -87
Percent of Open Interest Represented by Each Category of Trader
26.8 34.7 0.8 36.4 11.9 1.1 25.1 25.6 2.9 2.1 17.7 0.0 4.6 5.2
Number of Traders in Each Category Total Traders: 132
7 6 . 6 21 4 26 44 11 5 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 21,109
Positions
9,312 932 55 990 9,343 0 6,516 5,982 257 2,321 1,030 0 1,658 3,510
Changes from: May 5, 2020 Total Change is: -1,593
-3 83 3 560 -913 0 -2,581 -1,701 128 44 340 0 256 467
Percent of Open Interest Represented by Each Category of Trader
44.1 4.4 0.3 4.7 44.3 0.0 30.9 28.3 1.2 11.0 4.9 0.0 7.9 16.6
Number of Traders in Each Category Total Traders: 46
. . . . 8 0 7 15 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 45,368
Positions
22,187 4,381 0 1,424 11,312 1,348 16,275 20,926 215 1,772 1,109 6 2,141 6,071
Changes from: May 5, 2020 Total Change is: 996
565 -52 0 18 -434 -77 0 1,420 -26 -40 171 0 556 -6
Percent of Open Interest Represented by Each Category of Trader
48.9 9.7 0.0 3.1 24.9 3.0 35.9 46.1 0.5 3.9 2.4 0.0 4.7 13.4
Number of Traders in Each Category Total Traders: 85
8 4 0 6 16 6 20 23 4 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 17,607
Positions
5,781 0 0 168 5,286 0 10,970 10,337 0 344 130 0 344 1,854
Changes from: May 5, 2020 Total Change is: 833
0 0 0 168 41 0 571 1,117 0 168 0 0 -74 -325
Percent of Open Interest Represented by Each Category of Trader
32.8 0.0 0.0 1.0 30.0 0.0 62.3 58.7 0.0 2.0 0.7 0.0 2.0 10.5
Number of Traders in Each Category Total Traders: 29
. 0 0 . 6 0 8 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 34,803
Positions
15,919 2,681 1,581 3,723 6,631 766 6,573 8,583 341 350 5,991 0 5,551 8,230
Changes from: May 5, 2020 Total Change is: 1,569
-121 726 460 956 -536 68 -407 1,067 148 350 -377 0 116 13
Percent of Open Interest Represented by Each Category of Trader
45.7 7.7 4.5 10.7 19.1 2.2 18.9 24.7 1.0 1.0 17.2 0.0 15.9 23.6
Number of Traders in Each Category Total Traders: 93
21 8 6 16 9 9 13 16 6 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 69,605
Positions
31,837 5,361 3,162 7,446 13,261 1,532 13,145 17,165 682 700 11,982 0 11,101 16,460
Changes from: May 5, 2020 Total Change is: 3,138
-242 1,452 919 1,912 -1,071 135 -813 2,134 296 700 -753 0 231 26
Percent of Open Interest Represented by Each Category of Trader
45.7 7.7 4.5 10.7 19.1 2.2 18.9 24.7 1.0 1.0 17.2 0.0 15.9 23.6
Number of Traders in Each Category Total Traders: 93
21 8 6 16 9 9 13 16 6 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 39,467
Positions
1,338 34,344 0 33,414 1,250 461 1,030 2,088 0 925 454 0 2,299 870
Changes from: May 5, 2020 Total Change is: -524
75 -578 0 -685 0 -76 50 -273 0 0 0 0 112 403
Percent of Open Interest Represented by Each Category of Trader
3.4 87.0 0.0 84.7 3.2 1.2 2.6 5.3 0.0 2.3 1.2 0.0 5.8 2.2
Number of Traders in Each Category Total Traders: 29
. 9 0 11 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 753,246
Positions
104,755 72,804 63,105 282,871 178,613 65,448 49,388 104,721 32,999 18,719 73,955 2,211 133,749 159,390
Changes from: May 5, 2020 Total Change is: 2,334
-2,247 -3,026 1,170 2,765 -2,988 -1,586 -1,160 1,465 -331 -2,167 316 210 5,679 7,103
Percent of Open Interest Represented by Each Category of Trader
13.9 9.7 8.4 37.6 23.7 8.7 6.6 13.9 4.4 2.5 9.8 0.3 17.8 21.2
Number of Traders in Each Category Total Traders: 602
41 29 28 151 119 133 59 114 54 29 60 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 103,350
Positions
70,473 5,275 0 0 0 0 25,866 15,208 87 161 0 4 6,759 82,776
Changes from: May 5, 2020 Total Change is: 1,485
-693 330 0 0 0 0 1,620 -1,343 -271 154 0 -7 682 2,776
Percent of Open Interest Represented by Each Category of Trader
68.2 5.1 0.0 0.0 0.0 0.0 25.0 14.7 0.1 0.2 0.0 0.0 6.5 80.1
Number of Traders in Each Category Total Traders: 30
12 . 0 0 0 0 11 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 11,231
Positions
3,576 6,070 0 4,593 603 24 816 3,542 35 0 0 0 2,187 957
Changes from: May 5, 2020 Total Change is: 54
-454 -47 0 1,749 0 0 120 246 -66 0 0 0 -1,295 -79
Percent of Open Interest Represented by Each Category of Trader
31.8 54.0 0.0 40.9 5.4 0.2 7.3 31.5 0.3 0.0 0.0 0.0 19.5 8.5
Number of Traders in Each Category Total Traders: 25
4 6 0 8 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 3,249,482
Positions
427,354 593,592 59,580 1,414,353 893,063 327,242 232,814 562,765 49,360 93,595 370,578 10,232 634,952 383,070
Changes from: May 5, 2020 Total Change is: 4,243
-12,674 -21,683 10,752 13,824 -14,940 -7,929 -19,006 8,932 4,809 -10,836 2,349 317 24,986 21,636
Percent of Open Interest Represented by Each Category of Trader
13.2 18.3 1.8 43.5 27.5 10.1 7.2 17.3 1.5 2.9 11.4 0.3 19.5 11.8
Number of Traders in Each Category Total Traders: 602
40 30 23 151 119 133 56 117 52 29 60 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 12,860
Positions
696 11,828 158 5,205 0 0 848 470 3 0 0 0 5,950 401
Changes from: May 5, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.4 92.0 1.2 40.5 0.0 0.0 6.6 3.7 0.0 0.0 0.0 0.0 46.3 3.1
Number of Traders in Each Category Total Traders: 20
. 8 . 7 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 70,442
Positions
15,639 2,072 219 42,411 52,336 1,821 763 5,550 1,502 0 2,169 1 8,086 4,772
Changes from: May 5, 2020 Total Change is: -1,338
-2,647 1,374 1 4,369 -1,211 -2,487 -1,588 -278 685 0 0 0 329 578
Percent of Open Interest Represented by Each Category of Trader
22.2 2.9 0.3 60.2 74.3 2.6 1.1 7.9 2.1 0.0 3.1 0.0 11.5 6.8
Number of Traders in Each Category Total Traders: 76
11 . . 27 24 15 . 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 39,313
Positions
7,214 10,293 1,003 13,984 5,784 1,199 7,361 11,212 513 1,808 3,177 4 6,227 6,129
Changes from: May 5, 2020 Total Change is: 2,412
277 785 23 1,093 -569 276 399 1,601 71 -162 402 0 435 -178
Percent of Open Interest Represented by Each Category of Trader
18.4 26.2 2.6 35.6 14.7 3.0 18.7 28.5 1.3 4.6 8.1 0.0 15.8 15.6
Number of Traders in Each Category Total Traders: 265
21 26 7 70 35 34 40 46 18 14 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 196,564
Positions
36,072 51,464 5,015 69,920 28,919 5,995 36,804 56,060 2,564 9,042 15,883 18 31,134 30,646
Changes from: May 5, 2020 Total Change is: 12,059
1,384 3,924 116 5,467 -2,843 1,380 1,994 8,005 354 -812 2,011 0 2,176 -888
Percent of Open Interest Represented by Each Category of Trader
18.4 26.2 2.6 35.6 14.7 3.0 18.7 28.5 1.3 4.6 8.1 0.0 15.8 15.6
Number of Traders in Each Category Total Traders: 265
21 26 7 70 35 34 40 46 18 14 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 527,900
Positions
147,163 54,084 6,890 226,330 245,718 43,247 67,558 106,679 5,718 14,821 43,038 14 16,159 22,512
Changes from: May 5, 2020 Total Change is: 7,475
6,811 -794 2 14,217 2,228 -9,824 778 14,677 -398 -4,247 -25 -12 148 1,621
Percent of Open Interest Represented by Each Category of Trader
27.9 10.2 1.3 42.9 46.5 8.2 12.8 20.2 1.1 2.8 8.2 0.0 3.1 4.3
Number of Traders in Each Category Total Traders: 321
29 16 4 80 68 53 45 53 16 14 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 37,183
Positions
8,829 12,821 432 13,445 5,351 482 7,949 3,852 704 793 506 0 4,549 13,035
Changes from: May 5, 2020 Total Change is: 2,448
1,982 1,007 201 448 -715 51 277 -1,159 -60 -225 -1,092 0 -226 4,215
Percent of Open Interest Represented by Each Category of Trader
23.7 34.5 1.2 36.2 14.4 1.3 21.4 10.4 1.9 2.1 1.4 0.0 12.2 35.1
Number of Traders in Each Category Total Traders: 67
7 11 . 14 7 8 15 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 500,135
Positions
38,954 282,363 717 390,668 128,019 42,623 17,564 37,962 1,250 879 1,984 0 7,480 5,217
Changes from: May 5, 2020 Total Change is: -3,799
-2,413 -16,231 -66 -8,057 8,523 6,161 40 -2,819 -102 0 238 0 638 497
Percent of Open Interest Represented by Each Category of Trader
7.8 56.5 0.1 78.1 25.6 8.5 3.5 7.6 0.2 0.2 0.4 0.0 1.5 1.0
Number of Traders in Each Category Total Traders: 180
14 13 4 66 50 41 12 18 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 1,190,909
Positions
64,619 514,685 19,890 815,680 336,024 136,316 89,224 59,996 8,159 26,445 83,695 6,851 23,725 25,293
Changes from: May 5, 2020 Total Change is: -18,240
-1,023 -26,390 5,245 -17,655 -9,661 729 -1,795 5,094 1,263 -9,380 251 798 3,578 4,431
Percent of Open Interest Represented by Each Category of Trader
5.4 43.2 1.7 68.5 28.2 11.4 7.5 5.0 0.7 2.2 7.0 0.6 2.0 2.1
Number of Traders in Each Category Total Traders: 408
20 23 9 149 98 86 41 45 22 19 13 .
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Traders in Financial Futures - Futures Only Positions as of May 12, 2020
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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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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 145,024
Positions
53,144 99,668 43,716 6,063 0 368 38,770 0 1,128 1,518 55 48 269 41
Changes from: May 5, 2020 Total Change is: 954
838 1,139 -211 46 0 0 219 0 9 53 0 30 -30 -13
Percent of Open Interest Represented by Each Category of Trader
36.6 68.7 30.1 4.2 0.0 0.3 26.7 0.0 0.8 1.0 0.0 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 63
9 19 16 7 0 . 21 0 . 6 . .
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Traders in Financial Futures - Futures Only Positions as of May 12, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,009,339
Positions
8,069 146,435 3,582 530,788 192,761 188,405 56,938 310,459 10,932 61,987 24,746 95 148,543 131,924
Changes from: May 5, 2020 Total Change is: 19,816
-5,485 8,809 971 5,388 -5,080 -1,055 3,979 21,602 4,749 9,423 -3,861 -25 1,871 -6,294
Percent of Open Interest Represented by Each Category of Trader
0.8 14.5 0.4 52.6 19.1 18.7 5.6 30.8 1.1 6.1 2.5 0.0 14.7 13.1
Number of Traders in Each Category Total Traders: 179
6 17 5 59 30 49 21 34 25 8 4 .
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Traders in Financial Futures - Futures Only Positions as of May 12, 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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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,088,841
Positions
22,447 175,766 4,698 590,229 139,626 133,542 101,614 495,651 37,660 53,578 6,705 0 145,073 95,193
Changes from: May 5, 2020 Total Change is: 39,782
-2,625 7,637 4,253 4,946 9,818 -1,449 -8,323 -16,144 24,175 6,072 2,790 0 12,733 8,702
Percent of Open Interest Represented by Each Category of Trader
2.1 16.1 0.4 54.2 12.8 12.3 9.3 45.5 3.5 4.9 0.6 0.0 13.3 8.7
Number of Traders in Each Category Total Traders: 133
. 17 4 58 18 47 5 24 15 7 . 0
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Traders in Financial Futures - Futures Only Positions as of May 12, 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 2,424,126
Positions
65,076 196,520 35,619 997,911 570,349 287,843 523,276 1,021,437 110,955 223,078 106,905 2,061 178,307 92,437
Changes from: May 5, 2020 Total Change is: 17,243
1,209 -26,506 10,275 -14,689 -1,487 -1,631 -924 21,409 29,427 -9,052 -8,444 -1,451 4,079 -4,349
Percent of Open Interest Represented by Each Category of Trader
2.7 8.1 1.5 41.2 23.5 11.9 21.6 42.1 4.6 9.2 4.4 0.1 7.4 3.8
Number of Traders in Each Category Total Traders: 321
16 24 8 111 34 72 52 54 37 16 14 .
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Traders in Financial Futures - Futures Only Positions as of May 12, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,422,881
Positions
213,239 143,762 26,774 1,426,175 887,296 602,495 447,296 1,092,292 143,170 127,429 145,009 25,037 411,266 357,046
Changes from: May 5, 2020 Total Change is: 37,651
-16,454 -7,722 -397 25,212 -20,581 11,944 -15,874 20,903 30,828 -1,405 926 2,063 1,734 -313
Percent of Open Interest Represented by Each Category of Trader
6.2 4.2 0.8 41.7 25.9 17.6 13.1 31.9 4.2 3.7 4.2 0.7 12.0 10.4
Number of Traders in Each Category Total Traders: 363
26 22 15 101 71 98 48 67 57 14 14 4
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Traders in Financial Futures - Futures Only Positions as of May 12, 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 908,486
Positions
96,412 26,777 11,150 289,761 313,151 130,010 216,211 217,896 15,425 52,085 22,738 314 97,118 171,025
Changes from: May 5, 2020 Total Change is: 37,781
216 1,403 7,351 4,697 43,388 3,153 28,582 -1,057 858 1,131 -85 44 -8,251 -17,274
Percent of Open Interest Represented by Each Category of Trader
10.6 2.9 1.2 31.9 34.5 14.3 23.8 24.0 1.7 5.7 2.5 0.0 10.7 18.8
Number of Traders in Each Category Total Traders: 119
6 6 5 31 40 42 18 11 11 4 . .
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Traders in Financial Futures - Futures Only Positions as of May 12, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,631,664
Positions
60,413 287,309 51,520 1,710,018 617,107 604,394 434,391 1,371,791 204,677 251,035 198,327 3,722 311,494 292,817
Changes from: May 5, 2020 Total Change is: 14,002
-7,090 -57,113 10,140 -14,364 12,608 19,645 -60,486 -62,126 77,798 -5,493 5,896 433 -6,581 6,721
Percent of Open Interest Represented by Each Category of Trader
1.7 7.9 1.4 47.1 17.0 16.6 12.0 37.8 5.6 6.9 5.5 0.1 8.6 8.1
Number of Traders in Each Category Total Traders: 301
9 31 13 85 46 75 40 58 42 17 15 5
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Traders in Financial Futures - Futures Only Positions as of May 12, 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 1,769,692
Positions
193,294 465,581 395,576 12,724 18,145 46,792 677,780 379,242 411,109 2,788 17,670 3,865 25,764 31,712
Changes from: May 5, 2020 Total Change is: 174,129
-6,329 18,585 47,364 -2,981 1,094 17,656 75,203 48,200 70,628 -1,068 -1,671 -2,245 -24,099 -25,482
Percent of Open Interest Represented by Each Category of Trader
10.9 26.3 22.4 0.7 1.0 2.6 38.3 21.4 23.2 0.2 1.0 0.2 1.5 1.8
Number of Traders in Each Category Total Traders: 122
23 30 44 . 4 4 24 31 38 . . .
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Traders in Financial Futures - Futures Only Positions as of May 12, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,752,085
Positions
1,689,418 1,439,733 2,372,467 580,900 189,375 652,797 1,371,968 1,992,817 3,223,116 138,051 88,770 72,930 650,438 720,080
Changes from: May 5, 2020 Total Change is: -19,230
-53,244 94,415 -16,238 9,060 67,997 -14,678 157,269 22,984 -58,168 27,705 2,024 -11,780 -59,156 -105,786
Percent of Open Interest Represented by Each Category of Trader
15.7 13.4 22.1 5.4 1.8 6.1 12.8 18.5 30.0 1.3 0.8 0.7 6.0 6.7
Number of Traders in Each Category Total Traders: 229
28 48 71 16 14 18 45 45 75 12 12 17
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Traders in Financial Futures - Futures Only Positions as of May 12, 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 168,623
Positions
5,239 82,435 20,937 0 8,182 8,211 110,720 21,812 21,752 440 301 1,144 180 3,849
Changes from: May 5, 2020 Total Change is: 7,775
683 1,506 1,811 0 0 0 2,837 2,130 2,487 -276 77 161 72 -397
Percent of Open Interest Represented by Each Category of Trader
3.1 48.9 12.4 0.0 4.9 4.9 65.7 12.9 12.9 0.3 0.2 0.7 0.1 2.3
Number of Traders in Each Category Total Traders: 55
. 16 7 0 . . 16 14 20 . . .
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Traders in Financial Futures - Futures Only Positions as of May 12, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 262,829
Positions
31,863 112,856 20,178 0 22,881 1,323 180,186 77,926 23,625 4,929 46 635 90 3,359
Changes from: May 5, 2020 Total Change is: 8,760
-16,111 6,244 2,182 0 -777 -1,240 20,609 -532 3,024 1,020 -384 217 -941 26
Percent of Open Interest Represented by Each Category of Trader
12.1 42.9 7.7 0.0 8.7 0.5 68.6 29.6 9.0 1.9 0.0 0.2 0.0 1.3
Number of Traders in Each Category Total Traders: 87
5 31 13 0 5 . 19 23 26 . . .
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Traders in Financial Futures - Futures Only Positions as of May 12, 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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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 43,149
Positions
9,297 105 16,492 0 0 0 0 12,136 12,229 4,885 1,931 246 0 10
Changes from: May 5, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
21.5 0.2 38.2 0.0 0.0 0.0 0.0 28.1 28.3 11.3 4.5 0.6 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . 0 0 0 0 8 . 6 . .
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Traders in Financial Futures - Futures Only Positions as of May 12, 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 9,939
Positions
43 300 0 282 113 1 4,923 6,477 627 1,389 2,047 29 2,645 345
Changes from: May 5, 2020 Total Change is: 2,155
-5 140 0 -34 113 0 1,611 2,208 70 59 -255 -120 574 -1
Percent of Open Interest Represented by Each Category of Trader
0.4 3.0 0.0 2.8 1.1 0.0 49.5 65.2 6.3 14.0 20.6 0.3 26.6 3.5
Number of Traders in Each Category Total Traders: 71
. . 0 . . . 20 22 8 20 4 .
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Traders in Financial Futures - Futures Only Positions as of May 12, 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 31,123
Positions
865 11,268 0 12,553 1,325 392 11,754 13,757 1,249 776 1,539 69 3,465 1,524
Changes from: May 5, 2020 Total Change is: -432
-10 481 0 -1,168 -51 -1 751 -957 157 -126 -170 24 -59 85
Percent of Open Interest Represented by Each Category of Trader
2.8 36.2 0.0 40.3 4.3 1.3 37.8 44.2 4.0 2.5 4.9 0.2 11.1 4.9
Number of Traders in Each Category Total Traders: 66
. . 0 11 . . 23 12 6 8 6 .
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Traders in Financial Futures - Futures Only Positions as of May 12, 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 230,744
Positions
60,261 30,814 21,906 53,807 23,958 16,675 16,047 75,350 30,320 7,113 2,559 6,322 18,293 22,840
Changes from: May 5, 2020 Total Change is: 10,289
5,638 -681 383 -3,442 13,148 -669 2,543 -6,994 7,089 362 678 -41 -1,574 -2,624
Percent of Open Interest Represented by Each Category of Trader
26.1 13.4 9.5 23.3 10.4 7.2 7.0 32.7 13.1 3.1 1.1 2.7 7.9 9.9
Number of Traders in Each Category Total Traders: 146
13 15 21 15 18 18 21 44 46 7 7 8
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Traders in Financial Futures - Futures Only Positions as of May 12, 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 19,870
Positions
4,619 3,585 260 12,808 5,501 1,266 266 9,204 0 443 0 0 208 54
Changes from: May 5, 2020 Total Change is: -164
0 -40 40 33 194 -195 19 -182 0 -65 0 0 4 19
Percent of Open Interest Represented by Each Category of Trader
23.2 18.0 1.3 64.5 27.7 6.4 1.3 46.3 0.0 2.2 0.0 0.0 1.0 0.3
Number of Traders in Each Category Total Traders: 35
4 . . 5 7 . . 8 0 7 0 0
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Updated May 15, 2020