Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 130,099
Positions
30,780 8,461 1,987 32,630 29,248 4,020 16,174 50,218 4,975 11,821 1,610 357 27,355 29,223
Changes from: May 12, 2020 Total Change is: 9,646
220 1,713 982 823 -364 24 6,287 9,197 -763 -225 -25 -2 2,300 -1,116
Percent of Open Interest Represented by Each Category of Trader
23.7 6.5 1.5 25.1 22.5 3.1 12.4 38.6 3.8 9.1 1.2 0.3 21.0 22.5
Number of Traders in Each Category Total Traders: 103
9 5 5 13 15 10 19 29 11 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 38,746
Positions
3,831 14,196 78 6,760 5,441 327 16,397 4,944 30 696 487 0 10,627 13,243
Changes from: May 12, 2020 Total Change is: -1,723
-674 -1,480 16 1,445 -861 2 1,039 -618 17 -3,156 0 0 -412 1,201
Percent of Open Interest Represented by Each Category of Trader
9.9 36.6 0.2 17.4 14.0 0.8 42.3 12.8 0.1 1.8 1.3 0.0 27.4 34.2
Number of Traders in Each Category Total Traders: 38
4 4 . 6 6 . 8 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 179,734
Positions
67,031 9,324 676 42,780 75,502 3,069 38,837 45,664 5,895 3,720 7,568 0 17,726 32,036
Changes from: May 12, 2020 Total Change is: 13,166
7,156 355 -175 1,747 7,809 -61 3,978 4,865 -730 0 0 0 1,251 1,103
Percent of Open Interest Represented by Each Category of Trader
37.3 5.2 0.4 23.8 42.0 1.7 21.6 25.4 3.3 2.1 4.2 0.0 9.9 17.8
Number of Traders in Each Category Total Traders: 105
9 6 5 9 31 9 19 25 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 147,975
Positions
9,228 69,740 2,385 58,117 17,148 7,885 32,609 25,502 1,553 12,669 472 0 23,529 23,290
Changes from: May 12, 2020 Total Change is: -5,395
-1,144 -1,766 321 -4,905 600 -321 839 -5,552 23 -445 0 0 237 1,300
Percent of Open Interest Represented by Each Category of Trader
6.2 47.1 1.6 39.3 11.6 5.3 22.0 17.2 1.0 8.6 0.3 0.0 15.9 15.7
Number of Traders in Each Category Total Traders: 106
4 11 . 22 14 9 19 28 5 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 547,206
Positions
42,690 281,244 1,049 318,462 105,510 23,395 48,455 79,962 3,106 32,590 5,513 196 77,263 47,231
Changes from: May 12, 2020 Total Change is: -123
-1,992 -6,096 -481 879 6,854 213 -2,858 1,836 419 933 -3,917 -8 2,772 1,057
Percent of Open Interest Represented by Each Category of Trader
7.8 51.4 0.2 58.2 19.3 4.3 8.9 14.6 0.6 6.0 1.0 0.0 14.1 8.6
Number of Traders in Each Category Total Traders: 263
14 11 8 87 40 38 43 33 20 23 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 132,797
Positions
62,779 20,930 511 20,398 42,925 3,178 24,620 36,872 446 5,153 535 0 15,712 27,400
Changes from: May 12, 2020 Total Change is: 3,533
435 1,604 -17 894 4,475 190 1,814 -104 -560 -3 15 0 780 -2,070
Percent of Open Interest Represented by Each Category of Trader
47.3 15.8 0.4 15.4 32.3 2.4 18.5 27.8 0.3 3.9 0.4 0.0 11.8 20.6
Number of Traders in Each Category Total Traders: 81
6 8 5 8 16 8 14 24 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 23,711
Positions
0 18,445 0 13,134 637 41 8,974 1,178 57 138 1,754 0 1,367 1,599
Changes from: May 12, 2020 Total Change is: -169
-165 59 0 480 -112 0 -903 13 -11 -171 -68 0 601 -50
Percent of Open Interest Represented by Each Category of Trader
0.0 77.8 0.0 55.4 2.7 0.2 37.8 5.0 0.2 0.6 7.4 0.0 5.8 6.7
Number of Traders in Each Category Total Traders: 34
0 4 0 5 . . 12 4 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 103,425
Positions
25,384 35,259 800 41,009 13,248 1,158 25,615 27,570 1,810 2,429 17,388 0 5,220 6,192
Changes from: May 12, 2020 Total Change is: 2,327
-1,740 198 -13 4,165 1,201 -1 228 1,696 -1,122 289 -530 0 521 898
Percent of Open Interest Represented by Each Category of Trader
24.5 34.1 0.8 39.7 12.8 1.1 24.8 26.7 1.8 2.3 16.8 0.0 5.0 6.0
Number of Traders in Each Category Total Traders: 130
6 7 . 8 21 4 27 38 9 7 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 24,751
Positions
9,268 712 99 540 13,457 0 10,833 5,879 220 2,049 750 0 1,742 3,634
Changes from: May 12, 2020 Total Change is: 3,642
-44 -220 44 -450 4,114 0 4,317 -103 -37 -272 -280 0 84 124
Percent of Open Interest Represented by Each Category of Trader
37.4 2.9 0.4 2.2 54.4 0.0 43.8 23.8 0.9 8.3 3.0 0.0 7.0 14.7
Number of Traders in Each Category Total Traders: 44
. . . . 9 0 8 14 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 44,143
Positions
21,884 4,262 1 1,642 12,324 1,383 14,881 18,691 233 1,802 1,072 6 2,311 6,171
Changes from: May 12, 2020 Total Change is: -1,225
-303 -119 1 218 1,012 35 -1,394 -2,235 18 30 -37 0 170 100
Percent of Open Interest Represented by Each Category of Trader
49.6 9.7 0.0 3.7 27.9 3.1 33.7 42.3 0.5 4.1 2.4 0.0 5.2 14.0
Number of Traders in Each Category Total Traders: 83
8 4 . 7 19 6 20 17 7 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 17,185
Positions
5,781 0 0 0 5,738 0 10,594 9,477 0 346 222 0 464 1,748
Changes from: May 12, 2020 Total Change is: -422
0 0 0 -168 452 0 -376 -860 0 2 92 0 120 -106
Percent of Open Interest Represented by Each Category of Trader
33.6 0.0 0.0 0.0 33.4 0.0 61.6 55.1 0.0 2.0 1.3 0.0 2.7 10.2
Number of Traders in Each Category Total Traders: 25
. 0 0 0 6 0 7 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 36,842
Positions
17,195 3,889 1,283 4,339 6,506 1,047 6,791 8,697 227 200 5,924 0 5,762 9,271
Changes from: May 12, 2020 Total Change is: 2,039
1,277 1,208 -299 616 -125 281 218 114 -114 -150 -67 0 211 1,041
Percent of Open Interest Represented by Each Category of Trader
46.7 10.6 3.5 11.8 17.7 2.8 18.4 23.6 0.6 0.5 16.1 0.0 15.6 25.2
Number of Traders in Each Category Total Traders: 86
20 8 6 16 9 9 13 12 5 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 73,683
Positions
34,390 7,777 2,565 8,677 13,011 2,093 13,581 17,393 454 400 11,848 0 11,523 18,542
Changes from: May 12, 2020 Total Change is: 4,078
2,553 2,416 -597 1,231 -250 561 436 228 -228 -300 -134 0 422 2,082
Percent of Open Interest Represented by Each Category of Trader
46.7 10.6 3.5 11.8 17.7 2.8 18.4 23.6 0.6 0.5 16.1 0.0 15.6 25.2
Number of Traders in Each Category Total Traders: 86
20 8 6 16 9 9 13 12 5 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 62,360
Positions
32,226 31,580 0 22,124 23,616 3,674 1,080 2,176 0 925 454 0 2,331 860
Changes from: May 12, 2020 Total Change is: 22,893
30,888 -2,764 0 -11,290 22,366 3,213 50 88 0 0 0 0 32 -10
Percent of Open Interest Represented by Each Category of Trader
51.7 50.6 0.0 35.5 37.9 5.9 1.7 3.5 0.0 1.5 0.7 0.0 3.7 1.4
Number of Traders in Each Category Total Traders: 28
5 6 0 10 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 748,020
Positions
112,114 71,011 63,831 274,939 178,783 62,680 45,888 108,373 35,283 17,813 71,784 2,026 133,447 154,251
Changes from: May 12, 2020 Total Change is: -5,226
7,359 -1,794 726 -7,931 171 -2,769 -3,500 3,652 2,283 -906 -2,170 -186 -302 -5,139
Percent of Open Interest Represented by Each Category of Trader
15.0 9.5 8.5 36.8 23.9 8.4 6.1 14.5 4.7 2.4 9.6 0.3 17.8 20.6
Number of Traders in Each Category Total Traders: 617
41 30 31 155 123 130 59 119 59 29 61 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 105,290
Positions
70,412 5,225 0 0 0 0 26,386 16,783 511 211 0 2 7,768 82,769
Changes from: May 12, 2020 Total Change is: 1,940
-61 -50 0 0 0 0 520 1,575 424 50 0 -2 1,009 -7
Percent of Open Interest Represented by Each Category of Trader
66.9 5.0 0.0 0.0 0.0 0.0 25.1 15.9 0.5 0.2 0.0 0.0 7.4 78.6
Number of Traders in Each Category Total Traders: 27
10 . 0 0 0 0 9 5 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 11,497
Positions
3,576 5,838 3 5,138 618 0 834 3,307 16 0 0 0 1,930 1,715
Changes from: May 12, 2020 Total Change is: 266
0 -232 3 545 15 -24 18 -235 -19 0 0 0 -257 758
Percent of Open Interest Represented by Each Category of Trader
31.1 50.8 0.0 44.7 5.4 0.0 7.3 28.8 0.1 0.0 0.0 0.0 16.8 14.9
Number of Traders in Each Category Total Traders: 25
4 6 . 9 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,213,651
Positions
463,955 584,375 63,707 1,374,697 893,916 313,398 229,026 589,463 42,343 89,067 359,976 9,063 628,395 357,410
Changes from: May 12, 2020 Total Change is: -35,831
36,601 -9,217 4,127 -39,656 853 -13,844 -3,788 26,698 -7,017 -4,528 -10,602 -1,169 -6,557 -25,660
Percent of Open Interest Represented by Each Category of Trader
14.4 18.2 2.0 42.8 27.8 9.8 7.1 18.3 1.3 2.8 11.2 0.3 19.6 11.1
Number of Traders in Each Category Total Traders: 617
40 31 26 155 123 130 59 119 57 29 61 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,733
Positions
962 12,766 135 5,671 0 0 900 446 5 0 0 0 6,060 381
Changes from: May 12, 2020 Total Change is: 873
266 938 -23 466 0 0 52 -24 2 0 0 0 110 -20
Percent of Open Interest Represented by Each Category of Trader
7.0 93.0 1.0 41.3 0.0 0.0 6.6 3.2 0.0 0.0 0.0 0.0 44.1 2.8
Number of Traders in Each Category Total Traders: 22
. 8 . 8 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 70,161
Positions
15,777 2,411 214 41,712 52,367 2,400 1,537 5,113 816 0 2,392 1 7,704 4,447
Changes from: May 12, 2020 Total Change is: -281
138 339 -5 -699 31 579 774 -437 -686 0 223 0 -382 -325
Percent of Open Interest Represented by Each Category of Trader
22.5 3.4 0.3 59.5 74.6 3.4 2.2 7.3 1.2 0.0 3.4 0.0 11.0 6.3
Number of Traders in Each Category Total Traders: 81
12 . . 28 25 15 5 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 39,633
Positions
8,054 8,128 1,086 12,776 6,185 1,231 7,853 13,181 745 1,643 3,260 4 6,241 5,813
Changes from: May 12, 2020 Total Change is: 320
840 -2,165 83 -1,208 402 32 492 1,969 232 -165 84 0 14 -316
Percent of Open Interest Represented by Each Category of Trader
20.3 20.5 2.7 32.2 15.6 3.1 19.8 33.3 1.9 4.1 8.2 0.0 15.7 14.7
Number of Traders in Each Category Total Traders: 261
21 26 7 66 36 33 37 48 18 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 198,166
Positions
40,272 40,640 5,431 63,880 30,927 6,154 39,266 65,905 3,725 8,216 16,301 18 31,204 29,065
Changes from: May 12, 2020 Total Change is: 1,602
4,200 -10,824 416 -6,040 2,008 159 2,462 9,845 1,161 -826 418 0 70 -1,581
Percent of Open Interest Represented by Each Category of Trader
20.3 20.5 2.7 32.2 15.6 3.1 19.8 33.3 1.9 4.1 8.2 0.0 15.7 14.7
Number of Traders in Each Category Total Traders: 261
21 26 7 66 36 33 37 48 18 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 552,883
Positions
137,728 40,301 9,004 240,293 260,303 46,457 83,254 122,387 6,492 12,083 45,360 14 17,558 22,565
Changes from: May 12, 2020 Total Change is: 24,983
-9,435 -13,783 2,114 13,963 14,585 3,210 15,696 15,708 774 -2,738 2,322 0 1,399 53
Percent of Open Interest Represented by Each Category of Trader
24.9 7.3 1.6 43.5 47.1 8.4 15.1 22.1 1.2 2.2 8.2 0.0 3.2 4.1
Number of Traders in Each Category Total Traders: 331
30 15 7 83 68 55 39 62 16 12 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 40,276
Positions
9,390 13,391 560 13,768 4,313 516 8,225 4,167 508 1,378 499 0 5,931 16,322
Changes from: May 12, 2020 Total Change is: 3,093
561 570 128 323 -1,038 34 276 315 -196 585 -7 0 1,382 3,287
Percent of Open Interest Represented by Each Category of Trader
23.3 33.2 1.4 34.2 10.7 1.3 20.4 10.3 1.3 3.4 1.2 0.0 14.7 40.5
Number of Traders in Each Category Total Traders: 68
5 13 . 14 7 8 14 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 483,284
Positions
38,238 271,641 676 370,689 133,912 42,033 21,354 25,664 1,246 879 2,528 0 8,169 5,584
Changes from: May 12, 2020 Total Change is: -16,851
-716 -10,722 -41 -19,979 5,893 -590 3,790 -12,298 -4 0 544 0 689 367
Percent of Open Interest Represented by Each Category of Trader
7.9 56.2 0.1 76.7 27.7 8.7 4.4 5.3 0.3 0.2 0.5 0.0 1.7 1.2
Number of Traders in Each Category Total Traders: 180
14 13 4 64 51 41 15 14 4 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 1,194,962
Positions
65,471 544,396 6,137 839,769 313,090 136,542 84,644 71,374 7,889 24,303 84,581 6,761 23,446 24,192
Changes from: May 12, 2020 Total Change is: 4,053
852 29,711 -13,753 24,089 -22,934 226 -4,580 11,378 -270 -2,142 886 -90 -279 -1,101
Percent of Open Interest Represented by Each Category of Trader
5.5 45.6 0.5 70.3 26.2 11.4 7.1 6.0 0.7 2.0 7.1 0.6 2.0 2.0
Number of Traders in Each Category Total Traders: 406
20 26 9 149 94 83 37 48 21 18 13 .
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Traders in Financial Futures - Futures Only Positions as of May 19, 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 146,422
Positions
53,294 100,486 43,902 6,063 0 368 39,334 100 1,363 1,758 65 98 242 40
Changes from: May 12, 2020 Total Change is: 1,398
150 818 186 0 0 0 564 100 235 240 10 50 -27 -1
Percent of Open Interest Represented by Each Category of Trader
36.4 68.6 30.0 4.1 0.0 0.3 26.9 0.1 0.9 1.2 0.0 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 67
9 19 16 7 0 . 22 . . 8 . .
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Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,032,090
Positions
13,198 138,435 2,331 534,448 210,177 186,009 61,389 311,898 25,510 67,128 24,385 95 141,982 133,250
Changes from: May 12, 2020 Total Change is: 22,751
5,129 -8,000 -1,251 3,660 17,416 -2,396 4,451 1,439 14,578 5,141 -361 0 -6,561 1,326
Percent of Open Interest Represented by Each Category of Trader
1.3 13.4 0.2 51.8 20.4 18.0 5.9 30.2 2.5 6.5 2.4 0.0 13.8 12.9
Number of Traders in Each Category Total Traders: 181
10 14 5 60 31 49 19 35 27 8 4 .
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Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 1,131,867
Positions
21,506 175,326 2,415 591,947 133,464 146,434 100,867 497,456 61,341 56,847 8,511 0 150,510 106,920
Changes from: May 12, 2020 Total Change is: 43,026
-941 -440 -2,283 1,718 -6,162 12,892 -747 1,805 23,681 3,269 1,806 0 5,437 11,727
Percent of Open Interest Represented by Each Category of Trader
1.9 15.5 0.2 52.3 11.8 12.9 8.9 44.0 5.4 5.0 0.8 0.0 13.3 9.4
Number of Traders in Each Category Total Traders: 132
. 16 5 61 16 49 6 23 17 6 . 0
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Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 2,423,438
Positions
46,320 193,985 53,703 992,101 538,231 270,127 549,994 965,624 113,877 221,141 186,773 4,547 171,628 96,571
Changes from: May 12, 2020 Total Change is: -688
-18,756 -2,535 18,084 -5,810 -32,118 -17,716 26,718 -55,813 2,922 -1,937 79,868 2,486 -6,679 4,134
Percent of Open Interest Represented by Each Category of Trader
1.9 8.0 2.2 40.9 22.2 11.1 22.7 39.8 4.7 9.1 7.7 0.2 7.1 4.0
Number of Traders in Each Category Total Traders: 324
12 26 11 112 33 76 51 55 40 19 16 5
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Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 3,495,960
Positions
170,856 163,740 56,278 1,462,254 815,928 611,092 468,390 1,146,103 152,814 127,145 142,634 43,014 404,117 364,357
Changes from: May 12, 2020 Total Change is: 73,079
-42,383 19,978 29,504 36,079 -71,368 8,597 21,094 53,811 9,644 -284 -2,375 17,977 -7,149 7,311
Percent of Open Interest Represented by Each Category of Trader
4.9 4.7 1.6 41.8 23.3 17.5 13.4 32.8 4.4 3.6 4.1 1.2 11.6 10.4
Number of Traders in Each Category Total Traders: 372
24 26 20 104 69 101 47 71 56 16 15 7
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Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 956,045
Positions
100,460 33,928 13,069 299,019 332,649 119,673 241,086 231,186 30,465 51,303 22,335 339 100,631 172,401
Changes from: May 12, 2020 Total Change is: 47,559
4,048 7,151 1,919 9,258 19,498 -10,337 24,875 13,290 15,040 -782 -403 25 3,513 1,376
Percent of Open Interest Represented by Each Category of Trader
10.5 3.5 1.4 31.3 34.8 12.5 25.2 24.2 3.2 5.4 2.3 0.0 10.5 18.0
Number of Traders in Each Category Total Traders: 119
7 6 7 29 42 40 16 12 14 4 . .
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Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 3,597,224
Positions
60,018 291,533 86,347 1,747,648 619,451 493,791 389,246 1,337,727 242,422 251,964 214,656 19,708 306,080 291,589
Changes from: May 12, 2020 Total Change is: -34,440
-395 4,224 34,827 37,630 2,344 -110,603 -45,145 -34,064 37,745 929 16,329 15,986 -5,414 -1,228
Percent of Open Interest Represented by Each Category of Trader
1.7 8.1 2.4 48.6 17.2 13.7 10.8 37.2 6.7 7.0 6.0 0.5 8.5 8.1
Number of Traders in Each Category Total Traders: 315
10 32 17 86 51 80 41 58 44 16 20 8
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Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,786,358
Positions
200,710 512,160 378,942 15,244 18,857 51,001 700,536 380,301 408,469 4,638 8,690 2,015 24,803 25,923
Changes from: May 12, 2020 Total Change is: 16,666
7,416 46,579 -16,634 2,520 712 4,209 22,756 1,059 -2,640 1,850 -8,980 -1,850 -961 -5,789
Percent of Open Interest Represented by Each Category of Trader
11.2 28.7 21.2 0.9 1.1 2.9 39.2 21.3 22.9 0.3 0.5 0.1 1.4 1.5
Number of Traders in Each Category Total Traders: 122
23 31 45 . 5 4 26 28 39 . . .
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Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,730,612
Positions
1,677,184 1,611,056 2,194,731 594,599 147,560 679,600 1,405,905 1,900,400 3,310,302 144,141 86,094 85,862 638,288 715,007
Changes from: May 12, 2020 Total Change is: -21,473
-12,234 171,323 -177,736 13,699 -41,815 26,803 33,937 -92,417 87,186 6,090 -2,676 12,932 -12,150 -5,073
Percent of Open Interest Represented by Each Category of Trader
15.6 15.0 20.5 5.5 1.4 6.3 13.1 17.7 30.8 1.3 0.8 0.8 5.9 6.7
Number of Traders in Each Category Total Traders: 233
30 47 70 16 15 19 51 43 75 10 14 17
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Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 173,497
Positions
4,790 74,812 22,963 0 8,182 8,211 112,455 29,596 22,674 425 345 1,761 218 4,953
Changes from: May 12, 2020 Total Change is: 4,874
-449 -7,623 2,026 0 0 0 1,735 7,784 922 -15 44 617 38 1,104
Percent of Open Interest Represented by Each Category of Trader
2.8 43.1 13.2 0.0 4.7 4.7 64.8 17.1 13.1 0.2 0.2 1.0 0.1 2.9
Number of Traders in Each Category Total Traders: 55
. 16 8 0 . . 19 11 20 . . .
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Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 278,523
Positions
35,714 113,581 26,009 0 22,119 1,659 181,185 86,604 24,629 8,877 120 374 76 3,428
Changes from: May 12, 2020 Total Change is: 15,694
3,851 725 5,831 0 -762 336 999 8,678 1,004 3,948 74 -261 -14 69
Percent of Open Interest Represented by Each Category of Trader
12.8 40.8 9.3 0.0 7.9 0.6 65.1 31.1 8.8 3.2 0.0 0.1 0.0 1.2
Number of Traders in Each Category Total Traders: 90
4 32 15 0 5 . 21 24 27 . . .
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Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 74,198
Positions
0 8,336 0 1,061 2,225 0 1,205 11,479 51,259 20,637 500 0 36 399
Changes from: May 12, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 11.2 0.0 1.4 3.0 0.0 1.6 15.5 69.1 27.8 0.7 0.0 0.0 0.5
Number of Traders in Each Category Total Traders: 21
0 . 0 . 5 0 . 5 . . . 0
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Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 42,718
Positions
9,297 80 16,492 0 0 0 0 12,971 10,988 5,685 1,931 246 10 10
Changes from: May 12, 2020 Total Change is: -431
0 -25 0 0 0 0 0 835 -1,241 800 0 0 10 0
Percent of Open Interest Represented by Each Category of Trader
21.8 0.2 38.6 0.0 0.0 0.0 0.0 30.4 25.7 13.3 4.5 0.6 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . 0 0 0 0 8 . 6 . .
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Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 10,878
Positions
41 342 0 342 193 10 5,458 6,815 593 1,535 2,576 3 2,896 346
Changes from: May 12, 2020 Total Change is: 939
-2 42 0 60 80 9 535 338 -34 146 529 -26 251 1
Percent of Open Interest Represented by Each Category of Trader
0.4 3.1 0.0 3.1 1.8 0.1 50.2 62.6 5.5 14.1 23.7 0.0 26.6 3.2
Number of Traders in Each Category Total Traders: 75
. . 0 . . . 24 20 8 18 7 .
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Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 31,477
Positions
1,025 12,288 0 12,419 1,375 442 12,008 13,180 1,240 1,297 1,016 25 3,021 1,911
Changes from: May 12, 2020 Total Change is: 354
160 1,020 0 -134 50 50 254 -577 -9 521 -523 -44 -444 387
Percent of Open Interest Represented by Each Category of Trader
3.3 39.0 0.0 39.5 4.4 1.4 38.1 41.9 3.9 4.1 3.2 0.1 9.6 6.1
Number of Traders in Each Category Total Traders: 67
. . 0 9 . . 24 12 7 11 4 .
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Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 241,702
Positions
65,418 27,605 27,020 56,535 22,881 16,806 15,202 84,419 29,043 7,332 3,069 5,558 18,788 25,301
Changes from: May 12, 2020 Total Change is: 10,958
5,157 -3,209 5,114 2,728 -1,077 131 -845 9,069 -1,277 219 510 -764 495 2,461
Percent of Open Interest Represented by Each Category of Trader
27.1 11.4 11.2 23.4 9.5 7.0 6.3 34.9 12.0 3.0 1.3 2.3 7.8 10.5
Number of Traders in Each Category Total Traders: 152
13 17 21 18 17 20 20 45 41 7 8 7
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Traders in Financial Futures - Futures Only Positions as of May 19, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 20,278
Positions
4,929 3,635 210 13,171 5,500 1,266 0 9,604 0 443 0 0 259 63
Changes from: May 12, 2020 Total Change is: 408
310 50 -50 363 -1 0 -266 400 0 0 0 0 51 9
Percent of Open Interest Represented by Each Category of Trader
24.3 17.9 1.0 65.0 27.1 6.2 0.0 47.4 0.0 2.2 0.0 0.0 1.3 0.3
Number of Traders in Each Category Total Traders: 35
4 . . 5 7 . 0 9 0 7 0 0
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Updated May 22, 2020