Traders in Financial Futures - Futures Only Positions as of May 26, 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 129,849
Positions
30,312 9,742 703 33,658 27,219 4,793 15,686 49,062 5,449 10,173 1,686 408 28,667 30,787
Changes from: May 19, 2020 Total Change is: -250
-468 1,281 -1,284 1,028 -2,029 773 -488 -1,156 474 -1,648 76 51 1,312 1,564
Percent of Open Interest Represented by Each Category of Trader
23.3 7.5 0.5 25.9 21.0 3.7 12.1 37.8 4.2 7.8 1.3 0.3 22.1 23.7
Number of Traders in Each Category Total Traders: 99
9 5 4 13 14 10 19 27 10 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 39,072
Positions
4,279 15,088 81 6,302 5,451 328 16,143 4,501 31 696 487 0 11,212 13,105
Changes from: May 19, 2020 Total Change is: 326
448 892 3 -458 10 1 -254 -443 1 0 0 0 585 -138
Percent of Open Interest Represented by Each Category of Trader
11.0 38.6 0.2 16.1 14.0 0.8 41.3 11.5 0.1 1.8 1.2 0.0 28.7 33.5
Number of Traders in Each Category Total Traders: 36
4 5 4 5 6 . 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 188,650
Positions
70,988 9,458 965 42,853 78,511 3,622 41,783 50,775 5,315 3,720 7,568 0 19,404 32,436
Changes from: May 19, 2020 Total Change is: 8,916
3,957 134 289 73 3,009 553 2,946 5,111 -580 0 0 0 1,678 400
Percent of Open Interest Represented by Each Category of Trader
37.6 5.0 0.5 22.7 41.6 1.9 22.1 26.9 2.8 2.0 4.0 0.0 10.3 17.2
Number of Traders in Each Category Total Traders: 107
9 6 6 9 32 12 19 26 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 156,827
Positions
10,756 77,745 3,730 58,191 16,276 7,722 38,968 25,605 2,757 12,568 472 0 22,135 22,520
Changes from: May 19, 2020 Total Change is: 8,852
1,528 8,005 1,345 74 -872 -163 6,359 103 1,204 -101 0 0 -1,394 -770
Percent of Open Interest Represented by Each Category of Trader
6.9 49.6 2.4 37.1 10.4 4.9 24.8 16.3 1.8 8.0 0.3 0.0 14.1 14.4
Number of Traders in Each Category Total Traders: 110
5 11 5 23 14 10 25 25 7 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 556,749
Positions
40,084 288,477 1,183 326,808 106,700 22,889 52,480 83,302 3,417 33,592 5,519 179 76,117 45,083
Changes from: May 19, 2020 Total Change is: 9,543
-2,606 7,233 134 8,346 1,190 -506 4,025 3,340 311 1,002 6 -17 -1,146 -2,148
Percent of Open Interest Represented by Each Category of Trader
7.2 51.8 0.2 58.7 19.2 4.1 9.4 15.0 0.6 6.0 1.0 0.0 13.7 8.1
Number of Traders in Each Category Total Traders: 266
14 11 9 88 40 39 40 37 20 24 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 22,871
Positions
470 9,047 0 7,992 3,297 1,641 0 4,472 0 0 0 0 12,768 4,414
Changes from: May 19, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.1 39.6 0.0 34.9 14.4 7.2 0.0 19.6 0.0 0.0 0.0 0.0 55.8 19.3
Number of Traders in Each Category Total Traders: 20
. . 0 10 4 7 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 136,920
Positions
62,681 21,440 478 22,598 41,410 3,166 25,027 39,299 489 6,179 637 0 16,302 30,001
Changes from: May 19, 2020 Total Change is: 4,123
-98 510 -33 2,200 -1,515 -12 407 2,427 43 1,026 102 0 590 2,601
Percent of Open Interest Represented by Each Category of Trader
45.8 15.7 0.3 16.5 30.2 2.3 18.3 28.7 0.4 4.5 0.5 0.0 11.9 21.9
Number of Traders in Each Category Total Traders: 82
6 8 5 8 14 7 17 24 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 25,402
Positions
0 19,026 0 16,110 740 41 7,462 2,029 129 261 1,792 0 1,399 1,645
Changes from: May 19, 2020 Total Change is: 1,691
0 581 0 2,976 103 0 -1,512 851 72 123 38 0 32 46
Percent of Open Interest Represented by Each Category of Trader
0.0 74.9 0.0 63.4 2.9 0.2 29.4 8.0 0.5 1.0 7.1 0.0 5.5 6.5
Number of Traders in Each Category Total Traders: 37
0 5 0 6 . . 10 5 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 128,952
Positions
26,559 40,858 800 57,144 11,920 1,237 29,896 38,514 2,546 5,834 17,989 0 4,936 15,088
Changes from: May 19, 2020 Total Change is: 25,527
1,175 5,599 0 16,135 -1,328 79 4,281 10,944 736 3,405 601 0 -284 8,896
Percent of Open Interest Represented by Each Category of Trader
20.6 31.7 0.6 44.3 9.2 1.0 23.2 29.9 2.0 4.5 14.0 0.0 3.8 11.7
Number of Traders in Each Category Total Traders: 144
5 10 . 11 19 5 29 42 12 10 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 27,377
Positions
9,273 882 94 745 16,696 0 12,764 5,379 467 1,925 581 0 2,109 3,278
Changes from: May 19, 2020 Total Change is: 2,626
5 170 -5 205 3,239 0 1,931 -500 247 -124 -169 0 367 -356
Percent of Open Interest Represented by Each Category of Trader
33.9 3.2 0.3 2.7 61.0 0.0 46.6 19.6 1.7 7.0 2.1 0.0 7.7 12.0
Number of Traders in Each Category Total Traders: 49
. . . . 8 0 12 13 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 45,668
Positions
21,577 6,177 0 2,231 10,731 1,214 15,082 20,439 282 2,558 1,170 6 2,718 5,649
Changes from: May 19, 2020 Total Change is: 1,525
-307 1,915 -1 589 -1,593 -169 201 1,748 49 756 98 0 407 -522
Percent of Open Interest Represented by Each Category of Trader
47.2 13.5 0.0 4.9 23.5 2.7 33.0 44.8 0.6 5.6 2.6 0.0 6.0 12.4
Number of Traders in Each Category Total Traders: 80
7 4 0 7 18 5 21 17 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 15,994
Positions
5,781 0 0 0 5,270 0 9,766 8,868 10 101 222 0 336 1,624
Changes from: May 19, 2020 Total Change is: -1,191
0 0 0 0 -468 0 -828 -609 10 -245 0 0 -128 -124
Percent of Open Interest Represented by Each Category of Trader
36.1 0.0 0.0 0.0 32.9 0.0 61.1 55.4 0.1 0.6 1.4 0.0 2.1 10.2
Number of Traders in Each Category Total Traders: 24
. 0 0 0 5 0 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 38,789
Positions
17,602 3,890 1,233 4,916 5,893 1,319 7,240 10,571 626 0 5,808 0 5,855 9,451
Changes from: May 19, 2020 Total Change is: 1,948
407 1 -50 577 -613 273 449 1,875 399 -200 -116 0 94 180
Percent of Open Interest Represented by Each Category of Trader
45.4 10.0 3.2 12.7 15.2 3.4 18.7 27.3 1.6 0.0 15.0 0.0 15.1 24.4
Number of Traders in Each Category Total Traders: 92
21 7 6 16 9 9 16 17 7 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 77,578
Positions
35,203 7,779 2,465 9,831 11,785 2,638 14,479 21,142 1,252 0 11,616 0 11,710 18,901
Changes from: May 19, 2020 Total Change is: 3,895
813 2 -100 1,154 -1,226 545 898 3,749 798 -400 -232 0 187 359
Percent of Open Interest Represented by Each Category of Trader
45.4 10.0 3.2 12.7 15.2 3.4 18.7 27.3 1.6 0.0 15.0 0.0 15.1 24.4
Number of Traders in Each Category Total Traders: 92
21 7 6 16 9 9 16 17 7 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 61,419
Positions
31,228 31,854 0 22,031 23,366 3,674 1,230 1,492 0 925 454 0 2,331 579
Changes from: May 19, 2020 Total Change is: -941
-998 274 0 -93 -250 0 150 -684 0 0 0 0 0 -281
Percent of Open Interest Represented by Each Category of Trader
50.8 51.9 0.0 35.9 38.0 6.0 2.0 2.4 0.0 1.5 0.7 0.0 3.8 0.9
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 26, 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 748,823
Positions
112,967 71,810 64,212 274,250 165,510 61,449 44,608 119,725 37,403 18,527 73,100 2,013 133,393 153,602
Changes from: May 19, 2020 Total Change is: 803
854 799 381 -689 -13,274 -1,231 -1,280 11,352 2,120 714 1,316 -12 -54 -649
Percent of Open Interest Represented by Each Category of Trader
15.1 9.6 8.6 36.6 22.1 8.2 6.0 16.0 5.0 2.5 9.8 0.3 17.8 20.5
Number of Traders in Each Category Total Traders: 610
42 28 32 154 115 131 59 122 55 28 62 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 108,239
Positions
72,512 4,985 0 0 0 0 28,271 19,867 1,000 211 0 2 6,243 82,385
Changes from: May 19, 2020 Total Change is: 2,949
2,100 -240 0 0 0 0 1,885 3,084 489 0 0 0 -1,525 -384
Percent of Open Interest Represented by Each Category of Trader
67.0 4.6 0.0 0.0 0.0 0.0 26.1 18.4 0.9 0.2 0.0 0.0 5.8 76.1
Number of Traders in Each Category Total Traders: 28
10 . 0 0 0 0 10 4 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 17,199
Positions
8,795 4,783 0 6,090 5,443 229 329 0 0 0 0 0 1,756 6,744
Changes from: May 19, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
51.1 27.8 0.0 35.4 31.6 1.3 1.9 0.0 0.0 0.0 0.0 0.0 10.2 39.2
Number of Traders in Each Category Total Traders: 20
6 6 0 4 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 10,879
Positions
3,576 6,076 14 4,710 0 0 943 3,392 0 0 0 0 1,636 1,397
Changes from: May 19, 2020 Total Change is: -618
0 238 11 -428 -618 0 109 85 -16 0 0 0 -294 -318
Percent of Open Interest Represented by Each Category of Trader
32.9 55.9 0.1 43.3 0.0 0.0 8.7 31.2 0.0 0.0 0.0 0.0 15.0 12.8
Number of Traders in Each Category Total Traders: 25
5 7 . 8 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 3,202,921
Positions
459,750 591,596 63,585 1,371,252 827,548 307,244 225,742 643,345 37,957 92,637 366,557 9,002 635,752 356,087
Changes from: May 19, 2020 Total Change is: -10,730
-4,205 7,221 -122 -3,445 -66,368 -6,154 -3,284 53,882 -4,386 3,570 6,581 -61 7,357 -1,323
Percent of Open Interest Represented by Each Category of Trader
14.4 18.5 2.0 42.8 25.8 9.6 7.0 20.1 1.2 2.9 11.4 0.3 19.8 11.1
Number of Traders in Each Category Total Traders: 610
41 29 27 154 115 131 58 123 53 28 62 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 67,282
Positions
14,156 3,190 210 41,541 50,050 2,187 1,161 4,951 324 0 1,185 1 7,702 5,184
Changes from: May 19, 2020 Total Change is: -2,879
-1,621 779 -4 -171 -2,317 -213 -376 -162 -492 0 -1,207 0 -2 737
Percent of Open Interest Represented by Each Category of Trader
21.0 4.7 0.3 61.7 74.4 3.3 1.7 7.4 0.5 0.0 1.8 0.0 11.4 7.7
Number of Traders in Each Category Total Traders: 75
10 . . 27 25 16 . 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 42,000
Positions
7,941 8,463 957 14,531 6,252 1,165 8,175 14,720 804 1,706 3,251 3 6,719 6,384
Changes from: May 19, 2020 Total Change is: 2,367
-114 335 -129 1,755 67 -66 322 1,539 59 62 -9 0 478 571
Percent of Open Interest Represented by Each Category of Trader
18.9 20.1 2.3 34.6 14.9 2.8 19.5 35.0 1.9 4.1 7.7 0.0 16.0 15.2
Number of Traders in Each Category Total Traders: 266
21 24 8 68 38 34 41 49 19 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 210,002
Positions
39,703 42,314 4,786 72,655 31,262 5,824 40,874 73,602 4,022 8,528 16,257 16 33,594 31,919
Changes from: May 19, 2020 Total Change is: 11,836
-569 1,674 -645 8,775 335 -330 1,608 7,697 297 312 -44 -2 2,390 2,854
Percent of Open Interest Represented by Each Category of Trader
18.9 20.1 2.3 34.6 14.9 2.8 19.5 35.0 1.9 4.1 7.7 0.0 16.0 15.2
Number of Traders in Each Category Total Traders: 266
21 24 8 68 38 34 41 49 19 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 563,594
Positions
131,309 40,261 10,747 248,036 257,112 40,593 96,813 134,932 5,456 12,962 51,155 14 17,664 23,324
Changes from: May 19, 2020 Total Change is: 10,711
-6,419 -40 1,743 7,743 -3,191 -5,864 13,559 12,545 -1,036 879 5,795 0 106 759
Percent of Open Interest Represented by Each Category of Trader
23.3 7.1 1.9 44.0 45.6 7.2 17.2 23.9 1.0 2.3 9.1 0.0 3.1 4.1
Number of Traders in Each Category Total Traders: 336
31 14 9 85 66 55 46 59 18 14 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 14,916
Positions
1,425 4,682 0 7,699 517 11 2,441 3,880 0 0 927 0 3,340 4,899
Changes from: May 19, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.6 31.4 0.0 51.6 3.5 0.1 16.4 26.0 0.0 0.0 6.2 0.0 22.4 32.8
Number of Traders in Each Category Total Traders: 22
. 4 0 6 . . . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 42,119
Positions
10,288 13,882 734 14,149 4,218 596 8,770 3,048 260 997 1,116 0 6,325 18,265
Changes from: May 19, 2020 Total Change is: 1,843
898 491 174 381 -95 80 545 -1,119 -248 -381 617 0 394 1,943
Percent of Open Interest Represented by Each Category of Trader
24.4 33.0 1.7 33.6 10.0 1.4 20.8 7.2 0.6 2.4 2.6 0.0 15.0 43.4
Number of Traders in Each Category Total Traders: 67
7 13 . 14 7 8 13 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 485,490
Positions
38,061 275,770 569 378,341 131,298 38,354 21,132 29,525 1,118 879 2,470 0 7,036 6,386
Changes from: May 19, 2020 Total Change is: 2,206
-177 4,129 -107 7,652 -2,614 -3,679 -222 3,861 -128 0 -58 0 -1,133 802
Percent of Open Interest Represented by Each Category of Trader
7.8 56.8 0.1 77.9 27.0 7.9 4.4 6.1 0.2 0.2 0.5 0.0 1.4 1.3
Number of Traders in Each Category Total Traders: 182
13 13 . 65 50 39 16 16 5 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,171,531
Positions
66,505 525,185 5,058 809,982 306,528 136,820 83,388 69,487 8,385 25,984 86,880 6,443 28,966 26,745
Changes from: May 19, 2020 Total Change is: -23,431
1,034 -19,211 -1,079 -29,787 -6,562 278 -1,256 -1,887 496 1,681 2,299 -318 5,520 2,553
Percent of Open Interest Represented by Each Category of Trader
5.7 44.8 0.4 69.1 26.2 11.7 7.1 5.9 0.7 2.2 7.4 0.5 2.5 2.3
Number of Traders in Each Category Total Traders: 417
21 25 9 150 97 83 38 48 21 22 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 148,166
Positions
52,321 101,569 44,254 6,063 0 368 41,430 200 1,533 1,826 65 138 233 39
Changes from: May 19, 2020 Total Change is: 1,744
-973 1,083 352 0 0 0 2,096 100 170 68 0 40 -9 -1
Percent of Open Interest Represented by Each Category of Trader
35.3 68.6 29.9 4.1 0.0 0.2 28.0 0.1 1.0 1.2 0.0 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 68
9 19 17 7 0 . 22 . . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,185,778
Positions
6,007 136,723 5,913 529,114 231,133 192,104 62,140 307,629 160,621 65,539 24,141 2,475 161,865 125,039
Changes from: May 19, 2020 Total Change is: 153,688
-7,191 -1,712 3,582 -5,334 20,956 6,095 751 -4,269 135,111 -1,589 -244 2,380 19,883 -8,211
Percent of Open Interest Represented by Each Category of Trader
0.5 11.5 0.5 44.6 19.5 16.2 5.2 25.9 13.5 5.5 2.0 0.2 13.7 10.5
Number of Traders in Each Category Total Traders: 165
5 17 9 55 32 48 20 22 21 8 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,156,516
Positions
23,364 169,625 1,140 580,621 139,690 161,767 105,337 496,803 68,788 57,132 9,388 0 158,367 109,315
Changes from: May 19, 2020 Total Change is: 24,649
1,858 -5,701 -1,275 -11,326 6,226 15,333 4,470 -653 7,447 285 877 0 7,857 2,395
Percent of Open Interest Represented by Each Category of Trader
2.0 14.7 0.1 50.2 12.1 14.0 9.1 43.0 5.9 4.9 0.8 0.0 13.7 9.5
Number of Traders in Each Category Total Traders: 129
. 13 . 58 18 50 4 23 18 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,389,227
Positions
48,215 250,802 53,418 962,046 511,612 276,342 475,267 857,929 159,476 202,312 110,211 4,827 207,324 164,610
Changes from: May 19, 2020 Total Change is: -34,211
1,895 56,817 -285 -30,055 -26,619 6,215 -74,727 -107,695 45,599 -18,829 -76,562 280 35,696 68,039
Percent of Open Interest Represented by Each Category of Trader
2.0 10.5 2.2 40.3 21.4 11.6 19.9 35.9 6.7 8.5 4.6 0.2 8.7 6.9
Number of Traders in Each Category Total Traders: 304
12 27 19 109 31 75 55 39 39 19 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,628,936
Positions
118,380 164,883 79,123 1,443,893 845,976 592,298 494,719 1,085,290 271,627 121,611 127,304 40,950 466,335 421,485
Changes from: May 19, 2020 Total Change is: 132,976
-52,476 1,143 22,845 -18,361 30,048 -18,794 26,329 -60,813 118,813 -5,534 -15,330 -2,064 62,218 57,128
Percent of Open Interest Represented by Each Category of Trader
3.3 4.5 2.2 39.8 23.3 16.3 13.6 29.9 7.5 3.4 3.5 1.1 12.9 11.6
Number of Traders in Each Category Total Traders: 339
18 26 18 103 68 104 48 51 44 13 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,006,571
Positions
97,931 34,614 12,762 281,651 326,450 114,849 283,856 248,999 36,219 41,563 19,590 15,562 122,178 197,526
Changes from: May 19, 2020 Total Change is: 50,526
-2,529 686 -307 -17,368 -6,199 -4,824 42,770 17,813 5,754 -9,740 -2,745 15,223 21,547 25,125
Percent of Open Interest Represented by Each Category of Trader
9.7 3.4 1.3 28.0 32.4 11.4 28.2 24.7 3.6 4.1 1.9 1.5 12.1 19.6
Number of Traders in Each Category Total Traders: 114
7 7 7 26 41 41 17 10 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,955,287
Positions
49,341 351,015 58,629 1,725,119 598,361 549,041 384,705 1,271,144 552,226 251,230 192,546 36,170 348,826 346,155
Changes from: May 19, 2020 Total Change is: 358,063
-10,677 59,482 -27,718 -22,529 -21,090 55,250 -4,541 -66,583 309,804 -734 -22,110 16,462 42,746 54,566
Percent of Open Interest Represented by Each Category of Trader
1.2 8.9 1.5 43.6 15.1 13.9 9.7 32.1 14.0 6.4 4.9 0.9 8.8 8.8
Number of Traders in Each Category Total Traders: 296
6 32 14 84 49 80 43 51 43 17 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,821,336
Positions
195,564 550,852 370,771 12,135 14,909 55,964 685,126 328,439 466,325 4,987 7,944 1,823 28,641 24,309
Changes from: May 19, 2020 Total Change is: 34,978
-5,146 38,692 -8,171 -3,109 -3,948 4,963 -15,410 -51,862 57,856 349 -746 -192 3,838 -1,614
Percent of Open Interest Represented by Each Category of Trader
10.7 30.2 20.4 0.7 0.8 3.1 37.6 18.0 25.6 0.3 0.4 0.1 1.6 1.3
Number of Traders in Each Category Total Traders: 121
24 31 45 . 6 6 22 30 37 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,860,944
Positions
1,688,709 1,691,783 2,189,983 641,200 186,911 664,548 1,510,787 1,880,991 3,296,106 131,181 89,591 101,948 636,482 759,083
Changes from: May 19, 2020 Total Change is: 130,332
11,525 80,727 -4,748 46,601 39,351 -15,052 104,882 -19,409 -14,196 -12,960 3,497 16,086 -1,806 44,076
Percent of Open Interest Represented by Each Category of Trader
15.5 15.6 20.2 5.9 1.7 6.1 13.9 17.3 30.3 1.2 0.8 0.9 5.9 7.0
Number of Traders in Each Category Total Traders: 235
31 48 71 17 15 19 53 40 74 12 13 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 169,570
Positions
6,159 67,008 23,602 0 8,182 8,211 108,913 34,755 20,610 453 360 1,408 214 5,434
Changes from: May 19, 2020 Total Change is: -3,927
1,369 -7,804 639 0 0 0 -3,542 5,159 -2,064 28 15 -353 -4 481
Percent of Open Interest Represented by Each Category of Trader
3.6 39.5 13.9 0.0 4.8 4.8 64.2 20.5 12.2 0.3 0.2 0.8 0.1 3.2
Number of Traders in Each Category Total Traders: 55
4 15 8 0 . . 18 12 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 286,931
Positions
40,545 110,273 26,112 0 22,498 2,143 180,057 93,552 28,636 8,998 25 382 58 3,310
Changes from: May 19, 2020 Total Change is: 8,408
4,831 -3,308 103 0 379 484 -1,128 6,948 4,007 121 -95 8 -18 -118
Percent of Open Interest Represented by Each Category of Trader
14.1 38.4 9.1 0.0 7.8 0.7 62.8 32.6 10.0 3.1 0.0 0.1 0.0 1.2
Number of Traders in Each Category Total Traders: 90
5 30 15 0 5 . 22 24 27 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 81,498
Positions
25 9,596 0 1,061 2,152 0 1,507 16,749 52,134 26,749 500 0 22 367
Changes from: May 19, 2020 Total Change is: 7,300
25 1,260 0 0 -73 0 302 5,270 875 6,112 0 0 -14 -32
Percent of Open Interest Represented by Each Category of Trader
0.0 11.8 0.0 1.3 2.6 0.0 1.8 20.6 64.0 32.8 0.6 0.0 0.0 0.5
Number of Traders in Each Category Total Traders: 22
. . 0 . 5 0 . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 43,290
Positions
9,297 80 16,492 0 0 0 660 14,081 10,460 6,135 1,931 246 0 0
Changes from: May 19, 2020 Total Change is: 572
0 0 0 0 0 0 660 1,110 -528 450 0 0 -10 -10
Percent of Open Interest Represented by Each Category of Trader
21.5 0.2 38.1 0.0 0.0 0.0 1.5 32.5 24.2 14.2 4.5 0.6 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . 0 0 0 . 7 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 8,722
Positions
36 307 0 363 93 1 3,880 4,783 396 1,755 2,501 5 2,286 636
Changes from: May 19, 2020 Total Change is: -2,156
-5 -35 0 21 -100 -9 -1,578 -2,032 -197 220 -75 2 -610 290
Percent of Open Interest Represented by Each Category of Trader
0.4 3.5 0.0 4.2 1.1 0.0 44.5 54.8 4.5 20.1 28.7 0.1 26.2 7.3
Number of Traders in Each Category Total Traders: 65
. . 0 4 . . 18 18 10 18 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 28,298
Positions
1,045 12,288 0 11,589 1,271 421 9,831 10,229 1,302 760 1,076 20 3,330 1,691
Changes from: May 19, 2020 Total Change is: -3,179
20 0 0 -830 -104 -21 -2,177 -2,951 62 -537 60 -5 309 -220
Percent of Open Interest Represented by Each Category of Trader
3.7 43.4 0.0 41.0 4.5 1.5 34.7 36.1 4.6 2.7 3.8 0.1 11.8 6.0
Number of Traders in Each Category Total Traders: 64
. . 0 7 . . 24 12 7 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 208,494
Positions
55,516 21,673 15,415 50,363 26,874 15,581 13,401 69,076 26,102 7,229 2,565 6,553 18,334 24,655
Changes from: May 19, 2020 Total Change is: -33,208
-9,902 -5,932 -11,605 -6,172 3,993 -1,225 -1,801 -15,343 -2,941 -103 -504 995 -454 -646
Percent of Open Interest Represented by Each Category of Trader
26.6 10.4 7.4 24.2 12.9 7.5 6.4 33.1 12.5 3.5 1.2 3.1 8.8 11.8
Number of Traders in Each Category Total Traders: 140
12 13 19 18 17 15 21 38 36 7 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 20,397
Positions
4,929 3,635 210 13,453 3,374 1,123 0 12,027 0 460 0 0 222 28
Changes from: May 19, 2020 Total Change is: 119
0 0 0 282 -2,126 -143 0 2,423 0 17 0 0 -37 -35
Percent of Open Interest Represented by Each Category of Trader
24.2 17.8 1.0 66.0 16.5 5.5 0.0 59.0 0.0 2.3 0.0 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 36
4 . . 6 6 . 0 10 0 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 29, 2020