Traders in Financial Futures - Futures Only Positions as of June 2, 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 128,476
Positions
29,792 15,991 991 37,084 22,017 3,701 11,706 50,016 5,711 10,587 2,043 358 28,546 27,648
Changes from: May 26, 2020 Total Change is: -1,373
-520 6,249 288 3,426 -5,202 -1,092 -3,980 954 262 414 357 -50 -121 -3,139
Percent of Open Interest Represented by Each Category of Trader
23.2 12.4 0.8 28.9 17.1 2.9 9.1 38.9 4.4 8.2 1.6 0.3 22.2 21.5
Number of Traders in Each Category Total Traders: 98
8 5 5 14 14 8 16 28 8 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 40,352
Positions
3,679 15,734 112 6,695 6,013 327 16,287 3,882 120 696 493 0 12,436 13,671
Changes from: May 26, 2020 Total Change is: 1,280
-600 646 31 393 562 -1 144 -619 89 0 6 0 1,224 566
Percent of Open Interest Represented by Each Category of Trader
9.1 39.0 0.3 16.6 14.9 0.8 40.4 9.6 0.3 1.7 1.2 0.0 30.8 33.9
Number of Traders in Each Category Total Traders: 36
4 4 4 5 7 . 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 190,138
Positions
75,882 8,721 1,863 46,499 79,870 4,529 32,685 53,148 5,985 2,600 7,568 0 20,095 28,454
Changes from: May 26, 2020 Total Change is: 1,488
4,894 -737 898 3,646 1,359 907 -9,098 2,373 670 -1,120 0 0 691 -3,982
Percent of Open Interest Represented by Each Category of Trader
39.9 4.6 1.0 24.5 42.0 2.4 17.2 28.0 3.1 1.4 4.0 0.0 10.6 15.0
Number of Traders in Each Category Total Traders: 112
10 6 8 12 30 12 17 32 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 158,743
Positions
10,315 67,947 4,117 56,842 17,480 8,085 41,929 31,779 3,494 12,680 469 0 21,281 25,372
Changes from: May 26, 2020 Total Change is: 1,916
-441 -9,798 387 -1,349 1,204 363 2,961 6,174 737 112 -3 0 -854 2,852
Percent of Open Interest Represented by Each Category of Trader
6.5 42.8 2.6 35.8 11.0 5.1 26.4 20.0 2.2 8.0 0.3 0.0 13.4 16.0
Number of Traders in Each Category Total Traders: 115
5 12 6 21 16 10 23 29 10 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 583,384
Positions
36,698 304,195 12,420 332,769 98,620 22,164 52,066 83,119 6,954 33,830 5,387 5,129 81,354 45,396
Changes from: May 26, 2020 Total Change is: 26,635
-3,386 15,718 11,237 5,961 -8,080 -725 -414 -183 3,537 238 -132 4,950 5,237 313
Percent of Open Interest Represented by Each Category of Trader
6.3 52.1 2.1 57.0 16.9 3.8 8.9 14.2 1.2 5.8 0.9 0.9 13.9 7.8
Number of Traders in Each Category Total Traders: 268
14 11 11 88 37 35 45 36 19 26 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 23,212
Positions
470 9,221 35 8,458 3,267 1,633 0 4,522 25 0 0 0 12,591 4,509
Changes from: May 26, 2020 Total Change is: 341
0 174 35 466 -30 -8 0 50 25 0 0 0 -177 95
Percent of Open Interest Represented by Each Category of Trader
2.0 39.7 0.2 36.4 14.1 7.0 0.0 19.5 0.1 0.0 0.0 0.0 54.2 19.4
Number of Traders in Each Category Total Traders: 21
. . . 11 4 7 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 135,378
Positions
58,688 20,915 336 28,510 35,166 3,379 23,176 44,451 1,181 4,149 930 0 15,959 29,020
Changes from: May 26, 2020 Total Change is: -1,542
-3,993 -525 -142 5,912 -6,244 213 -1,851 5,152 692 -2,030 293 0 -343 -981
Percent of Open Interest Represented by Each Category of Trader
43.4 15.4 0.2 21.1 26.0 2.5 17.1 32.8 0.9 3.1 0.7 0.0 11.8 21.4
Number of Traders in Each Category Total Traders: 79
6 8 5 11 13 7 13 24 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 26,208
Positions
0 19,868 0 18,200 756 41 6,209 2,390 109 415 1,595 0 1,234 1,449
Changes from: May 26, 2020 Total Change is: 806
0 842 0 2,090 16 0 -1,253 361 -20 154 -197 0 -165 -196
Percent of Open Interest Represented by Each Category of Trader
0.0 75.8 0.0 69.4 2.9 0.2 23.7 9.1 0.4 1.6 6.1 0.0 4.7 5.5
Number of Traders in Each Category Total Traders: 36
0 5 0 6 . . 10 4 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 122,614
Positions
22,343 39,292 800 53,045 8,122 1,229 31,470 48,010 3,183 5,541 17,379 0 5,003 4,599
Changes from: May 26, 2020 Total Change is: -6,338
-4,216 -1,566 0 -4,099 -3,798 -8 1,574 9,496 637 -293 -610 0 67 -10,489
Percent of Open Interest Represented by Each Category of Trader
18.2 32.0 0.7 43.3 6.6 1.0 25.7 39.2 2.6 4.5 14.2 0.0 4.1 3.8
Number of Traders in Each Category Total Traders: 134
6 8 . 13 15 6 31 39 13 9 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 26,354
Positions
9,441 287 85 945 17,785 0 11,781 4,611 263 2,276 718 0 1,563 2,605
Changes from: May 26, 2020 Total Change is: -1,023
168 -595 -9 200 1,089 0 -983 -768 -204 351 137 0 -546 -673
Percent of Open Interest Represented by Each Category of Trader
35.8 1.1 0.3 3.6 67.5 0.0 44.7 17.5 1.0 8.6 2.7 0.0 5.9 9.9
Number of Traders in Each Category Total Traders: 44
. . . 4 7 0 10 11 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 46,537
Positions
20,205 7,752 11 2,956 10,149 1,118 16,123 20,823 609 2,558 959 6 2,951 5,110
Changes from: May 26, 2020 Total Change is: 869
-1,372 1,575 11 725 -582 -96 1,041 384 327 0 -211 0 233 -539
Percent of Open Interest Represented by Each Category of Trader
43.4 16.7 0.0 6.4 21.8 2.4 34.6 44.7 1.3 5.5 2.1 0.0 6.3 11.0
Number of Traders in Each Category Total Traders: 79
9 4 . 5 17 6 20 19 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 12,878
Positions
4,274 657 0 2,167 2,285 0 5,834 8,428 127 0 222 0 476 1,159
Changes from: May 26, 2020 Total Change is: -3,116
-1,507 657 0 2,167 -2,985 0 -3,932 -440 117 -101 0 0 140 -465
Percent of Open Interest Represented by Each Category of Trader
33.2 5.1 0.0 16.8 17.7 0.0 45.3 65.4 1.0 0.0 1.7 0.0 3.7 9.0
Number of Traders in Each Category Total Traders: 25
. . 0 . 5 0 8 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 39,058
Positions
17,624 3,779 1,122 5,633 6,139 1,245 7,082 12,098 358 0 5,909 0 5,997 8,411
Changes from: May 26, 2020 Total Change is: 269
22 -111 -111 717 246 -74 -158 1,527 -269 0 101 0 142 -1,040
Percent of Open Interest Represented by Each Category of Trader
45.1 9.7 2.9 14.4 15.7 3.2 18.1 31.0 0.9 0.0 15.1 0.0 15.4 21.5
Number of Traders in Each Category Total Traders: 95
22 7 4 17 8 8 16 17 6 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 78,116
Positions
35,247 7,557 2,243 11,265 12,277 2,490 14,163 24,195 715 0 11,818 0 11,993 16,821
Changes from: May 26, 2020 Total Change is: 538
44 -222 -222 1,434 492 -148 -316 3,053 -537 0 202 0 283 -2,080
Percent of Open Interest Represented by Each Category of Trader
45.1 9.7 2.9 14.4 15.7 3.2 18.1 31.0 0.9 0.0 15.1 0.0 15.4 21.5
Number of Traders in Each Category Total Traders: 95
22 7 4 17 8 8 16 17 6 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 58,395
Positions
30,430 29,380 0 20,200 22,366 3,358 1,180 1,993 0 1,080 454 0 2,147 844
Changes from: May 26, 2020 Total Change is: -3,024
-798 -2,474 0 -1,831 -1,000 -316 -50 501 0 155 0 0 -184 265
Percent of Open Interest Represented by Each Category of Trader
52.1 50.3 0.0 34.6 38.3 5.8 2.0 3.4 0.0 1.8 0.8 0.0 3.7 1.4
Number of Traders in Each Category Total Traders: 27
5 6 0 9 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 750,830
Positions
116,983 67,864 64,434 264,119 160,147 63,503 51,056 126,505 38,902 18,694 76,945 1,989 131,149 150,541
Changes from: May 26, 2020 Total Change is: 2,006
4,016 -3,946 223 -10,131 -5,362 2,054 6,448 6,780 1,499 166 3,845 -25 -2,244 -3,062
Percent of Open Interest Represented by Each Category of Trader
15.6 9.0 8.6 35.2 21.3 8.5 6.8 16.8 5.2 2.5 10.2 0.3 17.5 20.0
Number of Traders in Each Category Total Traders: 597
41 26 31 147 115 125 67 115 52 30 56 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 107,739
Positions
73,872 2,600 0 0 0 0 27,368 24,323 289 211 0 2 5,997 80,525
Changes from: May 26, 2020 Total Change is: -500
1,360 -2,385 0 0 0 0 -903 4,456 -711 0 0 0 -246 -1,860
Percent of Open Interest Represented by Each Category of Trader
68.6 2.4 0.0 0.0 0.0 0.0 25.4 22.6 0.3 0.2 0.0 0.0 5.6 74.7
Number of Traders in Each Category Total Traders: 26
10 . 0 0 0 0 9 5 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 12,695
Positions
5,580 5,533 2 3,809 0 0 1,740 3,458 0 0 0 0 1,564 3,702
Changes from: May 26, 2020 Total Change is: 1,816
2,004 -543 -12 -901 0 0 797 66 0 0 0 0 -72 2,305
Percent of Open Interest Represented by Each Category of Trader
44.0 43.6 0.0 30.0 0.0 0.0 13.7 27.2 0.0 0.0 0.0 0.0 12.3 29.2
Number of Traders in Each Category Total Traders: 29
4 8 . 10 0 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 3,215,453
Positions
463,404 574,165 74,325 1,320,597 800,737 317,515 270,802 663,270 40,703 93,468 385,782 8,878 625,761 350,078
Changes from: May 26, 2020 Total Change is: 12,532
3,654 -17,431 10,740 -50,655 -26,811 10,271 45,060 19,925 2,746 831 19,225 -124 -9,991 -6,009
Percent of Open Interest Represented by Each Category of Trader
14.4 17.9 2.3 41.1 24.9 9.9 8.4 20.6 1.3 2.9 12.0 0.3 19.5 10.9
Number of Traders in Each Category Total Traders: 597
39 28 27 147 115 125 68 114 49 30 56 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 65,041
Positions
12,781 4,605 209 41,517 48,275 1,412 1,135 4,457 336 0 220 0 7,651 5,527
Changes from: May 26, 2020 Total Change is: -2,241
-1,375 1,415 -1 -24 -1,775 -775 -26 -494 12 0 -965 -1 -51 343
Percent of Open Interest Represented by Each Category of Trader
19.7 7.1 0.3 63.8 74.2 2.2 1.7 6.9 0.5 0.0 0.3 0.0 11.8 8.5
Number of Traders in Each Category Total Traders: 78
11 5 . 28 23 14 . 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 41,947
Positions
8,454 8,692 1,008 14,721 6,556 1,218 8,213 14,052 591 1,701 3,187 93 5,947 6,550
Changes from: May 26, 2020 Total Change is: -54
513 229 51 190 304 54 38 -669 -213 -5 -65 90 -772 166
Percent of Open Interest Represented by Each Category of Trader
20.2 20.7 2.4 35.1 15.6 2.9 19.6 33.5 1.4 4.1 7.6 0.2 14.2 15.6
Number of Traders in Each Category Total Traders: 283
22 22 8 68 46 39 43 54 23 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 209,734
Positions
42,270 43,458 5,039 73,607 32,781 6,092 41,064 70,259 2,956 8,504 15,933 467 29,735 32,749
Changes from: May 26, 2020 Total Change is: -268
2,567 1,144 253 952 1,519 268 190 -3,343 -1,066 -24 -324 451 -3,859 830
Percent of Open Interest Represented by Each Category of Trader
20.2 20.7 2.4 35.1 15.6 2.9 19.6 33.5 1.4 4.1 7.6 0.2 14.2 15.6
Number of Traders in Each Category Total Traders: 283
22 22 8 68 46 39 43 54 23 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 570,574
Positions
130,658 51,123 13,369 264,044 240,710 41,682 86,838 145,129 3,612 13,008 52,630 16 17,347 22,303
Changes from: May 26, 2020 Total Change is: 6,980
-651 10,862 2,622 16,008 -16,402 1,089 -9,975 10,197 -1,844 46 1,475 2 -317 -1,021
Percent of Open Interest Represented by Each Category of Trader
22.9 9.0 2.3 46.3 42.2 7.3 15.2 25.4 0.6 2.3 9.2 0.0 3.0 3.9
Number of Traders in Each Category Total Traders: 331
31 15 8 86 66 55 39 61 18 14 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 17,377
Positions
1,425 4,614 0 9,347 314 7 3,105 6,315 1 0 1,286 0 3,492 4,840
Changes from: May 26, 2020 Total Change is: 2,461
0 -68 0 1,648 -203 -4 664 2,435 1 0 359 0 152 -59
Percent of Open Interest Represented by Each Category of Trader
8.2 26.6 0.0 53.8 1.8 0.0 17.9 36.3 0.0 0.0 7.4 0.0 20.1 27.9
Number of Traders in Each Category Total Traders: 25
. 5 0 7 . . 4 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 46,071
Positions
10,070 14,779 1,097 13,554 4,340 600 12,746 5,079 486 1,397 4,861 0 6,121 14,829
Changes from: May 26, 2020 Total Change is: 3,952
-218 897 363 -595 122 4 3,976 2,031 226 400 3,745 0 -204 -3,436
Percent of Open Interest Represented by Each Category of Trader
21.9 32.1 2.4 29.4 9.4 1.3 27.7 11.0 1.1 3.0 10.6 0.0 13.3 32.2
Number of Traders in Each Category Total Traders: 76
7 13 . 13 7 8 17 13 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 466,731
Positions
34,423 283,332 2,226 368,760 121,443 30,633 19,364 18,036 1,172 879 2,183 0 9,274 7,706
Changes from: May 26, 2020 Total Change is: -18,759
-3,638 7,562 1,657 -9,581 -9,855 -7,721 -1,768 -11,489 54 0 -287 0 2,238 1,320
Percent of Open Interest Represented by Each Category of Trader
7.4 60.7 0.5 79.0 26.0 6.6 4.1 3.9 0.3 0.2 0.5 0.0 2.0 1.7
Number of Traders in Each Category Total Traders: 172
11 14 6 65 46 38 14 14 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 1,156,937
Positions
67,678 537,266 3,901 803,778 284,725 133,899 88,319 71,260 7,844 17,723 95,922 6,545 27,250 15,575
Changes from: May 26, 2020 Total Change is: -14,594
1,173 12,081 -1,157 -6,204 -21,803 -2,921 4,931 1,773 -541 -8,261 9,042 102 -1,716 -11,170
Percent of Open Interest Represented by Each Category of Trader
5.8 46.4 0.3 69.5 24.6 11.6 7.6 6.2 0.7 1.5 8.3 0.6 2.4 1.3
Number of Traders in Each Category Total Traders: 423
22 23 9 153 94 86 48 43 24 24 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 145,991
Positions
49,089 105,757 37,964 5,928 0 486 48,918 200 1,231 2,002 65 148 225 140
Changes from: May 26, 2020 Total Change is: -2,175
-3,232 4,188 -6,290 -135 0 118 7,488 0 -302 176 0 10 -8 101
Percent of Open Interest Represented by Each Category of Trader
33.6 72.4 26.0 4.1 0.0 0.3 33.5 0.1 0.8 1.4 0.0 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 71
9 19 17 8 0 . 23 . . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 1,010,697
Positions
5,447 138,714 1,327 534,621 220,590 187,883 56,669 292,649 16,170 58,184 22,650 95 150,301 130,619
Changes from: May 26, 2020 Total Change is: -175,081
-560 1,991 -4,586 5,507 -10,543 -4,221 -5,471 -14,980 -144,451 -7,355 -1,491 -2,380 -11,564 5,580
Percent of Open Interest Represented by Each Category of Trader
0.5 13.7 0.1 52.9 21.8 18.6 5.6 29.0 1.6 5.8 2.2 0.0 14.9 12.9
Number of Traders in Each Category Total Traders: 164
4 13 5 59 28 47 21 26 14 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 1,057,197
Positions
23,636 165,262 63 578,199 141,690 146,516 90,099 461,371 18,489 47,180 9,738 0 153,015 114,068
Changes from: May 26, 2020 Total Change is: -99,319
272 -4,363 -1,077 -2,422 2,000 -15,251 -15,238 -35,432 -50,299 -9,952 350 0 -5,352 4,753
Percent of Open Interest Represented by Each Category of Trader
2.2 15.6 0.0 54.7 13.4 13.9 8.5 43.6 1.7 4.5 0.9 0.0 14.5 10.8
Number of Traders in Each Category Total Traders: 124
. 14 . 59 16 46 4 21 9 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 2,226,036
Positions
43,748 259,569 12,891 960,133 537,844 249,634 474,693 863,819 111,604 202,127 93,672 902 170,304 96,101
Changes from: May 26, 2020 Total Change is: -163,191
-4,467 8,767 -40,527 -1,913 26,232 -26,708 -574 5,890 -47,872 -185 -16,539 -3,925 -37,020 -68,509
Percent of Open Interest Represented by Each Category of Trader
2.0 11.7 0.6 43.1 24.2 11.2 21.3 38.8 5.0 9.1 4.2 0.0 7.7 4.3
Number of Traders in Each Category Total Traders: 300
10 26 9 110 35 73 50 42 31 16 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 3,330,248
Positions
120,008 194,114 36,786 1,485,459 776,760 569,121 435,851 1,135,725 136,617 140,576 109,717 13,208 392,622 358,200
Changes from: May 26, 2020 Total Change is: -298,688
1,628 29,231 -42,337 41,566 -69,216 -23,177 -58,868 50,435 -135,010 18,965 -17,587 -27,742 -73,713 -63,285
Percent of Open Interest Represented by Each Category of Trader
3.6 5.8 1.1 44.6 23.3 17.1 13.1 34.1 4.1 4.2 3.3 0.4 11.8 10.8
Number of Traders in Each Category Total Traders: 355
19 29 16 111 63 95 52 56 34 15 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 905,147
Positions
77,404 27,550 3,781 281,616 294,809 119,531 264,436 239,026 27,547 35,183 11,624 0 95,649 181,279
Changes from: May 26, 2020 Total Change is: -101,424
-20,527 -7,064 -8,981 -35 -31,641 4,682 -19,420 -9,973 -8,672 -6,380 -7,966 -15,562 -26,529 -16,247
Percent of Open Interest Represented by Each Category of Trader
8.6 3.0 0.4 31.1 32.6 13.2 29.2 26.4 3.0 3.9 1.3 0.0 10.6 20.0
Number of Traders in Each Category Total Traders: 117
7 5 . 27 41 38 21 13 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 3,534,431
Positions
60,753 305,171 28,934 1,741,441 729,090 473,408 478,703 1,361,563 171,933 268,764 167,674 3,251 307,244 293,407
Changes from: May 26, 2020 Total Change is: -420,856
11,412 -45,844 -29,695 16,322 130,729 -75,633 93,998 90,419 -380,293 17,534 -24,872 -32,919 -41,582 -52,748
Percent of Open Interest Represented by Each Category of Trader
1.7 8.6 0.8 49.3 20.6 13.4 13.5 38.5 4.9 7.6 4.7 0.1 8.7 8.3
Number of Traders in Each Category Total Traders: 297
8 29 9 84 52 82 44 50 31 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 1,584,946
Positions
188,245 436,342 315,377 7,277 22,691 44,881 612,128 340,876 385,729 4,151 10,634 1,740 25,418 26,676
Changes from: May 26, 2020 Total Change is: -236,390
-7,319 -114,510 -55,394 -4,858 7,782 -11,083 -72,998 12,437 -80,596 -836 2,690 -83 -3,223 2,367
Percent of Open Interest Represented by Each Category of Trader
11.9 27.5 19.9 0.5 1.4 2.8 38.6 21.5 24.3 0.3 0.7 0.1 1.6 1.7
Number of Traders in Each Category Total Traders: 114
27 22 43 . 6 6 17 34 35 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 is11,015,495
Positions
1,690,712 1,800,266 2,168,405 666,405 155,222 660,154 1,447,643 1,858,232 3,414,445 146,128 88,499 189,401 632,202 680,871
Changes from: May 26, 2020 Total Change is: 154,551
2,003 108,483 -21,578 25,205 -31,689 -4,394 -63,144 -22,759 118,339 14,947 -1,092 87,453 -4,280 -78,212
Percent of Open Interest Represented by Each Category of Trader
15.3 16.3 19.7 6.0 1.4 6.0 13.1 16.9 31.0 1.3 0.8 1.7 5.7 6.2
Number of Traders in Each Category Total Traders: 239
32 48 72 18 14 20 48 46 77 11 15 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 173,013
Positions
6,398 66,991 24,079 0 8,182 8,211 110,625 42,387 21,407 503 7 1,662 128 87
Changes from: May 26, 2020 Total Change is: 3,443
239 -17 477 0 0 0 1,712 7,632 797 50 -353 254 -86 -5,347
Percent of Open Interest Represented by Each Category of Trader
3.7 38.7 13.9 0.0 4.7 4.7 63.9 24.5 12.4 0.3 0.0 1.0 0.1 0.1
Number of Traders in Each Category Total Traders: 61
4 18 8 0 . . 19 14 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 215,648
Positions
44,368 82,056 17,341 0 10,924 3,181 131,198 83,193 16,845 1,710 108 908 97 1,092
Changes from: May 26, 2020 Total Change is: -71,283
3,823 -28,217 -8,771 0 -11,574 1,038 -48,859 -10,359 -11,791 -7,288 83 526 39 -2,218
Percent of Open Interest Represented by Each Category of Trader
20.6 38.1 8.0 0.0 5.1 1.5 60.8 38.6 7.8 0.8 0.0 0.4 0.0 0.5
Number of Traders in Each Category Total Traders: 84
6 26 16 0 5 . 18 23 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 85,569
Positions
34 12,246 0 1,061 2,115 0 1,350 17,117 53,224 29,880 500 0 20 367
Changes from: May 26, 2020 Total Change is: 4,071
9 2,650 0 0 -37 0 -157 368 1,090 3,131 0 0 -2 0
Percent of Open Interest Represented by Each Category of Trader
0.0 14.3 0.0 1.2 2.5 0.0 1.6 20.0 62.2 34.9 0.6 0.0 0.0 0.4
Number of Traders in Each Category Total Traders: 23
. . 0 . 5 0 . 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 42,397
Positions
9,297 80 16,492 0 0 0 660 14,074 9,567 6,135 1,931 246 0 7
Changes from: May 26, 2020 Total Change is: -893
0 0 0 0 0 0 0 -7 -893 0 0 0 0 7
Percent of Open Interest Represented by Each Category of Trader
21.9 0.2 38.9 0.0 0.0 0.0 1.6 33.2 22.6 14.5 4.6 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 June 2, 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 8,824
Positions
36 394 80 423 214 0 3,684 5,752 139 1,806 1,706 59 2,597 480
Changes from: May 26, 2020 Total Change is: 102
0 87 80 60 121 -1 -196 969 -257 51 -795 54 311 -156
Percent of Open Interest Represented by Each Category of Trader
0.4 4.5 0.9 4.8 2.4 0.0 41.7 65.2 1.6 20.5 19.3 0.7 29.4 5.4
Number of Traders in Each Category Total Traders: 68
. . . 4 . 0 21 16 5 19 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 26,006
Positions
1,105 12,288 0 10,416 2,019 425 8,704 6,532 1,255 1,244 1,239 9 2,848 2,239
Changes from: May 26, 2020 Total Change is: -2,292
60 0 0 -1,173 748 4 -1,127 -3,697 -47 484 163 -11 -482 548
Percent of Open Interest Represented by Each Category of Trader
4.2 47.3 0.0 40.1 7.8 1.6 33.5 25.1 4.8 4.8 4.8 0.0 11.0 8.6
Number of Traders in Each Category Total Traders: 66
. . 0 7 . . 19 17 8 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 237,479
Positions
58,883 23,669 16,413 64,031 33,956 19,889 18,164 81,546 25,953 7,931 3,005 7,028 19,187 26,020
Changes from: May 26, 2020 Total Change is: 28,985
3,367 1,996 998 13,668 7,082 4,308 4,763 12,470 -149 702 440 475 853 1,365
Percent of Open Interest Represented by Each Category of Trader
24.8 10.0 6.9 27.0 14.3 8.4 7.6 34.3 10.9 3.3 1.3 3.0 8.1 11.0
Number of Traders in Each Category Total Traders: 149
11 15 19 17 21 18 24 39 37 8 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 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 22,643
Positions
5,227 3,630 75 16,006 3,424 614 0 14,873 0 460 0 0 261 27
Changes from: May 26, 2020 Total Change is: 2,246
298 -5 -135 2,553 50 -509 0 2,846 0 0 0 0 39 -1
Percent of Open Interest Represented by Each Category of Trader
23.1 16.0 0.3 70.7 15.1 2.7 0.0 65.7 0.0 2.0 0.0 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 36
4 . . 6 6 . 0 10 0 7 0 0
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Updated June 05, 2020