Traders in Financial Futures - Futures Only Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 120,459
Positions
26,120 14,666 2,023 33,979 20,108 3,219 11,028 46,013 3,807 12,585 2,644 317 27,381 27,662
Changes from: June 2, 2020 Total Change is: -8,017
-3,672 -1,325 1,032 -3,105 -1,909 -482 -678 -4,003 -1,904 1,998 601 -41 -1,165 14
Percent of Open Interest Represented by Each Category of Trader
21.7 12.2 1.7 28.2 16.7 2.7 9.2 38.2 3.2 10.4 2.2 0.3 22.7 23.0
Number of Traders in Each Category Total Traders: 97
8 5 6 15 12 7 17 25 11 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 41,580
Positions
4,320 14,047 477 7,433 5,094 294 13,609 9,431 206 696 0 0 14,545 12,031
Changes from: June 2, 2020 Total Change is: 1,228
641 -1,687 365 738 -919 -33 -2,678 5,549 86 0 -493 0 2,109 -1,640
Percent of Open Interest Represented by Each Category of Trader
10.4 33.8 1.1 17.9 12.3 0.7 32.7 22.7 0.5 1.7 0.0 0.0 35.0 28.9
Number of Traders in Each Category Total Traders: 36
. 4 4 6 6 . 8 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 185,606
Positions
70,928 8,278 7,714 41,457 72,088 4,527 29,691 46,678 7,836 2,600 7,568 0 20,853 30,917
Changes from: June 2, 2020 Total Change is: -4,532
-4,954 -443 5,851 -5,042 -7,782 -2 -2,994 -6,470 1,851 0 0 0 758 2,463
Percent of Open Interest Represented by Each Category of Trader
38.2 4.5 4.2 22.3 38.8 2.4 16.0 25.1 4.2 1.4 4.1 0.0 11.2 16.7
Number of Traders in Each Category Total Traders: 106
9 5 5 12 27 12 20 27 17 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 155,159
Positions
13,331 56,966 8,330 59,843 22,026 8,478 28,049 30,670 3,029 13,066 467 0 21,033 25,193
Changes from: June 2, 2020 Total Change is: -3,584
3,016 -10,981 4,213 3,001 4,546 393 -13,880 -1,109 -465 386 -2 0 -248 -179
Percent of Open Interest Represented by Each Category of Trader
8.6 36.7 5.4 38.6 14.2 5.5 18.1 19.8 2.0 8.4 0.3 0.0 13.6 16.2
Number of Traders in Each Category Total Traders: 102
6 9 6 20 17 8 20 24 13 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 592,915
Positions
38,029 329,966 11,160 340,150 86,791 22,966 51,348 84,377 4,187 39,629 6,091 1,724 83,722 45,653
Changes from: June 2, 2020 Total Change is: 9,531
1,331 25,771 -1,260 7,381 -11,829 802 -718 1,258 -2,767 5,799 704 -3,405 2,368 257
Percent of Open Interest Represented by Each Category of Trader
6.4 55.7 1.9 57.4 14.6 3.9 8.7 14.2 0.7 6.7 1.0 0.3 14.1 7.7
Number of Traders in Each Category Total Traders: 262
15 11 12 91 35 35 43 34 22 22 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 25,066
Positions
445 10,238 32 8,123 2,225 1,633 0 5,131 1,657 0 0 0 13,176 4,150
Changes from: June 2, 2020 Total Change is: 1,854
-25 1,017 -3 -335 -1,042 0 0 609 1,632 0 0 0 585 -359
Percent of Open Interest Represented by Each Category of Trader
1.8 40.8 0.1 32.4 8.9 6.5 0.0 20.5 6.6 0.0 0.0 0.0 52.6 16.6
Number of Traders in Each Category Total Traders: 23
. . . 10 4 7 0 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 138,936
Positions
50,888 24,312 5,747 25,959 30,262 3,549 25,811 44,723 5,255 4,149 444 0 17,578 24,644
Changes from: June 2, 2020 Total Change is: 3,558
-7,800 3,397 5,411 -2,551 -4,904 170 2,635 272 4,074 0 -486 0 1,619 -4,376
Percent of Open Interest Represented by Each Category of Trader
36.6 17.5 4.1 18.7 21.8 2.6 18.6 32.2 3.8 3.0 0.3 0.0 12.7 17.7
Number of Traders in Each Category Total Traders: 80
6 7 7 13 10 9 16 23 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 39,992
Positions
0 19,847 10,612 19,299 735 41 5,705 3,203 2,660 0 1,527 0 1,675 1,367
Changes from: June 2, 2020 Total Change is: 13,784
0 -21 10,612 1,099 -21 0 -504 813 2,551 -415 -68 0 441 -82
Percent of Open Interest Represented by Each Category of Trader
0.0 49.6 26.5 48.3 1.8 0.1 14.3 8.0 6.7 0.0 3.8 0.0 4.2 3.4
Number of Traders in Each Category Total Traders: 38
0 5 . 6 . . 9 6 5 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 135,937
Positions
19,978 41,791 3,020 64,905 5,959 758 30,016 57,422 5,397 6,304 17,289 0 5,559 4,301
Changes from: June 2, 2020 Total Change is: 13,323
-2,365 2,499 2,220 11,860 -2,163 -471 -1,454 9,412 2,214 763 -90 0 556 -298
Percent of Open Interest Represented by Each Category of Trader
14.7 30.7 2.2 47.7 4.4 0.6 22.1 42.2 4.0 4.6 12.7 0.0 4.1 3.2
Number of Traders in Each Category Total Traders: 130
6 7 4 15 14 5 33 31 11 12 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 27,217
Positions
8,996 526 530 3,023 18,288 0 10,198 3,772 394 2,277 1,144 0 1,799 2,563
Changes from: June 2, 2020 Total Change is: 863
-445 239 445 2,078 503 0 -1,583 -839 131 1 426 0 236 -42
Percent of Open Interest Represented by Each Category of Trader
33.1 1.9 1.9 11.1 67.2 0.0 37.5 13.9 1.4 8.4 4.2 0.0 6.6 9.4
Number of Traders in Each Category Total Traders: 50
. . . 5 9 0 9 11 4 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 46,711
Positions
18,207 10,214 958 5,118 5,960 991 14,855 23,060 509 2,558 1,127 6 3,509 3,886
Changes from: June 2, 2020 Total Change is: 174
-1,998 2,462 947 2,162 -4,189 -127 -1,268 2,237 -100 0 168 0 558 -1,224
Percent of Open Interest Represented by Each Category of Trader
39.0 21.9 2.1 11.0 12.8 2.1 31.8 49.4 1.1 5.5 2.4 0.0 7.5 8.3
Number of Traders in Each Category Total Traders: 72
7 4 . 7 12 4 22 15 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 16,869
Positions
4,124 657 1,771 5,118 1,566 0 3,289 9,699 1,771 0 144 118 678 1,143
Changes from: June 2, 2020 Total Change is: 3,991
-150 0 1,771 2,951 -719 0 -2,545 1,271 1,644 0 -78 118 202 -16
Percent of Open Interest Represented by Each Category of Trader
24.4 3.9 10.5 30.3 9.3 0.0 19.5 57.5 10.5 0.0 0.9 0.7 4.0 6.8
Number of Traders in Each Category Total Traders: 27
. . . . 5 0 5 9 6 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 39,723
Positions
14,366 6,102 1,490 6,309 4,851 916 9,495 12,279 366 0 5,593 0 6,784 8,129
Changes from: June 2, 2020 Total Change is: 665
-3,258 2,324 368 676 -1,288 -330 2,413 181 8 0 -316 0 787 -282
Percent of Open Interest Represented by Each Category of Trader
36.2 15.4 3.7 15.9 12.2 2.3 23.9 30.9 0.9 0.0 14.1 0.0 17.1 20.5
Number of Traders in Each Category Total Traders: 94
18 13 7 17 7 6 17 16 6 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 79,446
Positions
28,732 12,204 2,979 12,617 9,701 1,831 18,989 24,557 731 0 11,186 0 13,567 16,257
Changes from: June 2, 2020 Total Change is: 1,330
-6,515 4,647 736 1,352 -2,576 -659 4,826 362 16 0 -632 0 1,574 -564
Percent of Open Interest Represented by Each Category of Trader
36.2 15.4 3.7 15.9 12.2 2.3 23.9 30.9 0.9 0.0 14.1 0.0 17.1 20.5
Number of Traders in Each Category Total Traders: 94
18 13 7 17 7 6 17 16 6 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 55,530
Positions
25,601 38,995 21 18,788 11,069 3,172 2,113 942 0 1,080 454 0 4,755 877
Changes from: June 2, 2020 Total Change is: -2,865
-4,829 9,615 21 -1,412 -11,297 -186 933 -1,051 0 0 0 0 2,608 33
Percent of Open Interest Represented by Each Category of Trader
46.1 70.2 0.0 33.8 19.9 5.7 3.8 1.7 0.0 1.9 0.8 0.0 8.6 1.6
Number of Traders in Each Category Total Traders: 28
6 6 . 9 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 766,888
Positions
105,621 72,525 82,466 263,257 145,191 63,718 52,545 129,179 46,360 19,579 81,363 2,102 131,238 143,984
Changes from: June 2, 2020 Total Change is: 16,058
-11,362 4,661 18,032 -862 -14,956 215 1,489 2,674 7,458 886 4,417 113 89 -6,557
Percent of Open Interest Represented by Each Category of Trader
13.8 9.5 10.8 34.3 18.9 8.3 6.9 16.8 6.0 2.6 10.6 0.3 17.1 18.8
Number of Traders in Each Category Total Traders: 582
39 29 34 147 103 122 64 111 57 33 56 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 111,325
Positions
72,912 9,335 0 0 0 0 31,986 25,059 700 211 0 2 5,514 76,229
Changes from: June 2, 2020 Total Change is: 3,586
-960 6,735 0 0 0 0 4,618 736 411 0 0 0 -483 -4,296
Percent of Open Interest Represented by Each Category of Trader
65.5 8.4 0.0 0.0 0.0 0.0 28.7 22.5 0.6 0.2 0.0 0.0 5.0 68.5
Number of Traders in Each Category Total Traders: 33
10 6 0 0 0 0 10 6 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 11,751
Positions
5,960 6,618 2 2,679 0 0 935 1,857 0 0 0 0 2,175 3,274
Changes from: June 2, 2020 Total Change is: -944
380 1,085 0 -1,130 0 0 -805 -1,601 0 0 0 0 611 -428
Percent of Open Interest Represented by Each Category of Trader
50.7 56.3 0.0 22.8 0.0 0.0 8.0 15.8 0.0 0.0 0.0 0.0 18.5 27.9
Number of Traders in Each Category Total Traders: 24
5 7 . 7 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 3,277,813
Positions
427,661 580,063 148,216 1,316,286 725,957 318,590 264,043 681,847 67,055 97,897 407,868 9,444 628,621 338,773
Changes from: June 2, 2020 Total Change is: 62,360
-35,743 5,898 73,891 -4,311 -74,780 1,075 -6,759 18,577 26,352 4,429 22,086 566 2,860 -11,305
Percent of Open Interest Represented by Each Category of Trader
13.0 17.7 4.5 40.2 22.1 9.7 8.1 20.8 2.0 3.0 12.4 0.3 19.2 10.3
Number of Traders in Each Category Total Traders: 582
37 31 29 147 103 122 65 110 54 33 56 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 11,844
Positions
2,002 10,519 135 3,915 687 0 558 220 3 0 0 0 5,231 280
Changes from: June 2, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
16.9 88.8 1.1 33.1 5.8 0.0 4.7 1.9 0.0 0.0 0.0 0.0 44.2 2.4
Number of Traders in Each Category Total Traders: 20
4 7 . 6 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 9,258
Positions
988 7,504 0 6,552 400 0 431 0 0 0 0 0 1,287 1,354
Changes from: June 2, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
10.7 81.1 0.0 70.8 4.3 0.0 4.7 0.0 0.0 0.0 0.0 0.0 13.9 14.6
Number of Traders in Each Category Total Traders: 20
. 8 0 7 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 63,087
Positions
11,191 6,885 204 40,940 44,305 847 1,272 3,649 527 0 210 0 8,106 6,460
Changes from: June 2, 2020 Total Change is: -1,954
-1,590 2,280 -5 -577 -3,970 -565 137 -808 191 0 -10 0 455 933
Percent of Open Interest Represented by Each Category of Trader
17.7 10.9 0.3 64.9 70.2 1.3 2.0 5.8 0.8 0.0 0.3 0.0 12.8 10.2
Number of Traders in Each Category Total Traders: 74
9 6 . 28 22 13 4 4 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 43,255
Positions
9,893 7,436 1,195 14,489 6,571 1,193 7,523 15,359 1,326 1,355 2,588 158 6,123 7,427
Changes from: June 2, 2020 Total Change is: 1,308
1,439 -1,255 188 -233 15 -25 -690 1,308 734 -346 -598 65 176 878
Percent of Open Interest Represented by Each Category of Trader
22.9 17.2 2.8 33.5 15.2 2.8 17.4 35.5 3.1 3.1 6.0 0.4 14.2 17.2
Number of Traders in Each Category Total Traders: 284
25 23 11 68 44 36 42 54 21 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 216,274
Positions
49,463 37,182 5,977 72,443 32,855 5,965 37,615 76,797 6,628 6,775 12,941 792 30,616 37,137
Changes from: June 2, 2020 Total Change is: 6,540
7,193 -6,276 938 -1,164 74 -127 -3,449 6,538 3,672 -1,729 -2,992 325 881 4,388
Percent of Open Interest Represented by Each Category of Trader
22.9 17.2 2.8 33.5 15.2 2.8 17.4 35.5 3.1 3.1 6.0 0.4 14.2 17.2
Number of Traders in Each Category Total Traders: 284
25 23 11 68 44 36 42 54 21 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 577,962
Positions
124,819 54,667 13,949 271,258 224,364 46,538 87,842 157,772 3,008 9,058 55,920 31 21,459 21,713
Changes from: June 2, 2020 Total Change is: 7,388
-5,839 3,544 580 7,214 -16,346 4,856 1,004 12,643 -604 -3,950 3,290 15 4,112 -590
Percent of Open Interest Represented by Each Category of Trader
21.6 9.5 2.4 46.9 38.8 8.1 15.2 27.3 0.5 1.6 9.7 0.0 3.7 3.8
Number of Traders in Each Category Total Traders: 328
33 18 9 82 68 57 37 61 20 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 23,196
Positions
1,425 4,533 3,169 9,355 314 6 4,269 8,907 590 0 1,604 0 4,382 4,073
Changes from: June 2, 2020 Total Change is: 5,819
0 -81 3,169 8 0 -1 1,164 2,592 589 0 318 0 890 -767
Percent of Open Interest Represented by Each Category of Trader
6.1 19.5 13.7 40.3 1.4 0.0 18.4 38.4 2.5 0.0 6.9 0.0 18.9 17.6
Number of Traders in Each Category Total Traders: 27
. 4 . 6 . . 6 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 53,387
Positions
9,288 14,726 5,473 13,776 3,846 741 13,621 5,738 1,323 1,726 4,584 0 7,439 16,956
Changes from: June 2, 2020 Total Change is: 7,316
-782 -53 4,376 222 -494 141 875 659 837 329 -277 0 1,318 2,127
Percent of Open Interest Represented by Each Category of Trader
17.4 27.6 10.3 25.8 7.2 1.4 25.5 10.7 2.5 3.2 8.6 0.0 13.9 31.8
Number of Traders in Each Category Total Traders: 74
7 12 9 12 8 8 15 14 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 459,593
Positions
34,656 274,651 7,373 358,594 122,421 29,980 19,244 15,239 1,183 1,154 1,894 0 7,409 6,852
Changes from: June 2, 2020 Total Change is: -7,138
233 -8,681 5,147 -10,166 978 -653 -120 -2,797 11 275 -289 0 -1,865 -854
Percent of Open Interest Represented by Each Category of Trader
7.5 59.8 1.6 78.0 26.6 6.5 4.2 3.3 0.3 0.3 0.4 0.0 1.6 1.5
Number of Traders in Each Category Total Traders: 175
14 13 8 64 47 37 13 16 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,177,076
Positions
61,668 564,409 6,749 836,649 250,350 125,233 86,772 108,043 7,631 19,773 92,093 5,700 26,901 16,868
Changes from: June 2, 2020 Total Change is: 20,139
-6,010 27,143 2,848 32,871 -34,375 -8,666 -1,547 36,783 -213 2,050 -3,829 -845 -349 1,293
Percent of Open Interest Represented by Each Category of Trader
5.2 48.0 0.6 71.1 21.3 10.6 7.4 9.2 0.6 1.7 7.8 0.5 2.3 1.4
Number of Traders in Each Category Total Traders: 421
23 23 15 167 74 84 45 44 22 28 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 150,430
Positions
42,706 112,265 34,183 15,117 0 486 50,597 203 3,038 3,887 65 148 268 42
Changes from: June 2, 2020 Total Change is: 4,439
-6,383 6,508 -3,781 9,189 0 0 1,679 3 1,807 1,885 0 0 43 -98
Percent of Open Interest Represented by Each Category of Trader
28.4 74.6 22.7 10.0 0.0 0.3 33.6 0.1 2.0 2.6 0.0 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 80
9 19 19 12 0 . 26 . . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 984,514
Positions
3,033 111,367 2,609 510,398 208,822 186,145 56,351 277,591 8,860 66,579 24,220 95 150,444 164,805
Changes from: June 2, 2020 Total Change is: -26,183
-2,414 -27,347 1,282 -24,223 -11,768 -1,738 -318 -15,058 -7,310 8,395 1,570 0 143 34,186
Percent of Open Interest Represented by Each Category of Trader
0.3 11.3 0.3 51.8 21.2 18.9 5.7 28.2 0.9 6.8 2.5 0.0 15.3 16.7
Number of Traders in Each Category Total Traders: 159
. 14 5 56 26 45 21 24 10 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 1,062,910
Positions
26,607 143,232 54 577,586 161,319 162,204 85,360 459,446 10,570 51,498 11,498 0 149,031 114,587
Changes from: June 2, 2020 Total Change is: 5,713
2,971 -22,030 -9 -613 19,629 15,688 -4,739 -1,925 -7,919 4,318 1,760 0 -3,984 519
Percent of Open Interest Represented by Each Category of Trader
2.5 13.5 0.0 54.3 15.2 15.3 8.0 43.2 1.0 4.8 1.1 0.0 14.0 10.8
Number of Traders in Each Category Total Traders: 134
. 13 . 59 20 48 5 24 6 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 2,122,515
Positions
44,545 221,894 8,866 1,001,036 536,380 252,324 382,974 807,811 66,496 190,934 93,677 1,029 174,311 134,038
Changes from: June 2, 2020 Total Change is: -103,521
797 -37,675 -4,025 40,903 -1,464 2,690 -91,719 -56,008 -45,108 -11,193 5 127 4,007 37,937
Percent of Open Interest Represented by Each Category of Trader
2.1 10.5 0.4 47.2 25.3 11.9 18.0 38.1 3.1 9.0 4.4 0.0 8.2 6.3
Number of Traders in Each Category Total Traders: 287
6 25 7 107 32 70 46 40 29 16 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 3,306,051
Positions
120,316 218,090 30,073 1,505,605 946,618 536,623 479,349 1,009,406 85,453 176,511 112,714 688 371,433 366,386
Changes from: June 2, 2020 Total Change is: -24,197
308 23,976 -6,713 20,146 169,858 -32,498 43,498 -126,319 -51,164 35,935 2,997 -12,520 -21,189 8,186
Percent of Open Interest Represented by Each Category of Trader
3.6 6.6 0.9 45.5 28.6 16.2 14.5 30.5 2.6 5.3 3.4 0.0 11.2 11.1
Number of Traders in Each Category Total Traders: 352
14 34 14 100 66 94 50 63 39 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 972,264
Positions
75,983 38,180 2,764 287,700 328,990 122,670 325,125 251,701 26,651 32,081 8,429 0 99,290 192,879
Changes from: June 2, 2020 Total Change is: 67,117
-1,421 10,630 -1,017 6,084 34,181 3,139 60,689 12,675 -896 -3,102 -3,195 0 3,641 11,600
Percent of Open Interest Represented by Each Category of Trader
7.8 3.9 0.3 29.6 33.8 12.6 33.4 25.9 2.7 3.3 0.9 0.0 10.2 19.8
Number of Traders in Each Category Total Traders: 114
6 7 . 26 40 36 22 11 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 3,466,509
Positions
63,643 305,746 29,223 1,742,857 646,492 496,780 459,685 1,373,590 104,318 269,383 162,416 3,796 296,824 344,148
Changes from: June 2, 2020 Total Change is: -67,922
2,890 575 289 1,416 -82,598 23,372 -19,018 12,027 -67,615 619 -5,258 545 -10,420 50,741
Percent of Open Interest Represented by Each Category of Trader
1.8 8.8 0.8 50.3 18.6 14.3 13.3 39.6 3.0 7.8 4.7 0.1 8.6 9.9
Number of Traders in Each Category Total Traders: 302
12 26 7 90 48 82 44 53 34 16 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 1,591,846
Positions
190,725 490,013 309,211 7,277 18,217 45,648 718,768 399,849 290,573 5,059 14,451 64 24,521 23,820
Changes from: June 2, 2020 Total Change is: 6,900
2,480 53,671 -6,166 0 -4,474 767 106,640 58,973 -95,156 908 3,817 -1,676 -897 -2,856
Percent of Open Interest Represented by Each Category of Trader
12.0 30.8 19.4 0.5 1.1 2.9 45.2 25.1 18.3 0.3 0.9 0.0 1.5 1.5
Number of Traders in Each Category Total Traders: 114
29 21 42 . 6 6 22 29 35 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 is11,021,885
Positions
1,614,060 1,876,195 2,219,420 646,743 146,919 650,704 1,543,209 1,787,158 3,356,398 175,360 106,821 179,929 636,062 698,341
Changes from: June 2, 2020 Total Change is: 6,390
-76,652 75,929 51,015 -19,662 -8,303 -9,450 95,566 -71,074 -58,047 29,232 18,322 -9,472 3,860 17,470
Percent of Open Interest Represented by Each Category of Trader
14.6 17.0 20.1 5.9 1.3 5.9 14.0 16.2 30.5 1.6 1.0 1.6 5.8 6.3
Number of Traders in Each Category Total Traders: 238
30 50 70 16 15 21 51 43 78 10 16 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 173,324
Positions
6,321 64,641 25,242 0 7,851 8,211 109,956 44,578 20,638 810 62 2,025 121 76
Changes from: June 2, 2020 Total Change is: 311
-77 -2,350 1,163 0 -331 0 -669 2,191 -769 307 55 363 -7 -11
Percent of Open Interest Represented by Each Category of Trader
3.6 37.3 14.6 0.0 4.5 4.7 63.4 25.7 11.9 0.5 0.0 1.2 0.1 0.0
Number of Traders in Each Category Total Traders: 57
. 17 8 0 . . 15 16 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 259,683
Positions
50,937 101,830 18,924 0 15,234 2,470 162,730 98,634 20,337 3,398 331 817 70 1,106
Changes from: June 2, 2020 Total Change is: 44,035
6,569 19,774 1,583 0 4,310 -711 31,532 15,441 3,492 1,688 223 -91 -27 14
Percent of Open Interest Represented by Each Category of Trader
19.6 39.2 7.3 0.0 5.9 1.0 62.7 38.0 7.8 1.3 0.1 0.3 0.0 0.4
Number of Traders in Each Category Total Traders: 85
5 29 15 0 5 . 11 31 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 106,406
Positions
43 13,988 8,809 1,116 2,014 0 486 23,335 57,135 38,800 500 0 17 625
Changes from: June 2, 2020 Total Change is: 20,837
9 1,742 8,809 55 -101 0 -864 6,218 3,911 8,920 0 0 -3 258
Percent of Open Interest Represented by Each Category of Trader
0.0 13.1 8.3 1.0 1.9 0.0 0.5 21.9 53.7 36.5 0.5 0.0 0.0 0.6
Number of Traders in Each Category Total Traders: 22
. . . . 4 0 . 5 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 9,565
Positions
36 532 14 435 214 25 4,203 6,198 180 2,175 1,816 24 2,473 562
Changes from: June 2, 2020 Total Change is: 741
0 138 -66 12 0 25 519 446 41 369 110 -35 -124 82
Percent of Open Interest Represented by Each Category of Trader
0.4 5.6 0.1 4.5 2.2 0.3 43.9 64.8 1.9 22.7 19.0 0.3 25.9 5.9
Number of Traders in Each Category Total Traders: 70
. . . 4 . . 23 16 5 18 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 33,934
Positions
1,105 12,288 0 7,289 2,559 456 18,938 11,361 839 818 2,581 38 4,451 3,812
Changes from: June 2, 2020 Total Change is: 7,928
0 0 0 -3,127 540 31 10,234 4,829 -416 -426 1,342 29 1,603 1,573
Percent of Open Interest Represented by Each Category of Trader
3.3 36.2 0.0 21.5 7.5 1.3 55.8 33.5 2.5 2.4 7.6 0.1 13.1 11.2
Number of Traders in Each Category Total Traders: 67
. . 0 8 4 4 18 17 8 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 257,947
Positions
55,684 22,877 19,081 75,529 39,956 17,422 15,988 84,067 37,655 7,000 3,415 8,010 21,578 25,464
Changes from: June 2, 2020 Total Change is: 20,468
-3,199 -792 2,668 11,498 6,000 -2,467 -2,176 2,521 11,702 -931 410 982 2,391 -556
Percent of Open Interest Represented by Each Category of Trader
21.6 8.9 7.4 29.3 15.5 6.8 6.2 32.6 14.6 2.7 1.3 3.1 8.4 9.9
Number of Traders in Each Category Total Traders: 158
10 17 20 12 25 15 24 46 43 6 13 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 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 27,162
Positions
5,527 3,655 50 20,370 3,417 436 0 19,568 0 473 0 0 306 36
Changes from: June 2, 2020 Total Change is: 4,519
300 25 -25 4,364 -7 -178 0 4,695 0 13 0 0 45 9
Percent of Open Interest Represented by Each Category of Trader
20.3 13.5 0.2 75.0 12.6 1.6 0.0 72.0 0.0 1.7 0.0 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 37
4 . . 7 6 . 0 10 0 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 12, 2020