Traders in Financial Futures - Futures Only Positions as of June 16, 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 125,654
Positions
24,679 22,498 8,141 37,389 16,676 3,412 7,860 43,764 5,501 12,763 876 313 25,596 24,473
Changes from: June 9, 2020 Total Change is: 5,195
-1,441 7,832 6,118 3,410 -3,432 193 -3,168 -2,249 1,694 178 -1,768 -4 -1,785 -3,189
Percent of Open Interest Represented by Each Category of Trader
19.6 17.9 6.5 29.8 13.3 2.7 6.3 34.8 4.4 10.2 0.7 0.2 20.4 19.5
Number of Traders in Each Category Total Traders: 87
7 7 7 15 12 8 11 23 11 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 35,733
Positions
0 12,786 0 7,582 4,754 291 13,631 7,231 532 0 493 0 13,697 9,646
Changes from: June 9, 2020 Total Change is: -5,847
-4,320 -1,261 -477 149 -340 -3 22 -2,200 326 -696 493 0 -848 -2,385
Percent of Open Interest Represented by Each Category of Trader
0.0 35.8 0.0 21.2 13.3 0.8 38.1 20.2 1.5 0.0 1.4 0.0 38.3 27.0
Number of Traders in Each Category Total Traders: 34
0 5 0 5 6 . 6 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 166,808
Positions
70,757 6,202 171 38,818 76,560 4,625 29,277 39,660 4,075 3,050 6,414 0 16,035 29,101
Changes from: June 9, 2020 Total Change is: -18,798
-171 -2,076 -7,543 -2,639 4,472 98 -414 -7,018 -3,761 450 -1,154 0 -4,818 -1,816
Percent of Open Interest Represented by Each Category of Trader
42.4 3.7 0.1 23.3 45.9 2.8 17.6 23.8 2.4 1.8 3.8 0.0 9.6 17.4
Number of Traders in Each Category Total Traders: 101
9 . 4 11 29 12 19 26 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 127,287
Positions
4,484 57,516 888 59,880 16,733 11,174 20,213 21,112 415 11,216 467 0 19,017 18,982
Changes from: June 9, 2020 Total Change is: -27,872
-8,847 550 -7,442 37 -5,293 2,696 -7,836 -9,558 -2,614 -1,850 0 0 -2,016 -6,211
Percent of Open Interest Represented by Each Category of Trader
3.5 45.2 0.7 47.0 13.1 8.8 15.9 16.6 0.3 8.8 0.4 0.0 14.9 14.9
Number of Traders in Each Category Total Traders: 93
. 10 . 24 15 13 14 21 9 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 574,939
Positions
26,123 335,609 10,392 344,850 89,413 20,677 47,845 66,789 3,264 41,378 6,288 1,718 78,692 40,789
Changes from: June 9, 2020 Total Change is: -17,976
-11,906 5,643 -768 4,700 2,622 -2,289 -3,503 -17,588 -923 1,749 197 -6 -5,030 -4,864
Percent of Open Interest Represented by Each Category of Trader
4.5 58.4 1.8 60.0 15.6 3.6 8.3 11.6 0.6 7.2 1.1 0.3 13.7 7.1
Number of Traders in Each Category Total Traders: 256
9 15 10 96 31 37 38 31 18 26 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 23,236
Positions
445 9,331 32 8,639 2,231 1,648 0 5,462 400 0 0 0 12,072 4,132
Changes from: June 9, 2020 Total Change is: -1,830
0 -907 0 516 6 15 0 331 -1,257 0 0 0 -1,104 -18
Percent of Open Interest Represented by Each Category of Trader
1.9 40.2 0.1 37.2 9.6 7.1 0.0 23.5 1.7 0.0 0.0 0.0 52.0 17.8
Number of Traders in Each Category Total Traders: 23
. . . 11 4 8 0 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 90,803
Positions
10,918 18,257 233 30,478 33,074 3,752 24,878 14,748 1,019 910 445 0 18,615 19,275
Changes from: June 9, 2020 Total Change is: -48,133
-39,970 -6,055 -5,514 4,519 2,812 203 -933 -29,975 -4,236 -3,239 1 0 1,037 -5,369
Percent of Open Interest Represented by Each Category of Trader
12.0 20.1 0.3 33.6 36.4 4.1 27.4 16.2 1.1 1.0 0.5 0.0 20.5 21.2
Number of Traders in Each Category Total Traders: 68
4 7 . 12 12 7 14 16 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 23,893
Positions
0 18,986 0 17,528 711 41 4,787 2,013 28 138 1,089 0 1,371 1,025
Changes from: June 9, 2020 Total Change is: -16,099
0 -861 -10,612 -1,771 -24 0 -918 -1,190 -2,632 138 -438 0 -304 -342
Percent of Open Interest Represented by Each Category of Trader
0.0 79.5 0.0 73.4 3.0 0.2 20.0 8.4 0.1 0.6 4.6 0.0 5.7 4.3
Number of Traders in Each Category Total Traders: 35
0 5 0 5 . . 11 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 109,329
Positions
381 53,071 505 72,138 6,998 380 27,154 24,304 1,148 2,584 19,012 96 4,943 3,815
Changes from: June 9, 2020 Total Change is: -26,608
-19,597 11,280 -2,515 7,233 1,039 -378 -2,862 -33,118 -4,249 -3,720 1,723 96 -616 -486
Percent of Open Interest Represented by Each Category of Trader
0.3 48.5 0.5 66.0 6.4 0.3 24.8 22.2 1.1 2.4 17.4 0.1 4.5 3.5
Number of Traders in Each Category Total Traders: 123
. 7 . 15 16 4 32 30 9 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 24,410
Positions
8,998 1,087 779 2,992 12,413 0 6,912 6,194 334 2,381 760 0 2,014 2,843
Changes from: June 9, 2020 Total Change is: -2,807
2 561 249 -31 -5,875 0 -3,286 2,422 -60 104 -384 0 215 280
Percent of Open Interest Represented by Each Category of Trader
36.9 4.5 3.2 12.3 50.9 0.0 28.3 25.4 1.4 9.8 3.1 0.0 8.3 11.6
Number of Traders in Each Category Total Traders: 44
. . . 5 6 0 9 13 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 27,321
Positions
5,442 2,998 0 5,902 5,816 674 11,834 12,790 135 340 1,065 6 2,988 3,837
Changes from: June 9, 2020 Total Change is: -19,390
-12,765 -7,216 -958 784 -144 -317 -3,021 -10,270 -374 -2,218 -62 0 -521 -49
Percent of Open Interest Represented by Each Category of Trader
19.9 11.0 0.0 21.6 21.3 2.5 43.3 46.8 0.5 1.2 3.9 0.0 10.9 14.0
Number of Traders in Each Category Total Traders: 68
6 . 0 9 10 4 24 13 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 10,463
Positions
0 0 0 5,275 1,543 0 4,619 7,646 24 0 149 0 545 1,101
Changes from: June 9, 2020 Total Change is: -6,406
-4,124 -657 -1,771 157 -23 0 1,330 -2,053 -1,747 0 5 -118 -133 -42
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 50.4 14.7 0.0 44.1 73.1 0.2 0.0 1.4 0.0 5.2 10.5
Number of Traders in Each Category Total Traders: 22
0 0 0 . 5 0 7 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 46,180
Positions
19,134 3,905 3,156 5,839 4,802 913 8,489 9,989 1,991 0 13,993 0 6,661 7,433
Changes from: June 9, 2020 Total Change is: 6,457
4,768 -2,198 1,666 -470 -49 -3 -1,006 -2,290 1,625 0 8,400 0 -123 -696
Percent of Open Interest Represented by Each Category of Trader
41.4 8.5 6.8 12.6 10.4 2.0 18.4 21.6 4.3 0.0 30.3 0.0 14.4 16.1
Number of Traders in Each Category Total Traders: 85
22 10 11 15 7 9 13 13 11 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 92,360
Positions
38,267 7,809 6,311 11,677 9,604 1,825 16,978 19,978 3,981 0 27,986 0 13,321 14,866
Changes from: June 9, 2020 Total Change is: 12,914
9,535 -4,395 3,332 -940 -97 -6 -2,011 -4,579 3,250 0 16,800 0 -246 -1,391
Percent of Open Interest Represented by Each Category of Trader
41.4 8.5 6.8 12.6 10.4 2.0 18.4 21.6 4.3 0.0 30.3 0.0 14.4 16.1
Number of Traders in Each Category Total Traders: 85
22 10 11 15 7 9 13 13 11 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 64,810
Positions
25,974 37,885 10,590 19,420 8,556 3,485 1,453 2,566 17 1,080 454 0 2,791 1,257
Changes from: June 9, 2020 Total Change is: 9,280
373 -1,110 10,569 632 -2,513 313 -660 1,624 17 0 0 0 -1,964 380
Percent of Open Interest Represented by Each Category of Trader
40.1 58.5 16.3 30.0 13.2 5.4 2.2 4.0 0.0 1.7 0.7 0.0 4.3 1.9
Number of Traders in Each Category Total Traders: 30
7 6 6 10 . 4 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 812,088
Positions
101,316 62,575 97,440 258,839 155,456 80,862 49,237 128,691 58,125 20,309 73,734 2,598 143,363 152,608
Changes from: June 9, 2020 Total Change is: 45,200
-4,306 -9,950 14,974 -4,418 10,265 17,144 -3,309 -488 11,764 730 -7,628 496 12,125 8,624
Percent of Open Interest Represented by Each Category of Trader
12.5 7.7 12.0 31.9 19.1 10.0 6.1 15.8 7.2 2.5 9.1 0.3 17.7 18.8
Number of Traders in Each Category Total Traders: 585
41 29 42 146 108 140 59 112 85 34 54 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 113,340
Positions
73,432 7,800 0 0 0 0 34,694 23,641 97 211 0 2 4,904 81,800
Changes from: June 9, 2020 Total Change is: 2,015
520 -1,535 0 0 0 0 2,708 -1,418 -603 0 0 0 -610 5,571
Percent of Open Interest Represented by Each Category of Trader
64.8 6.9 0.0 0.0 0.0 0.0 30.6 20.9 0.1 0.2 0.0 0.0 4.3 72.2
Number of Traders in Each Category Total Traders: 28
10 . 0 0 0 0 9 5 7 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 12,551
Positions
6,062 5,203 276 1,698 273 385 1,087 2,417 424 0 0 0 2,619 3,573
Changes from: June 9, 2020 Total Change is: 800
102 -1,415 274 -981 273 385 152 560 424 0 0 0 444 299
Percent of Open Interest Represented by Each Category of Trader
48.3 41.5 2.2 13.5 2.2 3.1 8.7 19.3 3.4 0.0 0.0 0.0 20.9 28.5
Number of Traders in Each Category Total Traders: 25
5 7 . 6 . 4 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 3,493,739
Positions
412,860 547,316 213,757 1,294,196 777,280 404,308 243,226 695,761 119,626 101,545 369,727 11,924 692,297 354,040
Changes from: June 9, 2020 Total Change is: 215,926
-14,801 -32,747 65,541 -22,090 51,323 85,718 -20,817 13,914 52,571 3,648 -38,141 2,480 63,676 15,267
Percent of Open Interest Represented by Each Category of Trader
11.8 15.7 6.1 37.0 22.2 11.6 7.0 19.9 3.4 2.9 10.6 0.3 19.8 10.1
Number of Traders in Each Category Total Traders: 585
37 33 40 146 108 140 60 111 81 34 54 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 16,280
Positions
973 12,143 2,536 10,895 400 0 211 0 0 0 0 0 1,665 1,201
Changes from: June 9, 2020 Total Change is: 7,022
-15 4,639 2,536 4,343 0 0 -220 0 0 0 0 0 378 -153
Percent of Open Interest Represented by Each Category of Trader
6.0 74.6 15.6 66.9 2.5 0.0 1.3 0.0 0.0 0.0 0.0 0.0 10.2 7.4
Number of Traders in Each Category Total Traders: 20
. 9 4 7 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874N Open Interest is 244,091
Positions
112,185 88,361 125,906 0 0 0 0 21,824 6,000 0 0 0 0 2,000
Changes from: June 9, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
46.0 36.2 51.6 0.0 0.0 0.0 0.0 8.9 2.5 0.0 0.0 0.0 0.0 0.8
Number of Traders in Each Category Total Traders: 20
11 7 12 0 0 0 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 71,290
Positions
11,367 1,538 7,642 36,683 48,344 2,950 2,865 5,251 451 0 210 0 9,332 4,904
Changes from: June 9, 2020 Total Change is: 8,203
176 -5,347 7,438 -4,257 4,039 2,103 1,593 1,602 -76 0 0 0 1,226 -1,556
Percent of Open Interest Represented by Each Category of Trader
15.9 2.2 10.7 51.5 67.8 4.1 4.0 7.4 0.6 0.0 0.3 0.0 13.1 6.9
Number of Traders in Each Category Total Traders: 73
11 . 6 27 22 16 5 5 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 45,730
Positions
7,487 9,138 4,090 15,675 4,869 1,130 7,191 15,182 1,737 1,521 3,090 359 6,539 6,133
Changes from: June 9, 2020 Total Change is: 2,475
-2,405 1,702 2,895 1,186 -1,702 -63 -332 -178 412 166 502 201 416 -1,294
Percent of Open Interest Represented by Each Category of Trader
16.4 20.0 8.9 34.3 10.6 2.5 15.7 33.2 3.8 3.3 6.8 0.8 14.3 13.4
Number of Traders in Each Category Total Traders: 279
26 24 21 74 36 37 35 52 26 13 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 228,649
Positions
37,436 45,690 20,450 78,374 24,347 5,651 35,954 75,909 8,687 7,605 15,452 1,797 32,695 30,666
Changes from: June 9, 2020 Total Change is: 12,375
-12,027 8,508 14,473 5,931 -8,508 -314 -1,661 -888 2,059 830 2,511 1,005 2,079 -6,471
Percent of Open Interest Represented by Each Category of Trader
16.4 20.0 8.9 34.3 10.6 2.5 15.7 33.2 3.8 3.3 6.8 0.8 14.3 13.4
Number of Traders in Each Category Total Traders: 279
26 24 21 74 36 37 35 52 26 13 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 615,671
Positions
117,392 45,154 32,359 257,103 229,625 67,817 83,299 134,141 24,448 13,014 61,296 77 20,162 20,754
Changes from: June 9, 2020 Total Change is: 37,709
-7,427 -9,513 18,410 -14,155 5,261 21,279 -4,543 -23,631 21,440 3,956 5,376 46 -1,297 -959
Percent of Open Interest Represented by Each Category of Trader
19.1 7.3 5.3 41.8 37.3 11.0 13.5 21.8 4.0 2.1 10.0 0.0 3.3 3.4
Number of Traders in Each Category Total Traders: 332
34 15 21 84 68 63 39 56 28 16 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 30,317
Positions
4,620 10,765 313 12,683 3,830 322 4,100 5,639 145 350 1,851 0 7,784 7,452
Changes from: June 9, 2020 Total Change is: -23,070
-4,668 -3,961 -5,160 -1,093 -16 -419 -9,521 -99 -1,178 -1,376 -2,733 0 345 -9,504
Percent of Open Interest Represented by Each Category of Trader
15.2 35.5 1.0 41.8 12.6 1.1 13.5 18.6 0.5 1.2 6.1 0.0 25.7 24.6
Number of Traders in Each Category Total Traders: 51
5 8 . 11 7 7 8 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 577,247
Positions
40,630 265,220 116,059 347,841 127,963 28,840 20,480 12,956 1,445 1,154 2,252 0 20,798 22,512
Changes from: June 9, 2020 Total Change is: 117,654
5,974 -9,431 108,686 -10,753 5,542 -1,140 1,236 -2,283 262 0 358 0 13,389 15,660
Percent of Open Interest Represented by Each Category of Trader
7.0 45.9 20.1 60.3 22.2 5.0 3.5 2.2 0.3 0.2 0.4 0.0 3.6 3.9
Number of Traders in Each Category Total Traders: 176
15 12 15 66 45 41 17 11 6 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 1,518,468
Positions
63,212 566,847 277,988 846,079 295,016 134,090 84,635 87,788 13,273 22,240 83,999 6,362 70,589 53,105
Changes from: June 9, 2020 Total Change is: 341,392
1,544 2,438 271,239 9,430 44,666 8,857 -2,137 -20,255 5,642 2,467 -8,094 662 43,688 36,237
Percent of Open Interest Represented by Each Category of Trader
4.2 37.3 18.3 55.7 19.4 8.8 5.6 5.8 0.9 1.5 5.5 0.4 4.6 3.5
Number of Traders in Each Category Total Traders: 426
25 25 24 165 80 91 46 41 24 27 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 149,894
Positions
40,067 114,614 30,860 20,117 0 486 50,078 100 3,580 4,287 65 148 271 41
Changes from: June 9, 2020 Total Change is: -536
-2,639 2,349 -3,323 5,000 0 0 -519 -103 542 400 0 0 3 -1
Percent of Open Interest Represented by Each Category of Trader
26.7 76.5 20.6 13.4 0.0 0.3 33.4 0.1 2.4 2.9 0.0 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 81
9 19 19 13 0 . 27 . 4 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 991,507
Positions
1,709 122,600 4,801 506,972 221,666 190,291 63,678 283,809 7,575 65,392 24,922 95 150,994 135,748
Changes from: June 9, 2020 Total Change is: 6,993
-1,324 11,233 2,192 -3,426 12,844 4,146 7,327 6,218 -1,285 -1,187 702 0 550 -29,057
Percent of Open Interest Represented by Each Category of Trader
0.2 12.4 0.5 51.1 22.4 19.2 6.4 28.6 0.8 6.6 2.5 0.0 15.2 13.7
Number of Traders in Each Category Total Traders: 163
5 14 6 58 28 49 21 23 11 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 1,039,266
Positions
25,600 154,912 134 564,320 156,056 168,229 63,812 436,115 12,772 58,514 11,928 0 145,885 99,120
Changes from: June 9, 2020 Total Change is: -23,644
-1,007 11,680 80 -13,266 -5,263 6,025 -21,548 -23,331 2,202 7,016 430 0 -3,146 -15,467
Percent of Open Interest Represented by Each Category of Trader
2.5 14.9 0.0 54.3 15.0 16.2 6.1 42.0 1.2 5.6 1.1 0.0 14.0 9.5
Number of Traders in Each Category Total Traders: 130
. 12 . 60 19 50 4 22 7 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 2,140,324
Positions
53,358 255,706 7,437 1,021,453 512,365 253,507 366,933 869,910 60,311 197,582 86,074 1,029 178,714 93,985
Changes from: June 9, 2020 Total Change is: 17,809
8,813 33,812 -1,429 20,417 -24,015 1,183 -16,041 62,099 -6,185 6,648 -7,603 0 4,403 -40,053
Percent of Open Interest Represented by Each Category of Trader
2.5 11.9 0.3 47.7 23.9 11.8 17.1 40.6 2.8 9.2 4.0 0.0 8.3 4.4
Number of Traders in Each Category Total Traders: 286
10 26 7 109 27 67 47 38 28 17 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 3,266,592
Positions
124,919 221,200 32,347 1,465,246 897,853 570,781 435,952 997,481 76,723 176,102 113,296 801 383,721 356,110
Changes from: June 9, 2020 Total Change is: -39,459
4,603 3,110 2,274 -40,359 -48,765 34,158 -43,397 -11,925 -8,730 -409 582 113 12,288 -10,276
Percent of Open Interest Represented by Each Category of Trader
3.8 6.8 1.0 44.9 27.5 17.5 13.3 30.5 2.3 5.4 3.5 0.0 11.7 10.9
Number of Traders in Each Category Total Traders: 364
17 33 10 96 72 94 52 64 39 20 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 962,229
Positions
65,694 30,239 7,372 295,549 333,816 120,814 315,529 245,180 22,849 32,081 10,970 0 102,341 190,989
Changes from: June 9, 2020 Total Change is: -10,035
-10,289 -7,941 4,608 7,849 4,826 -1,856 -9,596 -6,521 -3,802 0 2,541 0 3,051 -1,890
Percent of Open Interest Represented by Each Category of Trader
6.8 3.1 0.8 30.7 34.7 12.6 32.8 25.5 2.4 3.3 1.1 0.0 10.6 19.8
Number of Traders in Each Category Total Traders: 109
4 7 4 26 41 37 19 9 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 3,438,389
Positions
50,325 364,746 26,396 1,761,237 662,075 486,536 466,175 1,382,431 73,750 266,427 161,957 3,206 304,337 277,292
Changes from: June 9, 2020 Total Change is: -28,120
-13,318 59,000 -2,827 18,380 15,583 -10,244 6,490 8,841 -30,568 -2,956 -459 -590 7,513 -66,856
Percent of Open Interest Represented by Each Category of Trader
1.5 10.6 0.8 51.2 19.3 14.2 13.6 40.2 2.1 7.7 4.7 0.1 8.9 8.1
Number of Traders in Each Category Total Traders: 299
9 28 8 87 49 78 44 54 30 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 1,714,080
Positions
203,467 425,808 354,255 957 13,487 49,983 776,227 519,577 293,912 5,514 26,951 2,501 27,264 27,606
Changes from: June 9, 2020 Total Change is: 122,234
12,742 -64,205 45,044 -6,320 -4,730 4,335 57,459 119,728 3,339 455 12,500 2,437 2,743 3,786
Percent of Open Interest Represented by Each Category of Trader
11.9 24.8 20.7 0.1 0.8 2.9 45.3 30.3 17.1 0.3 1.6 0.1 1.6 1.6
Number of Traders in Each Category Total Traders: 111
27 20 39 . 6 6 25 25 36 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 is 9,524,870
Positions
1,622,514 1,766,387 1,877,412 803,278 270,424 362,291 1,147,658 1,528,270 2,736,159 213,564 88,241 172,727 589,267 722,959
Changes from: June 9, 2020 Total Change is:-1,497,015
8,454 -109,808 -342,008 156,535 123,505 -288,413 -395,551 -258,888 -620,239 38,204 -18,580 -7,202 -46,795 24,618
Percent of Open Interest Represented by Each Category of Trader
17.0 18.5 19.7 8.4 2.8 3.8 12.0 16.0 28.7 2.2 0.9 1.8 6.2 7.6
Number of Traders in Each Category Total Traders: 219
31 41 64 15 13 21 44 41 73 10 13 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 180,196
Positions
6,535 62,746 29,100 0 8,252 8,211 112,455 48,381 21,812 425 54 1,499 159 141
Changes from: June 9, 2020 Total Change is: 6,872
214 -1,895 3,858 0 401 0 2,499 3,803 1,174 -385 -8 -526 38 65
Percent of Open Interest Represented by Each Category of Trader
3.6 34.8 16.1 0.0 4.6 4.6 62.4 26.8 12.1 0.2 0.0 0.8 0.1 0.1
Number of Traders in Each Category Total Traders: 56
4 17 9 0 . . 14 16 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 285,896
Positions
53,583 116,518 21,957 0 17,250 2,963 182,103 104,115 21,283 3,325 129 573 109 1,108
Changes from: June 9, 2020 Total Change is: 26,213
2,646 14,688 3,033 0 2,016 493 19,373 5,481 946 -73 -202 -244 39 2
Percent of Open Interest Represented by Each Category of Trader
18.7 40.8 7.7 0.0 6.0 1.0 63.7 36.4 7.4 1.2 0.0 0.2 0.0 0.4
Number of Traders in Each Category Total Traders: 85
6 27 15 0 5 . 14 30 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 8,784
Positions
31 495 0 406 294 15 3,776 5,710 176 2,169 1,447 18 2,193 629
Changes from: June 9, 2020 Total Change is: -781
-5 -37 -14 -29 80 -10 -427 -488 -4 -6 -369 -6 -280 67
Percent of Open Interest Represented by Each Category of Trader
0.4 5.6 0.0 4.6 3.3 0.2 43.0 65.0 2.0 24.7 16.5 0.2 25.0 7.2
Number of Traders in Each Category Total Traders: 66
. . 0 . . . 19 17 4 18 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 19,869
Positions
694 0 0 7,428 2,544 481 6,739 12,116 553 1,454 1,857 4 2,516 2,314
Changes from: June 9, 2020 Total Change is: -14,065
-411 -12,288 0 139 -15 25 -12,199 755 -286 636 -724 -34 -1,935 -1,498
Percent of Open Interest Represented by Each Category of Trader
3.5 0.0 0.0 37.4 12.8 2.4 33.9 61.0 2.8 7.3 9.3 0.0 12.7 11.6
Number of Traders in Each Category Total Traders: 65
. 0 0 7 4 . 18 16 6 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 265,946
Positions
56,007 31,026 20,207 73,111 17,535 18,008 14,758 93,236 41,145 6,313 3,606 10,624 25,773 30,559
Changes from: June 9, 2020 Total Change is: 7,999
323 8,149 1,126 -2,418 -22,421 586 -1,230 9,169 3,490 -687 191 2,614 4,195 5,095
Percent of Open Interest Represented by Each Category of Trader
21.1 11.7 7.6 27.5 6.6 6.8 5.5 35.1 15.5 2.4 1.4 4.0 9.7 11.5
Number of Traders in Each Category Total Traders: 154
9 19 20 19 17 15 19 47 38 8 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 28,663
Positions
5,262 3,675 30 19,820 5,601 615 27 16,522 2,175 473 0 0 261 45
Changes from: June 9, 2020 Total Change is: 1,501
-265 20 -20 -550 2,184 179 27 -3,046 2,175 0 0 0 -45 9
Percent of Open Interest Represented by Each Category of Trader
18.4 12.8 0.1 69.1 19.5 2.1 0.1 57.6 7.6 1.7 0.0 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 38
4 . . 8 6 . . 9 . 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 19, 2020