Traders in Financial Futures - Futures Only Positions as of June 23, 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 105,412
Positions
10,724 13,892 425 37,329 18,755 3,280 10,913 40,840 3,605 12,580 796 307 26,249 23,512
Changes from: June 16, 2020 Total Change is: -20,242
-13,955 -8,606 -7,716 -60 2,079 -132 3,053 -2,924 -1,896 -183 -80 -6 653 -961
Percent of Open Interest Represented by Each Category of Trader
10.2 13.2 0.4 35.4 17.8 3.1 10.4 38.7 3.4 11.9 0.8 0.3 24.9 22.3
Number of Traders in Each Category Total Traders: 83
4 7 . 13 12 7 13 22 8 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 42,299
Positions
0 16,026 0 9,993 5,385 294 15,981 9,301 605 0 486 0 15,426 10,202
Changes from: June 16, 2020 Total Change is: 6,566
0 3,240 0 2,411 631 3 2,350 2,070 73 0 -7 0 1,729 556
Percent of Open Interest Represented by Each Category of Trader
0.0 37.9 0.0 23.6 12.7 0.7 37.8 22.0 1.4 0.0 1.1 0.0 36.5 24.1
Number of Traders in Each Category Total Traders: 39
0 6 0 7 7 . 8 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 170,455
Positions
71,059 6,322 187 39,865 78,468 3,952 29,090 42,699 4,082 3,050 6,414 0 19,170 28,331
Changes from: June 16, 2020 Total Change is: 3,647
302 120 16 1,047 1,908 -673 -187 3,039 7 0 0 0 3,135 -770
Percent of Open Interest Represented by Each Category of Trader
41.7 3.7 0.1 23.4 46.0 2.3 17.1 25.1 2.4 1.8 3.8 0.0 11.2 16.6
Number of Traders in Each Category Total Traders: 104
9 . 5 12 31 8 15 29 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 144,549
Positions
4,758 73,055 829 67,059 17,955 9,074 25,682 23,972 550 11,523 467 0 25,074 18,647
Changes from: June 16, 2020 Total Change is: 17,262
274 15,539 -59 7,179 1,222 -2,100 5,469 2,860 135 307 0 0 6,057 -335
Percent of Open Interest Represented by Each Category of Trader
3.3 50.5 0.6 46.4 12.4 6.3 17.8 16.6 0.4 8.0 0.3 0.0 17.3 12.9
Number of Traders in Each Category Total Traders: 95
4 9 . 25 17 12 15 20 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 585,421
Positions
27,230 345,072 10,372 345,739 90,847 20,846 52,353 67,326 3,015 40,903 7,072 1,818 83,145 39,053
Changes from: June 16, 2020 Total Change is: 10,482
1,107 9,463 -20 889 1,434 169 4,508 537 -249 -475 784 100 4,453 -1,736
Percent of Open Interest Represented by Each Category of Trader
4.7 58.9 1.8 59.1 15.5 3.6 8.9 11.5 0.5 7.0 1.2 0.3 14.2 6.7
Number of Traders in Each Category Total Traders: 256
11 12 9 96 32 37 39 28 18 26 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 23,511
Positions
445 9,331 32 8,820 2,175 1,678 0 5,986 0 0 0 0 12,536 4,309
Changes from: June 16, 2020 Total Change is: 275
0 0 0 181 -56 30 0 524 -400 0 0 0 464 177
Percent of Open Interest Represented by Each Category of Trader
1.9 39.7 0.1 37.5 9.3 7.1 0.0 25.5 0.0 0.0 0.0 0.0 53.3 18.3
Number of Traders in Each Category Total Traders: 23
. . . 11 4 8 0 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 93,782
Positions
9,278 19,685 239 32,689 33,391 3,704 28,970 16,228 874 0 445 0 18,028 19,216
Changes from: June 16, 2020 Total Change is: 2,979
-1,640 1,428 6 2,211 317 -48 4,092 1,480 -145 -910 0 0 -587 -59
Percent of Open Interest Represented by Each Category of Trader
9.9 21.0 0.3 34.9 35.6 3.9 30.9 17.3 0.9 0.0 0.5 0.0 19.2 20.5
Number of Traders in Each Category Total Traders: 70
5 7 . 13 13 7 15 15 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 23,935
Positions
0 19,011 0 17,203 644 41 4,914 1,891 27 448 1,089 0 1,302 1,232
Changes from: June 16, 2020 Total Change is: 42
0 25 0 -325 -67 0 127 -122 -1 310 0 0 -69 207
Percent of Open Interest Represented by Each Category of Trader
0.0 79.4 0.0 71.9 2.7 0.2 20.5 7.9 0.1 1.9 4.5 0.0 5.4 5.1
Number of Traders in Each Category Total Traders: 37
0 5 0 5 . . 12 5 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 113,290
Positions
107 54,654 505 73,214 5,949 450 30,094 27,193 687 3,142 19,042 91 5,000 4,719
Changes from: June 16, 2020 Total Change is: 3,961
-274 1,583 0 1,076 -1,049 70 2,940 2,889 -461 558 30 -5 57 904
Percent of Open Interest Represented by Each Category of Trader
0.1 48.2 0.4 64.6 5.3 0.4 26.6 24.0 0.6 2.8 16.8 0.1 4.4 4.2
Number of Traders in Each Category Total Traders: 118
. 8 . 13 16 . 29 31 9 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 23,903
Positions
9,001 1,162 776 3,204 11,247 0 5,832 6,172 447 2,593 1,057 101 1,949 2,941
Changes from: June 16, 2020 Total Change is: -507
3 75 -3 212 -1,166 0 -1,080 -22 113 212 297 101 -65 98
Percent of Open Interest Represented by Each Category of Trader
37.7 4.9 3.2 13.4 47.1 0.0 24.4 25.8 1.9 10.8 4.4 0.4 8.2 12.3
Number of Traders in Each Category Total Traders: 47
. . . 4 7 0 11 13 5 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 29,351
Positions
5,558 3,454 0 7,984 6,668 767 11,027 13,612 153 815 1,107 6 3,041 3,584
Changes from: June 16, 2020 Total Change is: 2,030
116 456 0 2,082 852 93 -807 822 18 475 42 0 53 -253
Percent of Open Interest Represented by Each Category of Trader
18.9 11.8 0.0 27.2 22.7 2.6 37.6 46.4 0.5 2.8 3.8 0.0 10.4 12.2
Number of Traders in Each Category Total Traders: 75
6 . 0 12 10 6 25 14 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 10,695
Positions
0 0 0 5,370 1,325 0 4,709 8,086 23 0 365 0 593 896
Changes from: June 16, 2020 Total Change is: 232
0 0 0 95 -218 0 90 440 -1 0 216 0 48 -205
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 50.2 12.4 0.0 44.0 75.6 0.2 0.0 3.4 0.0 5.5 8.4
Number of Traders in Each Category Total Traders: 23
0 0 0 . 4 0 7 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 36,461
Positions
14,652 4,308 426 5,270 5,582 1,057 8,620 4,061 252 249 13,896 0 5,937 6,881
Changes from: June 16, 2020 Total Change is: -9,719
-4,482 403 -2,730 -569 780 145 131 -5,928 -1,739 249 -97 0 -724 -553
Percent of Open Interest Represented by Each Category of Trader
40.2 11.8 1.2 14.5 15.3 2.9 23.6 11.1 0.7 0.7 38.1 0.0 16.3 18.9
Number of Traders in Each Category Total Traders: 85
20 10 . 13 9 8 13 15 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 72,922
Positions
29,304 8,615 851 10,539 11,164 2,114 17,239 8,122 503 498 27,792 0 11,874 13,761
Changes from: June 16, 2020 Total Change is: -19,438
-8,963 806 -5,460 -1,138 1,560 289 261 -11,856 -3,478 498 -194 0 -1,447 -1,105
Percent of Open Interest Represented by Each Category of Trader
40.2 11.8 1.2 14.5 15.3 2.9 23.6 11.1 0.7 0.7 38.1 0.0 16.3 18.9
Number of Traders in Each Category Total Traders: 85
20 10 . 13 9 8 13 15 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 32,045
Positions
5,462 16,709 21 18,007 8,499 3,400 1,740 2,324 0 1,080 421 0 2,335 671
Changes from: June 16, 2020 Total Change is: -32,765
-20,512 -21,176 -10,569 -1,413 -57 -85 287 -242 -17 0 -33 0 -456 -586
Percent of Open Interest Represented by Each Category of Trader
17.0 52.1 0.1 56.2 26.5 10.6 5.4 7.3 0.0 3.4 1.3 0.0 7.3 2.1
Number of Traders in Each Category Total Traders: 27
6 . . 10 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 520,654
Positions
87,972 42,666 7,924 253,673 163,872 64,367 32,108 102,448 4,401 20,668 72,699 1,038 48,503 61,240
Changes from: June 16, 2020 Total Change is: -291,434
-13,344 -19,909 -89,516 -5,166 8,416 -16,495 -17,129 -26,243 -53,723 359 -1,036 -1,560 -94,860 -91,368
Percent of Open Interest Represented by Each Category of Trader
16.9 8.2 1.5 48.7 31.5 12.4 6.2 19.7 0.8 4.0 14.0 0.2 9.3 11.8
Number of Traders in Each Category Total Traders: 569
31 35 20 145 110 123 60 113 44 28 47 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 2,603,271
Positions
439,860 213,328 39,621 1,268,366 819,360 321,833 160,539 512,239 22,006 103,339 363,494 5,190 242,517 306,200
Changes from: June 16, 2020 Total Change is: -890,468
27,000 -333,988 -174,136 -25,830 42,080 -82,475 -82,687 -183,522 -97,620 1,794 -6,233 -6,734 -449,780 -47,840
Percent of Open Interest Represented by Each Category of Trader
16.9 8.2 1.5 48.7 31.5 12.4 6.2 19.7 0.8 4.0 14.0 0.2 9.3 11.8
Number of Traders in Each Category Total Traders: 569
31 35 20 145 110 123 60 113 44 28 47 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 63,594
Positions
13,820 5,104 14 37,886 46,892 1,041 1,185 5,266 325 0 210 0 9,323 4,742
Changes from: June 16, 2020 Total Change is: -7,696
2,453 3,566 -7,628 1,203 -1,452 -1,909 -1,680 15 -126 0 0 0 -9 -162
Percent of Open Interest Represented by Each Category of Trader
21.7 8.0 0.0 59.6 73.7 1.6 1.9 8.3 0.5 0.0 0.3 0.0 14.7 7.5
Number of Traders in Each Category Total Traders: 69
7 6 . 26 21 14 . 5 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 36,512
Positions
2,752 9,801 335 15,951 4,975 1,250 8,212 11,171 397 1,586 2,519 3 6,026 6,062
Changes from: June 16, 2020 Total Change is: -9,218
-4,735 663 -3,755 276 106 120 1,021 -4,011 -1,341 65 -571 -357 -513 -71
Percent of Open Interest Represented by Each Category of Trader
7.5 26.8 0.9 43.7 13.6 3.4 22.5 30.6 1.1 4.3 6.9 0.0 16.5 16.6
Number of Traders in Each Category Total Traders: 257
19 22 5 75 38 37 37 40 16 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 182,561
Positions
13,762 49,004 1,676 79,756 24,875 6,250 41,059 55,853 1,984 7,930 12,595 14 30,130 30,310
Changes from: June 16, 2020 Total Change is: -46,088
-23,674 3,314 -18,774 1,382 528 599 5,105 -20,056 -6,703 325 -2,857 -1,783 -2,565 -356
Percent of Open Interest Represented by Each Category of Trader
7.5 26.8 0.9 43.7 13.6 3.4 22.5 30.6 1.1 4.3 6.9 0.0 16.5 16.6
Number of Traders in Each Category Total Traders: 257
19 22 5 75 38 37 37 40 16 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 520,992
Positions
65,261 47,008 9,732 260,447 219,279 50,994 98,981 110,247 3,038 12,892 60,215 74 19,573 20,405
Changes from: June 16, 2020 Total Change is: -94,679
-52,131 1,854 -22,627 3,344 -10,346 -16,823 15,682 -23,894 -21,410 -122 -1,081 -3 -589 -349
Percent of Open Interest Represented by Each Category of Trader
12.5 9.0 1.9 50.0 42.1 9.8 19.0 21.2 0.6 2.5 11.6 0.0 3.8 3.9
Number of Traders in Each Category Total Traders: 325
28 20 . 85 62 55 37 61 17 16 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 32,271
Positions
5,951 11,550 290 13,777 3,827 347 4,453 6,110 0 777 1,101 0 6,676 9,046
Changes from: June 16, 2020 Total Change is: 1,954
1,331 785 -23 1,094 -3 25 353 471 -145 427 -750 0 -1,108 1,594
Percent of Open Interest Represented by Each Category of Trader
18.4 35.8 0.9 42.7 11.9 1.1 13.8 18.9 0.0 2.4 3.4 0.0 20.7 28.0
Number of Traders in Each Category Total Traders: 56
7 8 . 13 7 8 9 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 450,940
Positions
43,235 268,794 5,408 345,759 127,823 27,698 18,676 12,115 1,055 1,832 2,284 0 7,277 5,763
Changes from: June 16, 2020 Total Change is: -126,307
2,605 3,574 -110,651 -2,082 -140 -1,142 -1,804 -841 -390 678 32 0 -13,521 -16,749
Percent of Open Interest Represented by Each Category of Trader
9.6 59.6 1.2 76.7 28.3 6.1 4.1 2.7 0.2 0.4 0.5 0.0 1.6 1.3
Number of Traders in Each Category Total Traders: 179
16 10 6 65 47 40 15 15 5 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 1,166,130
Positions
54,694 580,166 3,785 823,425 274,792 122,187 90,413 70,687 7,420 28,025 84,591 5,645 30,536 16,857
Changes from: June 16, 2020 Total Change is: -352,338
-8,518 13,319 -274,203 -22,654 -20,224 -11,903 5,778 -17,101 -5,853 5,785 592 -717 -40,053 -36,248
Percent of Open Interest Represented by Each Category of Trader
4.7 49.8 0.3 70.6 23.6 10.5 7.8 6.1 0.6 2.4 7.3 0.5 2.6 1.4
Number of Traders in Each Category Total Traders: 413
22 21 6 167 74 80 49 37 17 28 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 154,064
Positions
38,903 117,363 31,753 25,797 0 486 48,236 11 4,187 4,276 65 148 278 51
Changes from: June 16, 2020 Total Change is: 4,170
-1,164 2,749 893 5,680 0 0 -1,842 -89 607 -11 0 0 7 10
Percent of Open Interest Represented by Each Category of Trader
25.3 76.2 20.6 16.7 0.0 0.3 31.3 0.0 2.7 2.8 0.0 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 82
10 19 18 14 0 . 26 . 4 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,022,752
Positions
4,344 129,101 2,534 525,541 225,235 185,977 75,083 308,909 11,164 68,615 27,022 95 149,399 132,715
Changes from: June 16, 2020 Total Change is: 31,245
2,635 6,501 -2,267 18,569 3,569 -4,314 11,405 25,100 3,589 3,223 2,100 0 -1,595 -3,033
Percent of Open Interest Represented by Each Category of Trader
0.4 12.6 0.2 51.4 22.0 18.2 7.3 30.2 1.1 6.7 2.6 0.0 14.6 13.0
Number of Traders in Each Category Total Traders: 174
6 15 6 59 30 50 25 22 12 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 1,027,661
Positions
25,325 165,004 198 560,178 135,553 162,443 53,566 433,667 15,627 59,647 13,377 0 150,677 101,792
Changes from: June 16, 2020 Total Change is: -11,605
-275 10,092 64 -4,142 -20,503 -5,786 -10,246 -2,448 2,855 1,133 1,449 0 4,792 2,672
Percent of Open Interest Represented by Each Category of Trader
2.5 16.1 0.0 54.5 13.2 15.8 5.2 42.2 1.5 5.8 1.3 0.0 14.7 9.9
Number of Traders in Each Category Total Traders: 130
. 13 . 61 17 50 4 22 7 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 2,101,874
Positions
50,479 240,664 14,747 1,020,994 494,795 244,375 352,162 889,624 45,280 196,228 79,473 1,081 176,528 91,835
Changes from: June 16, 2020 Total Change is: -38,450
-2,879 -15,042 7,310 -459 -17,570 -9,132 -14,771 19,714 -15,031 -1,354 -6,601 52 -2,186 -2,150
Percent of Open Interest Represented by Each Category of Trader
2.4 11.4 0.7 48.6 23.5 11.6 16.8 42.3 2.2 9.3 3.8 0.1 8.4 4.4
Number of Traders in Each Category Total Traders: 297
11 30 9 109 28 66 47 42 27 20 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 3,302,898
Positions
148,740 264,690 29,683 1,461,251 933,236 538,925 457,184 953,907 90,637 189,397 131,631 666 386,415 359,523
Changes from: June 16, 2020 Total Change is: 36,306
23,821 43,490 -2,664 -3,995 35,383 -31,856 21,232 -43,574 13,914 13,295 18,335 -135 2,694 3,413
Percent of Open Interest Represented by Each Category of Trader
4.5 8.0 0.9 44.2 28.3 16.3 13.8 28.9 2.7 5.7 4.0 0.0 11.7 10.9
Number of Traders in Each Category Total Traders: 371
20 36 9 101 71 92 57 56 36 21 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 955,748
Positions
65,625 30,142 8,613 298,722 325,280 121,753 309,478 254,595 17,951 32,604 10,970 0 101,002 186,444
Changes from: June 16, 2020 Total Change is: -6,481
-69 -97 1,241 3,173 -8,536 939 -6,051 9,415 -4,898 523 0 0 -1,339 -4,545
Percent of Open Interest Represented by Each Category of Trader
6.9 3.2 0.9 31.3 34.0 12.7 32.4 26.6 1.9 3.4 1.1 0.0 10.6 19.5
Number of Traders in Each Category Total Traders: 110
. 7 4 27 41 38 17 12 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 3,447,476
Positions
54,701 350,954 27,073 1,771,795 659,535 492,437 436,907 1,371,843 85,635 276,440 164,621 3,206 299,282 292,172
Changes from: June 16, 2020 Total Change is: 9,087
4,376 -13,792 677 10,558 -2,540 5,901 -29,268 -10,588 11,885 10,013 2,664 0 -5,055 14,880
Percent of Open Interest Represented by Each Category of Trader
1.6 10.2 0.8 51.4 19.1 14.3 12.7 39.8 2.5 8.0 4.8 0.1 8.7 8.5
Number of Traders in Each Category Total Traders: 300
11 25 7 88 50 80 39 58 31 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 1,759,820
Positions
218,047 406,755 381,071 6,449 7,801 46,199 784,183 572,537 288,217 5,463 26,951 2,064 28,127 28,225
Changes from: June 16, 2020 Total Change is: 45,740
14,580 -19,053 26,816 5,492 -5,686 -3,784 7,956 52,960 -5,695 -51 0 -437 863 619
Percent of Open Interest Represented by Each Category of Trader
12.4 23.1 21.7 0.4 0.4 2.6 44.6 32.5 16.4 0.3 1.5 0.1 1.6 1.6
Number of Traders in Each Category Total Traders: 113
27 22 39 . 5 5 24 26 37 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 9,589,249
Positions
1,672,387 1,866,640 1,890,998 845,298 244,763 361,584 1,152,305 1,549,433 2,698,897 180,595 120,133 174,921 612,264 681,880
Changes from: June 16, 2020 Total Change is: 64,379
49,873 100,253 13,586 42,020 -25,661 -707 4,647 21,163 -37,262 -32,969 31,892 2,194 22,997 -41,079
Percent of Open Interest Represented by Each Category of Trader
17.4 19.5 19.7 8.8 2.6 3.8 12.0 16.2 28.1 1.9 1.3 1.8 6.4 7.1
Number of Traders in Each Category Total Traders: 224
30 42 65 15 13 21 44 45 76 10 15 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 151,184
Positions
18,953 46,066 20,063 0 7,265 8,211 83,522 49,338 19,251 350 172 682 152 136
Changes from: June 16, 2020 Total Change is: -29,012
12,418 -16,680 -9,037 0 -987 0 -28,933 957 -2,561 -75 118 -817 -7 -5
Percent of Open Interest Represented by Each Category of Trader
12.5 30.5 13.3 0.0 4.8 5.4 55.2 32.6 12.7 0.2 0.1 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 54
7 13 8 0 . . 12 17 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 293,931
Positions
54,664 119,615 22,959 0 13,639 4,353 184,999 109,678 22,889 3,346 46 615 106 137
Changes from: June 16, 2020 Total Change is: 8,035
1,081 3,097 1,002 0 -3,611 1,390 2,896 5,563 1,606 21 -83 42 -3 -971
Percent of Open Interest Represented by Each Category of Trader
18.6 40.7 7.8 0.0 4.6 1.5 62.9 37.3 7.8 1.1 0.0 0.2 0.0 0.0
Number of Traders in Each Category Total Traders: 87
5 30 15 0 5 . 13 31 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 66,324
Positions
0 23,527 0 1,116 2,334 0 0 17,907 21,464 43,725 500 0 19 592
Changes from: June 16, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 35.5 0.0 1.7 3.5 0.0 0.0 27.0 32.4 65.9 0.8 0.0 0.0 0.9
Number of Traders in Each Category Total Traders: 21
0 . 0 . 5 0 0 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 9,330
Positions
31 493 1 642 297 26 3,847 6,230 335 2,120 1,417 20 2,308 511
Changes from: June 16, 2020 Total Change is: 546
0 -2 1 236 3 11 71 520 159 -49 -30 2 115 -118
Percent of Open Interest Represented by Each Category of Trader
0.3 5.3 0.0 6.9 3.2 0.3 41.2 66.8 3.6 22.7 15.2 0.2 24.7 5.5
Number of Traders in Each Category Total Traders: 65
. . . . . . 20 18 . 16 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 21,601
Positions
841 0 0 6,532 3,054 577 9,074 13,935 611 1,756 724 4 2,206 2,696
Changes from: June 16, 2020 Total Change is: 1,732
147 0 0 -896 510 96 2,335 1,819 58 302 -1,133 0 -310 382
Percent of Open Interest Represented by Each Category of Trader
3.9 0.0 0.0 30.2 14.1 2.7 42.0 64.5 2.8 8.1 3.4 0.0 10.2 12.5
Number of Traders in Each Category Total Traders: 69
. 0 0 7 6 4 14 23 7 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 248,684
Positions
50,587 28,244 14,897 84,110 23,515 15,785 6,939 87,137 42,224 6,175 3,752 9,687 18,280 23,443
Changes from: June 16, 2020 Total Change is: -17,262
-5,420 -2,782 -5,310 10,999 5,980 -2,223 -7,819 -6,099 1,079 -138 146 -937 -7,493 -7,116
Percent of Open Interest Represented by Each Category of Trader
20.3 11.4 6.0 33.8 9.5 6.3 2.8 35.0 17.0 2.5 1.5 3.9 7.4 9.4
Number of Traders in Each Category Total Traders: 144
9 15 16 15 17 14 14 48 38 9 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 21,880
Positions
4,164 736 50 16,167 5,601 615 46 14,817 0 593 0 0 245 61
Changes from: June 16, 2020 Total Change is: -6,783
-1,098 -2,939 20 -3,653 0 0 19 -1,705 -2,175 120 0 0 -16 16
Percent of Open Interest Represented by Each Category of Trader
19.0 3.4 0.2 73.9 25.6 2.8 0.2 67.7 0.0 2.7 0.0 0.0 1.1 0.3
Number of Traders in Each Category Total Traders: 34
. . . 7 6 . . 7 0 9 0 0
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Updated June 26, 2020