Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 149,759
Positions
30,558 7,650 7,052 30,659 27,782 8,004 15,026 46,908 17,404 10,196 1,958 409 30,451 32,593
Changes from: May 19, 2020 Total Change is: 1,385
563 1,778 -1,698 63 -1,955 1,531 -413 -1,315 1,400 -1,224 139 -402 1,564 1,907
Percent of Open Interest Represented by Each Category of Trader
20.4 5.1 4.7 20.5 18.6 5.3 10.0 31.3 11.6 6.8 1.3 0.3 20.3 21.8
Number of Traders in Each Category Total Traders: 102
8 6 8 12 15 11 20 27 13 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 41,122
Positions
4,225 15,167 873 6,302 5,451 328 16,143 4,473 543 696 487 0 12,013 13,801
Changes from: May 19, 2020 Total Change is: 186
196 834 104 -458 10 1 -254 -591 9 0 0 0 588 -181
Percent of Open Interest Represented by Each Category of Trader
10.3 36.9 2.1 15.3 13.3 0.8 39.3 10.9 1.3 1.7 1.2 0.0 29.2 33.6
Number of Traders in Each Category Total Traders: 36
4 5 5 5 6 . 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 219,264
Positions
68,644 9,743 6,969 41,744 78,297 6,293 38,224 46,887 29,948 6,731 7,580 17 20,693 33,529
Changes from: May 19, 2020 Total Change is: 8,843
3,123 162 854 -596 3,467 679 2,505 2,666 750 87 -18 -69 1,510 352
Percent of Open Interest Represented by Each Category of Trader
31.3 4.4 3.2 19.0 35.7 2.9 17.4 21.4 13.7 3.1 3.5 0.0 9.4 15.3
Number of Traders in Each Category Total Traders: 117
9 6 9 10 34 15 20 26 16 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 178,898
Positions
11,140 78,230 6,448 58,753 15,935 8,593 37,342 25,455 19,654 12,574 509 3 24,390 24,072
Changes from: May 19, 2020 Total Change is: 7,244
677 7,710 1,747 -188 -661 -228 6,067 -497 605 -104 -13 -7 -1,324 -1,412
Percent of Open Interest Represented by Each Category of Trader
6.2 43.7 3.6 32.8 8.9 4.8 20.9 14.2 11.0 7.0 0.3 0.0 13.6 13.5
Number of Traders in Each Category Total Traders: 116
5 11 9 26 13 13 28 23 17 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 609,350
Positions
39,633 288,035 12,702 331,228 107,358 25,165 46,896 81,847 38,717 33,379 5,425 1,304 80,326 48,796
Changes from: May 19, 2020 Total Change is: 8,306
-3,760 7,219 173 8,468 1,371 -681 3,741 2,943 -229 987 -342 42 -435 -2,190
Percent of Open Interest Represented by Each Category of Trader
6.5 47.3 2.1 54.4 17.6 4.1 7.7 13.4 6.4 5.5 0.9 0.2 13.2 8.0
Number of Traders in Each Category Total Traders: 279
14 11 14 90 40 47 35 46 28 27 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 22,871
Positions
470 9,047 0 7,992 3,297 1,641 0 4,472 0 0 0 0 12,768 4,414
Changes from: May 19, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.1 39.6 0.0 34.9 14.4 7.2 0.0 19.6 0.0 0.0 0.0 0.0 55.8 19.3
Number of Traders in Each Category Total Traders: 20
. . 0 10 4 7 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 161,740
Positions
62,790 20,451 4,163 17,562 42,015 8,368 26,063 36,538 16,931 6,229 744 383 19,251 32,146
Changes from: May 19, 2020 Total Change is: 6,575
-229 224 107 118 -1,306 1,767 851 1,588 1,571 1,058 -105 83 1,248 2,645
Percent of Open Interest Represented by Each Category of Trader
38.8 12.6 2.6 10.9 26.0 5.2 16.1 22.6 10.5 3.9 0.5 0.2 11.9 19.9
Number of Traders in Each Category Total Traders: 87
5 9 8 7 15 9 15 27 16 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 25,402
Positions
0 19,026 0 16,110 740 41 7,462 2,029 129 261 1,792 0 1,399 1,645
Changes from: May 19, 2020 Total Change is: 1,691
0 581 0 2,976 103 0 -1,512 851 72 123 38 0 32 46
Percent of Open Interest Represented by Each Category of Trader
0.0 74.9 0.0 63.4 2.9 0.2 29.4 8.0 0.5 1.0 7.1 0.0 5.5 6.5
Number of Traders in Each Category Total Traders: 37
0 5 0 6 . . 10 5 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 130,355
Positions
26,559 40,986 1,136 57,144 11,920 1,237 29,592 38,166 3,754 5,960 17,989 0 4,973 15,167
Changes from: May 19, 2020 Total Change is: 25,610
1,175 5,414 93 16,135 -1,328 79 4,322 11,206 608 3,459 601 0 -261 8,938
Percent of Open Interest Represented by Each Category of Trader
20.4 31.4 0.9 43.8 9.1 0.9 22.7 29.3 2.9 4.6 13.8 0.0 3.8 11.6
Number of Traders in Each Category Total Traders: 145
5 10 . 11 19 5 30 42 17 10 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 27,488
Positions
9,273 882 94 745 16,696 0 12,764 5,477 474 2,009 581 0 2,130 3,285
Changes from: May 19, 2020 Total Change is: 2,716
5 170 -5 205 3,239 0 1,929 -402 245 -50 -169 0 387 -361
Percent of Open Interest Represented by Each Category of Trader
33.7 3.2 0.3 2.7 60.7 0.0 46.4 19.9 1.7 7.3 2.1 0.0 7.7 11.9
Number of Traders in Each Category Total Traders: 51
. . . . 8 0 12 14 5 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 45,967
Positions
21,411 5,984 429 2,231 10,731 1,214 15,077 20,460 323 2,558 1,170 6 2,718 5,650
Changes from: May 19, 2020 Total Change is: 1,523
-485 1,722 183 589 -1,593 -169 200 1,760 43 756 98 0 406 -521
Percent of Open Interest Represented by Each Category of Trader
46.6 13.0 0.9 4.9 23.3 2.6 32.8 44.5 0.7 5.6 2.5 0.0 5.9 12.3
Number of Traders in Each Category Total Traders: 80
7 4 . 7 18 5 20 18 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 15,994
Positions
5,781 0 0 0 5,270 0 9,766 8,868 10 101 222 0 336 1,624
Changes from: May 19, 2020 Total Change is: -1,191
0 0 0 0 -468 0 -828 -609 10 -245 0 0 -128 -124
Percent of Open Interest Represented by Each Category of Trader
36.1 0.0 0.0 0.0 32.9 0.0 61.1 55.4 0.1 0.6 1.4 0.0 2.1 10.2
Number of Traders in Each Category Total Traders: 24
. 0 0 0 5 0 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 39,144
Positions
17,567 3,929 1,310 4,916 5,893 1,319 7,269 10,479 839 0 5,808 0 5,925 9,567
Changes from: May 19, 2020 Total Change is: 1,992
408 33 -48 577 -613 273 468 1,831 433 -200 -116 0 81 199
Percent of Open Interest Represented by Each Category of Trader
44.9 10.0 3.3 12.6 15.1 3.4 18.6 26.8 2.1 0.0 14.8 0.0 15.1 24.4
Number of Traders in Each Category Total Traders: 92
20 8 7 16 9 9 16 17 9 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 78,288
Positions
35,134 7,859 2,619 9,831 11,785 2,638 14,538 20,959 1,677 0 11,616 0 11,851 19,135
Changes from: May 19, 2020 Total Change is: 3,984
816 67 -96 1,154 -1,226 545 936 3,662 866 -400 -232 0 163 398
Percent of Open Interest Represented by Each Category of Trader
44.9 10.0 3.3 12.6 15.1 3.4 18.6 26.8 2.1 0.0 14.8 0.0 15.1 24.4
Number of Traders in Each Category Total Traders: 92
20 8 7 16 9 9 16 17 9 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 61,419
Positions
31,228 31,854 0 22,031 23,366 3,674 1,230 1,492 0 925 454 0 2,331 579
Changes from: May 19, 2020 Total Change is: -941
-998 274 0 -93 -250 0 150 -684 0 0 0 0 0 -281
Percent of Open Interest Represented by Each Category of Trader
50.8 51.9 0.0 35.9 38.0 6.0 2.0 2.4 0.0 1.5 0.7 0.0 3.8 0.9
Number of Traders in Each Category Total Traders: 28
5 6 0 10 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 958,972
Positions
117,116 73,326 90,978 273,590 167,446 66,502 41,449 116,704 193,436 18,774 73,922 4,493 152,634 172,166
Changes from: May 19, 2020 Total Change is: 2,644
519 546 549 -1,127 -13,296 -435 -1,331 9,862 3,774 748 1,359 -287 233 572
Percent of Open Interest Represented by Each Category of Trader
12.2 7.6 9.5 28.5 17.5 6.9 4.3 12.2 20.2 2.0 7.7 0.5 15.9 18.0
Number of Traders in Each Category Total Traders: 647
43 28 47 153 119 147 60 133 108 38 73 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 133,643
Positions
72,495 4,967 84 0 0 0 28,361 20,403 19,134 195 0 201 13,174 88,854
Changes from: May 19, 2020 Total Change is: 4,136
2,111 -258 38 0 0 0 1,903 3,203 1,331 7 0 -64 -1,190 -114
Percent of Open Interest Represented by Each Category of Trader
54.2 3.7 0.1 0.0 0.0 0.0 21.2 15.3 14.3 0.1 0.0 0.2 9.9 66.5
Number of Traders in Each Category Total Traders: 32
10 . . 0 0 0 11 7 15 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 17,199
Positions
8,795 4,783 0 6,090 5,443 229 329 0 0 0 0 0 1,756 6,744
Changes from: May 19, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
51.1 27.8 0.0 35.4 31.6 1.3 1.9 0.0 0.0 0.0 0.0 0.0 10.2 39.2
Number of Traders in Each Category Total Traders: 20
6 6 0 4 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 10,879
Positions
3,576 6,076 14 4,710 0 0 943 3,392 0 0 0 0 1,636 1,397
Changes from: May 19, 2020 Total Change is: -618
0 238 11 -428 -618 0 109 85 -16 0 0 0 -294 -318
Percent of Open Interest Represented by Each Category of Trader
32.9 55.9 0.1 43.3 0.0 0.0 8.7 31.2 0.0 0.0 0.0 0.0 15.0 12.8
Number of Traders in Each Category Total Traders: 25
5 7 . 8 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 4,126,645
Positions
476,277 594,958 201,301 1,367,948 837,228 332,511 219,470 635,534 717,480 93,870 370,582 20,489 697,300 416,562
Changes from: May 19, 2020 Total Change is: -7,459
-5,655 6,320 251 -5,635 -66,479 -2,174 -5,500 43,962 1,544 3,740 6,832 -1,148 7,118 3,433
Percent of Open Interest Represented by Each Category of Trader
11.5 14.4 4.9 33.1 20.3 8.1 5.3 15.4 17.4 2.3 9.0 0.5 16.9 10.1
Number of Traders in Each Category Total Traders: 645
41 30 44 153 119 147 60 131 105 38 73 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 67,282
Positions
14,156 3,190 210 41,541 50,050 2,187 1,161 4,951 324 0 1,185 1 7,702 5,184
Changes from: May 19, 2020 Total Change is: -2,879
-1,621 779 -4 -171 -2,317 -213 -376 -162 -492 0 -1,207 0 -2 737
Percent of Open Interest Represented by Each Category of Trader
21.0 4.7 0.3 61.7 74.4 3.3 1.7 7.4 0.5 0.0 1.8 0.0 11.4 7.7
Number of Traders in Each Category Total Traders: 75
10 . . 27 25 16 . 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 48,486
Positions
7,945 8,489 1,214 14,805 6,296 1,228 8,213 14,716 6,326 1,706 3,270 6 7,044 6,941
Changes from: May 19, 2020 Total Change is: 2,383
-113 348 -134 1,771 44 -66 317 1,607 90 62 -43 -1 456 537
Percent of Open Interest Represented by Each Category of Trader
16.4 17.5 2.5 30.5 13.0 2.5 16.9 30.4 13.0 3.5 6.7 0.0 14.5 14.3
Number of Traders in Each Category Total Traders: 270
22 23 16 68 38 36 40 52 27 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 242,430
Positions
39,724 42,443 6,068 74,024 31,482 6,141 41,063 73,579 31,631 8,528 16,351 30 35,221 34,704
Changes from: May 19, 2020 Total Change is: 11,917
-566 1,739 -668 8,853 222 -329 1,587 8,036 452 312 -216 -6 2,281 2,687
Percent of Open Interest Represented by Each Category of Trader
16.4 17.5 2.5 30.5 13.0 2.5 16.9 30.4 13.0 3.5 6.7 0.0 14.5 14.3
Number of Traders in Each Category Total Traders: 270
22 23 16 68 38 36 40 52 27 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 573,475
Positions
131,322 40,172 11,103 248,036 257,112 40,593 96,626 134,586 14,706 12,962 51,196 14 18,113 23,993
Changes from: May 19, 2020 Total Change is: 11,751
-6,406 -113 1,861 7,743 -3,191 -5,864 13,304 12,301 236 879 5,774 0 -2 747
Percent of Open Interest Represented by Each Category of Trader
22.9 7.0 1.9 43.3 44.8 7.1 16.8 23.5 2.6 2.3 8.9 0.0 3.2 4.2
Number of Traders in Each Category Total Traders: 336
32 13 10 85 66 55 47 58 24 14 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 14,916
Positions
1,425 4,682 0 7,699 517 11 2,441 3,880 0 0 927 0 3,340 4,899
Changes from: May 19, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.6 31.4 0.0 51.6 3.5 0.1 16.4 26.0 0.0 0.0 6.2 0.0 22.4 32.8
Number of Traders in Each Category Total Traders: 22
. 4 0 6 . . . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 42,119
Positions
10,288 13,882 734 14,149 4,218 596 8,770 3,048 260 997 1,116 0 6,325 18,265
Changes from: May 19, 2020 Total Change is: 1,843
898 491 174 381 -95 80 545 -1,119 -248 -381 617 0 394 1,943
Percent of Open Interest Represented by Each Category of Trader
24.4 33.0 1.7 33.6 10.0 1.4 20.8 7.2 0.6 2.4 2.6 0.0 15.0 43.4
Number of Traders in Each Category Total Traders: 67
7 13 . 14 7 8 13 9 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 485,490
Positions
38,061 275,770 569 378,341 131,298 38,354 21,132 29,525 1,118 879 2,470 0 7,036 6,386
Changes from: May 19, 2020 Total Change is: 2,206
-177 4,129 -107 7,652 -2,614 -3,679 -222 3,861 -128 0 -58 0 -1,133 802
Percent of Open Interest Represented by Each Category of Trader
7.8 56.8 0.1 77.9 27.0 7.9 4.4 6.1 0.2 0.2 0.5 0.0 1.4 1.3
Number of Traders in Each Category Total Traders: 182
13 13 . 65 50 39 16 16 5 . 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,171,531
Positions
66,505 525,185 5,058 809,982 306,528 136,820 83,388 69,487 8,385 25,984 86,880 6,443 28,966 26,745
Changes from: May 19, 2020 Total Change is: -23,431
1,034 -19,211 -1,079 -29,787 -6,562 278 -1,256 -1,887 496 1,681 2,299 -318 5,520 2,553
Percent of Open Interest Represented by Each Category of Trader
5.7 44.8 0.4 69.1 26.2 11.7 7.1 5.9 0.7 2.2 7.4 0.5 2.5 2.3
Number of Traders in Each Category Total Traders: 417
21 25 9 150 97 83 38 48 21 22 16 4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 148,166
Positions
52,321 101,569 44,254 6,063 0 368 41,430 200 1,533 1,826 65 138 233 39
Changes from: May 19, 2020 Total Change is: 1,744
-973 1,083 352 0 0 0 2,096 100 170 68 0 40 -9 -1
Percent of Open Interest Represented by Each Category of Trader
35.3 68.6 29.9 4.1 0.0 0.2 28.0 0.1 1.0 1.2 0.0 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 68
9 19 17 7 0 . 22 . . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,253,302
Positions
5,842 136,278 12,193 544,401 234,569 199,351 49,071 308,108 199,708 65,366 23,463 6,652 170,719 132,980
Changes from: May 19, 2020 Total Change is: 38,560
-2,363 -4,973 -11,321 -10,148 11,410 -9,159 -3,204 2,434 66,442 -1,335 660 -3,720 13,367 -13,213
Percent of Open Interest Represented by Each Category of Trader
0.5 10.9 1.0 43.4 18.7 15.9 3.9 24.6 15.9 5.2 1.9 0.5 13.6 10.6
Number of Traders in Each Category Total Traders: 166
5 17 12 55 32 48 12 31 35 8 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,156,572
Positions
23,364 169,625 1,140 580,624 139,685 161,794 105,337 496,805 68,804 57,132 9,388 0 158,376 109,330
Changes from: May 19, 2020 Total Change is: 24,681
1,858 -5,701 -1,275 -11,324 6,221 15,360 4,484 -651 7,449 285 877 0 7,843 2,400
Percent of Open Interest Represented by Each Category of Trader
2.0 14.7 0.1 50.2 12.1 14.0 9.1 43.0 5.9 4.9 0.8 0.0 13.7 9.5
Number of Traders in Each Category Total Traders: 129
. 13 . 58 18 50 4 23 18 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,397,075
Positions
48,215 250,802 53,418 962,046 511,612 276,342 475,070 857,867 166,865 202,312 110,211 4,827 207,980 165,131
Changes from: May 19, 2020 Total Change is: -132,519
1,895 60,456 -3,989 -29,079 -26,619 4,643 -28,708 -66,031 -91,547 -18,920 -74,855 -2,508 35,694 67,931
Percent of Open Interest Represented by Each Category of Trader
2.0 10.5 2.2 40.1 21.3 11.5 19.8 35.8 7.0 8.4 4.6 0.2 8.7 6.9
Number of Traders in Each Category Total Traders: 304
12 27 19 109 31 76 55 39 45 19 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,934,637
Positions
128,414 158,219 146,618 1,445,353 837,408 630,137 458,553 1,086,499 441,500 132,425 128,195 68,098 483,538 437,963
Changes from: May 19, 2020 Total Change is: -258,005
7,560 -8,950 -139,034 -16,368 25,265 -48,533 11,987 -1,235 -99,759 -6,587 -15,276 -24,493 57,221 54,010
Percent of Open Interest Represented by Each Category of Trader
3.3 4.0 3.7 36.7 21.3 16.0 11.7 27.6 11.2 3.4 3.3 1.7 12.3 11.1
Number of Traders in Each Category Total Traders: 348
19 25 31 102 69 108 41 61 72 18 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,006,571
Positions
97,931 34,614 12,762 281,651 326,450 114,849 283,856 248,999 36,219 41,563 19,590 15,562 122,178 197,526
Changes from: May 19, 2020 Total Change is: 50,526
-2,529 686 -307 -17,368 -6,199 -4,824 42,770 17,813 5,754 -9,740 -2,745 15,223 21,547 25,125
Percent of Open Interest Represented by Each Category of Trader
9.7 3.4 1.3 28.0 32.4 11.4 28.2 24.7 3.6 4.1 1.9 1.5 12.1 19.6
Number of Traders in Each Category Total Traders: 114
7 7 7 26 41 41 17 10 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,075,956
Positions
49,962 348,870 65,513 1,732,303 600,554 559,301 372,031 1,269,744 640,721 252,904 193,067 45,061 358,160 353,125
Changes from: May 19, 2020 Total Change is: 85,971
291 72,643 -117,547 -19,430 -39,052 42,934 10,734 -37,295 121,976 116 -19,741 5,748 41,148 56,305
Percent of Open Interest Represented by Each Category of Trader
1.2 8.6 1.6 42.5 14.7 13.7 9.1 31.2 15.7 6.2 4.7 1.1 8.8 8.7
Number of Traders in Each Category Total Traders: 304
6 33 19 85 48 82 40 56 60 22 14 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,821,932
Positions
195,564 550,852 370,771 12,135 14,909 55,964 684,672 328,329 466,904 4,987 7,944 1,823 29,112 24,436
Changes from: May 19, 2020 Total Change is: 35,099
-5,146 38,692 -8,171 -3,109 -3,948 4,963 -15,631 -51,962 58,077 349 -746 -192 3,959 -1,614
Percent of Open Interest Represented by Each Category of Trader
10.7 30.2 20.4 0.7 0.8 3.1 37.6 18.0 25.6 0.3 0.4 0.1 1.6 1.3
Number of Traders in Each Category Total Traders: 121
24 31 45 . 6 6 22 30 37 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is26,491,626
Positions
1,975,962 1,642,146 4,765,599 637,870 168,875 1,777,850 677,082 1,531,552 15,505,736 240,171 71,235 203,962 707,393 824,671
Changes from: May 19, 2020 Total Change is: -161,492
12,332 51,440 -22,837 39,264 -14,218 18,889 -8,462 -43,759 -204,355 -7,883 2,064 13,090 -1,531 38,193
Percent of Open Interest Represented by Each Category of Trader
7.5 6.2 18.0 2.4 0.6 6.7 2.6 5.8 58.5 0.9 0.3 0.8 2.7 3.1
Number of Traders in Each Category Total Traders: 268
31 50 77 19 15 24 61 51 95 20 15 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 169,611
Positions
6,159 67,003 23,607 0 8,182 8,211 108,908 34,747 20,649 453 368 1,408 216 5,437
Changes from: May 19, 2020 Total Change is: -3,957
1,369 -7,804 639 0 0 0 -3,542 5,159 -2,094 28 14 -353 -4 481
Percent of Open Interest Represented by Each Category of Trader
3.6 39.5 13.9 0.0 4.8 4.8 64.2 20.5 12.2 0.3 0.2 0.8 0.1 3.2
Number of Traders in Each Category Total Traders: 56
4 15 8 0 . . 17 13 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 286,931
Positions
40,545 110,273 26,112 0 22,498 2,143 180,057 93,552 28,636 8,998 25 382 58 3,310
Changes from: May 19, 2020 Total Change is: 8,408
4,831 -3,308 103 0 379 484 -1,128 6,948 4,007 121 -95 8 -18 -118
Percent of Open Interest Represented by Each Category of Trader
14.1 38.4 9.1 0.0 7.8 0.7 62.8 32.6 10.0 3.1 0.0 0.1 0.0 1.2
Number of Traders in Each Category Total Traders: 90
5 30 15 0 5 . 22 24 27 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 81,498
Positions
25 9,596 0 1,061 2,152 0 1,507 16,749 52,134 26,749 500 0 22 367
Changes from: May 19, 2020 Total Change is: 7,300
25 1,260 0 0 -73 0 302 5,270 875 6,112 0 0 -14 -32
Percent of Open Interest Represented by Each Category of Trader
0.0 11.8 0.0 1.3 2.6 0.0 1.8 20.6 64.0 32.8 0.6 0.0 0.0 0.5
Number of Traders in Each Category Total Traders: 22
. . 0 . 5 0 . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 43,290
Positions
9,297 80 16,492 0 0 0 660 14,081 10,460 6,135 1,931 246 0 0
Changes from: May 19, 2020 Total Change is: 572
0 0 0 0 0 0 660 1,110 -528 450 0 0 -10 -10
Percent of Open Interest Represented by Each Category of Trader
21.5 0.2 38.1 0.0 0.0 0.0 1.5 32.5 24.2 14.2 4.5 0.6 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . 0 0 0 . 7 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 9,170
Positions
36 307 0 363 93 1 3,868 4,783 810 1,750 2,501 19 2,322 656
Changes from: May 19, 2020 Total Change is: -2,632
-5 -35 0 21 -100 -9 -1,589 -2,059 -650 215 -65 -4 -611 291
Percent of Open Interest Represented by Each Category of Trader
0.4 3.3 0.0 4.0 1.0 0.0 42.2 52.2 8.8 19.1 27.3 0.2 25.3 7.2
Number of Traders in Each Category Total Traders: 65
. . 0 4 . . 17 19 13 18 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 28,329
Positions
1,045 12,288 0 11,589 1,271 421 9,831 10,230 1,308 767 1,077 30 3,337 1,703
Changes from: May 19, 2020 Total Change is: -3,180
20 0 0 -830 -104 -21 -2,177 -2,953 62 -539 59 -4 309 -219
Percent of Open Interest Represented by Each Category of Trader
3.7 43.4 0.0 40.9 4.5 1.5 34.7 36.1 4.6 2.7 3.8 0.1 11.8 6.0
Number of Traders in Each Category Total Traders: 66
. . 0 7 . . 24 12 7 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 208,494
Positions
55,516 21,673 15,415 50,363 26,874 15,581 13,401 69,076 26,102 7,229 2,565 6,553 18,334 24,655
Changes from: May 19, 2020 Total Change is: -33,208
-9,902 -5,932 -11,605 -6,172 3,993 -1,225 -1,801 -15,343 -2,941 -103 -504 995 -454 -646
Percent of Open Interest Represented by Each Category of Trader
26.6 10.4 7.4 24.2 12.9 7.5 6.4 33.1 12.5 3.5 1.2 3.1 8.8 11.8
Number of Traders in Each Category Total Traders: 140
12 13 19 18 17 15 21 38 36 7 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 20,397
Positions
4,929 3,635 210 13,453 3,374 1,123 0 12,027 0 460 0 0 222 28
Changes from: May 19, 2020 Total Change is: 119
0 0 0 282 -2,126 -143 0 2,423 0 17 0 0 -37 -35
Percent of Open Interest Represented by Each Category of Trader
24.2 17.8 1.0 66.0 16.5 5.5 0.0 59.0 0.0 2.3 0.0 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 36
4 . . 6 6 . 0 10 0 7 0 0
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Updated May 29, 2020