Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 135,998
Positions
27,965 14,842 4,678 33,300 20,644 4,720 11,026 46,609 11,945 12,569 2,836 552 29,245 29,173
Changes from: June 2, 2020 Total Change is: -15,967
-3,093 3,464 -4,595 773 -1,690 -3,777 -70 -3,902 -5,728 1,998 601 171 -1,644 -511
Percent of Open Interest Represented by Each Category of Trader
20.6 10.9 3.4 24.5 15.2 3.5 8.1 34.3 8.8 9.2 2.1 0.4 21.5 21.5
Number of Traders in Each Category Total Traders: 99
8 5 9 13 14 9 15 27 13 10 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 43,141
Positions
3,886 13,990 1,369 7,433 5,094 294 13,609 9,463 618 696 0 0 15,236 12,313
Changes from: June 2, 2020 Total Change is: 626
355 -1,793 393 738 -919 -33 -2,678 5,622 -46 0 -493 0 1,896 -2,105
Percent of Open Interest Represented by Each Category of Trader
9.0 32.4 3.2 17.2 11.8 0.7 31.5 21.9 1.4 1.6 0.0 0.0 35.3 28.5
Number of Traders in Each Category Total Traders: 36
. 4 4 6 6 . 8 8 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 212,237
Positions
72,394 8,237 11,244 39,856 72,487 8,126 29,830 46,434 25,597 3,000 7,568 294 21,895 32,249
Changes from: June 2, 2020 Total Change is: -12,431
-4,425 63 4,441 -3,454 -8,274 -862 -173 -2,054 -8,371 -267 -2 292 388 2,337
Percent of Open Interest Represented by Each Category of Trader
34.1 3.9 5.3 18.8 34.2 3.8 14.1 21.9 12.1 1.4 3.6 0.1 10.3 15.2
Number of Traders in Each Category Total Traders: 113
9 5 7 13 29 14 19 28 18 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 175,183
Positions
12,353 56,484 12,859 59,401 22,188 9,799 25,654 27,662 19,371 13,066 536 3 22,676 26,281
Changes from: June 2, 2020 Total Change is: -11,725
149 -12,294 5,387 1,271 6,454 -442 -14,733 -7,245 -2,544 393 -44 -156 -1,047 -840
Percent of Open Interest Represented by Each Category of Trader
7.1 32.2 7.3 33.9 12.7 5.6 14.6 15.8 11.1 7.5 0.3 0.0 12.9 15.0
Number of Traders in Each Category Total Traders: 108
7 8 10 20 19 12 19 26 16 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 655,042
Positions
35,864 329,075 28,181 344,358 87,666 25,369 50,063 85,692 38,938 40,644 5,965 2,769 88,856 51,386
Changes from: June 2, 2020 Total Change is: 6,491
-4,274 24,988 2,964 7,949 -11,265 -1,064 4,723 1,616 -8,581 6,423 906 -3,666 2,017 592
Percent of Open Interest Represented by Each Category of Trader
5.5 50.2 4.3 52.6 13.4 3.9 7.6 13.1 5.9 6.2 0.9 0.4 13.6 7.8
Number of Traders in Each Category Total Traders: 274
15 11 16 92 35 43 40 40 32 24 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 25,066
Positions
445 10,238 32 8,123 2,225 1,633 0 5,131 1,657 0 0 0 13,176 4,150
Changes from: June 2, 2020 Total Change is: 1,854
-25 1,017 -3 -335 -1,042 0 0 609 1,632 0 0 0 585 -359
Percent of Open Interest Represented by Each Category of Trader
1.8 40.8 0.1 32.4 8.9 6.5 0.0 20.5 6.6 0.0 0.0 0.0 52.6 16.6
Number of Traders in Each Category Total Traders: 23
. . . 10 4 7 0 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 158,550
Positions
50,074 23,536 9,254 23,729 30,629 6,864 27,623 44,263 16,605 4,149 852 92 20,160 26,455
Changes from: June 2, 2020 Total Change is: -5,465
-7,568 4,093 4,209 2,385 -4,787 -3,983 3,070 4,217 -3,570 -23 204 -540 553 -5,308
Percent of Open Interest Represented by Each Category of Trader
31.6 14.8 5.8 15.0 19.3 4.3 17.4 27.9 10.5 2.6 0.5 0.1 12.7 16.7
Number of Traders in Each Category Total Traders: 86
6 7 10 11 13 11 16 23 15 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 39,992
Positions
0 19,847 10,612 19,299 735 41 5,705 3,203 2,660 0 1,527 0 1,675 1,367
Changes from: June 2, 2020 Total Change is: 13,784
0 -21 10,612 1,099 -21 0 -504 813 2,551 -415 -68 0 441 -82
Percent of Open Interest Represented by Each Category of Trader
0.0 49.6 26.5 48.3 1.8 0.1 14.3 8.0 6.7 0.0 3.8 0.0 4.2 3.4
Number of Traders in Each Category Total Traders: 38
0 5 . 6 . . 9 6 5 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 136,168
Positions
19,978 41,791 3,020 64,905 5,959 758 30,016 57,458 5,516 6,352 17,289 0 5,623 4,377
Changes from: June 2, 2020 Total Change is: 11,858
-2,365 2,399 1,870 11,860 -2,163 -471 -1,186 9,799 867 751 -90 0 532 -353
Percent of Open Interest Represented by Each Category of Trader
14.7 30.7 2.2 47.7 4.4 0.6 22.0 42.2 4.1 4.7 12.7 0.0 4.1 3.2
Number of Traders in Each Category Total Traders: 131
6 7 4 15 14 5 33 31 13 13 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 27,429
Positions
8,996 526 530 3,023 18,288 0 10,198 3,984 394 2,489 1,144 0 1,799 2,563
Changes from: June 2, 2020 Total Change is: 996
-445 239 445 2,078 503 0 -1,583 -704 130 136 426 0 235 -43
Percent of Open Interest Represented by Each Category of Trader
32.8 1.9 1.9 11.0 66.7 0.0 37.2 14.5 1.4 9.1 4.2 0.0 6.6 9.3
Number of Traders in Each Category Total Traders: 51
. . . 5 9 0 9 12 5 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 46,764
Positions
18,216 10,214 980 5,118 5,960 991 14,855 23,060 509 2,558 1,127 6 3,531 3,917
Changes from: June 2, 2020 Total Change is: -53
-1,898 2,638 604 2,162 -4,189 -127 -1,188 2,233 -186 0 168 0 580 -1,194
Percent of Open Interest Represented by Each Category of Trader
39.0 21.8 2.1 10.9 12.7 2.1 31.8 49.3 1.1 5.5 2.4 0.0 7.6 8.4
Number of Traders in Each Category Total Traders: 72
7 4 4 7 12 4 22 15 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 16,869
Positions
4,124 657 1,771 5,118 1,566 0 3,289 9,699 1,771 0 144 118 678 1,143
Changes from: June 2, 2020 Total Change is: 3,991
-150 0 1,771 2,951 -719 0 -2,545 1,271 1,644 0 -78 118 202 -16
Percent of Open Interest Represented by Each Category of Trader
24.4 3.9 10.5 30.3 9.3 0.0 19.5 57.5 10.5 0.0 0.9 0.7 4.0 6.8
Number of Traders in Each Category Total Traders: 27
. . . . 5 0 5 9 6 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 40,324
Positions
14,215 6,102 1,674 6,309 4,851 916 9,551 12,097 757 0 5,593 0 6,902 8,335
Changes from: June 2, 2020 Total Change is: 860
-3,320 2,301 433 676 -1,288 -330 2,423 110 142 0 -316 0 834 -194
Percent of Open Interest Represented by Each Category of Trader
35.3 15.1 4.2 15.6 12.0 2.3 23.7 30.0 1.9 0.0 13.9 0.0 17.1 20.7
Number of Traders in Each Category Total Traders: 94
18 13 9 17 7 6 17 16 8 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 80,647
Positions
28,430 12,203 3,348 12,617 9,701 1,831 19,103 24,194 1,515 0 11,186 0 13,804 16,670
Changes from: June 2, 2020 Total Change is: 1,719
-6,639 4,601 866 1,352 -2,576 -659 4,846 221 285 0 -632 0 1,668 -387
Percent of Open Interest Represented by Each Category of Trader
35.3 15.1 4.2 15.6 12.0 2.3 23.7 30.0 1.9 0.0 13.9 0.0 17.1 20.7
Number of Traders in Each Category Total Traders: 94
18 13 9 17 7 6 17 16 8 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 55,530
Positions
25,601 38,995 21 18,788 11,069 3,172 2,113 942 0 1,080 454 0 4,755 877
Changes from: June 2, 2020 Total Change is: -2,865
-4,829 9,615 21 -1,412 -11,297 -186 933 -1,051 0 0 0 0 2,608 33
Percent of Open Interest Represented by Each Category of Trader
46.1 70.2 0.0 33.8 19.9 5.7 3.8 1.7 0.0 1.9 0.8 0.0 8.6 1.6
Number of Traders in Each Category Total Traders: 28
6 6 . 9 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,010,625
Positions
109,782 74,604 112,631 262,609 146,620 73,603 49,936 126,107 226,347 19,349 82,262 5,803 150,565 162,648
Changes from: June 2, 2020 Total Change is: 50,721
-11,025 4,691 23,862 -41 -15,084 3,509 1,934 4,386 29,953 777 4,482 882 869 -5,960
Percent of Open Interest Represented by Each Category of Trader
10.9 7.4 11.1 26.0 14.5 7.3 4.9 12.5 22.4 1.9 8.1 0.6 14.9 16.1
Number of Traders in Each Category Total Traders: 625
38 32 48 147 107 139 67 118 109 43 73 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 139,912
Positions
72,912 9,318 353 0 0 0 31,355 25,301 22,607 234 0 121 12,332 82,213
Changes from: June 2, 2020 Total Change is: 5,826
-954 6,718 331 0 0 0 4,212 694 2,904 18 0 -39 -647 -4,782
Percent of Open Interest Represented by Each Category of Trader
52.1 6.7 0.3 0.0 0.0 0.0 22.4 18.1 16.2 0.2 0.0 0.1 8.8 58.8
Number of Traders in Each Category Total Traders: 39
10 6 5 0 0 0 13 9 18 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 11,751
Positions
5,960 6,618 2 2,679 0 0 935 1,857 0 0 0 0 2,175 3,274
Changes from: June 2, 2020 Total Change is: -944
380 1,085 0 -1,130 0 0 -805 -1,601 0 0 0 0 611 -428
Percent of Open Interest Represented by Each Category of Trader
50.7 56.3 0.0 22.8 0.0 0.0 8.0 15.8 0.0 0.0 0.0 0.0 18.5 27.9
Number of Traders in Each Category Total Traders: 24
5 7 . 7 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 4,353,567
Positions
444,685 586,766 301,058 1,313,047 733,102 368,017 281,177 692,301 830,428 96,746 412,477 27,244 691,166 402,174
Changes from: June 2, 2020 Total Change is: 224,477
-33,751 6,472 101,051 -204 -75,418 17,545 13,015 42,862 110,841 3,886 22,499 4,516 7,578 -5,891
Percent of Open Interest Represented by Each Category of Trader
10.2 13.5 6.9 30.2 16.8 8.5 6.5 15.9 19.1 2.2 9.5 0.6 15.9 9.2
Number of Traders in Each Category Total Traders: 621
36 34 45 147 107 139 66 115 104 43 73 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 11,844
Positions
2,002 10,519 135 3,915 687 0 558 220 3 0 0 0 5,231 280
Changes from: June 2, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
16.9 88.8 1.1 33.1 5.8 0.0 4.7 1.9 0.0 0.0 0.0 0.0 44.2 2.4
Number of Traders in Each Category Total Traders: 20
4 7 . 6 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 9,258
Positions
988 7,504 0 6,552 400 0 431 0 0 0 0 0 1,287 1,354
Changes from: June 2, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
10.7 81.1 0.0 70.8 4.3 0.0 4.7 0.0 0.0 0.0 0.0 0.0 13.9 14.6
Number of Traders in Each Category Total Traders: 20
. 8 0 7 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 63,087
Positions
11,191 6,885 204 40,940 44,305 847 1,272 3,649 527 0 210 0 8,106 6,460
Changes from: June 2, 2020 Total Change is: -1,954
-1,590 2,280 -5 -577 -3,970 -565 137 -808 191 0 -10 0 455 933
Percent of Open Interest Represented by Each Category of Trader
17.7 10.9 0.3 64.9 70.2 1.3 2.0 5.8 0.8 0.0 0.3 0.0 12.8 10.2
Number of Traders in Each Category Total Traders: 74
9 6 . 28 22 13 4 4 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 51,008
Positions
9,889 7,465 1,500 14,762 6,734 1,340 7,403 14,908 8,004 1,360 2,600 190 6,559 8,266
Changes from: June 2, 2020 Total Change is: 2,208
1,440 -1,248 209 -235 73 8 -679 1,221 1,396 -340 -627 93 317 1,084
Percent of Open Interest Represented by Each Category of Trader
19.4 14.6 2.9 28.9 13.2 2.6 14.5 29.2 15.7 2.7 5.1 0.4 12.9 16.2
Number of Traders in Each Category Total Traders: 287
25 23 20 68 44 39 42 54 31 14 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 255,040
Positions
49,446 37,327 7,502 73,810 33,668 6,701 37,016 74,541 40,019 6,802 13,001 950 32,794 41,329
Changes from: June 2, 2020 Total Change is: 11,042
7,202 -6,242 1,046 -1,174 365 38 -3,394 6,106 6,979 -1,702 -3,134 464 1,584 5,421
Percent of Open Interest Represented by Each Category of Trader
19.4 14.6 2.9 28.9 13.2 2.6 14.5 29.2 15.7 2.7 5.1 0.4 12.9 16.2
Number of Traders in Each Category Total Traders: 287
25 23 20 68 44 39 42 54 31 14 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 589,423
Positions
124,882 54,628 14,427 271,258 224,364 46,538 87,973 157,934 13,083 9,058 55,852 159 22,045 22,438
Changes from: June 2, 2020 Total Change is: 9,224
-5,776 3,671 593 7,214 -16,346 4,856 1,243 13,003 691 -3,950 3,160 143 4,210 -547
Percent of Open Interest Represented by Each Category of Trader
21.2 9.3 2.4 46.0 38.1 7.9 14.9 26.8 2.2 1.5 9.5 0.0 3.7 3.8
Number of Traders in Each Category Total Traders: 331
34 17 10 82 68 57 38 63 28 13 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 23,196
Positions
1,425 4,533 3,169 9,355 314 6 4,269 8,907 590 0 1,604 0 4,382 4,073
Changes from: June 2, 2020 Total Change is: 5,819
0 -81 3,169 8 0 -1 1,164 2,592 589 0 318 0 890 -767
Percent of Open Interest Represented by Each Category of Trader
6.1 19.5 13.7 40.3 1.4 0.0 18.4 38.4 2.5 0.0 6.9 0.0 18.9 17.6
Number of Traders in Each Category Total Traders: 27
. 4 . 6 . . 6 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 53,387
Positions
9,288 14,726 5,473 13,776 3,846 741 13,621 5,738 1,323 1,726 4,584 0 7,439 16,956
Changes from: June 2, 2020 Total Change is: 7,316
-782 -53 4,376 222 -494 141 875 659 837 329 -277 0 1,318 2,127
Percent of Open Interest Represented by Each Category of Trader
17.4 27.6 10.3 25.8 7.2 1.4 25.5 10.7 2.5 3.2 8.6 0.0 13.9 31.8
Number of Traders in Each Category Total Traders: 74
7 12 9 12 8 8 15 14 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 459,593
Positions
34,656 274,651 7,373 358,594 122,421 29,980 19,244 15,239 1,183 1,154 1,894 0 7,409 6,852
Changes from: June 2, 2020 Total Change is: -7,138
233 -8,681 5,147 -10,166 978 -653 -120 -2,797 11 275 -289 0 -1,865 -854
Percent of Open Interest Represented by Each Category of Trader
7.5 59.8 1.6 78.0 26.6 6.5 4.2 3.3 0.3 0.3 0.4 0.0 1.6 1.5
Number of Traders in Each Category Total Traders: 175
14 13 8 64 47 37 13 16 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,177,076
Positions
61,668 564,409 6,749 836,649 250,350 125,233 86,772 108,043 7,631 19,773 92,093 5,700 26,901 16,868
Changes from: June 2, 2020 Total Change is: 20,139
-6,010 27,143 2,848 32,871 -34,375 -8,666 -1,547 36,783 -213 2,050 -3,829 -845 -349 1,293
Percent of Open Interest Represented by Each Category of Trader
5.2 48.0 0.6 71.1 21.3 10.6 7.4 9.2 0.6 1.7 7.8 0.5 2.3 1.4
Number of Traders in Each Category Total Traders: 421
23 23 15 167 74 84 45 44 22 28 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 150,430
Positions
42,706 112,265 34,183 15,117 0 486 50,597 203 3,038 3,887 65 148 268 42
Changes from: June 2, 2020 Total Change is: 4,439
-6,383 6,508 -3,781 9,189 0 0 1,679 3 1,807 1,885 0 0 43 -98
Percent of Open Interest Represented by Each Category of Trader
28.4 74.6 22.7 10.0 0.0 0.3 33.6 0.1 2.0 2.6 0.0 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 80
9 19 19 12 0 . 26 . . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,125,159
Positions
2,222 110,006 17,200 535,002 216,877 203,848 38,495 278,425 87,467 66,206 23,311 9,384 165,335 178,641
Changes from: June 2, 2020 Total Change is: 15,934
-3,263 -27,176 7,129 -18,923 -8,302 2,940 -2,633 -15,904 13,688 8,191 1,502 3,649 5,155 38,408
Percent of Open Interest Represented by Each Category of Trader
0.2 9.8 1.5 47.5 19.3 18.1 3.4 24.7 7.8 5.9 2.1 0.8 14.7 15.9
Number of Traders in Each Category Total Traders: 161
. 14 12 56 26 46 17 29 35 8 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,063,079
Positions
26,607 143,232 54 577,613 161,307 162,258 85,360 459,486 10,570 51,498 11,498 0 149,119 114,674
Changes from: June 2, 2020 Total Change is: 5,752
2,971 -22,030 -9 -605 19,617 15,742 -4,739 -1,935 -7,919 4,318 1,760 0 -4,007 526
Percent of Open Interest Represented by Each Category of Trader
2.5 13.5 0.0 54.3 15.2 15.3 8.0 43.2 1.0 4.8 1.1 0.0 14.0 10.8
Number of Traders in Each Category Total Traders: 134
. 13 . 59 20 49 5 24 6 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,144,151
Positions
44,545 221,343 9,417 1,000,201 536,640 254,407 381,509 806,210 86,323 190,934 93,677 1,029 175,787 135,106
Changes from: June 2, 2020 Total Change is: -101,242
797 -37,176 -4,524 40,869 -1,552 3,266 -88,458 -53,745 -45,901 -11,193 5 127 3,776 38,257
Percent of Open Interest Represented by Each Category of Trader
2.1 10.3 0.4 46.6 25.0 11.9 17.8 37.6 4.0 8.9 4.4 0.0 8.2 6.3
Number of Traders in Each Category Total Traders: 289
6 25 8 107 32 71 47 41 38 16 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,915,969
Positions
146,337 208,765 172,478 1,496,106 930,609 625,370 430,655 1,030,701 394,244 208,311 115,659 48,889 393,580 389,255
Changes from: June 2, 2020 Total Change is: 211,488
3,923 7,045 66,883 11,777 162,063 5,373 24,028 -108,411 57,188 54,521 3,779 2,352 -14,557 15,216
Percent of Open Interest Represented by Each Category of Trader
3.7 5.3 4.4 38.2 23.8 16.0 11.0 26.3 10.1 5.3 3.0 1.2 10.1 9.9
Number of Traders in Each Category Total Traders: 366
17 31 33 98 68 102 47 71 84 19 15 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 972,264
Positions
75,983 38,180 2,764 287,700 328,990 122,670 325,125 251,701 26,651 32,081 8,429 0 99,290 192,879
Changes from: June 2, 2020 Total Change is: 67,117
-1,421 10,630 -1,017 6,084 34,181 3,139 60,689 12,675 -896 -3,102 -3,195 0 3,641 11,600
Percent of Open Interest Represented by Each Category of Trader
7.8 3.9 0.3 29.6 33.8 12.6 33.4 25.9 2.7 3.3 0.9 0.0 10.2 19.8
Number of Traders in Each Category Total Traders: 114
6 7 . 26 40 36 22 11 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,673,981
Positions
64,356 301,011 54,325 1,761,615 646,965 529,965 434,851 1,373,010 241,693 269,980 163,194 12,939 304,257 350,878
Changes from: June 2, 2020 Total Change is: -4,693
2,933 -3,204 14,824 7,352 -83,939 42,014 -27,296 11,339 -30,965 91 -4,422 -683 -12,963 50,343
Percent of Open Interest Represented by Each Category of Trader
1.8 8.2 1.5 47.9 17.6 14.4 11.8 37.4 6.6 7.3 4.4 0.4 8.3 9.6
Number of Traders in Each Category Total Traders: 307
12 27 17 91 47 85 41 58 62 17 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,591,971
Positions
190,725 490,013 309,211 7,277 18,217 45,648 718,778 399,735 290,687 5,059 14,451 64 24,522 23,945
Changes from: June 2, 2020 Total Change is: 6,900
2,480 53,671 -6,166 0 -4,474 767 106,626 58,959 -95,142 908 3,817 -1,676 -897 -2,856
Percent of Open Interest Represented by Each Category of Trader
12.0 30.8 19.4 0.5 1.1 2.9 45.2 25.1 18.3 0.3 0.9 0.0 1.5 1.5
Number of Traders in Each Category Total Traders: 114
29 21 42 . 6 6 22 29 35 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is26,479,554
Positions
1,861,400 1,842,943 4,779,133 639,420 129,907 1,777,678 832,859 1,402,184 15,394,304 213,021 88,491 278,924 702,815 785,991
Changes from: June 2, 2020 Total Change is: -428,720
-105,521 133,409 -9,603 -21,683 4,864 -31,935 190,424 -145,171 -407,081 -31,418 17,896 -10,700 -1,204 19,600
Percent of Open Interest Represented by Each Category of Trader
7.0 7.0 18.0 2.4 0.5 6.7 3.1 5.3 58.1 0.8 0.3 1.1 2.7 3.0
Number of Traders in Each Category Total Traders: 270
32 49 76 19 13 25 66 48 99 20 17 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 173,349
Positions
6,321 64,636 25,247 0 7,851 8,211 109,963 44,585 20,649 810 69 2,025 123 76
Changes from: June 2, 2020 Total Change is: 295
-77 -2,350 1,163 0 -331 0 -658 2,201 -795 307 55 363 -8 -11
Percent of Open Interest Represented by Each Category of Trader
3.6 37.3 14.6 0.0 4.5 4.7 63.4 25.7 11.9 0.5 0.0 1.2 0.1 0.0
Number of Traders in Each Category Total Traders: 58
. 17 8 0 . . 15 16 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 259,683
Positions
50,937 101,830 18,924 0 15,234 2,470 162,730 98,634 20,337 3,398 331 817 70 1,106
Changes from: June 2, 2020 Total Change is: 44,035
6,569 19,774 1,583 0 4,310 -711 31,532 15,441 3,492 1,688 223 -91 -27 14
Percent of Open Interest Represented by Each Category of Trader
19.6 39.2 7.3 0.0 5.9 1.0 62.7 38.0 7.8 1.3 0.1 0.3 0.0 0.4
Number of Traders in Each Category Total Traders: 85
5 29 15 0 5 . 11 31 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 106,406
Positions
43 13,988 8,809 1,116 2,014 0 486 23,335 57,135 38,800 500 0 17 625
Changes from: June 2, 2020 Total Change is: 20,837
9 1,742 8,809 55 -101 0 -864 6,218 3,911 8,920 0 0 -3 258
Percent of Open Interest Represented by Each Category of Trader
0.0 13.1 8.3 1.0 1.9 0.0 0.5 21.9 53.7 36.5 0.5 0.0 0.0 0.6
Number of Traders in Each Category Total Traders: 22
. . . . 4 0 . 5 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 10,924
Positions
36 532 14 435 214 25 4,219 6,237 1,474 2,175 1,808 39 2,506 580
Changes from: June 2, 2020 Total Change is: 925
0 138 -66 12 0 25 550 473 194 369 110 -34 -124 85
Percent of Open Interest Represented by Each Category of Trader
0.3 4.9 0.1 4.0 2.0 0.2 38.6 57.1 13.5 19.9 16.6 0.4 22.9 5.3
Number of Traders in Each Category Total Traders: 70
. . . 4 . . 23 16 10 18 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 33,959
Positions
1,105 12,288 0 7,289 2,559 456 18,938 11,361 843 828 2,581 45 4,455 3,826
Changes from: June 2, 2020 Total Change is: 7,915
0 0 0 -3,127 540 31 10,227 4,829 -417 -422 1,340 22 1,601 1,570
Percent of Open Interest Represented by Each Category of Trader
3.3 36.2 0.0 21.5 7.5 1.3 55.8 33.5 2.5 2.4 7.6 0.1 13.1 11.3
Number of Traders in Each Category Total Traders: 68
. . 0 8 4 4 18 17 8 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 257,947
Positions
55,684 22,877 19,081 75,529 39,956 17,422 15,988 84,067 37,655 7,000 3,415 8,010 21,578 25,464
Changes from: June 2, 2020 Total Change is: 20,468
-3,199 -792 2,668 11,498 6,000 -2,467 -2,176 2,521 11,702 -931 410 982 2,391 -556
Percent of Open Interest Represented by Each Category of Trader
21.6 8.9 7.4 29.3 15.5 6.8 6.2 32.6 14.6 2.7 1.3 3.1 8.4 9.9
Number of Traders in Each Category Total Traders: 158
10 17 20 12 25 15 24 46 43 6 13 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 9, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 27,162
Positions
5,527 3,655 50 20,370 3,417 436 0 19,568 0 473 0 0 306 36
Changes from: June 2, 2020 Total Change is: 4,519
300 25 -25 4,364 -7 -178 0 4,695 0 13 0 0 45 9
Percent of Open Interest Represented by Each Category of Trader
20.3 13.5 0.2 75.0 12.6 1.6 0.0 72.0 0.0 1.7 0.0 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 37
4 . . 7 6 . 0 10 0 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 12, 2020