Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 141,969
Positions
25,586 23,460 10,871 38,332 16,119 5,351 7,312 44,350 14,308 12,768 927 323 27,117 26,259
Changes from: June 9, 2020 Total Change is: 5,971
-2,378 8,618 6,193 5,032 -4,524 631 -3,714 -2,259 2,364 200 -1,909 -229 -2,128 -2,914
Percent of Open Interest Represented by Each Category of Trader
18.0 16.5 7.7 27.0 11.4 3.8 5.2 31.2 10.1 9.0 0.7 0.2 19.1 18.5
Number of Traders in Each Category Total Traders: 88
7 7 9 14 13 12 9 25 13 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 37,230
Positions
0 13,146 465 7,582 4,754 291 13,631 7,193 949 0 493 0 14,312 9,940
Changes from: June 9, 2020 Total Change is: -5,911
-3,886 -844 -904 149 -340 -3 22 -2,270 331 -696 493 0 -924 -2,373
Percent of Open Interest Represented by Each Category of Trader
0.0 35.3 1.2 20.4 12.8 0.8 36.6 19.3 2.5 0.0 1.3 0.0 38.4 26.7
Number of Traders in Each Category Total Traders: 34
0 5 . 5 6 . 6 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 193,151
Positions
70,681 6,202 4,743 38,452 76,193 7,730 29,282 39,989 21,280 3,537 6,414 203 17,244 30,398
Changes from: June 9, 2020 Total Change is: -19,086
-1,713 -2,035 -6,501 -1,404 3,706 -397 -549 -6,445 -4,317 537 -1,154 -91 -4,651 -1,852
Percent of Open Interest Represented by Each Category of Trader
36.6 3.2 2.5 19.9 39.4 4.0 15.2 20.7 11.0 1.8 3.3 0.1 8.9 15.7
Number of Traders in Each Category Total Traders: 110
10 . 6 15 29 14 18 27 16 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 146,101
Positions
4,589 56,824 4,137 59,039 17,052 12,737 20,172 21,099 13,511 11,243 528 2 20,671 20,212
Changes from: June 9, 2020 Total Change is: -29,082
-7,764 340 -8,722 -363 -5,136 2,938 -5,482 -6,563 -5,860 -1,823 -8 -1 -2,005 -6,069
Percent of Open Interest Represented by Each Category of Trader
3.1 38.9 2.8 40.4 11.7 8.7 13.8 14.4 9.2 7.7 0.4 0.0 14.1 13.8
Number of Traders in Each Category Total Traders: 100
4 9 6 23 18 15 14 23 14 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 637,313
Positions
26,279 336,032 26,175 348,453 89,976 23,646 46,626 67,870 38,178 41,727 6,183 2,824 83,406 46,429
Changes from: June 9, 2020 Total Change is: -17,729
-9,585 6,958 -2,006 4,095 2,309 -1,724 -3,437 -17,821 -760 1,083 218 55 -5,450 -4,958
Percent of Open Interest Represented by Each Category of Trader
4.1 52.7 4.1 54.7 14.1 3.7 7.3 10.6 6.0 6.5 1.0 0.4 13.1 7.3
Number of Traders in Each Category Total Traders: 270
9 15 14 96 33 44 40 31 28 29 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 23,236
Positions
445 9,331 32 8,639 2,231 1,648 0 5,462 400 0 0 0 12,072 4,132
Changes from: June 9, 2020 Total Change is: -1,830
0 -907 0 516 6 15 0 331 -1,257 0 0 0 -1,104 -18
Percent of Open Interest Represented by Each Category of Trader
1.9 40.2 0.1 37.2 9.6 7.1 0.0 23.5 1.7 0.0 0.0 0.0 52.0 17.8
Number of Traders in Each Category Total Traders: 23
. . . 11 4 8 0 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 109,895
Positions
10,947 18,394 2,557 28,875 32,778 7,213 25,985 14,952 12,044 910 670 109 21,255 21,177
Changes from: June 9, 2020 Total Change is: -48,655
-39,127 -5,142 -6,697 5,146 2,149 349 -1,639 -29,312 -4,561 -3,239 -181 17 1,095 -5,278
Percent of Open Interest Represented by Each Category of Trader
10.0 16.7 2.3 26.3 29.8 6.6 23.6 13.6 11.0 0.8 0.6 0.1 19.3 19.3
Number of Traders in Each Category Total Traders: 72
5 6 5 12 13 10 13 17 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 23,893
Positions
0 18,986 0 17,528 711 41 4,787 2,013 28 138 1,089 0 1,371 1,025
Changes from: June 9, 2020 Total Change is: -16,099
0 -861 -10,612 -1,771 -24 0 -918 -1,190 -2,632 138 -438 0 -304 -342
Percent of Open Interest Represented by Each Category of Trader
0.0 79.5 0.0 73.4 3.0 0.2 20.0 8.4 0.1 0.6 4.6 0.0 5.7 4.3
Number of Traders in Each Category Total Traders: 35
0 5 0 5 . . 11 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 109,938
Positions
381 53,071 505 72,138 6,998 380 27,153 24,465 1,519 2,623 19,012 96 5,143 3,892
Changes from: June 9, 2020 Total Change is: -26,230
-19,597 11,280 -2,515 7,233 1,039 -378 -2,863 -32,993 -3,997 -3,729 1,723 96 -480 -485
Percent of Open Interest Represented by Each Category of Trader
0.3 48.3 0.5 65.6 6.4 0.3 24.7 22.3 1.4 2.4 17.3 0.1 4.7 3.5
Number of Traders in Each Category Total Traders: 124
. 7 . 15 16 4 31 31 11 11 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 24,487
Positions
8,998 1,087 779 2,992 12,413 0 6,912 6,270 335 2,457 760 0 2,014 2,844
Changes from: June 9, 2020 Total Change is: -2,942
2 561 249 -31 -5,875 0 -3,286 2,286 -59 -32 -384 0 215 281
Percent of Open Interest Represented by Each Category of Trader
36.7 4.4 3.2 12.2 50.7 0.0 28.2 25.6 1.4 10.0 3.1 0.0 8.2 11.6
Number of Traders in Each Category Total Traders: 45
. . . 5 6 0 9 14 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 27,360
Positions
5,442 2,998 0 5,902 5,816 674 11,834 12,800 147 340 1,065 6 3,015 3,854
Changes from: June 9, 2020 Total Change is: -19,404
-12,774 -7,216 -980 784 -144 -317 -3,021 -10,260 -362 -2,218 -62 0 -516 -63
Percent of Open Interest Represented by Each Category of Trader
19.9 11.0 0.0 21.6 21.3 2.5 43.3 46.8 0.5 1.2 3.9 0.0 11.0 14.1
Number of Traders in Each Category Total Traders: 68
6 . 0 9 10 4 24 13 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 10,463
Positions
0 0 0 5,275 1,543 0 4,619 7,646 24 0 149 0 545 1,101
Changes from: June 9, 2020 Total Change is: -6,406
-4,124 -657 -1,771 157 -23 0 1,330 -2,053 -1,747 0 5 -118 -133 -42
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 50.4 14.7 0.0 44.1 73.1 0.2 0.0 1.4 0.0 5.2 10.5
Number of Traders in Each Category Total Traders: 22
0 0 0 . 5 0 7 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 46,875
Positions
18,990 3,904 3,331 5,839 4,802 913 8,507 9,855 2,421 0 13,993 0 6,874 7,657
Changes from: June 9, 2020 Total Change is: 6,552
4,775 -2,198 1,657 -470 -49 -3 -1,044 -2,242 1,664 0 8,400 0 -28 -678
Percent of Open Interest Represented by Each Category of Trader
40.5 8.3 7.1 12.5 10.2 1.9 18.1 21.0 5.2 0.0 29.9 0.0 14.7 16.3
Number of Traders in Each Category Total Traders: 85
22 10 13 15 7 9 13 13 13 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 93,750
Positions
37,981 7,808 6,662 11,677 9,604 1,825 17,015 19,710 4,842 0 27,986 0 13,748 15,313
Changes from: June 9, 2020 Total Change is: 13,103
9,551 -4,396 3,315 -940 -97 -6 -2,088 -4,484 3,327 0 16,800 0 -56 -1,357
Percent of Open Interest Represented by Each Category of Trader
40.5 8.3 7.1 12.5 10.2 1.9 18.1 21.0 5.2 0.0 29.9 0.0 14.7 16.3
Number of Traders in Each Category Total Traders: 85
22 10 13 15 7 9 13 13 13 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 64,810
Positions
25,974 37,885 10,590 19,420 8,556 3,485 1,453 2,566 17 1,080 454 0 2,791 1,257
Changes from: June 9, 2020 Total Change is: 9,280
373 -1,110 10,569 632 -2,513 313 -660 1,624 17 0 0 0 -1,964 380
Percent of Open Interest Represented by Each Category of Trader
40.1 58.5 16.3 30.0 13.2 5.4 2.2 4.0 0.0 1.7 0.7 0.0 4.3 1.9
Number of Traders in Each Category Total Traders: 30
7 6 6 10 . 4 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,061,534
Positions
106,610 66,297 127,426 259,603 157,246 89,638 47,287 127,797 241,486 20,865 74,357 6,073 162,546 171,214
Changes from: June 9, 2020 Total Change is: 50,909
-3,171 -8,307 14,795 -3,007 10,626 16,035 -2,649 1,690 15,139 1,516 -7,905 270 11,981 8,566
Percent of Open Interest Represented by Each Category of Trader
10.0 6.2 12.0 24.5 14.8 8.4 4.5 12.0 22.7 2.0 7.0 0.6 15.3 16.1
Number of Traders in Each Category Total Traders: 626
42 29 55 145 114 153 62 124 127 46 63 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 141,335
Positions
73,435 7,799 7 0 0 0 34,229 23,920 21,283 221 0 182 11,979 88,144
Changes from: June 9, 2020 Total Change is: 1,423
523 -1,519 -346 0 0 0 2,874 -1,381 -1,324 -13 0 61 -353 5,931
Percent of Open Interest Represented by Each Category of Trader
52.0 5.5 0.0 0.0 0.0 0.0 24.2 16.9 15.1 0.2 0.0 0.1 8.5 62.4
Number of Traders in Each Category Total Traders: 34
10 . . 0 0 0 13 7 15 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 12,551
Positions
6,062 5,203 276 1,698 273 385 1,087 2,417 424 0 0 0 2,619 3,573
Changes from: June 9, 2020 Total Change is: 800
102 -1,415 274 -981 273 385 152 560 424 0 0 0 444 299
Percent of Open Interest Represented by Each Category of Trader
48.3 41.5 2.2 13.5 2.2 3.1 8.7 19.3 3.4 0.0 0.0 0.0 20.9 28.5
Number of Traders in Each Category Total Traders: 25
5 7 . 6 . 4 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 4,600,995
Positions
435,146 561,757 367,829 1,298,014 786,230 448,191 262,998 717,091 903,304 104,325 372,888 28,353 752,835 415,351
Changes from: June 9, 2020 Total Change is: 247,428
-9,538 -25,008 66,771 -15,033 53,128 80,174 -18,179 24,790 72,876 7,579 -39,589 1,109 61,669 13,176
Percent of Open Interest Represented by Each Category of Trader
9.5 12.2 8.0 28.2 17.1 9.7 5.7 15.6 19.6 2.3 8.1 0.6 16.4 9.0
Number of Traders in Each Category Total Traders: 622
38 33 54 145 114 153 60 122 124 46 63 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 16,280
Positions
973 12,143 2,536 10,895 400 0 211 0 0 0 0 0 1,665 1,201
Changes from: June 9, 2020 Total Change is: 7,022
-15 4,639 2,536 4,343 0 0 -220 0 0 0 0 0 378 -153
Percent of Open Interest Represented by Each Category of Trader
6.0 74.6 15.6 66.9 2.5 0.0 1.3 0.0 0.0 0.0 0.0 0.0 10.2 7.4
Number of Traders in Each Category Total Traders: 20
. 9 4 7 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874N Open Interest is 244,091
Positions
112,185 88,361 125,906 0 0 0 0 21,824 6,000 0 0 0 0 2,000
Changes from: June 9, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
46.0 36.2 51.6 0.0 0.0 0.0 0.0 8.9 2.5 0.0 0.0 0.0 0.0 0.8
Number of Traders in Each Category Total Traders: 20
11 7 12 0 0 0 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 71,290
Positions
11,367 1,538 7,642 36,683 48,344 2,950 2,865 5,251 451 0 210 0 9,332 4,904
Changes from: June 9, 2020 Total Change is: 8,203
176 -5,347 7,438 -4,257 4,039 2,103 1,593 1,602 -76 0 0 0 1,226 -1,556
Percent of Open Interest Represented by Each Category of Trader
15.9 2.2 10.7 51.5 67.8 4.1 4.0 7.4 0.6 0.0 0.3 0.0 13.1 6.9
Number of Traders in Each Category Total Traders: 73
11 . 6 27 22 16 5 5 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 54,271
Positions
7,490 9,143 4,447 15,752 5,043 1,268 7,127 14,663 9,399 1,525 3,181 368 6,895 6,758
Changes from: June 9, 2020 Total Change is: 3,263
-2,399 1,678 2,947 990 -1,690 -72 -276 -245 1,395 164 581 178 336 -1,508
Percent of Open Interest Represented by Each Category of Trader
13.8 16.8 8.2 29.0 9.3 2.3 13.1 27.0 17.3 2.8 5.9 0.7 12.7 12.5
Number of Traders in Each Category Total Traders: 283
27 23 26 74 36 41 35 53 37 14 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 271,354
Positions
37,451 45,716 22,236 78,760 25,217 6,341 35,635 73,315 46,995 7,623 15,906 1,839 34,474 33,788
Changes from: June 9, 2020 Total Change is: 16,314
-11,995 8,389 14,734 4,950 -8,451 -360 -1,380 -1,226 6,976 821 2,905 889 1,681 -7,541
Percent of Open Interest Represented by Each Category of Trader
13.8 16.8 8.2 29.0 9.3 2.3 13.1 27.0 17.3 2.8 5.9 0.7 12.7 12.5
Number of Traders in Each Category Total Traders: 283
27 23 26 74 36 41 35 53 37 14 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 630,506
Positions
117,392 44,969 32,890 257,103 229,625 67,817 83,274 134,099 38,033 13,014 61,400 96 20,887 21,577
Changes from: June 9, 2020 Total Change is: 41,083
-7,490 -9,659 18,463 -14,155 5,261 21,279 -4,699 -23,835 24,949 3,956 5,548 -63 -1,158 -860
Percent of Open Interest Represented by Each Category of Trader
18.6 7.1 5.2 40.8 36.4 10.8 13.2 21.3 6.0 2.1 9.7 0.0 3.3 3.4
Number of Traders in Each Category Total Traders: 335
34 15 22 84 68 63 41 57 34 16 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 30,317
Positions
4,620 10,765 313 12,683 3,830 322 4,100 5,639 145 350 1,851 0 7,784 7,452
Changes from: June 9, 2020 Total Change is: -23,070
-4,668 -3,961 -5,160 -1,093 -16 -419 -9,521 -99 -1,178 -1,376 -2,733 0 345 -9,504
Percent of Open Interest Represented by Each Category of Trader
15.2 35.5 1.0 41.8 12.6 1.1 13.5 18.6 0.5 1.2 6.1 0.0 25.7 24.6
Number of Traders in Each Category Total Traders: 51
5 8 . 11 7 7 8 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 577,247
Positions
40,630 265,220 116,059 347,841 127,963 28,840 20,480 12,956 1,445 1,154 2,252 0 20,798 22,512
Changes from: June 9, 2020 Total Change is: 117,654
5,974 -9,431 108,686 -10,753 5,542 -1,140 1,236 -2,283 262 0 358 0 13,389 15,660
Percent of Open Interest Represented by Each Category of Trader
7.0 45.9 20.1 60.3 22.2 5.0 3.5 2.2 0.3 0.2 0.4 0.0 3.6 3.9
Number of Traders in Each Category Total Traders: 176
15 12 15 66 45 41 17 11 6 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,518,468
Positions
63,212 566,847 277,988 846,079 295,016 134,090 84,635 87,788 13,273 22,240 83,999 6,362 70,589 53,105
Changes from: June 9, 2020 Total Change is: 341,392
1,544 2,438 271,239 9,430 44,666 8,857 -2,137 -20,255 5,642 2,467 -8,094 662 43,688 36,237
Percent of Open Interest Represented by Each Category of Trader
4.2 37.3 18.3 55.7 19.4 8.8 5.6 5.8 0.9 1.5 5.5 0.4 4.6 3.5
Number of Traders in Each Category Total Traders: 426
25 25 24 165 80 91 46 41 24 27 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 149,894
Positions
40,067 114,614 30,860 20,117 0 486 50,078 100 3,580 4,287 65 148 271 41
Changes from: June 9, 2020 Total Change is: -536
-2,639 2,349 -3,323 5,000 0 0 -519 -103 542 400 0 0 3 -1
Percent of Open Interest Represented by Each Category of Trader
26.7 76.5 20.6 13.4 0.0 0.3 33.4 0.1 2.4 2.9 0.0 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 81
9 19 19 13 0 . 27 . 4 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,151,129
Positions
1,721 122,458 22,409 531,993 226,079 216,268 41,220 283,835 96,965 66,383 23,887 9,294 164,877 149,934
Changes from: June 9, 2020 Total Change is: 25,970
-501 12,452 5,209 -3,009 9,202 12,420 2,724 5,410 9,498 177 576 -90 -459 -28,707
Percent of Open Interest Represented by Each Category of Trader
0.1 10.6 1.9 46.2 19.6 18.8 3.6 24.7 8.4 5.8 2.1 0.8 14.3 13.0
Number of Traders in Each Category Total Traders: 165
5 14 16 58 28 51 16 29 36 8 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,039,375
Positions
25,600 154,912 134 564,344 156,053 168,266 63,812 436,115 12,772 58,514 11,928 0 145,933 99,194
Changes from: June 9, 2020 Total Change is: -23,704
-1,007 11,680 80 -13,270 -5,254 6,008 -21,548 -23,371 2,202 7,016 430 0 -3,186 -15,480
Percent of Open Interest Represented by Each Category of Trader
2.5 14.9 0.0 54.3 15.0 16.2 6.1 42.0 1.2 5.6 1.1 0.0 14.0 9.5
Number of Traders in Each Category Total Traders: 130
. 12 . 60 19 51 4 22 7 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,164,793
Positions
53,358 254,894 8,249 1,020,916 512,785 255,066 367,374 872,288 79,143 197,582 86,074 1,029 182,075 95,265
Changes from: June 9, 2020 Total Change is: 20,642
8,813 33,551 -1,168 20,716 -23,855 659 -14,135 66,078 -7,180 6,648 -7,603 0 6,288 -39,841
Percent of Open Interest Represented by Each Category of Trader
2.5 11.8 0.4 47.2 23.7 11.8 17.0 40.3 3.7 9.1 4.0 0.0 8.4 4.4
Number of Traders in Each Category Total Traders: 288
10 26 8 109 27 68 46 41 37 17 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,855,656
Positions
135,369 218,699 173,502 1,462,421 893,044 649,965 396,909 1,002,384 368,238 212,031 118,671 54,944 402,277 376,208
Changes from: June 9, 2020 Total Change is: -60,313
-10,968 9,934 1,024 -33,684 -37,565 24,596 -33,746 -28,317 -26,006 3,720 3,012 6,054 8,697 -13,046
Percent of Open Interest Represented by Each Category of Trader
3.5 5.7 4.5 37.9 23.2 16.9 10.3 26.0 9.6 5.5 3.1 1.4 10.4 9.8
Number of Traders in Each Category Total Traders: 377
21 29 36 95 73 103 54 67 82 25 13 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 962,229
Positions
65,694 30,239 7,372 295,549 333,816 120,814 315,529 245,180 22,849 32,081 10,970 0 102,341 190,989
Changes from: June 9, 2020 Total Change is: -10,035
-10,289 -7,941 4,608 7,849 4,826 -1,856 -9,596 -6,521 -3,802 0 2,541 0 3,051 -1,890
Percent of Open Interest Represented by Each Category of Trader
6.8 3.1 0.8 30.7 34.7 12.6 32.8 25.5 2.4 3.3 1.1 0.0 10.6 19.8
Number of Traders in Each Category Total Traders: 109
4 7 4 26 41 37 19 9 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,647,422
Positions
53,192 368,178 49,970 1,771,789 665,148 529,515 454,213 1,380,173 198,053 267,534 161,534 11,802 311,355 283,050
Changes from: June 9, 2020 Total Change is: -26,559
-11,165 67,167 -4,355 10,174 18,183 -450 19,362 7,162 -43,641 -2,445 -1,660 -1,137 7,097 -67,828
Percent of Open Interest Represented by Each Category of Trader
1.5 10.1 1.4 48.6 18.2 14.5 12.5 37.8 5.4 7.3 4.4 0.3 8.5 7.8
Number of Traders in Each Category Total Traders: 307
13 26 19 88 48 81 41 59 59 18 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,714,205
Positions
203,467 425,808 354,255 957 13,487 49,983 776,237 519,463 294,026 5,514 26,951 2,501 27,265 27,731
Changes from: June 9, 2020 Total Change is: 122,234
12,742 -64,205 45,044 -6,320 -4,730 4,335 57,459 119,728 3,339 455 12,500 2,437 2,743 3,786
Percent of Open Interest Represented by Each Category of Trader
11.9 24.8 20.7 0.1 0.8 2.9 45.3 30.3 17.2 0.3 1.6 0.1 1.6 1.6
Number of Traders in Each Category Total Traders: 111
27 20 39 . 6 6 25 25 36 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is21,317,515
Positions
1,669,835 1,654,732 4,071,332 678,587 312,294 1,086,618 823,636 1,219,025 11,875,254 236,403 85,607 232,182 643,669 780,471
Changes from: June 9, 2020 Total Change is:-5,162,039
-191,565 -188,211 -707,801 39,166 182,387 -691,060 -9,223 -183,158 -3,519,050 23,382 -2,884 -46,742 -59,146 -5,520
Percent of Open Interest Represented by Each Category of Trader
7.8 7.8 19.1 3.2 1.5 5.1 3.9 5.7 55.7 1.1 0.4 1.1 3.0 3.7
Number of Traders in Each Category Total Traders: 254
31 43 67 17 13 25 52 53 93 18 18 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 180,222
Positions
6,535 62,741 29,105 0 8,252 8,211 112,465 48,388 21,821 425 62 1,499 162 143
Changes from: June 9, 2020 Total Change is: 6,873
214 -1,895 3,858 0 401 0 2,502 3,803 1,172 -385 -7 -526 38 67
Percent of Open Interest Represented by Each Category of Trader
3.6 34.8 16.1 0.0 4.6 4.6 62.4 26.8 12.1 0.2 0.0 0.8 0.1 0.1
Number of Traders in Each Category Total Traders: 57
4 17 9 0 . . 14 16 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 285,896
Positions
53,583 116,518 21,957 0 17,250 2,963 182,103 104,115 21,283 3,325 129 573 109 1,108
Changes from: June 9, 2020 Total Change is: 26,213
2,646 14,688 3,033 0 2,016 493 19,373 5,481 946 -73 -202 -244 39 2
Percent of Open Interest Represented by Each Category of Trader
18.7 40.8 7.7 0.0 6.0 1.0 63.7 36.4 7.4 1.2 0.0 0.2 0.0 0.4
Number of Traders in Each Category Total Traders: 85
6 27 15 0 5 . 14 30 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 9,605
Positions
31 495 0 406 294 15 3,755 5,700 977 2,169 1,445 27 2,224 652
Changes from: June 9, 2020 Total Change is: -1,319
-5 -37 -14 -29 80 -10 -464 -537 -497 -6 -363 -12 -282 71
Percent of Open Interest Represented by Each Category of Trader
0.3 5.2 0.0 4.2 3.1 0.2 39.1 59.3 10.2 22.6 15.0 0.3 23.2 6.8
Number of Traders in Each Category Total Traders: 66
. . 0 . . . 18 18 10 18 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 19,897
Positions
694 0 0 7,428 2,544 481 6,739 12,116 557 1,460 1,857 14 2,523 2,327
Changes from: June 9, 2020 Total Change is: -14,062
-411 -12,288 0 139 -15 25 -12,199 755 -286 632 -724 -30 -1,932 -1,499
Percent of Open Interest Represented by Each Category of Trader
3.5 0.0 0.0 37.3 12.8 2.4 33.9 60.9 2.8 7.3 9.3 0.1 12.7 11.7
Number of Traders in Each Category Total Traders: 66
. 0 0 7 4 . 18 16 6 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 265,946
Positions
56,007 31,026 20,207 73,111 17,535 18,008 14,758 93,236 41,145 6,313 3,606 10,624 25,773 30,559
Changes from: June 9, 2020 Total Change is: 7,999
323 8,149 1,126 -2,418 -22,421 586 -1,230 9,169 3,490 -687 191 2,614 4,195 5,095
Percent of Open Interest Represented by Each Category of Trader
21.1 11.7 7.6 27.5 6.6 6.8 5.5 35.1 15.5 2.4 1.4 4.0 9.7 11.5
Number of Traders in Each Category Total Traders: 154
9 19 20 19 17 15 19 47 38 8 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 16, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 28,663
Positions
5,262 3,675 30 19,820 5,601 615 27 16,522 2,175 473 0 0 261 45
Changes from: June 9, 2020 Total Change is: 1,501
-265 20 -20 -550 2,184 179 27 -3,046 2,175 0 0 0 -45 9
Percent of Open Interest Represented by Each Category of Trader
18.4 12.8 0.1 69.1 19.5 2.1 0.1 57.6 7.6 1.7 0.0 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 38
4 . . 8 6 . . 9 . 7 0 0
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Updated June 19, 2020