Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 133,791
Positions
13,963 22,220 3,056 42,539 19,967 5,912 16,864 44,393 12,022 12,324 775 338 26,773 25,107
Changes from: June 23, 2020 Total Change is: 12,929
2,199 6,989 216 4,508 1,859 927 6,969 3,613 -742 -261 -58 23 -911 102
Percent of Open Interest Represented by Each Category of Trader
10.4 16.6 2.3 31.8 14.9 4.4 12.6 33.2 9.0 9.2 0.6 0.3 20.0 18.8
Number of Traders in Each Category Total Traders: 92
5 7 7 15 14 12 10 28 11 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 43,171
Positions
0 17,055 690 9,764 5,400 287 16,076 7,702 1,097 0 487 0 15,257 10,454
Changes from: June 23, 2020 Total Change is: -812
0 624 232 -229 15 -7 95 -1,623 28 0 1 0 -931 -82
Percent of Open Interest Represented by Each Category of Trader
0.0 39.5 1.6 22.6 12.5 0.7 37.2 17.8 2.5 0.0 1.1 0.0 35.3 24.2
Number of Traders in Each Category Total Traders: 40
0 8 . 8 7 . 8 8 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 214,505
Positions
80,989 6,372 5,621 38,451 81,101 7,907 31,656 49,380 25,180 4,245 6,414 85 20,371 32,446
Changes from: June 23, 2020 Total Change is: 18,131
11,061 -330 726 -622 4,191 274 3,068 7,311 3,009 664 0 -77 28 3,027
Percent of Open Interest Represented by Each Category of Trader
37.8 3.0 2.6 17.9 37.8 3.7 14.8 23.0 11.7 2.0 3.0 0.0 9.5 15.1
Number of Traders in Each Category Total Traders: 112
9 4 8 14 33 13 14 28 14 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 159,502
Positions
4,973 62,708 6,862 65,144 21,684 9,549 16,826 18,665 19,191 11,836 519 2 25,118 20,321
Changes from: June 23, 2020 Total Change is: -9,545
-281 -10,695 1,921 214 3,372 -2,039 -9,610 -4,574 2,124 289 8 1 -2,165 336
Percent of Open Interest Represented by Each Category of Trader
3.1 39.3 4.3 40.8 13.6 6.0 10.5 11.7 12.0 7.4 0.3 0.0 15.7 12.7
Number of Traders in Each Category Total Traders: 104
4 10 6 25 18 15 13 25 20 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 643,597
Positions
26,615 336,789 26,715 354,902 92,595 19,964 40,337 73,975 41,509 38,523 6,178 3,202 91,830 42,670
Changes from: June 23, 2020 Total Change is: -5,146
-592 -7,557 -52 4,928 1,032 -3,590 -8,321 5,656 1,791 -2,769 -623 179 3,279 -1,983
Percent of Open Interest Represented by Each Category of Trader
4.1 52.3 4.2 55.1 14.4 3.1 6.3 11.5 6.4 6.0 1.0 0.5 14.3 6.6
Number of Traders in Each Category Total Traders: 269
10 13 14 98 34 45 39 35 26 23 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 24,041
Positions
445 9,651 32 9,584 2,339 1,641 0 5,885 0 0 0 0 12,339 4,493
Changes from: June 23, 2020 Total Change is: 530
0 320 0 764 164 -37 0 -101 0 0 0 0 -197 184
Percent of Open Interest Represented by Each Category of Trader
1.9 40.1 0.1 39.9 9.7 6.8 0.0 24.5 0.0 0.0 0.0 0.0 51.3 18.7
Number of Traders in Each Category Total Traders: 24
. . . 12 4 8 0 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 117,655
Positions
8,868 23,975 2,533 32,603 31,787 6,697 35,241 17,513 11,101 0 644 85 20,527 23,320
Changes from: June 23, 2020 Total Change is: 5,054
-272 4,195 -75 2,227 -1,357 -676 5,221 2,031 -1,020 0 -12 -9 -342 1,977
Percent of Open Interest Represented by Each Category of Trader
7.5 20.4 2.2 27.7 27.0 5.7 30.0 14.9 9.4 0.0 0.5 0.1 17.4 19.8
Number of Traders in Each Category Total Traders: 77
5 8 5 14 13 10 13 20 11 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 24,278
Positions
158 19,028 0 17,196 552 41 5,430 1,624 83 138 1,587 0 1,232 1,363
Changes from: June 23, 2020 Total Change is: 343
158 17 0 -7 -92 0 516 -267 56 -310 498 0 -70 131
Percent of Open Interest Represented by Each Category of Trader
0.7 78.4 0.0 70.8 2.3 0.2 22.4 6.7 0.3 0.6 6.5 0.0 5.1 5.6
Number of Traders in Each Category Total Traders: 40
. 5 0 6 . . 11 6 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 122,236
Positions
0 57,932 509 81,026 7,059 597 32,678 32,578 593 2,423 18,530 102 4,308 4,337
Changes from: June 23, 2020 Total Change is: 8,656
-107 3,278 4 7,812 1,110 147 2,585 5,309 -226 -751 -512 11 -819 -465
Percent of Open Interest Represented by Each Category of Trader
0.0 47.4 0.4 66.3 5.8 0.5 26.7 26.7 0.5 2.0 15.2 0.1 3.5 3.5
Number of Traders in Each Category Total Traders: 116
0 10 . 14 16 . 30 28 10 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 27,335
Positions
9,001 1,150 1,359 3,707 12,789 0 6,052 5,502 2,361 2,662 922 101 2,092 3,151
Changes from: June 23, 2020 Total Change is: 3,346
0 -12 583 503 1,542 0 220 -756 1,914 -17 -135 0 143 210
Percent of Open Interest Represented by Each Category of Trader
32.9 4.2 5.0 13.6 46.8 0.0 22.1 20.1 8.6 9.7 3.4 0.4 7.7 11.5
Number of Traders in Each Category Total Traders: 49
. . . 5 7 0 11 14 6 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 30,877
Positions
6,182 4,906 0 8,006 5,349 873 11,107 14,788 317 790 1,103 6 3,596 3,535
Changes from: June 23, 2020 Total Change is: 1,476
624 1,452 0 22 -1,319 106 80 1,163 148 -25 -4 0 521 -70
Percent of Open Interest Represented by Each Category of Trader
20.0 15.9 0.0 25.9 17.3 2.8 36.0 47.9 1.0 2.6 3.6 0.0 11.6 11.4
Number of Traders in Each Category Total Traders: 78
7 . 0 10 12 6 24 16 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 11,657
Positions
0 0 0 5,683 1,332 0 5,544 9,094 23 0 154 0 407 1,054
Changes from: June 23, 2020 Total Change is: 962
0 0 0 313 7 0 835 1,008 0 0 -211 0 -186 158
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 48.8 11.4 0.0 47.6 78.0 0.2 0.0 1.3 0.0 3.5 9.0
Number of Traders in Each Category Total Traders: 25
0 0 0 . 4 0 8 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 37,645
Positions
15,031 5,598 369 5,197 4,499 1,144 8,596 3,538 478 349 14,028 0 6,481 7,992
Changes from: June 23, 2020 Total Change is: 835
519 1,291 -222 -73 -1,083 87 -10 -368 -39 100 132 0 473 1,038
Percent of Open Interest Represented by Each Category of Trader
39.9 14.9 1.0 13.8 12.0 3.0 22.8 9.4 1.3 0.9 37.3 0.0 17.2 21.2
Number of Traders in Each Category Total Traders: 80
21 10 4 13 7 8 13 11 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 75,290
Positions
30,061 11,196 738 10,394 8,998 2,287 17,193 7,076 956 698 28,055 0 12,963 15,984
Changes from: June 23, 2020 Total Change is: 1,670
1,038 2,581 -443 -145 -2,166 173 -19 -735 -78 200 263 0 945 2,076
Percent of Open Interest Represented by Each Category of Trader
39.9 14.9 1.0 13.8 12.0 3.0 22.8 9.4 1.3 0.9 37.3 0.0 17.2 21.2
Number of Traders in Each Category Total Traders: 80
21 10 4 13 7 8 13 11 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 36,371
Positions
8,315 19,800 21 20,850 9,577 2,577 1,563 2,974 0 1,080 421 0 1,965 1,001
Changes from: June 23, 2020 Total Change is: 4,326
2,853 3,091 0 2,843 1,078 -823 -177 650 0 0 0 0 -370 330
Percent of Open Interest Represented by Each Category of Trader
22.9 54.4 0.1 57.3 26.3 7.1 4.3 8.2 0.0 3.0 1.2 0.0 5.4 2.8
Number of Traders in Each Category Total Traders: 27
6 4 . 10 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 687,634
Positions
87,925 48,324 29,390 247,853 166,655 70,272 43,239 101,754 112,171 24,158 74,860 2,955 69,670 81,253
Changes from: June 23, 2020 Total Change is: 20,637
-851 3,264 1,134 -8,957 1,321 -431 12,083 183 2,309 3,117 1,546 537 11,695 10,773
Percent of Open Interest Represented by Each Category of Trader
12.8 7.0 4.3 36.0 24.2 10.2 6.3 14.8 16.3 3.5 10.9 0.4 10.1 11.8
Number of Traders in Each Category Total Traders: 614
33 34 39 140 111 136 74 112 100 46 64 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 28,625
Positions
2,203 2,470 4 0 0 0 1,206 4,068 13,972 18 0 132 11,091 7,979
Changes from: June 23, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
7.7 8.6 0.0 0.0 0.0 0.0 4.2 14.2 48.8 0.1 0.0 0.5 38.7 27.9
Number of Traders in Each Category Total Traders: 20
. . . 0 0 0 6 9 14 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,295,043
Positions
451,974 252,630 123,570 1,239,266 833,274 351,361 213,252 491,513 487,910 120,701 374,302 14,115 292,895 366,368
Changes from: June 23, 2020 Total Change is: -39,939
8,096 27,333 -17,712 -44,783 6,607 -2,155 57,472 -16,341 -61,400 15,494 7,731 2,026 3,021 13,972
Percent of Open Interest Represented by Each Category of Trader
13.7 7.7 3.8 37.6 25.3 10.7 6.5 14.9 14.8 3.7 11.4 0.4 8.9 11.1
Number of Traders in Each Category Total Traders: 611
33 34 36 140 111 136 73 111 97 45 64 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 7,892
Positions
1,549 6,749 0 4,125 347 0 771 276 26 0 0 0 1,421 494
Changes from: June 23, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
19.6 85.5 0.0 52.3 4.4 0.0 9.8 3.5 0.3 0.0 0.0 0.0 18.0 6.3
Number of Traders in Each Category Total Traders: 20
4 6 0 6 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 63,501
Positions
12,275 4,082 13 38,853 47,251 1,218 2,216 4,911 205 0 1,029 19 8,702 4,773
Changes from: June 23, 2020 Total Change is: -93
-1,545 -1,022 -1 967 359 177 1,031 -355 -120 0 819 19 -621 31
Percent of Open Interest Represented by Each Category of Trader
19.3 6.4 0.0 61.2 74.4 1.9 3.5 7.7 0.3 0.0 1.6 0.0 13.7 7.5
Number of Traders in Each Category Total Traders: 74
7 5 . 28 22 15 6 4 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 43,079
Positions
2,881 11,048 682 16,688 4,986 1,123 9,302 11,223 4,393 1,471 2,649 14 6,526 6,961
Changes from: June 23, 2020 Total Change is: 1,706
125 1,250 228 633 -70 -196 1,383 697 -471 -119 39 3 118 225
Percent of Open Interest Represented by Each Category of Trader
6.7 25.6 1.6 38.7 11.6 2.6 21.6 26.1 10.2 3.4 6.2 0.0 15.1 16.2
Number of Traders in Each Category Total Traders: 263
19 22 7 74 35 40 42 41 30 12 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 215,395
Positions
14,404 55,238 3,412 83,439 24,929 5,616 46,509 56,114 21,965 7,353 13,247 68 32,629 34,806
Changes from: June 23, 2020 Total Change is: 8,529
626 6,250 1,141 3,167 -350 -979 6,917 3,484 -2,356 -595 196 15 592 1,127
Percent of Open Interest Represented by Each Category of Trader
6.7 25.6 1.6 38.7 11.6 2.6 21.6 26.1 10.2 3.4 6.2 0.0 15.1 16.2
Number of Traders in Each Category Total Traders: 263
19 22 7 74 35 40 42 41 30 12 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 543,789
Positions
81,347 43,011 9,030 259,862 224,553 60,791 87,910 113,967 9,177 14,702 62,510 13 20,956 20,737
Changes from: June 23, 2020 Total Change is: 14,255
15,896 -3,757 -990 -585 5,250 9,779 -10,963 3,664 -1,566 1,810 2,226 -61 936 -289
Percent of Open Interest Represented by Each Category of Trader
15.0 7.9 1.7 47.8 41.3 11.2 16.2 21.0 1.7 2.7 11.5 0.0 3.9 3.8
Number of Traders in Each Category Total Traders: 329
29 22 5 82 62 57 44 57 22 15 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 34,537
Positions
6,618 11,758 307 14,715 4,134 358 4,534 8,628 2 1,464 200 0 6,539 9,150
Changes from: June 23, 2020 Total Change is: 2,266
667 208 17 938 307 11 81 2,518 2 687 -901 0 -137 104
Percent of Open Interest Represented by Each Category of Trader
19.2 34.0 0.9 42.6 12.0 1.0 13.1 25.0 0.0 4.2 0.6 0.0 18.9 26.5
Number of Traders in Each Category Total Traders: 54
7 8 . 12 7 8 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 450,740
Positions
47,751 267,916 5,459 335,880 131,613 28,264 23,852 9,067 908 1,585 2,096 0 7,041 5,417
Changes from: June 23, 2020 Total Change is: -200
4,516 -878 51 -9,879 3,790 566 5,176 -3,048 -147 -247 -188 0 -236 -346
Percent of Open Interest Represented by Each Category of Trader
10.6 59.4 1.2 74.5 29.2 6.3 5.3 2.0 0.2 0.4 0.5 0.0 1.6 1.2
Number of Traders in Each Category Total Traders: 179
16 11 6 67 46 42 19 10 . 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 1,188,440
Positions
64,000 578,549 11,497 809,493 283,605 126,025 104,467 59,820 7,381 31,412 91,904 2,574 31,591 27,085
Changes from: June 23, 2020 Total Change is: 22,310
9,306 -1,617 7,712 -13,932 8,813 3,838 14,054 -10,867 -39 3,387 7,313 -3,071 1,055 10,228
Percent of Open Interest Represented by Each Category of Trader
5.4 48.7 1.0 68.1 23.9 10.6 8.8 5.0 0.6 2.6 7.7 0.2 2.7 2.3
Number of Traders in Each Category Total Traders: 413
23 18 8 165 76 83 50 35 19 30 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 156,607
Positions
38,457 114,789 35,473 25,797 0 486 45,884 29 5,571 4,295 65 148 496 46
Changes from: June 23, 2020 Total Change is: 2,543
-446 -2,574 3,720 0 0 0 -2,352 18 1,384 19 0 0 218 -5
Percent of Open Interest Represented by Each Category of Trader
24.6 73.3 22.7 16.5 0.0 0.3 29.3 0.0 3.6 2.7 0.0 0.1 0.3 0.0
Number of Traders in Each Category Total Traders: 80
10 19 19 14 0 . 25 . 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 1,134,658
Positions
3,065 118,182 19,186 539,793 201,293 210,413 47,580 343,369 70,024 62,612 28,954 6,372 175,613 136,865
Changes from: June 23, 2020 Total Change is: -39,675
-1,682 -9,739 -1,675 -12,637 -26,017 -1,148 1,912 31,998 -28,449 -9,040 2,673 -1,412 14,456 -5,906
Percent of Open Interest Represented by Each Category of Trader
0.3 10.4 1.7 47.6 17.7 18.5 4.2 30.3 6.2 5.5 2.6 0.6 15.5 12.1
Number of Traders in Each Category Total Traders: 171
. 17 13 58 31 52 12 34 34 8 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 1,040,903
Positions
25,300 139,137 319 574,200 142,395 171,428 61,299 472,244 8,537 47,303 14,507 0 152,517 92,336
Changes from: June 23, 2020 Total Change is: 13,191
-25 -25,867 121 14,005 6,830 8,980 7,733 38,586 -7,102 -12,344 1,130 0 1,823 -9,486
Percent of Open Interest Represented by Each Category of Trader
2.4 13.4 0.0 55.2 13.7 16.5 5.9 45.4 0.8 4.5 1.4 0.0 14.7 8.9
Number of Traders in Each Category Total Traders: 133
. 13 . 64 17 51 4 25 7 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 2,146,141
Positions
52,793 241,367 9,532 1,023,549 473,881 248,132 372,102 942,809 57,990 198,003 76,259 1,108 182,931 95,062
Changes from: June 23, 2020 Total Change is: 10,910
-214 2,085 -6,820 -250 -21,922 3,147 22,093 45,862 -10,568 1,775 -3,214 27 1,719 2,312
Percent of Open Interest Represented by Each Category of Trader
2.5 11.2 0.4 47.7 22.1 11.6 17.3 43.9 2.7 9.2 3.6 0.1 8.5 4.4
Number of Traders in Each Category Total Traders: 294
12 26 9 109 26 67 49 43 36 19 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 3,916,524
Positions
165,306 309,984 163,900 1,492,998 994,917 639,088 506,675 977,457 308,051 204,067 109,187 37,400 399,039 376,540
Changes from: June 23, 2020 Total Change is: 64,209
20,585 45,893 -12,928 33,554 56,823 42,464 89,615 27,096 -61,922 -38,079 -26,620 -7,063 -2,017 466
Percent of Open Interest Represented by Each Category of Trader
4.2 7.9 4.2 38.1 25.4 16.3 12.9 25.0 7.9 5.2 2.8 1.0 10.2 9.6
Number of Traders in Each Category Total Traders: 383
22 33 35 103 74 105 55 63 77 19 14 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 970,366
Positions
65,665 33,431 7,868 301,530 314,500 124,245 314,922 264,248 22,092 34,579 10,970 0 99,465 193,012
Changes from: June 23, 2020 Total Change is: 14,618
40 3,289 -745 2,808 -10,780 2,492 5,444 9,653 4,141 1,975 0 0 -1,537 6,568
Percent of Open Interest Represented by Each Category of Trader
6.8 3.4 0.8 31.1 32.4 12.8 32.5 27.2 2.3 3.6 1.1 0.0 10.3 19.9
Number of Traders in Each Category Total Traders: 111
. 7 4 27 40 38 19 12 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 3,739,438
Positions
94,055 355,632 45,812 1,813,021 717,532 513,807 477,694 1,452,026 186,736 288,098 164,726 12,581 307,635 290,585
Changes from: June 23, 2020 Total Change is: 90,530
38,418 135 -3,535 43,081 54,711 -21,471 48,558 94,581 -28,304 10,495 1,299 347 2,940 -7,233
Percent of Open Interest Represented by Each Category of Trader
2.5 9.5 1.2 48.5 19.2 13.7 12.8 38.8 5.0 7.7 4.4 0.3 8.2 7.8
Number of Traders in Each Category Total Traders: 312
10 29 16 91 50 86 41 62 58 15 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 1,793,233
Positions
235,210 354,356 411,480 5,500 10,755 42,486 793,815 657,389 266,013 5,705 14,451 1,818 31,206 34,485
Changes from: June 23, 2020 Total Change is: 33,288
17,163 -52,399 30,409 -949 2,954 -3,713 9,622 84,966 -22,318 242 -12,500 -246 3,077 6,135
Percent of Open Interest Represented by Each Category of Trader
13.1 19.8 22.9 0.3 0.6 2.4 44.3 36.7 14.8 0.3 0.8 0.1 1.7 1.9
Number of Traders in Each Category Total Traders: 111
28 20 39 . 6 5 22 27 35 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 is22,251,449
Positions
1,879,361 1,638,362 4,236,510 760,632 283,872 1,140,978 646,433 1,416,215 12,448,907 221,871 121,866 226,932 689,826 737,807
Changes from: June 23, 2020 Total Change is: 622,778
80,505 -123,062 180,797 19,284 1,018 38,911 -92,221 164,308 368,930 11,595 3,982 -7,795 22,772 -4,311
Percent of Open Interest Represented by Each Category of Trader
8.4 7.4 19.0 3.4 1.3 5.1 2.9 6.4 55.9 1.0 0.5 1.0 3.1 3.3
Number of Traders in Each Category Total Traders: 256
33 41 69 18 11 23 53 58 94 18 16 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 151,268
Positions
19,334 45,481 20,311 0 7,265 8,211 85,059 51,806 16,742 300 188 1,145 166 119
Changes from: June 23, 2020 Total Change is: 57
381 -580 243 0 0 0 1,530 2,461 -2,520 -50 10 463 11 -20
Percent of Open Interest Represented by Each Category of Trader
12.8 30.1 13.4 0.0 4.8 5.4 56.2 34.2 11.1 0.2 0.1 0.8 0.1 0.1
Number of Traders in Each Category Total Traders: 55
7 13 8 0 . . 14 16 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 299,037
Positions
57,120 124,980 20,181 0 13,802 3,345 191,454 111,725 23,610 2,553 46 723 51 625
Changes from: June 23, 2020 Total Change is: 5,106
2,456 5,365 -2,778 0 163 -1,008 6,455 2,047 721 -793 0 108 -55 488
Percent of Open Interest Represented by Each Category of Trader
19.1 41.8 6.7 0.0 4.6 1.1 64.0 37.4 7.9 0.9 0.0 0.2 0.0 0.2
Number of Traders in Each Category Total Traders: 90
5 30 14 0 5 . 13 34 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 70,860
Positions
0 26,131 0 1,516 2,334 0 0 19,359 21,941 47,385 500 0 18 595
Changes from: June 23, 2020 Total Change is: 4,536
0 2,604 0 400 0 0 0 1,452 477 3,660 0 0 -1 3
Percent of Open Interest Represented by Each Category of Trader
0.0 36.9 0.0 2.1 3.3 0.0 0.0 27.3 31.0 66.9 0.7 0.0 0.0 0.8
Number of Traders in Each Category Total Traders: 21
0 . 0 . 5 0 0 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 8,123
Positions
0 493 0 362 80 30 3,036 5,303 531 2,255 1,017 1 1,908 668
Changes from: June 23, 2020 Total Change is: -1,968
-31 0 -1 -280 -217 4 -796 -918 -544 135 -401 -25 -430 134
Percent of Open Interest Represented by Each Category of Trader
0.0 6.1 0.0 4.5 1.0 0.4 37.4 65.3 6.5 27.8 12.5 0.0 23.5 8.2
Number of Traders in Each Category Total Traders: 60
0 . 0 . . . 13 20 7 18 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 19,470
Positions
743 0 0 5,891 2,695 674 7,145 12,028 637 1,848 871 12 2,519 2,552
Changes from: June 23, 2020 Total Change is: -2,159
-98 0 0 -641 -359 97 -1,930 -1,907 22 84 147 0 307 -159
Percent of Open Interest Represented by Each Category of Trader
3.8 0.0 0.0 30.3 13.8 3.5 36.7 61.8 3.3 9.5 4.5 0.1 12.9 13.1
Number of Traders in Each Category Total Traders: 66
. 0 0 6 5 4 13 19 6 12 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 256,691
Positions
46,356 32,988 14,887 97,343 23,216 15,531 6,386 94,441 39,400 7,477 2,418 9,724 19,587 24,086
Changes from: June 23, 2020 Total Change is: 8,007
-4,231 4,744 -10 13,233 -299 -254 -553 7,304 -2,824 1,302 -1,334 37 1,307 643
Percent of Open Interest Represented by Each Category of Trader
18.1 12.9 5.8 37.9 9.0 6.1 2.5 36.8 15.3 2.9 0.9 3.8 7.6 9.4
Number of Traders in Each Category Total Traders: 136
8 15 17 14 18 14 10 48 39 10 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 22,194
Positions
4,164 736 50 16,454 5,601 615 61 14,893 0 593 0 0 257 299
Changes from: June 23, 2020 Total Change is: 314
0 0 0 287 0 0 15 76 0 0 0 0 12 238
Percent of Open Interest Represented by Each Category of Trader
18.8 3.3 0.2 74.1 25.2 2.8 0.3 67.1 0.0 2.7 0.0 0.0 1.2 1.3
Number of Traders in Each Category Total Traders: 36
. . . 7 6 . . 9 0 9 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 06, 2020