Traders in Financial Futures - Futures Only Positions as of March 24, 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 124,226
Positions
27,251 6,652 614 33,446 36,656 4,089 12,822 38,357 6,800 14,038 3,817 0 25,166 27,241
Changes from: March 17, 2020 Total Change is: -58,911
-12,056 -16,916 -20,764 -771 -4,223 -48 -21,048 -69 -1,484 1,716 1,939 0 -4,456 -17,346
Percent of Open Interest Represented by Each Category of Trader
21.9 5.4 0.5 26.9 29.5 3.3 10.3 30.9 5.5 11.3 3.1 0.0 20.3 21.9
Number of Traders in Each Category Total Traders: 94
7 5 . 9 19 7 16 19 12 13 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 30,767
Positions
1,487 9,672 0 4,567 3,987 342 13,843 5,135 107 696 555 0 9,725 10,969
Changes from: March 17, 2020 Total Change is: -4,487
1,487 -1,691 0 -2,137 1,569 -252 -2,110 -3,400 -3 0 0 0 -1,472 -710
Percent of Open Interest Represented by Each Category of Trader
4.8 31.4 0.0 14.8 13.0 1.1 45.0 16.7 0.3 2.3 1.8 0.0 31.6 35.7
Number of Traders in Each Category Total Traders: 35
. . 0 6 7 . 7 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 179,552
Positions
52,751 15,180 1,799 40,007 82,944 4,716 52,985 29,519 6,943 3,321 10,062 0 17,030 28,389
Changes from: March 17, 2020 Total Change is: -2,557
13,269 -5,414 52 -214 -3,617 1,000 -12,384 -2,324 -617 -935 0 0 -2,728 8,363
Percent of Open Interest Represented by Each Category of Trader
29.4 8.5 1.0 22.3 46.2 2.6 29.5 16.4 3.9 1.8 5.6 0.0 9.5 15.8
Number of Traders in Each Category Total Traders: 100
9 4 5 10 28 9 22 17 14 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 125,594
Positions
13,311 30,396 1,451 39,319 28,423 7,644 39,271 32,971 1,466 4,389 1,112 0 18,743 22,131
Changes from: March 17, 2020 Total Change is: -175
5,657 -4,405 31 890 2,042 -196 3,062 1,685 -1,028 -4,110 548 0 -4,481 1,148
Percent of Open Interest Represented by Each Category of Trader
10.6 24.2 1.2 31.3 22.6 6.1 31.3 26.3 1.2 3.5 0.9 0.0 14.9 17.6
Number of Traders in Each Category Total Traders: 101
5 7 4 19 20 9 20 18 11 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 571,086
Positions
34,420 294,478 7,112 353,661 96,182 22,622 43,370 85,717 5,455 22,880 5,313 67 81,499 54,140
Changes from: March 17, 2020 Total Change is: -17,030
-735 -12,450 2,999 -27,700 -1,330 -1,139 4,405 -16,058 800 420 -735 -55 3,975 10,938
Percent of Open Interest Represented by Each Category of Trader
6.0 51.6 1.2 61.9 16.8 4.0 7.6 15.0 1.0 4.0 0.9 0.0 14.3 9.5
Number of Traders in Each Category Total Traders: 239
16 7 10 83 38 39 40 26 14 18 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 135,097
Positions
62,819 10,799 907 16,402 54,837 4,340 24,807 32,697 1,446 7,809 1,486 0 16,567 28,585
Changes from: March 17, 2020 Total Change is: -14,781
-4,476 1,165 69 741 -15,771 -414 -6,044 1,900 -439 -1,445 -444 0 -2,773 -847
Percent of Open Interest Represented by Each Category of Trader
46.5 8.0 0.7 12.1 40.6 3.2 18.4 24.2 1.1 5.8 1.1 0.0 12.3 21.2
Number of Traders in Each Category Total Traders: 81
5 7 4 5 25 11 11 20 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 23,821
Positions
117 17,977 0 10,255 704 41 11,173 1,973 76 983 1,643 0 1,176 1,407
Changes from: March 17, 2020 Total Change is: -1,775
-360 -703 0 -823 65 0 47 -1,395 32 -670 273 0 -1 -47
Percent of Open Interest Represented by Each Category of Trader
0.5 75.5 0.0 43.1 3.0 0.2 46.9 8.3 0.3 4.1 6.9 0.0 4.9 5.9
Number of Traders in Each Category Total Traders: 34
. . 0 . . . 10 5 . 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 110,323
Positions
16,079 39,087 800 48,103 18,729 245 39,194 30,728 48 1,988 16,205 66 3,800 4,415
Changes from: March 17, 2020 Total Change is: -11,641
6,689 -17,860 0 -8,119 9,529 -268 -9,356 -2,555 -917 234 -327 66 30 691
Percent of Open Interest Represented by Each Category of Trader
14.6 35.4 0.7 43.6 17.0 0.2 35.5 27.9 0.0 1.8 14.7 0.1 3.4 4.0
Number of Traders in Each Category Total Traders: 109
6 6 . 10 18 . 22 30 . 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 49,374
Positions
34,457 949 58 2,753 12,653 0 6,123 29,524 2,420 1,698 962 100 1,765 2,708
Changes from: March 17, 2020 Total Change is: -1,398
-413 -82 -20 -399 -9,154 0 -371 7,855 215 -4 -258 0 -406 46
Percent of Open Interest Represented by Each Category of Trader
69.8 1.9 0.1 5.6 25.6 0.0 12.4 59.8 4.9 3.4 1.9 0.2 3.6 5.5
Number of Traders in Each Category Total Traders: 51
. . . . 10 0 5 20 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 37,622
Positions
18,281 3,623 0 2,309 11,210 691 13,874 14,524 744 253 1,219 6 1,464 5,605
Changes from: March 17, 2020 Total Change is: -7,066
-2,974 1,281 0 94 -8,787 270 -4,111 -4,301 362 -306 -302 0 -401 4,411
Percent of Open Interest Represented by Each Category of Trader
48.6 9.6 0.0 6.1 29.8 1.8 36.9 38.6 2.0 0.7 3.2 0.0 3.9 14.9
Number of Traders in Each Category Total Traders: 77
6 5 0 7 18 4 13 21 4 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 10,972
Positions
2,650 0 0 0 3,391 0 6,353 5,313 86 0 179 0 1,883 2,003
Changes from: March 17, 2020 Total Change is: 471
2,529 0 0 0 -112 0 -3,724 114 86 0 179 0 1,580 204
Percent of Open Interest Represented by Each Category of Trader
24.2 0.0 0.0 0.0 30.9 0.0 57.9 48.4 0.8 0.0 1.6 0.0 17.2 18.3
Number of Traders in Each Category Total Traders: 20
. 0 0 0 7 0 5 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 25,081
Positions
11,939 11,692 526 2,035 2,866 421 3,397 3,571 403 143 792 0 6,219 4,812
Changes from: March 17, 2020 Total Change is: -16,260
-10,255 -8,014 -1,880 -653 -257 -688 -2,047 -3,759 8 101 80 -112 -734 -1,640
Percent of Open Interest Represented by Each Category of Trader
47.6 46.6 2.1 8.1 11.4 1.7 13.5 14.2 1.6 0.6 3.2 0.0 24.8 19.2
Number of Traders in Each Category Total Traders: 81
18 15 4 11 8 5 16 7 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 50,161
Positions
23,877 23,383 1,051 4,070 5,732 841 6,794 7,142 805 285 1,583 0 12,438 9,624
Changes from: March 17, 2020 Total Change is: -32,520
-20,510 -16,027 -3,759 -1,305 -513 -1,376 -4,094 -7,517 15 201 160 -224 -1,468 -3,279
Percent of Open Interest Represented by Each Category of Trader
47.6 46.6 2.1 8.1 11.4 1.7 13.5 14.2 1.6 0.6 3.2 0.0 24.8 19.2
Number of Traders in Each Category Total Traders: 81
18 15 4 11 8 5 16 7 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 39,713
Positions
10,286 30,080 0 23,445 0 2,326 1,600 6,140 0 0 506 0 2,056 661
Changes from: March 17, 2020 Total Change is: -7,061
7,685 710 -8,408 -7,912 0 1,540 311 1,378 -434 0 0 0 157 -1,847
Percent of Open Interest Represented by Each Category of Trader
25.9 75.7 0.0 59.0 0.0 5.9 4.0 15.5 0.0 0.0 1.3 0.0 5.2 1.7
Number of Traders in Each Category Total Traders: 25
. 6 0 12 0 . . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 695,310
Positions
74,892 137,310 27,892 288,246 219,977 87,615 70,469 71,229 12,362 41,744 43,705 1,348 90,742 93,872
Changes from: March 17, 2020 Total Change is: -329,427
25,574 -19,846 -112,273 14,215 13,326 -39,161 -18,385 -9,262 -74,560 -36,629 1,311 -1,028 -87,179 -87,933
Percent of Open Interest Represented by Each Category of Trader
10.8 19.7 4.0 41.5 31.6 12.6 10.1 10.2 1.8 6.0 6.3 0.2 13.1 13.5
Number of Traders in Each Category Total Traders: 614
31 40 21 159 119 132 77 103 54 31 54 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 9,899
Positions
3,857 4,079 0 3,913 1,808 75 0 2,447 84 0 0 0 1,970 1,406
Changes from: March 17, 2020 Total Change is: -7,736
-2,957 -3,893 -732 -1,314 769 -583 0 -1,378 -257 0 0 0 -1,893 -1,662
Percent of Open Interest Represented by Each Category of Trader
39.0 41.2 0.0 39.5 18.3 0.8 0.0 24.7 0.8 0.0 0.0 0.0 19.9 14.2
Number of Traders in Each Category Total Traders: 20
4 . 0 8 . . 0 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 3,320,161
Positions
351,959 774,663 51,345 1,441,228 1,099,884 438,075 361,870 365,316 41,277 209,019 218,523 6,442 418,946 324,636
Changes from: March 17, 2020 Total Change is:-1,234,003
189,622 -186,328 -450,487 71,074 73,688 -182,866 -38,317 -110,797 -237,792 -182,675 6,554 -5,292 -397,270 -140,683
Percent of Open Interest Represented by Each Category of Trader
10.6 23.3 1.5 43.4 33.1 13.2 10.9 11.0 1.2 6.3 6.6 0.2 12.6 9.8
Number of Traders in Each Category Total Traders: 614
31 40 20 159 119 132 77 103 51 31 54 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 82,184
Positions
20,996 7,989 380 44,166 60,318 5,771 3,560 2,395 0 0 970 0 7,311 4,361
Changes from: March 17, 2020 Total Change is: -7,968
1,914 -2,746 -3,827 -329 2,754 -385 -234 274 -663 0 0 0 -4,444 -3,375
Percent of Open Interest Represented by Each Category of Trader
25.5 9.7 0.5 53.7 73.4 7.0 4.3 2.9 0.0 0.0 1.2 0.0 8.9 5.3
Number of Traders in Each Category Total Traders: 75
12 4 . 25 24 15 5 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 39,971
Positions
6,689 13,000 611 12,686 7,907 1,325 9,805 8,162 426 2,126 1,874 5 6,298 6,661
Changes from: March 17, 2020 Total Change is: -19,283
-628 3,855 -6,530 798 -5,268 -2,376 -2,632 -1,127 -2,225 398 -275 -8 -6,081 -5,329
Percent of Open Interest Represented by Each Category of Trader
16.7 32.5 1.5 31.7 19.8 3.3 24.5 20.4 1.1 5.3 4.7 0.0 15.8 16.7
Number of Traders in Each Category Total Traders: 231
21 20 4 61 34 32 42 28 11 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 199,855
Positions
33,447 65,000 3,057 63,431 39,534 6,624 49,024 40,809 2,128 10,629 9,372 26 31,489 33,305
Changes from: March 17, 2020 Total Change is: -96,416
-3,139 19,275 -32,651 3,990 -26,341 -11,878 -13,159 -5,633 -11,126 1,992 -1,376 -40 -30,405 -26,646
Percent of Open Interest Represented by Each Category of Trader
16.7 32.5 1.5 31.7 19.8 3.3 24.5 20.4 1.1 5.3 4.7 0.0 15.8 16.7
Number of Traders in Each Category Total Traders: 231
21 20 4 61 34 32 42 28 11 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 538,226
Positions
88,287 75,985 17,626 220,633 243,798 62,989 111,447 89,091 3,478 19,740 29,853 390 13,636 15,016
Changes from: March 17, 2020 Total Change is: -82,104
-6,832 7,231 -29,187 6,015 -23,189 -4,199 -11,191 -8,655 -12,175 511 9,059 -5,888 -19,158 -15,101
Percent of Open Interest Represented by Each Category of Trader
16.4 14.1 3.3 41.0 45.3 11.7 20.7 16.6 0.6 3.7 5.5 0.1 2.5 2.8
Number of Traders in Each Category Total Traders: 293
22 21 6 75 62 48 40 41 12 14 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 38,935
Positions
5,190 15,343 364 16,268 5,273 602 5,976 9,184 122 610 1,451 0 9,803 6,596
Changes from: March 17, 2020 Total Change is: -2,106
-1,565 660 -15 2,742 -1,033 221 221 -2,004 -735 387 390 0 -3,362 410
Percent of Open Interest Represented by Each Category of Trader
13.3 39.4 0.9 41.8 13.5 1.5 15.3 23.6 0.3 1.6 3.7 0.0 25.2 16.9
Number of Traders in Each Category Total Traders: 70
6 13 . 14 8 7 9 14 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 484,557
Positions
35,222 274,100 1,031 384,450 119,986 40,234 13,931 40,424 1,007 1,101 1,710 0 7,581 6,065
Changes from: March 17, 2020 Total Change is: -95,537
-4,538 11,483 -110,555 33,321 323 4,011 -1,916 7,242 -2,246 -177 -100 0 -13,437 -5,695
Percent of Open Interest Represented by Each Category of Trader
7.3 56.6 0.2 79.3 24.8 8.3 2.9 8.3 0.2 0.2 0.4 0.0 1.6 1.3
Number of Traders in Each Category Total Traders: 171
13 13 5 68 41 42 11 19 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,373,751
Positions
97,988 712,506 8,675 876,878 380,422 128,695 95,432 44,207 6,526 122,425 67,603 4,085 33,047 21,032
Changes from: March 17, 2020 Total Change is: -430,690
-99,539 -181,243 -110,103 -54,794 -30,317 -12,165 -5,884 -4,470 -29,200 23,915 2,677 -2,262 -140,658 -63,607
Percent of Open Interest Represented by Each Category of Trader
7.1 51.9 0.6 63.8 27.7 9.4 6.9 3.2 0.5 8.9 4.9 0.3 2.4 1.5
Number of Traders in Each Category Total Traders: 397
21 24 8 154 84 83 51 26 16 18 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 146,097
Positions
18,137 89,624 54,159 14,786 0 368 56,038 622 1,278 1,188 0 4 139 42
Changes from: March 17, 2020 Total Change is: 5,559
-1,193 -4,044 11,339 -2,079 0 0 367 -1,169 -566 -2,296 0 4 -17 -5
Percent of Open Interest Represented by Each Category of Trader
12.4 61.3 37.1 10.1 0.0 0.3 38.4 0.4 0.9 0.8 0.0 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 47
9 15 15 7 0 . 10 . 5 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 1,082,745
Positions
47,680 166,174 2,856 559,328 231,495 225,718 32,820 281,521 21,512 50,431 29,614 95 142,305 123,760
Changes from: March 17, 2020 Total Change is: -91,734
-7,533 -29,520 -300 -43,045 -17,094 1,518 908 -39,212 -5,868 -20,384 -2,503 0 -17,030 1,245
Percent of Open Interest Represented by Each Category of Trader
4.4 15.3 0.3 51.7 21.4 20.8 3.0 26.0 2.0 4.7 2.7 0.0 13.1 11.4
Number of Traders in Each Category Total Traders: 182
8 19 5 56 34 55 12 39 12 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 1,072,040
Positions
32,633 221,798 4 601,051 81,688 174,814 54,489 471,899 19,474 54,819 2,534 0 134,756 99,829
Changes from: March 17, 2020 Total Change is: -48,082
-2,920 -9,915 -213 -33,604 4,308 -11,285 4,591 -41,716 7,286 -609 -3,131 0 -11,328 6,584
Percent of Open Interest Represented by Each Category of Trader
3.0 20.7 0.0 56.1 7.6 16.3 5.1 44.0 1.8 5.1 0.2 0.0 12.6 9.3
Number of Traders in Each Category Total Traders: 135
4 19 . 67 12 48 5 21 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 3,083,123
Positions
65,008 391,724 14,869 1,315,648 673,627 264,223 863,759 1,465,743 59,737 308,889 112,733 2,523 188,467 97,944
Changes from: March 17, 2020 Total Change is: -139,875
9,851 -32,731 -203 -155,167 -55,523 -4,215 30,765 -32,166 -14,347 -4,842 5,147 -576 -1,141 -5,261
Percent of Open Interest Represented by Each Category of Trader
2.1 12.7 0.5 42.7 21.8 8.6 28.0 47.5 1.9 10.0 3.7 0.1 6.1 3.2
Number of Traders in Each Category Total Traders: 349
18 33 7 119 32 69 59 49 28 23 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 3,414,531
Positions
162,468 292,102 46,820 1,528,925 706,088 660,898 414,324 1,105,172 68,425 134,731 199,542 16,976 380,964 318,508
Changes from: March 17, 2020 Total Change is: -244,502
-27,602 -11,925 -38,040 -51,794 -55,989 -38,290 -53,734 -33,852 290 -4,329 -57,613 -255 -30,748 -8,828
Percent of Open Interest Represented by Each Category of Trader
4.8 8.6 1.4 44.8 20.7 19.4 12.1 32.4 2.0 3.9 5.8 0.5 11.2 9.3
Number of Traders in Each Category Total Traders: 378
19 37 11 103 70 90 44 67 31 22 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 813,774
Positions
74,889 79,685 5,018 372,348 270,960 108,365 80,273 123,046 23,611 50,040 35,043 112 99,118 167,934
Changes from: March 17, 2020 Total Change is: -48,372
1,240 2,408 504 -9,309 8,260 -9,157 -20,752 -48,532 2,292 -1,853 607 112 -11,449 -4,866
Percent of Open Interest Represented by Each Category of Trader
9.2 9.8 0.6 45.8 33.3 13.3 9.9 15.1 2.9 6.1 4.3 0.0 12.2 20.6
Number of Traders in Each Category Total Traders: 107
. 11 5 28 34 36 11 12 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,015,517
Positions
91,414 544,348 24,007 2,079,510 608,129 523,403 710,639 1,646,000 70,261 226,709 217,031 633 288,941 381,705
Changes from: March 17, 2020 Total Change is: -340,294
-15,669 -73,280 -7,768 -109,943 -63,154 -91,123 -56,377 -56,994 -12,657 -16,649 -26,600 0 -30,108 -8,718
Percent of Open Interest Represented by Each Category of Trader
2.3 13.6 0.6 51.8 15.1 13.0 17.7 41.0 1.7 5.6 5.4 0.0 7.2 9.5
Number of Traders in Each Category Total Traders: 304
12 33 7 94 47 73 31 57 30 15 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 1,686,925
Positions
266,608 431,992 438,457 62,621 28,621 47,220 374,365 210,194 443,453 1,642 26,564 12,310 40,249 48,114
Changes from: March 17, 2020 Total Change is: -117,801
22,184 -33,881 4,955 11,099 -3,925 -6,378 -60,741 -1,534 -82,644 -1,090 2,614 -354 -4,832 3,346
Percent of Open Interest Represented by Each Category of Trader
15.8 25.6 26.0 3.7 1.7 2.8 22.2 12.5 26.3 0.1 1.6 0.7 2.4 2.9
Number of Traders in Each Category Total Traders: 119
21 29 43 . 4 . 26 28 39 . 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 is10,470,993
Positions
2,288,756 1,705,981 2,178,264 351,884 303,107 764,623 1,267,728 1,697,907 2,954,227 70,398 83,395 52,955 542,158 730,534
Changes from: March 17, 2020 Total Change is: 181,974
283,317 -208,839 192,125 -128,249 -263,989 56,353 -225,906 422,299 -6,403 32,440 768 2,725 -24,428 -13,065
Percent of Open Interest Represented by Each Category of Trader
21.9 16.3 20.8 3.4 2.9 7.3 12.1 16.2 28.2 0.7 0.8 0.5 5.2 7.0
Number of Traders in Each Category Total Traders: 223
37 38 67 12 13 19 41 46 75 15 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 171,803
Positions
318 84,492 16,325 0 8,182 8,211 118,715 26,168 26,300 690 0 910 334 1,215
Changes from: March 17, 2020 Total Change is: -73,404
-9,257 -18,956 -19,988 -5,510 -25,612 0 -36,780 -5,413 -1,800 -142 0 -8 81 -1,627
Percent of Open Interest Represented by Each Category of Trader
0.2 49.2 9.5 0.0 4.8 4.8 69.1 15.2 15.3 0.4 0.0 0.5 0.2 0.7
Number of Traders in Each Category Total Traders: 45
. 14 6 0 . . 13 14 17 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 349,355
Positions
47,132 139,765 23,616 12,410 56,201 610 216,595 87,881 38,133 10,521 304 235 103 2,610
Changes from: March 17, 2020 Total Change is: -13,615
13,758 -7,888 1,568 -3,761 9,774 -2,914 -17,920 -10,026 -4,333 0 9 -42 29 237
Percent of Open Interest Represented by Each Category of Trader
13.5 40.0 6.8 3.6 16.1 0.2 62.0 25.2 10.9 3.0 0.1 0.1 0.0 0.7
Number of Traders in Each Category Total Traders: 90
6 27 13 . 6 . 17 28 25 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 60,215
Positions
7,120 5,192 0 639 3,164 0 720 15,954 34,637 17,066 551 0 33 717
Changes from: March 17, 2020 Total Change is: -6,346
7,120 -6,765 0 0 -390 0 279 -1,402 2,394 -16,132 0 0 -7 -183
Percent of Open Interest Represented by Each Category of Trader
11.8 8.6 0.0 1.1 5.3 0.0 1.2 26.5 57.5 28.3 0.9 0.0 0.1 1.2
Number of Traders in Each Category Total Traders: 24
. . 0 . 6 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 43,850
Positions
11,097 0 15,692 0 32 0 814 15,200 10,691 5,310 1,971 246 0 18
Changes from: March 17, 2020 Total Change is: -738
496 0 -496 0 -79 0 109 1,843 -2,047 1,200 40 0 0 1
Percent of Open Interest Represented by Each Category of Trader
25.3 0.0 35.8 0.0 0.1 0.0 1.9 34.7 24.4 12.1 4.5 0.6 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 0 . 0 . 0 . 7 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 3,909
Positions
36 0 0 125 297 0 1,136 2,291 76 969 550 64 1,503 631
Changes from: March 17, 2020 Total Change is: -565
-300 0 0 24 -168 0 -733 -616 66 385 46 -29 22 136
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 3.2 7.6 0.0 29.1 58.6 1.9 24.8 14.1 1.6 38.4 16.1
Number of Traders in Each Category Total Traders: 41
. 0 0 . . 0 12 13 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 28,338
Positions
703 7,584 0 10,879 1,663 479 11,044 14,605 882 1,253 1,092 28 3,070 2,005
Changes from: March 17, 2020 Total Change is: 3,016
82 2,637 0 2,760 19 -57 109 -63 100 89 -362 -64 -3 806
Percent of Open Interest Represented by Each Category of Trader
2.5 26.8 0.0 38.4 5.9 1.7 39.0 51.5 3.1 4.4 3.9 0.1 10.8 7.1
Number of Traders in Each Category Total Traders: 69
. . 0 9 . 4 19 13 4 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 268,255
Positions
39,990 48,455 23,563 63,990 28,498 11,369 57,687 86,418 29,236 9,957 3,689 10,249 22,214 26,778
Changes from: March 17, 2020 Total Change is: -166,328
-49,055 -78,846 -21,889 -24,277 18,221 2,740 -32,491 -46,609 -34,725 186 -410 -2,549 -4,268 -2,261
Percent of Open Interest Represented by Each Category of Trader
14.9 18.1 8.8 23.9 10.6 4.2 21.5 32.2 10.9 3.7 1.4 3.8 8.3 10.0
Number of Traders in Each Category Total Traders: 133
8 21 18 13 7 13 20 44 37 8 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 16,656
Positions
4,094 975 274 6,328 8,555 1,304 3,926 5,433 100 458 0 0 172 15
Changes from: March 17, 2020 Total Change is: -2,928
-475 -760 -900 -29 47 1,302 -1,448 -1,003 0 -154 0 0 -1,224 -1,614
Percent of Open Interest Represented by Each Category of Trader
24.6 5.9 1.6 38.0 51.4 7.8 23.6 32.6 0.6 2.7 0.0 0.0 1.0 0.1
Number of Traders in Each Category Total Traders: 31
. . . 6 5 . . 7 . 7 0 0
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Updated March 27, 2020