Traders in Financial Futures - Futures Only Positions as of March 31, 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 122,891
Positions
24,911 14,098 2,011 33,404 31,077 3,867 13,940 33,657 5,481 15,080 3,822 0 24,197 28,878
Changes from: March 24, 2020 Total Change is: -1,335
-2,340 7,446 1,397 -42 -5,579 -222 1,118 -4,700 -1,319 1,042 5 0 -969 1,637
Percent of Open Interest Represented by Each Category of Trader
20.3 11.5 1.6 27.2 25.3 3.1 11.3 27.4 4.5 12.3 3.1 0.0 19.7 23.5
Number of Traders in Each Category Total Traders: 93
7 7 5 10 16 8 16 18 10 14 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 29,657
Positions
1,658 9,490 16 3,783 3,142 326 13,029 5,884 67 696 456 0 10,082 10,276
Changes from: March 24, 2020 Total Change is: -1,110
171 -182 16 -784 -845 -16 -814 749 -40 0 -99 0 357 -693
Percent of Open Interest Represented by Each Category of Trader
5.6 32.0 0.1 12.8 10.6 1.1 43.9 19.8 0.2 2.3 1.5 0.0 34.0 34.6
Number of Traders in Each Category Total Traders: 34
. . . 5 6 . 6 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 165,226
Positions
48,934 15,326 2,016 40,389 73,125 4,562 42,679 29,439 6,634 3,721 8,361 0 16,291 25,763
Changes from: March 24, 2020 Total Change is: -14,326
-3,817 146 217 382 -9,819 -154 -10,306 -80 -309 400 -1,701 0 -739 -2,626
Percent of Open Interest Represented by Each Category of Trader
29.6 9.3 1.2 24.4 44.3 2.8 25.8 17.8 4.0 2.3 5.1 0.0 9.9 15.6
Number of Traders in Each Category Total Traders: 101
9 4 6 8 28 9 23 20 14 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 120,270
Positions
15,719 34,119 1,565 46,518 23,880 4,960 22,311 33,230 594 10,465 569 0 18,138 21,353
Changes from: March 24, 2020 Total Change is: -5,324
2,408 3,723 114 7,199 -4,543 -2,684 -16,960 259 -872 6,076 -543 0 -605 -778
Percent of Open Interest Represented by Each Category of Trader
13.1 28.4 1.3 38.7 19.9 4.1 18.6 27.6 0.5 8.7 0.5 0.0 15.1 17.8
Number of Traders in Each Category Total Traders: 99
6 9 5 22 16 10 16 21 12 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 551,752
Positions
35,658 300,144 8,116 339,477 84,875 23,625 43,712 79,721 4,525 25,575 5,689 86 70,978 44,971
Changes from: March 24, 2020 Total Change is: -19,334
1,238 5,666 1,004 -14,184 -11,307 1,003 342 -5,996 -930 2,695 376 19 -10,521 -9,169
Percent of Open Interest Represented by Each Category of Trader
6.5 54.4 1.5 61.5 15.4 4.3 7.9 14.4 0.8 4.6 1.0 0.0 12.9 8.2
Number of Traders in Each Category Total Traders: 246
15 9 13 83 38 37 39 32 12 19 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 130,982
Positions
62,912 11,557 919 18,545 47,358 4,126 25,285 37,447 402 3,401 981 0 15,392 28,192
Changes from: March 24, 2020 Total Change is: -4,115
93 758 12 2,143 -7,479 -214 478 4,750 -1,044 -4,408 -505 0 -1,175 -393
Percent of Open Interest Represented by Each Category of Trader
48.0 8.8 0.7 14.2 36.2 3.2 19.3 28.6 0.3 2.6 0.7 0.0 11.8 21.5
Number of Traders in Each Category Total Traders: 82
5 7 . 7 23 12 13 20 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 22,867
Positions
319 18,296 0 10,003 554 41 10,626 903 40 883 1,693 0 955 1,340
Changes from: March 24, 2020 Total Change is: -954
202 319 0 -252 -150 0 -547 -1,070 -36 -100 50 0 -221 -67
Percent of Open Interest Represented by Each Category of Trader
1.4 80.0 0.0 43.7 2.4 0.2 46.5 3.9 0.2 3.9 7.4 0.0 4.2 5.9
Number of Traders in Each Category Total Traders: 32
. 4 0 . . . 11 . . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 102,712
Positions
26,918 37,087 800 35,567 16,210 234 32,596 25,846 131 2,093 18,029 33 4,340 4,342
Changes from: March 24, 2020 Total Change is: -7,611
10,839 -2,000 0 -12,536 -2,519 -11 -6,598 -4,882 83 105 1,824 -33 540 -73
Percent of Open Interest Represented by Each Category of Trader
26.2 36.1 0.8 34.6 15.8 0.2 31.7 25.2 0.1 2.0 17.6 0.0 4.2 4.2
Number of Traders in Each Category Total Traders: 111
7 6 . 7 19 . 21 34 4 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 48,493
Positions
34,458 889 57 2,809 10,122 0 2,280 27,312 5,319 1,663 1,717 0 1,907 3,077
Changes from: March 24, 2020 Total Change is: -881
1 -60 -1 56 -2,531 0 -3,843 -2,212 2,899 -35 755 -100 142 369
Percent of Open Interest Represented by Each Category of Trader
71.1 1.8 0.1 5.8 20.9 0.0 4.7 56.3 11.0 3.4 3.5 0.0 3.9 6.3
Number of Traders in Each Category Total Traders: 52
. . . . 10 0 6 21 8 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 39,144
Positions
18,327 3,669 2 2,599 10,575 919 14,576 16,284 941 311 1,288 6 1,463 5,460
Changes from: March 24, 2020 Total Change is: 1,522
46 46 2 290 -635 228 702 1,760 197 58 69 0 -1 -145
Percent of Open Interest Represented by Each Category of Trader
46.8 9.4 0.0 6.6 27.0 2.3 37.2 41.6 2.4 0.8 3.3 0.0 3.7 13.9
Number of Traders in Each Category Total Traders: 78
6 5 . 8 16 6 17 18 4 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 12,951
Positions
5,409 0 0 0 4,258 0 7,038 6,363 0 129 179 0 375 2,151
Changes from: March 24, 2020 Total Change is: 1,979
2,759 0 0 0 867 0 685 1,050 -86 129 0 0 -1,508 148
Percent of Open Interest Represented by Each Category of Trader
41.8 0.0 0.0 0.0 32.9 0.0 54.3 49.1 0.0 1.0 1.4 0.0 2.9 16.6
Number of Traders in Each Category Total Traders: 23
. 0 0 0 7 0 4 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 28,194
Positions
14,640 6,548 1,246 3,766 3,172 402 2,888 4,932 21 0 5,700 0 5,233 6,175
Changes from: March 24, 2020 Total Change is: 3,113
2,701 -5,144 720 1,731 306 -19 -510 1,361 -382 -143 4,909 0 -986 1,363
Percent of Open Interest Represented by Each Category of Trader
51.9 23.2 4.4 13.4 11.2 1.4 10.2 17.5 0.1 0.0 20.2 0.0 18.6 21.9
Number of Traders in Each Category Total Traders: 77
23 8 5 12 8 4 11 8 . 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 56,387
Positions
29,279 13,096 2,491 7,531 6,343 803 5,775 9,863 42 0 11,400 0 10,466 12,349
Changes from: March 24, 2020 Total Change is: 6,226
5,402 -10,287 1,440 3,461 611 -38 -1,019 2,721 -763 -285 9,817 0 -1,972 2,725
Percent of Open Interest Represented by Each Category of Trader
51.9 23.2 4.4 13.4 11.2 1.4 10.2 17.5 0.1 0.0 20.2 0.0 18.6 21.9
Number of Traders in Each Category Total Traders: 77
23 8 5 12 8 4 11 8 . 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 46,287
Positions
251 39,914 0 40,500 1,000 298 1,850 4,016 0 0 454 0 3,388 605
Changes from: March 24, 2020 Total Change is: 6,574
-10,035 9,834 0 17,055 1,000 -2,028 250 -2,124 0 0 -52 0 1,332 -56
Percent of Open Interest Represented by Each Category of Trader
0.5 86.2 0.0 87.5 2.2 0.6 4.0 8.7 0.0 0.0 1.0 0.0 7.3 1.3
Number of Traders in Each Category Total Traders: 29
. 9 0 12 . . . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 754,083
Positions
88,861 100,411 47,318 305,891 209,603 83,609 65,520 89,838 23,398 24,672 68,074 1,985 112,829 129,846
Changes from: March 24, 2020 Total Change is: 58,772
13,969 -36,898 19,426 17,646 -10,373 -4,006 -4,949 18,609 11,035 -17,072 24,370 636 22,086 35,974
Percent of Open Interest Represented by Each Category of Trader
11.8 13.3 6.3 40.6 27.8 11.1 8.7 11.9 3.1 3.3 9.0 0.3 15.0 17.2
Number of Traders in Each Category Total Traders: 618
37 36 25 157 113 131 68 110 55 28 69 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 66,169
Positions
45,826 1,900 74 0 0 0 9,689 8,923 0 90 0 7 10,483 55,265
Changes from: March 24, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
69.3 2.9 0.1 0.0 0.0 0.0 14.6 13.5 0.0 0.1 0.0 0.0 15.8 83.5
Number of Traders in Each Category Total Traders: 25
10 . . 0 0 0 5 8 0 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 9,677
Positions
3,980 3,624 0 3,576 1,588 126 546 2,904 0 0 0 0 1,449 1,435
Changes from: March 24, 2020 Total Change is: -222
123 -455 0 -337 -220 51 546 457 -84 0 0 0 -521 29
Percent of Open Interest Represented by Each Category of Trader
41.1 37.4 0.0 37.0 16.4 1.3 5.6 30.0 0.0 0.0 0.0 0.0 15.0 14.8
Number of Traders in Each Category Total Traders: 22
4 . 0 7 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 3,439,568
Positions
397,718 675,098 53,678 1,529,456 1,048,017 418,044 354,469 479,889 41,676 123,360 340,822 9,439 511,728 372,905
Changes from: March 24, 2020 Total Change is: 119,407
45,759 -99,565 2,333 88,228 -51,867 -20,031 -7,401 114,573 399 -85,659 122,299 2,997 92,782 48,269
Percent of Open Interest Represented by Each Category of Trader
11.6 19.6 1.6 44.5 30.5 12.2 10.3 14.0 1.2 3.6 9.9 0.3 14.9 10.8
Number of Traders in Each Category Total Traders: 618
36 37 21 157 113 131 68 110 51 28 69 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 80,977
Positions
20,294 6,989 369 43,728 59,891 5,724 2,973 2,186 513 0 721 0 7,376 4,584
Changes from: March 24, 2020 Total Change is: -1,207
-702 -1,000 -11 -438 -427 -47 -587 -209 513 0 -249 0 65 223
Percent of Open Interest Represented by Each Category of Trader
25.1 8.6 0.5 54.0 74.0 7.1 3.7 2.7 0.6 0.0 0.9 0.0 9.1 5.7
Number of Traders in Each Category Total Traders: 74
11 . . 27 24 15 4 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 37,304
Positions
7,183 8,109 690 12,042 7,765 1,193 7,748 9,170 705 2,339 2,754 5 5,399 6,914
Changes from: March 24, 2020 Total Change is: -2,667
494 -4,891 78 -644 -142 -131 -2,057 1,008 279 213 879 -1 -899 253
Percent of Open Interest Represented by Each Category of Trader
19.3 21.7 1.8 32.3 20.8 3.2 20.8 24.6 1.9 6.3 7.4 0.0 14.5 18.5
Number of Traders in Each Category Total Traders: 249
22 20 4 64 38 35 42 35 13 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 186,519
Positions
35,916 40,543 3,448 60,210 38,825 5,967 38,738 45,848 3,525 11,696 13,768 23 26,996 34,572
Changes from: March 24, 2020 Total Change is: -13,336
2,469 -24,457 391 -3,221 -709 -657 -10,286 5,039 1,397 1,067 4,396 -3 -4,493 1,267
Percent of Open Interest Represented by Each Category of Trader
19.3 21.7 1.8 32.3 20.8 3.2 20.8 24.6 1.9 6.3 7.4 0.0 14.5 18.5
Number of Traders in Each Category Total Traders: 249
22 20 4 64 38 35 42 35 13 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 537,461
Positions
88,341 68,155 16,799 238,073 240,368 66,330 89,688 93,630 2,707 19,854 32,448 385 15,284 16,639
Changes from: March 24, 2020 Total Change is: -765
54 -7,830 -827 17,440 -3,430 3,341 -21,759 4,539 -771 114 2,595 -5 1,648 1,623
Percent of Open Interest Represented by Each Category of Trader
16.4 12.7 3.1 44.3 44.7 12.3 16.7 17.4 0.5 3.7 6.0 0.1 2.8 3.1
Number of Traders in Each Category Total Traders: 290
23 19 5 78 57 47 38 44 12 11 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 31,807
Positions
5,912 9,978 265 14,431 4,635 462 4,803 7,174 18 260 643 0 5,656 8,632
Changes from: March 24, 2020 Total Change is: -7,128
722 -5,365 -99 -1,837 -638 -140 -1,173 -2,010 -104 -350 -808 0 -4,147 2,036
Percent of Open Interest Represented by Each Category of Trader
18.6 31.4 0.8 45.4 14.6 1.5 15.1 22.6 0.1 0.8 2.0 0.0 17.8 27.1
Number of Traders in Each Category Total Traders: 62
6 12 . 13 7 6 9 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 525,956
Positions
33,571 290,487 855 425,442 112,686 38,434 15,652 72,343 917 1,468 6,621 0 9,617 3,613
Changes from: March 24, 2020 Total Change is: 41,399
-1,651 16,387 -176 40,992 -7,300 -1,800 1,721 31,919 -90 367 4,911 0 2,036 -2,452
Percent of Open Interest Represented by Each Category of Trader
6.4 55.2 0.2 80.9 21.4 7.3 3.0 13.8 0.2 0.3 1.3 0.0 1.8 0.7
Number of Traders in Each Category Total Traders: 173
10 16 5 69 40 42 10 19 5 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 1,341,820
Positions
70,777 676,054 8,326 921,367 335,413 132,977 68,849 53,408 7,435 91,310 63,346 5,396 35,383 59,465
Changes from: March 24, 2020 Total Change is: -31,931
-27,211 -36,452 -349 44,489 -45,009 4,282 -26,583 9,201 909 -31,115 -4,257 1,311 2,336 38,433
Percent of Open Interest Represented by Each Category of Trader
5.3 50.4 0.6 68.7 25.0 9.9 5.1 4.0 0.6 6.8 4.7 0.4 2.6 4.4
Number of Traders in Each Category Total Traders: 395
17 26 8 159 85 82 41 31 16 19 17 .
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Traders in Financial Futures - Futures Only Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 145,118
Positions
17,625 92,737 49,626 13,958 0 368 60,888 615 1,307 1,188 130 4 154 331
Changes from: March 24, 2020 Total Change is: -979
-512 3,113 -4,533 -828 0 0 4,850 -7 29 0 130 0 15 289
Percent of Open Interest Represented by Each Category of Trader
12.1 63.9 34.2 9.6 0.0 0.3 42.0 0.4 0.9 0.8 0.1 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 50
8 15 15 7 0 . 14 . . . . .
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Traders in Financial Futures - Futures Only Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,001,257
Positions
26,354 152,581 1,181 530,996 209,903 216,691 25,180 260,063 7,450 48,852 27,689 105 144,448 125,594
Changes from: March 24, 2020 Total Change is: -81,488
-21,326 -13,593 -1,675 -28,332 -21,592 -9,027 -7,640 -21,458 -14,062 -1,579 -1,925 10 2,143 1,834
Percent of Open Interest Represented by Each Category of Trader
2.6 15.2 0.1 53.0 21.0 21.6 2.5 26.0 0.7 4.9 2.8 0.0 14.4 12.5
Number of Traders in Each Category Total Traders: 173
4 17 . 54 36 53 11 37 12 8 6 .
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Traders in Financial Futures - Futures Only Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,051,390
Positions
31,958 214,601 4 591,227 98,866 160,274 69,544 463,381 17,641 49,383 1,767 0 131,359 94,856
Changes from: March 24, 2020 Total Change is: -20,650
-675 -7,197 0 -9,824 17,178 -14,540 15,055 -8,518 -1,833 -5,436 -767 0 -3,397 -4,973
Percent of Open Interest Represented by Each Category of Trader
3.0 20.4 0.0 56.2 9.4 15.2 6.6 44.1 1.7 4.7 0.2 0.0 12.5 9.0
Number of Traders in Each Category Total Traders: 136
4 19 . 65 14 49 7 20 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,854,827
Positions
75,344 310,483 9,480 1,224,232 670,207 269,793 756,757 1,343,738 44,206 301,900 116,630 1,845 171,270 88,445
Changes from: March 24, 2020 Total Change is: -228,296
10,336 -81,241 -5,389 -91,416 -3,420 5,570 -107,002 -122,005 -15,531 -6,989 3,897 -678 -17,197 -9,499
Percent of Open Interest Represented by Each Category of Trader
2.6 10.9 0.3 42.9 23.5 9.5 26.5 47.1 1.5 10.6 4.1 0.1 6.0 3.1
Number of Traders in Each Category Total Traders: 342
13 32 6 120 30 71 57 53 28 19 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,258,687
Positions
139,442 260,932 28,971 1,414,581 696,317 656,163 442,521 1,002,126 54,011 122,212 205,261 21,901 378,885 333,005
Changes from: March 24, 2020 Total Change is: -155,844
-23,026 -31,170 -17,849 -114,344 -9,771 -4,735 28,197 -103,046 -14,414 -12,519 5,719 4,925 -2,079 14,497
Percent of Open Interest Represented by Each Category of Trader
4.3 8.0 0.9 43.4 21.4 20.1 13.6 30.8 1.7 3.8 6.3 0.7 11.6 10.2
Number of Traders in Each Category Total Traders: 351
22 28 11 98 63 86 51 59 33 18 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 755,530
Positions
75,968 48,270 5,175 333,041 261,971 115,204 64,183 110,414 15,338 49,915 29,731 168 96,538 169,259
Changes from: March 24, 2020 Total Change is: -58,244
1,079 -31,415 157 -39,307 -8,989 6,839 -16,090 -12,632 -8,273 -125 -5,312 56 -2,580 1,325
Percent of Open Interest Represented by Each Category of Trader
10.1 6.4 0.7 44.1 34.7 15.2 8.5 14.6 2.0 6.6 3.9 0.0 12.8 22.4
Number of Traders in Each Category Total Traders: 104
. 10 4 26 36 35 12 10 7 . 4 .
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Traders in Financial Futures - Futures Only Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,846,802
Positions
96,357 496,450 19,358 1,953,257 595,028 535,340 637,933 1,659,556 71,130 244,470 203,634 568 288,389 265,738
Changes from: March 24, 2020 Total Change is: -168,715
4,943 -47,898 -4,649 -126,253 -13,101 11,937 -72,706 13,556 869 17,761 -13,397 -65 -552 -115,967
Percent of Open Interest Represented by Each Category of Trader
2.5 12.9 0.5 50.8 15.5 13.9 16.6 43.1 1.8 6.4 5.3 0.0 7.5 6.9
Number of Traders in Each Category Total Traders: 304
12 32 6 90 50 74 38 53 27 16 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 1,692,857
Positions
312,779 426,115 423,499 49,992 24,530 53,902 384,754 262,249 418,708 1,646 28,999 12,560 35,017 42,295
Changes from: March 24, 2020 Total Change is: 5,932
46,171 -5,877 -14,958 -12,629 -4,091 6,682 10,389 52,055 -24,745 4 2,435 250 -5,232 -5,819
Percent of Open Interest Represented by Each Category of Trader
18.5 25.2 25.0 3.0 1.4 3.2 22.7 15.5 24.7 0.1 1.7 0.7 2.1 2.5
Number of Traders in Each Category Total Traders: 122
21 32 45 . 4 . 27 26 40 . 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,786,035
Positions
2,402,908 1,449,616 2,410,243 393,829 162,164 713,515 1,130,517 2,204,872 2,993,125 97,047 74,913 77,474 567,377 700,113
Changes from: March 24, 2020 Total Change is: 315,042
114,152 -256,365 231,979 41,945 -140,943 -51,108 -137,211 506,965 38,898 26,649 -8,482 24,519 25,219 -30,421
Percent of Open Interest Represented by Each Category of Trader
22.3 13.4 22.3 3.7 1.5 6.6 10.5 20.4 27.8 0.9 0.7 0.7 5.3 6.5
Number of Traders in Each Category Total Traders: 228
43 33 71 15 11 16 45 48 74 17 9 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 165,689
Positions
27 89,182 17,250 0 8,182 8,211 120,521 21,133 18,037 538 88 1,048 57 2,558
Changes from: March 24, 2020 Total Change is: -6,114
-291 4,690 925 0 0 0 1,806 -5,035 -8,263 -152 88 138 -277 1,343
Percent of Open Interest Represented by Each Category of Trader
0.0 53.8 10.4 0.0 4.9 5.0 72.7 12.8 10.9 0.3 0.1 0.6 0.0 1.5
Number of Traders in Each Category Total Traders: 46
. 14 6 0 . . 13 13 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 371,091
Positions
55,458 154,036 23,235 7,675 56,485 2,615 234,302 94,195 36,806 10,521 253 337 142 3,129
Changes from: March 24, 2020 Total Change is: 21,736
8,326 14,271 -381 -4,735 284 2,005 17,707 6,314 -1,327 0 -51 102 39 519
Percent of Open Interest Represented by Each Category of Trader
14.9 41.5 6.3 2.1 15.2 0.7 63.1 25.4 9.9 2.8 0.1 0.1 0.0 0.8
Number of Traders in Each Category Total Traders: 88
7 26 13 . 6 . 16 25 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 63,997
Positions
4,321 5,287 0 764 3,204 0 697 17,942 36,417 21,766 551 0 32 596
Changes from: March 24, 2020 Total Change is: 3,782
-2,799 95 0 125 40 0 -23 1,988 1,780 4,700 0 0 -1 -121
Percent of Open Interest Represented by Each Category of Trader
6.8 8.3 0.0 1.2 5.0 0.0 1.1 28.0 56.9 34.0 0.9 0.0 0.0 0.9
Number of Traders in Each Category Total Traders: 23
. . 0 . 6 0 . 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,947
Positions
36 0 0 173 248 0 1,489 2,602 51 900 453 39 1,259 554
Changes from: March 24, 2020 Total Change is: 38
0 0 0 48 -49 0 353 311 -25 -69 -97 -25 -244 -77
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 4.4 6.3 0.0 37.7 65.9 1.3 22.8 11.5 1.0 31.9 14.0
Number of Traders in Each Category Total Traders: 44
. 0 0 . 4 0 13 12 . 10 . .
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Traders in Financial Futures - Futures Only Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 28,972
Positions
783 9,185 0 13,261 1,727 413 9,065 14,057 872 1,298 1,044 11 3,269 1,663
Changes from: March 24, 2020 Total Change is: 634
80 1,601 0 2,382 64 -66 -1,979 -548 -10 45 -48 -17 199 -342
Percent of Open Interest Represented by Each Category of Trader
2.7 31.7 0.0 45.8 6.0 1.4 31.3 48.5 3.0 4.5 3.6 0.0 11.3 5.7
Number of Traders in Each Category Total Traders: 68
. . 0 7 . . 19 13 4 15 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 235,004
Positions
39,629 31,540 28,820 54,785 17,708 10,310 36,700 85,808 29,032 9,521 1,408 6,814 19,393 23,564
Changes from: March 24, 2020 Total Change is: -33,251
-361 -16,915 5,257 -9,205 -10,790 -1,059 -20,987 -610 -204 -436 -2,281 -3,435 -2,821 -3,214
Percent of Open Interest Represented by Each Category of Trader
16.9 13.4 12.3 23.3 7.5 4.4 15.6 36.5 12.4 4.1 0.6 2.9 8.3 10.0
Number of Traders in Each Category Total Traders: 124
7 18 16 15 8 10 22 36 35 8 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,134
Positions
4,092 1,796 274 5,871 8,309 1,071 4,203 4,665 0 428 0 0 195 19
Changes from: March 24, 2020 Total Change is: -522
-2 821 0 -457 -246 -233 277 -768 -100 -30 0 0 23 4
Percent of Open Interest Represented by Each Category of Trader
25.4 11.1 1.7 36.4 51.5 6.6 26.1 28.9 0.0 2.7 0.0 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 32
. . . 6 6 . . 6 0 6 0 0
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Updated April 03, 2020