Traders in Financial Futures - Futures Only Positions as of April 14, 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 119,798 Positions 28,353 9,160 2,037 32,170 27,972 3,939 8,921 35,191 5,576 14,137 3,655 0 24,665 32,268 Changes from: April 7, 2020 Total Change is: 2,275 1,998 -395 -4 -72 437 410 925 -182 -627 -9 433 0 -346 2,203 Percent of Open Interest Represented by Each Category of Trader 23.7 7.6 1.7 26.9 23.3 3.3 7.4 29.4 4.7 11.8 3.1 0.0 20.6 26.9 Number of Traders in Each Category Total Traders: 87 9 . 5 12 16 9 13 19 8 13 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 32,718 Positions 2,228 10,275 16 4,867 3,469 356 14,650 6,991 11 696 456 0 9,894 11,144 Changes from: April 7, 2020 Total Change is: 2,327 -135 532 0 1,475 179 29 824 1,369 -3 0 0 0 137 221 Percent of Open Interest Represented by Each Category of Trader 6.8 31.4 0.0 14.9 10.6 1.1 44.8 21.4 0.0 2.1 1.4 0.0 30.2 34.1 Number of Traders in Each Category Total Traders: 38 . . . 6 6 . 9 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 153,088 Positions 44,103 17,484 1,807 40,880 64,132 3,359 33,596 26,037 5,384 3,720 7,575 0 20,239 27,310 Changes from: April 7, 2020 Total Change is: 2,770 1,149 106 -213 440 800 -18 -165 892 -226 40 -786 0 1,763 2,215 Percent of Open Interest Represented by Each Category of Trader 28.8 11.4 1.2 26.7 41.9 2.2 21.9 17.0 3.5 2.4 4.9 0.0 13.2 17.8 Number of Traders in Each Category Total Traders: 102 8 5 6 11 28 8 20 22 13 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 122,929 Positions 14,063 42,999 905 45,302 22,069 5,638 21,367 30,209 903 11,378 969 0 23,373 19,237 Changes from: April 7, 2020 Total Change is: 4,334 415 7,170 -792 -116 -3,924 835 -1,594 1,530 200 -471 400 0 5,857 -1,085 Percent of Open Interest Represented by Each Category of Trader 11.4 35.0 0.7 36.9 18.0 4.6 17.4 24.6 0.7 9.3 0.8 0.0 19.0 15.6 Number of Traders in Each Category Total Traders: 103 6 9 4 22 15 11 17 25 10 4 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 543,361 Positions 30,783 309,033 4,918 328,993 86,037 20,855 51,052 72,530 3,077 27,678 5,014 125 75,880 41,772 Changes from: April 7, 2020 Total Change is: -11,336 -22 -690 -2,583 -6,111 -2,057 133 2,552 -3,489 -983 1,641 429 59 -6,022 -2,155 Percent of Open Interest Represented by Each Category of Trader 5.7 56.9 0.9 60.5 15.8 3.8 9.4 13.3 0.6 5.1 0.9 0.0 14.0 7.7 Number of Traders in Each Category Total Traders: 248 13 12 12 85 35 37 42 31 13 21 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 21,205 Positions 0 9,045 0 8,136 3,359 1,630 0 3,470 0 0 0 0 11,439 3,701 Changes from: April 7, 2020 Total Change is: -159 0 4 0 124 0 -9 0 -372 0 0 0 0 -274 218 Percent of Open Interest Represented by Each Category of Trader 0.0 42.7 0.0 38.4 15.8 7.7 0.0 16.4 0.0 0.0 0.0 0.0 53.9 17.5 Number of Traders in Each Category Total Traders: 20 0 . 0 11 4 7 0 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 128,258 Positions 64,207 15,589 470 20,328 40,269 3,851 19,782 35,974 663 4,295 1,061 0 14,662 30,381 Changes from: April 7, 2020 Total Change is: -1,798 2,284 1,548 -555 1,782 -4,867 -165 -4,635 198 -584 619 48 0 -544 2,579 Percent of Open Interest Represented by Each Category of Trader 50.1 12.2 0.4 15.8 31.4 3.0 15.4 28.0 0.5 3.3 0.8 0.0 11.4 23.7 Number of Traders in Each Category Total Traders: 79 5 8 . 8 20 7 10 21 7 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 24,433 Positions 211 17,779 0 9,486 630 41 13,030 2,474 61 684 1,741 0 920 1,707 Changes from: April 7, 2020 Total Change is: 1,584 0 -109 0 -152 102 0 2,048 874 14 -408 380 0 82 323 Percent of Open Interest Represented by Each Category of Trader 0.9 72.8 0.0 38.8 2.6 0.2 53.3 10.1 0.2 2.8 7.1 0.0 3.8 7.0 Number of Traders in Each Category Total Traders: 36 . 4 0 . . . 12 5 . . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 109,371 Positions 30,570 36,934 800 34,302 18,069 596 35,905 28,888 509 2,501 17,916 0 4,188 5,659 Changes from: April 7, 2020 Total Change is: 7,234 1,538 -115 0 -291 1,905 152 6,614 4,774 -209 -50 -144 -7 -513 878 Percent of Open Interest Represented by Each Category of Trader 28.0 33.8 0.7 31.4 16.5 0.5 32.8 26.4 0.5 2.3 16.4 0.0 3.8 5.2 Number of Traders in Each Category Total Traders: 118 6 6 . 9 21 . 25 35 5 5 11 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 20,974 Positions 7,472 803 55 924 9,764 0 8,271 5,256 520 1,930 2,076 0 1,802 2,500 Changes from: April 7, 2020 Total Change is: 809 2 206 -2 -846 -436 0 1,530 1,081 -45 218 274 0 -48 -269 Percent of Open Interest Represented by Each Category of Trader 35.6 3.8 0.3 4.4 46.6 0.0 39.4 25.1 2.5 9.2 9.9 0.0 8.6 11.9 Number of Traders in Each Category Total Traders: 47 . . . . 9 0 10 12 4 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 39,812 Positions 19,511 4,919 2 2,197 11,398 883 14,328 15,178 499 327 1,207 6 2,059 5,720 Changes from: April 7, 2020 Total Change is: -494 1,391 400 0 448 782 -208 -1,995 -1,166 -315 88 51 0 97 -38 Percent of Open Interest Represented by Each Category of Trader 49.0 12.4 0.0 5.5 28.6 2.2 36.0 38.1 1.3 0.8 3.0 0.0 5.2 14.4 Number of Traders in Each Category Total Traders: 80 7 4 . 7 18 5 19 18 5 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 15,867 Positions 5,781 0 0 0 4,662 0 9,589 9,103 0 178 0 0 319 2,102 Changes from: April 7, 2020 Total Change is: 40 0 0 0 0 -165 0 187 135 0 1 0 0 -148 70 Percent of Open Interest Represented by Each Category of Trader 36.4 0.0 0.0 0.0 29.4 0.0 60.4 57.4 0.0 1.1 0.0 0.0 2.0 13.2 Number of Traders in Each Category Total Traders: 25 . 0 0 0 8 0 6 7 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 30,200 Positions 13,858 3,561 1,219 3,333 2,799 344 6,132 8,058 279 0 6,129 0 5,037 7,813 Changes from: April 7, 2020 Total Change is: 3,204 1,473 -837 -117 307 196 53 1,027 2,921 194 0 443 -116 384 468 Percent of Open Interest Represented by Each Category of Trader 45.9 11.8 4.0 11.0 9.3 1.1 20.3 26.7 0.9 0.0 20.3 0.0 16.7 25.9 Number of Traders in Each Category Total Traders: 89 20 8 4 12 8 6 17 14 5 0 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 60,399 Positions 27,715 7,122 2,437 6,666 5,597 687 12,263 16,115 558 0 12,257 0 10,073 15,626 Changes from: April 7, 2020 Total Change is: 6,408 2,946 -1,673 -233 614 392 105 2,053 5,842 387 0 885 -232 768 935 Percent of Open Interest Represented by Each Category of Trader 45.9 11.8 4.0 11.0 9.3 1.1 20.3 26.7 0.9 0.0 20.3 0.0 16.7 25.9 Number of Traders in Each Category Total Traders: 89 20 8 4 12 8 6 17 14 5 0 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 45,852 Positions 1,770 39,516 0 36,791 1,250 1,745 3,370 2,425 0 800 454 0 1,376 462 Changes from: April 7, 2020 Total Change is: -4,880 -3,895 2,941 0 4,660 0 -7,145 1,490 -377 0 800 0 0 -790 -299 Percent of Open Interest Represented by Each Category of Trader 3.9 86.2 0.0 80.2 2.7 3.8 7.3 5.3 0.0 1.7 1.0 0.0 3.0 1.0 Number of Traders in Each Category Total Traders: 33 . 10 0 12 . . . . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 777,289 Positions 97,191 97,054 64,174 301,721 184,937 76,878 58,684 105,318 29,378 23,676 70,989 1,979 123,607 146,581 Changes from: April 7, 2020 Total Change is: 5,155 8,235 884 2,798 4,426 -21,503 -3,499 -5,142 15,024 2,733 -5,542 2,416 95 1,051 6,207 Percent of Open Interest Represented by Each Category of Trader 12.5 12.5 8.3 38.8 23.8 9.9 7.5 13.5 3.8 3.0 9.1 0.3 15.9 18.9 Number of Traders in Each Category Total Traders: 626 37 38 32 159 120 136 65 113 54 34 60 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 90,437 Positions 64,326 4,220 74 0 0 0 20,550 10,750 0 0 43 2 5,485 75,348 Changes from: April 7, 2020 Total Change is: 7,807 3,000 2,020 0 0 0 0 5,246 3,543 -900 0 0 0 461 3,144 Percent of Open Interest Represented by Each Category of Trader 71.1 4.7 0.1 0.0 0.0 0.0 22.7 11.9 0.0 0.0 0.0 0.0 6.1 83.3 Number of Traders in Each Category Total Traders: 27 10 . . 0 0 0 7 7 0 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 8,990 Positions 3,561 3,818 0 2,678 708 475 546 2,806 0 0 0 0 1,730 1,183 Changes from: April 7, 2020 Total Change is: -79 -200 629 0 -230 -757 226 0 -50 0 0 0 0 125 -127 Percent of Open Interest Represented by Each Category of Trader 39.6 42.5 0.0 29.8 7.9 5.3 6.1 31.2 0.0 0.0 0.0 0.0 19.2 13.2 Number of Traders in Each Category Total Traders: 21 4 5 0 6 . . . 4 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 3,434,258 Positions 418,224 718,069 66,599 1,508,605 924,687 384,391 287,721 569,891 49,841 118,379 354,728 9,886 590,612 356,166 Changes from: April 7, 2020 Total Change is: -13,260 34,834 2,982 5,330 22,132 -107,517 -17,493 -24,850 84,496 -8,926 -27,711 12,080 475 2,949 15,313 Percent of Open Interest Represented by Each Category of Trader 12.2 20.9 1.9 43.9 26.9 11.2 8.4 16.6 1.5 3.4 10.3 0.3 17.2 10.4 Number of Traders in Each Category Total Traders: 626 37 38 27 159 120 136 66 112 52 34 60 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 74,750 Positions 19,045 7,736 365 41,084 55,164 4,179 2,378 1,393 307 0 961 0 7,392 4,645 Changes from: April 7, 2020 Total Change is: -4,504 -1,785 660 -6 -507 -4,194 -1,108 -1,060 -234 67 0 0 0 -105 311 Percent of Open Interest Represented by Each Category of Trader 25.5 10.3 0.5 55.0 73.8 5.6 3.2 1.9 0.4 0.0 1.3 0.0 9.9 6.2 Number of Traders in Each Category Total Traders: 74 11 4 . 24 24 15 4 5 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 35,587 Positions 6,411 5,319 862 13,163 6,798 805 7,007 10,814 557 1,494 3,488 4 5,284 6,940 Changes from: April 7, 2020 Total Change is: -1,086 -201 -854 11 864 -1,100 -99 -1,381 1,068 -39 7 212 -1 -247 -284 Percent of Open Interest Represented by Each Category of Trader 18.0 14.9 2.4 37.0 19.1 2.3 19.7 30.4 1.6 4.2 9.8 0.0 14.8 19.5 Number of Traders in Each Category Total Traders: 248 29 14 4 67 33 32 38 38 15 11 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 177,937 Positions 32,055 26,596 4,310 65,814 33,990 4,026 35,034 54,070 2,786 7,470 17,440 20 26,422 34,699 Changes from: April 7, 2020 Total Change is: -5,430 -1,005 -4,272 56 4,318 -5,501 -496 -6,905 5,342 -195 35 1,061 -3 -1,235 -1,422 Percent of Open Interest Represented by Each Category of Trader 18.0 14.9 2.4 37.0 19.1 2.3 19.7 30.4 1.6 4.2 9.8 0.0 14.8 19.5 Number of Traders in Each Category Total Traders: 248 29 14 4 67 33 32 38 38 15 11 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 531,857 Positions 121,557 71,251 14,452 233,561 240,539 61,855 62,618 84,782 2,534 19,666 36,769 45 15,569 19,630 Changes from: April 7, 2020 Total Change is: -29,528 -2,613 2,237 139 1,656 -26,505 -643 -26,670 -4,829 -507 -489 -653 -623 222 1,856 Percent of Open Interest Represented by Each Category of Trader 22.9 13.4 2.7 43.9 45.2 11.6 11.8 15.9 0.5 3.7 6.9 0.0 2.9 3.7 Number of Traders in Each Category Total Traders: 292 27 21 5 77 60 54 34 47 16 11 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 34,101 Positions 6,007 10,413 254 14,185 5,238 754 5,763 3,515 392 951 618 0 5,795 12,917 Changes from: April 7, 2020 Total Change is: 756 1,021 -475 -121 -87 -474 236 -732 -1,301 -134 367 -390 0 206 3,415 Percent of Open Interest Represented by Each Category of Trader 17.6 30.5 0.7 41.6 15.4 2.2 16.9 10.3 1.1 2.8 1.8 0.0 17.0 37.9 Number of Traders in Each Category Total Traders: 65 5 14 . 14 6 9 12 8 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 522,256 Positions 29,412 313,052 922 428,893 102,995 36,707 18,242 56,081 559 1,355 6,542 0 6,166 5,398 Changes from: April 7, 2020 Total Change is: -10,643 -5,916 -5,777 122 -3,280 -5,605 -1,971 331 3,012 -422 0 -86 0 493 84 Percent of Open Interest Represented by Each Category of Trader 5.6 59.9 0.2 82.1 19.7 7.0 3.5 10.7 0.1 0.3 1.3 0.0 1.2 1.0 Number of Traders in Each Category Total Traders: 179 10 16 5 74 42 40 13 15 4 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 1,301,871 Positions 60,992 639,807 9,083 909,861 340,560 134,744 87,202 53,968 5,107 68,075 91,952 5,648 21,159 21,002 Changes from: April 7, 2020 Total Change is: -3,896 1,693 -12,178 426 -23,203 7,981 7,781 10,040 -2,727 -662 -1,154 -1,781 199 984 -2,935 Percent of Open Interest Represented by Each Category of Trader 4.7 49.1 0.7 69.9 26.2 10.4 6.7 4.1 0.4 5.2 7.1 0.4 1.6 1.6 Number of Traders in Each Category Total Traders: 405 18 25 9 154 91 82 44 35 16 19 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 148,721 Positions 19,510 103,676 43,002 9,039 0 368 73,490 0 1,609 1,449 0 9 245 57 Changes from: April 7, 2020 Total Change is: -1,268 1,182 -2,170 872 -2,859 0 0 -515 -1 244 20 0 5 -217 -218 Percent of Open Interest Represented by Each Category of Trader 13.1 69.7 28.9 6.1 0.0 0.2 49.4 0.0 1.1 1.0 0.0 0.0 0.2 0.0 Number of Traders in Each Category Total Traders: 60 10 18 15 6 0 . 21 0 . 5 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 1,005,372 Positions 29,131 135,812 2,240 518,938 225,009 202,721 47,187 279,450 7,561 49,952 27,923 105 147,537 124,551 Changes from: April 7, 2020 Total Change is: 3,878 1,459 650 149 -14,877 5,885 -5,367 12,101 6,496 -409 751 -66 0 10,071 -3,460 Percent of Open Interest Represented by Each Category of Trader 2.9 13.5 0.2 51.6 22.4 20.2 4.7 27.8 0.8 5.0 2.8 0.0 14.7 12.4 Number of Traders in Each Category Total Traders: 184 5 17 . 56 34 50 17 40 13 9 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 1,044,592 Positions 25,079 195,470 0 596,700 120,884 144,009 82,781 478,068 15,174 48,025 1,937 0 132,824 89,050 Changes from: April 7, 2020 Total Change is: -7,761 -3,244 -5,459 -4 -13,196 5,889 -5,304 10,108 -1,913 35 765 170 0 3,079 -1,175 Percent of Open Interest Represented by Each Category of Trader 2.4 18.7 0.0 57.1 11.6 13.8 7.9 45.8 1.5 4.6 0.2 0.0 12.7 8.5 Number of Traders in Each Category Total Traders: 132 . 18 0 62 14 46 5 24 9 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 2,655,012 Positions 50,179 313,851 9,475 1,153,509 621,427 276,499 687,691 1,174,849 44,007 271,012 117,179 1,925 160,715 95,800 Changes from: April 7, 2020 Total Change is: -15,328 5,676 4,507 -68 -3,974 -22,835 8,339 -17,178 -14,552 2,586 -12,368 3,310 19 1,640 3,366 Percent of Open Interest Represented by Each Category of Trader 1.9 11.8 0.4 43.4 23.4 10.4 25.9 44.3 1.7 10.2 4.4 0.1 6.1 3.6 Number of Traders in Each Category Total Traders: 334 13 29 7 114 32 69 50 57 31 20 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 3,235,198 Positions 170,931 199,715 58,541 1,339,718 788,449 586,287 473,570 990,727 65,785 124,152 174,323 20,284 395,930 351,087 Changes from: April 7, 2020 Total Change is: 17,136 -14,928 -17,220 26,817 -11,111 38,427 -12,486 3,655 6,716 12,284 -6,985 -39,127 -828 20,718 2,553 Percent of Open Interest Represented by Each Category of Trader 5.3 6.2 1.8 41.4 24.4 18.1 14.6 30.6 2.0 3.8 5.4 0.6 12.2 10.9 Number of Traders in Each Category Total Traders: 361 21 31 9 92 70 91 50 66 37 18 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 774,025 Positions 82,501 19,658 5,551 293,826 250,845 125,348 103,533 146,787 13,439 49,629 27,040 228 99,970 185,129 Changes from: April 7, 2020 Total Change is: 14,957 11,809 -3,458 303 -22,845 633 4,247 17,299 3,325 5,137 -300 -60 60 -753 4,770 Percent of Open Interest Represented by Each Category of Trader 10.7 2.5 0.7 38.0 32.4 16.2 13.4 19.0 1.7 6.4 3.5 0.0 12.9 23.9 Number of Traders in Each Category Total Traders: 102 6 4 4 28 34 38 15 9 8 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 3,724,769 Positions 69,484 489,275 22,042 1,806,027 587,140 590,838 607,654 1,479,643 72,501 253,503 205,404 419 302,301 277,507 Changes from: April 7, 2020 Total Change is: -35,535 -5,710 -10,139 1,375 -35,655 -32,676 64,607 -62,814 -64,685 -2,162 2,052 298 -18 2,790 7,865 Percent of Open Interest Represented by Each Category of Trader 1.9 13.1 0.6 48.5 15.8 15.9 16.3 39.7 1.9 6.8 5.5 0.0 8.1 7.5 Number of Traders in Each Category Total Traders: 300 9 33 7 89 45 70 40 54 27 14 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 1,585,542 Positions 285,961 440,928 388,484 58,314 15,680 43,198 490,801 351,658 278,500 7,408 27,707 5,959 26,917 33,428 Changes from: April 7, 2020 Total Change is: 18,365 6,890 -224 7,759 -16,511 -80 5,256 39,788 26,676 -25,100 845 3,395 400 -962 283 Percent of Open Interest Represented by Each Category of Trader 18.0 27.8 24.5 3.7 1.0 2.7 31.0 22.2 17.6 0.5 1.7 0.4 1.7 2.1 Number of Traders in Each Category Total Traders: 123 23 32 44 . 4 4 24 27 38 5 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 is10,284,022 Positions 2,006,979 1,367,324 2,270,792 526,825 70,946 712,511 949,733 1,925,382 3,037,230 108,185 76,661 65,579 606,188 757,597 Changes from: April 7, 2020 Total Change is: -556,078 -310,487 36,015 -155,387 57,220 -80,130 -25,863 -166,985 -435,146 95,202 -36,850 3,554 -5,430 -7,498 11,107 Percent of Open Interest Represented by Each Category of Trader 19.5 13.3 22.1 5.1 0.7 6.9 9.2 18.7 29.5 1.1 0.7 0.6 5.9 7.4 Number of Traders in Each Category Total Traders: 226 36 36 66 14 14 16 47 49 80 12 11 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 157,103 Positions 27 81,677 18,854 0 8,462 7,931 112,786 20,332 15,709 475 149 1,245 76 2,744 Changes from: April 7, 2020 Total Change is: -1,990 -133 -3,641 1,245 0 0 0 -2,760 706 -523 0 -120 173 8 170 Percent of Open Interest Represented by Each Category of Trader 0.0 52.0 12.0 0.0 5.4 5.0 71.8 12.9 10.0 0.3 0.1 0.8 0.0 1.7 Number of Traders in Each Category Total Traders: 48 . 15 6 0 . . 13 16 16 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 346,208 Positions 66,479 138,706 24,705 2,054 46,608 1,872 216,594 100,695 30,171 3,874 330 372 87 2,749 Changes from: April 7, 2020 Total Change is: 29,852 6,953 8,470 2,505 -13 -1,488 541 16,261 15,713 3,638 0 163 -9 -24 319 Percent of Open Interest Represented by Each Category of Trader 19.2 40.1 7.1 0.6 13.5 0.5 62.6 29.1 8.7 1.1 0.1 0.1 0.0 0.8 Number of Traders in Each Category Total Traders: 89 6 28 11 . 5 . 20 24 24 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 69,380 Positions 0 8,398 0 764 2,435 0 808 16,068 40,670 26,446 500 0 692 1,309 Changes from: April 7, 2020 Total Change is: 2,236 -4,321 2,712 0 0 5 0 89 -4,849 3,629 2,180 0 0 659 739 Percent of Open Interest Represented by Each Category of Trader 0.0 12.1 0.0 1.1 3.5 0.0 1.2 23.2 58.6 38.1 0.7 0.0 1.0 1.9 Number of Traders in Each Category Total Traders: 21 0 . 0 . 5 0 . 5 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 5,538 Positions 38 0 0 203 283 0 2,260 3,198 244 868 1,394 22 1,903 397 Changes from: April 7, 2020 Total Change is: 90 2 0 0 -18 79 0 -192 -454 -28 197 460 -9 138 42 Percent of Open Interest Represented by Each Category of Trader 0.7 0.0 0.0 3.7 5.1 0.0 40.8 57.7 4.4 15.7 25.2 0.4 34.4 7.2 Number of Traders in Each Category Total Traders: 62 . 0 0 . 5 0 16 21 5 15 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 29,664 Positions 861 10,037 0 12,879 1,887 470 10,812 12,923 998 1,013 1,466 3 2,628 1,880 Changes from: April 7, 2020 Total Change is: 968 170 460 0 -648 195 9 1,703 -13 62 109 240 2 -439 13 Percent of Open Interest Represented by Each Category of Trader 2.9 33.8 0.0 43.4 6.4 1.6 36.4 43.6 3.4 3.4 4.9 0.0 8.9 6.3 Number of Traders in Each Category Total Traders: 72 . . 0 7 4 4 20 15 . 13 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 253,220 Positions 45,306 27,223 36,965 56,140 10,960 16,754 27,167 92,474 38,965 4,881 1,681 7,401 19,641 20,797 Changes from: April 7, 2020 Total Change is: 2,532 1,616 -332 4,374 -7,233 -490 2,390 -938 -3,989 3,271 516 -88 -262 -1,202 -2,342 Percent of Open Interest Represented by Each Category of Trader 17.9 10.8 14.6 22.2 4.3 6.6 10.7 36.5 15.4 1.9 0.7 2.9 7.8 8.2 Number of Traders in Each Category Total Traders: 149 11 19 22 18 8 17 28 47 46 4 6 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 14, 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 18,545 Positions 4,092 1,756 314 9,469 5,285 1,257 2,753 9,908 0 475 0 0 185 25 Changes from: April 7, 2020 Total Change is: 2,164 0 0 0 3,827 -1,564 186 -1,853 3,533 0 27 0 0 -23 9 Percent of Open Interest Represented by Each Category of Trader 22.1 9.5 1.7 51.1 28.5 6.8 14.8 53.4 0.0 2.6 0.0 0.0 1.0 0.1 Number of Traders in Each Category Total Traders: 35 . . . 5 7 . . 8 0 7 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 17, 2020