Traders in Financial Futures - Futures Only Positions as of April 28, 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 117,660
Positions
29,960 5,994 1,136 30,480 29,222 4,252 7,783 38,130 5,762 13,362 1,454 346 24,579 31,364
Changes from: April 21, 2020 Total Change is: -3,553
-64 393 -517 -585 350 590 -2,439 1,063 -76 -1,042 -2,689 8 572 -2,675
Percent of Open Interest Represented by Each Category of Trader
25.5 5.1 1.0 25.9 24.8 3.6 6.6 32.4 4.9 11.4 1.2 0.3 20.9 26.7
Number of Traders in Each Category Total Traders: 87
10 4 4 12 15 10 10 21 9 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 36,326
Positions
3,052 11,482 77 4,749 5,233 359 15,322 6,525 12 696 450 0 12,059 12,188
Changes from: April 21, 2020 Total Change is: 1,300
1,312 938 61 199 48 -1 -475 -905 3 0 0 0 201 1,156
Percent of Open Interest Represented by Each Category of Trader
8.4 31.6 0.2 13.1 14.4 1.0 42.2 18.0 0.0 1.9 1.2 0.0 33.2 33.6
Number of Traders in Each Category Total Traders: 42
4 4 . 5 7 . 10 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 162,868
Positions
55,022 15,645 1,641 40,116 62,588 3,292 35,302 36,339 5,749 3,720 8,461 0 18,026 29,153
Changes from: April 21, 2020 Total Change is: 4,080
119 -769 -154 -53 -3,179 170 4,496 6,712 141 0 893 0 -639 266
Percent of Open Interest Represented by Each Category of Trader
33.8 9.6 1.0 24.6 38.4 2.0 21.7 22.3 3.5 2.3 5.2 0.0 11.1 17.9
Number of Traders in Each Category Total Traders: 101
8 6 6 9 26 8 18 25 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 143,835
Positions
11,744 62,134 1,871 55,751 18,737 5,645 30,480 32,368 845 11,324 471 0 26,175 21,764
Changes from: April 21, 2020 Total Change is: 15,563
-793 14,454 1,542 4,786 -283 -63 4,863 -162 -40 434 -87 0 4,834 202
Percent of Open Interest Represented by Each Category of Trader
8.2 43.2 1.3 38.8 13.0 3.9 21.2 22.5 0.6 7.9 0.3 0.0 18.2 15.1
Number of Traders in Each Category Total Traders: 98
4 11 . 20 14 10 20 22 8 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 545,082
Positions
36,440 295,274 1,729 321,211 91,655 21,504 55,128 74,633 3,031 26,239 5,457 5,075 74,725 46,724
Changes from: April 21, 2020 Total Change is: -1,579
5,279 -11,560 -3,240 -8,284 4,569 -227 1,911 2,087 31 -4,126 -470 4,955 2,122 2,276
Percent of Open Interest Represented by Each Category of Trader
6.7 54.2 0.3 58.9 16.8 3.9 10.1 13.7 0.6 4.8 1.0 0.9 13.7 8.6
Number of Traders in Each Category Total Traders: 250
14 11 10 84 35 37 44 31 15 21 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 22,091
Positions
470 9,045 0 8,261 3,368 1,626 0 3,924 0 0 0 0 11,734 4,128
Changes from: April 21, 2020 Total Change is: -80
470 0 0 136 9 0 0 -341 0 0 0 0 -686 252
Percent of Open Interest Represented by Each Category of Trader
2.1 40.9 0.0 37.4 15.2 7.4 0.0 17.8 0.0 0.0 0.0 0.0 53.1 18.7
Number of Traders in Each Category Total Traders: 20
. . 0 11 4 7 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 129,162
Positions
62,701 18,369 454 20,537 39,037 3,504 20,355 36,793 1,163 4,134 1,053 0 16,314 28,789
Changes from: April 21, 2020 Total Change is: 2,982
-555 1,523 -79 -304 776 37 -68 984 664 1,034 422 0 2,253 -1,345
Percent of Open Interest Represented by Each Category of Trader
48.5 14.2 0.4 15.9 30.2 2.7 15.8 28.5 0.9 3.2 0.8 0.0 12.6 22.3
Number of Traders in Each Category Total Traders: 79
6 8 4 7 18 7 12 22 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 23,774
Positions
228 18,375 0 10,219 388 41 11,690 1,049 79 379 1,821 0 1,138 2,021
Changes from: April 21, 2020 Total Change is: -301
-6 269 0 789 -399 0 -1,470 54 -13 0 -220 0 399 8
Percent of Open Interest Represented by Each Category of Trader
1.0 77.3 0.0 43.0 1.6 0.2 49.2 4.4 0.3 1.6 7.7 0.0 4.8 8.5
Number of Traders in Each Category Total Traders: 33
. 4 0 . . . 10 4 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 103,359
Positions
26,259 38,160 800 38,873 16,901 676 23,641 23,932 487 8,361 17,104 0 4,262 5,299
Changes from: April 21, 2020 Total Change is: -2,121
-7,191 2,637 0 1,418 -593 106 -3,885 -2,638 207 6,575 -870 -10 659 -960
Percent of Open Interest Represented by Each Category of Trader
25.4 36.9 0.8 37.6 16.4 0.7 22.9 23.2 0.5 8.1 16.5 0.0 4.1 5.1
Number of Traders in Each Category Total Traders: 127
5 7 . 8 21 . 29 39 8 4 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 26,847
Positions
7,466 1,040 3,078 880 10,602 0 10,474 6,465 978 2,356 1,355 0 1,615 3,329
Changes from: April 21, 2020 Total Change is: 4,204
-4 62 3,021 -450 761 0 737 439 492 426 -1,138 0 -18 567
Percent of Open Interest Represented by Each Category of Trader
27.8 3.9 11.5 3.3 39.5 0.0 39.0 24.1 3.6 8.8 5.0 0.0 6.0 12.4
Number of Traders in Each Category Total Traders: 52
. . . . 10 0 10 15 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 41,267
Positions
20,166 5,211 0 1,731 11,040 1,202 14,316 16,551 358 1,642 1,311 6 1,846 5,588
Changes from: April 21, 2020 Total Change is: 2,114
561 870 -2 -320 -8 -200 734 1,494 -139 1,260 240 0 220 -141
Percent of Open Interest Represented by Each Category of Trader
48.9 12.6 0.0 4.2 26.8 2.9 34.7 40.1 0.9 4.0 3.2 0.0 4.5 13.5
Number of Traders in Each Category Total Traders: 85
7 6 0 6 18 5 20 20 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 15,421
Positions
5,781 0 0 0 4,653 0 9,003 8,576 0 160 0 0 477 2,192
Changes from: April 21, 2020 Total Change is: -750
0 0 0 -450 343 -150 -415 -1,034 0 160 0 0 105 91
Percent of Open Interest Represented by Each Category of Trader
37.5 0.0 0.0 0.0 30.2 0.0 58.4 55.6 0.0 1.0 0.0 0.0 3.1 14.2
Number of Traders in Each Category Total Traders: 24
. 0 0 0 6 0 7 7 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 33,751
Positions
15,630 2,090 1,587 2,580 6,189 566 6,846 7,475 1,382 100 6,259 0 5,062 8,206
Changes from: April 21, 2020 Total Change is: 2,953
1,001 -1,003 328 -453 1,199 88 454 748 1,204 100 -102 -101 333 592
Percent of Open Interest Represented by Each Category of Trader
46.3 6.2 4.7 7.6 18.3 1.7 20.3 22.1 4.1 0.3 18.5 0.0 15.0 24.3
Number of Traders in Each Category Total Traders: 86
19 8 6 12 10 8 13 14 7 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 67,502
Positions
31,259 4,179 3,174 5,160 12,377 1,131 13,691 14,949 2,763 200 12,517 0 10,124 16,412
Changes from: April 21, 2020 Total Change is: 5,906
2,002 -2,006 656 -906 2,398 175 908 1,496 2,408 200 -203 -202 665 1,184
Percent of Open Interest Represented by Each Category of Trader
46.3 6.2 4.7 7.6 18.3 1.7 20.3 22.1 4.1 0.3 18.5 0.0 15.0 24.3
Number of Traders in Each Category Total Traders: 86
19 8 6 12 10 8 13 14 7 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 41,889
Positions
1,039 37,045 0 33,845 1,250 846 2,616 1,978 0 925 454 0 2,618 316
Changes from: April 21, 2020 Total Change is: -996
0 -910 0 -962 0 0 -237 -176 0 67 0 0 136 90
Percent of Open Interest Represented by Each Category of Trader
2.5 88.4 0.0 80.8 3.0 2.0 6.2 4.7 0.0 2.2 1.1 0.0 6.2 0.8
Number of Traders in Each Category Total Traders: 28
. 8 0 10 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 764,991
Positions
97,409 94,049 59,816 299,803 181,472 65,769 50,890 103,132 35,608 21,659 71,530 1,909 132,128 151,707
Changes from: April 21, 2020 Total Change is: -9,348
2,028 -6,665 -3,813 -1,629 -7,312 -2,681 -6,932 8,711 469 -1,059 -2,445 -44 4,311 4,432
Percent of Open Interest Represented by Each Category of Trader
12.7 12.3 7.8 39.2 23.7 8.6 6.7 13.5 4.7 2.8 9.4 0.2 17.3 19.8
Number of Traders in Each Category Total Traders: 611
37 36 30 152 118 135 61 121 56 29 57 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 99,439
Positions
65,502 4,991 0 0 0 0 26,818 13,126 0 0 3 15 7,104 81,304
Changes from: April 21, 2020 Total Change is: 3,012
350 -29 0 0 0 0 1,694 -270 0 -257 3 13 1,212 3,295
Percent of Open Interest Represented by Each Category of Trader
65.9 5.0 0.0 0.0 0.0 0.0 27.0 13.2 0.0 0.0 0.0 0.0 7.1 81.8
Number of Traders in Each Category Total Traders: 26
9 . 0 0 0 0 8 5 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 10,146
Positions
5,629 3,339 0 2,605 1,744 0 335 3,615 71 0 0 0 1,506 1,377
Changes from: April 21, 2020 Total Change is: -545
85 -672 -1 -421 1,036 0 -211 373 71 0 0 0 -68 -1,352
Percent of Open Interest Represented by Each Category of Trader
55.5 32.9 0.0 25.7 17.2 0.0 3.3 35.6 0.7 0.0 0.0 0.0 14.8 13.6
Number of Traders in Each Category Total Traders: 24
7 4 0 6 . 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 3,327,759
Positions
417,028 702,781 41,589 1,499,016 907,358 328,843 253,125 582,793 45,274 108,293 357,637 9,469 625,122 352,015
Changes from: April 21, 2020 Total Change is: -61,800
15,314 -26,257 -25,988 -8,143 -36,560 -13,406 -40,887 47,145 105 -4,008 -12,240 -283 15,496 5,684
Percent of Open Interest Represented by Each Category of Trader
12.5 21.1 1.2 45.0 27.3 9.9 7.6 17.5 1.4 3.3 10.7 0.3 18.8 10.6
Number of Traders in Each Category Total Traders: 611
37 36 26 152 118 135 60 122 54 29 57 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 71,728
Positions
16,621 2,210 219 40,568 53,121 3,772 2,801 6,502 317 0 961 0 7,430 4,626
Changes from: April 21, 2020 Total Change is: -3,821
-242 -5,158 -144 -2,399 -3,841 -569 -387 5,662 245 0 0 0 -325 -16
Percent of Open Interest Represented by Each Category of Trader
23.2 3.1 0.3 56.6 74.1 5.3 3.9 9.1 0.4 0.0 1.3 0.0 10.4 6.4
Number of Traders in Each Category Total Traders: 79
11 4 . 27 26 15 5 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 36,350
Positions
6,768 7,002 918 12,686 7,426 1,040 6,821 10,358 560 1,968 2,885 4 5,585 6,158
Changes from: April 21, 2020 Total Change is: 499
300 1,321 162 239 -18 24 -557 -610 -31 143 -247 -3 223 -97
Percent of Open Interest Represented by Each Category of Trader
18.6 19.3 2.5 34.9 20.4 2.9 18.8 28.5 1.5 5.4 7.9 0.0 15.4 16.9
Number of Traders in Each Category Total Traders: 246
20 21 6 62 36 32 36 45 13 16 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 181,751
Positions
33,842 35,009 4,591 63,428 37,129 5,200 34,107 51,789 2,799 9,839 14,427 18 27,927 30,789
Changes from: April 21, 2020 Total Change is: 2,497
1,500 6,603 809 1,196 -91 119 -2,783 -3,052 -155 714 -1,234 -17 1,114 -485
Percent of Open Interest Represented by Each Category of Trader
18.6 19.3 2.5 34.9 20.4 2.9 18.8 28.5 1.5 5.4 7.9 0.0 15.4 16.9
Number of Traders in Each Category Total Traders: 246
20 21 6 62 36 32 36 45 13 16 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 533,816
Positions
143,612 60,051 8,733 227,087 238,314 52,267 61,639 105,700 5,013 19,514 41,676 53 15,898 22,009
Changes from: April 21, 2020 Total Change is: -22,143
2,359 -5,029 -4,874 -4,450 -15,677 -5,287 -11,106 1,296 354 -910 5,455 -2 1,773 1,621
Percent of Open Interest Represented by Each Category of Trader
26.9 11.2 1.6 42.5 44.6 9.8 11.5 19.8 0.9 3.7 7.8 0.0 3.0 4.1
Number of Traders in Each Category Total Traders: 315
29 15 4 79 68 54 36 54 16 17 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 34,072
Positions
6,893 11,874 356 13,402 5,877 419 5,622 4,507 535 1,137 489 0 5,708 10,015
Changes from: April 21, 2020 Total Change is: 696
1,702 -22 60 1,340 -25 63 -1,953 -190 -6 -133 2 0 -377 814
Percent of Open Interest Represented by Each Category of Trader
20.2 34.8 1.0 39.3 17.2 1.2 16.5 13.2 1.6 3.3 1.4 0.0 16.8 29.4
Number of Traders in Each Category Total Traders: 66
6 12 . 14 8 7 10 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 502,893
Positions
36,090 306,147 783 402,376 110,616 35,101 18,966 42,344 905 1,501 1,761 0 7,171 5,236
Changes from: April 21, 2020 Total Change is: -7,528
2,999 5,073 -61 -12,167 1,565 200 1,063 -14,191 90 0 -281 0 348 77
Percent of Open Interest Represented by Each Category of Trader
7.2 60.9 0.2 80.0 22.0 7.0 3.8 8.4 0.2 0.3 0.4 0.0 1.4 1.0
Number of Traders in Each Category Total Traders: 178
12 15 4 67 48 41 14 15 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,223,472
Positions
71,114 555,548 8,047 852,013 330,027 129,403 82,796 79,599 6,864 47,000 90,886 5,759 20,476 17,339
Changes from: April 21, 2020 Total Change is: -10,961
7,946 -14,416 -2,069 -2,915 -10,376 -961 -5,009 18,506 773 -7,222 -3 224 -1,728 -2,639
Percent of Open Interest Represented by Each Category of Trader
5.8 45.4 0.7 69.6 27.0 10.6 6.8 6.5 0.6 3.8 7.4 0.5 1.7 1.4
Number of Traders in Each Category Total Traders: 409
20 26 9 151 94 82 39 44 20 18 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 146,054
Positions
53,441 102,331 42,114 7,554 0 368 39,546 0 1,119 1,600 55 18 294 49
Changes from: April 21, 2020 Total Change is: -2,014
-2,101 -262 -1,260 -795 0 0 2,531 0 -529 151 30 9 -20 -2
Percent of Open Interest Represented by Each Category of Trader
36.6 70.1 28.8 5.2 0.0 0.3 27.1 0.0 0.8 1.1 0.0 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 61
9 19 16 6 0 . 20 0 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 981,100
Positions
13,814 146,228 2,500 523,312 211,498 182,839 53,373 267,844 6,579 55,838 30,184 105 142,740 133,323
Changes from: April 21, 2020 Total Change is: -12,975
-13,140 7,217 492 10,580 -17,755 -13,317 2,932 -3,059 728 6,276 2,304 0 -7,526 10,415
Percent of Open Interest Represented by Each Category of Trader
1.4 14.9 0.3 53.3 21.6 18.6 5.4 27.3 0.7 5.7 3.1 0.0 14.5 13.6
Number of Traders in Each Category Total Traders: 178
6 16 4 59 32 49 17 34 13 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 1,033,198
Positions
23,426 165,118 0 573,610 113,337 142,977 93,986 496,577 15,761 49,236 4,468 0 134,202 94,960
Changes from: April 21, 2020 Total Change is: -10,703
-941 -11,214 0 -21,368 -4,116 -4,776 9,019 -2,045 1,855 607 995 0 4,901 8,598
Percent of Open Interest Represented by Each Category of Trader
2.3 16.0 0.0 55.5 11.0 13.8 9.1 48.1 1.5 4.8 0.4 0.0 13.0 9.2
Number of Traders in Each Category Total Traders: 136
. 18 0 64 15 46 7 22 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 2,502,580
Positions
71,421 246,895 17,668 1,099,612 565,196 296,449 571,007 1,120,420 38,651 235,928 113,856 2,124 169,720 101,321
Changes from: April 21, 2020 Total Change is: -58,939
29,801 -35,393 3,840 -31,890 -5,688 -11,545 -21,654 -21,991 3,300 -31,280 -1,436 -272 761 10,246
Percent of Open Interest Represented by Each Category of Trader
2.9 9.9 0.7 43.9 22.6 11.8 22.8 44.8 1.5 9.4 4.5 0.1 6.8 4.0
Number of Traders in Each Category Total Traders: 325
16 28 10 110 33 70 53 51 30 18 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 3,284,915
Positions
186,311 161,789 25,725 1,358,204 925,306 585,076 454,703 956,439 102,424 146,249 157,668 21,514 404,709 348,974
Changes from: April 21, 2020 Total Change is: 53,101
-672 -28,026 718 24,373 85,437 -7,111 -11,591 -16,936 15,284 24,259 2,147 222 7,619 1,366
Percent of Open Interest Represented by Each Category of Trader
5.7 4.9 0.8 41.3 28.2 17.8 13.8 29.1 3.1 4.5 4.8 0.7 12.3 10.6
Number of Traders in Each Category Total Traders: 360
23 28 15 96 71 97 50 64 45 15 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 844,657
Positions
97,978 29,071 6,673 279,141 266,437 118,208 171,380 194,213 13,690 50,934 26,503 270 106,383 189,592
Changes from: April 21, 2020 Total Change is: 54,943
-1,063 6,040 -285 3,582 16,536 -4,479 46,901 24,225 2,204 2,171 -537 42 5,870 11,197
Percent of Open Interest Represented by Each Category of Trader
11.6 3.4 0.8 33.0 31.5 14.0 20.3 23.0 1.6 6.0 3.1 0.0 12.6 22.4
Number of Traders in Each Category Total Traders: 109
6 7 5 27 36 38 18 8 9 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 3,575,588
Positions
67,950 381,125 25,750 1,691,393 603,730 578,271 509,351 1,386,993 114,274 254,106 195,610 419 334,074 289,416
Changes from: April 21, 2020 Total Change is: -119,319
-4,143 -58,665 3,527 -80,499 -25,581 8,979 -65,771 -42,210 5,780 -8,636 -14,620 0 21,444 3,471
Percent of Open Interest Represented by Each Category of Trader
1.9 10.7 0.7 47.3 16.9 16.2 14.2 38.8 3.2 7.1 5.5 0.0 9.3 8.1
Number of Traders in Each Category Total Traders: 289
9 31 10 86 40 71 35 58 33 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 1,765,852
Positions
274,295 552,338 376,348 36,665 18,770 33,280 696,598 412,939 314,033 6,428 23,061 5,224 22,981 29,859
Changes from: April 21, 2020 Total Change is: 78,264
-20,434 63,179 -13,399 -15,956 4,162 -4,777 134,392 26,469 6,046 -1,933 -758 -137 -5,538 -2,521
Percent of Open Interest Represented by Each Category of Trader
15.5 31.3 21.3 2.1 1.1 1.9 39.4 23.4 17.8 0.4 1.3 0.3 1.3 1.7
Number of Traders in Each Category Total Traders: 125
24 31 44 . 7 5 26 28 40 4 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 is10,688,946
Positions
2,003,657 1,378,630 2,286,519 564,915 90,160 719,131 1,099,912 2,091,045 3,249,908 119,054 83,870 86,405 559,445 703,278
Changes from: April 21, 2020 Total Change is: 51,651
-127,267 14,460 7,548 10,393 25,890 3,992 92,852 -140,976 140,569 -46,762 2,885 7,562 -37,236 -10,279
Percent of Open Interest Represented by Each Category of Trader
18.7 12.9 21.4 5.3 0.8 6.7 10.3 19.6 30.4 1.1 0.8 0.8 5.2 6.6
Number of Traders in Each Category Total Traders: 228
33 42 71 16 13 17 43 49 75 10 14 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 157,252
Positions
556 78,061 20,525 0 8,182 8,211 107,821 18,353 18,310 696 349 1,061 72 4,200
Changes from: April 21, 2020 Total Change is: 1,169
529 -2,743 1,025 0 0 0 -3,881 -535 3,455 246 129 -158 -47 -4
Percent of Open Interest Represented by Each Category of Trader
0.4 49.6 13.1 0.0 5.2 5.2 68.6 11.7 11.6 0.4 0.2 0.7 0.0 2.7
Number of Traders in Each Category Total Traders: 53
. 15 8 0 . . 20 11 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 375,030
Positions
64,384 165,457 22,496 0 46,022 964 250,808 107,690 27,962 7,954 535 433 29 3,471
Changes from: April 21, 2020 Total Change is: 9,247
-3,402 8,548 -696 0 -2,393 -526 11,877 2,826 1,413 580 35 43 -42 -3
Percent of Open Interest Represented by Each Category of Trader
17.2 44.1 6.0 0.0 12.3 0.3 66.9 28.7 7.5 2.1 0.1 0.1 0.0 0.9
Number of Traders in Each Category Total Traders: 86
. 33 12 0 5 . 13 28 25 . . .
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Traders in Financial Futures - Futures Only Positions as of April 28, 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 6,111
Positions
53 30 0 324 35 0 2,024 3,379 402 1,233 1,784 64 2,011 417
Changes from: April 21, 2020 Total Change is: 463
15 30 0 106 -281 0 -370 353 141 474 184 59 38 -23
Percent of Open Interest Represented by Each Category of Trader
0.9 0.5 0.0 5.3 0.6 0.0 33.1 55.3 6.6 20.2 29.2 1.0 32.9 6.8
Number of Traders in Each Category Total Traders: 54
. . 0 . . 0 13 16 . 16 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 32,622
Positions
1,055 9,952 0 14,050 1,892 493 12,290 15,706 1,079 792 1,892 44 2,819 1,564
Changes from: April 21, 2020 Total Change is: 1,232
250 75 0 1,182 -39 73 442 1,255 124 -221 -299 19 -637 24
Percent of Open Interest Represented by Each Category of Trader
3.2 30.5 0.0 43.1 5.8 1.5 37.7 48.1 3.3 2.4 5.8 0.1 8.6 4.8
Number of Traders in Each Category Total Traders: 69
. . 0 8 5 4 20 17 5 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 210,666
Positions
50,348 29,673 22,143 51,816 7,976 15,696 17,142 79,430 20,354 5,703 1,751 7,554 19,910 26,089
Changes from: April 21, 2020 Total Change is: -1,264
2,476 1,251 1,383 -3,889 -1,612 1,168 -4,753 -13,256 857 721 172 389 384 8,384
Percent of Open Interest Represented by Each Category of Trader
23.9 14.1 10.5 24.6 3.8 7.5 8.1 37.7 9.7 2.7 0.8 3.6 9.5 12.4
Number of Traders in Each Category Total Traders: 133
10 17 21 15 7 13 19 48 40 5 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 19,691
Positions
4,564 3,598 270 11,341 5,515 1,381 1,430 8,892 0 508 0 0 197 35
Changes from: April 21, 2020 Total Change is: 62
0 1,842 0 1,869 -1,904 -28 -1,803 152 0 0 0 0 24 0
Percent of Open Interest Represented by Each Category of Trader
23.2 18.3 1.4 57.6 28.0 7.0 7.3 45.2 0.0 2.6 0.0 0.0 1.0 0.2
Number of Traders in Each Category Total Traders: 36
4 . . 5 7 . . 8 0 8 0 0
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Updated May 01, 2020