Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 118,197 Positions 13,483 20,102 327 42,186 21,108 3,917 16,878 44,408 3,535 12,318 737 330 25,223 23,733 Changes from: June 23, 2020 Total Change is: 12,785 2,759 6,210 -98 4,857 2,353 637 5,965 3,568 -70 -262 -59 23 -1,026 221 Percent of Open Interest Represented by Each Category of Trader 11.4 17.0 0.3 35.7 17.9 3.3 14.3 37.6 3.0 10.4 0.6 0.3 21.3 20.1 Number of Traders in Each Category Total Traders: 89 5 7 . 15 13 8 11 26 6 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 41,400 Positions 0 16,904 0 9,764 5,400 287 16,076 7,621 675 0 487 0 14,598 10,026 Changes from: June 23, 2020 Total Change is: -899 0 878 0 -229 15 -7 95 -1,680 70 0 1 0 -828 -176 Percent of Open Interest Represented by Each Category of Trader 0.0 40.8 0.0 23.6 13.0 0.7 38.8 18.4 1.6 0.0 1.2 0.0 35.3 24.2 Number of Traders in Each Category Total Traders: 39 0 8 0 8 7 . 8 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 186,144 Positions 81,609 6,290 204 38,041 83,614 4,267 35,146 49,401 4,187 3,610 6,414 0 19,080 31,767 Changes from: June 23, 2020 Total Change is: 15,689 10,550 -32 17 -1,824 5,146 315 6,056 6,702 105 560 0 0 -90 3,436 Percent of Open Interest Represented by Each Category of Trader 43.8 3.4 0.1 20.4 44.9 2.3 18.9 26.5 2.2 1.9 3.4 0.0 10.3 17.1 Number of Traders in Each Category Total Traders: 103 10 . 5 9 35 11 16 25 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 137,362 Positions 5,285 65,602 756 65,197 21,577 8,682 19,963 19,211 2,149 11,836 454 0 23,494 18,931 Changes from: June 23, 2020 Total Change is: -7,187 527 -7,453 -73 -1,862 3,622 -392 -5,719 -4,761 1,599 313 -13 0 -1,580 284 Percent of Open Interest Represented by Each Category of Trader 3.8 47.8 0.6 47.5 15.7 6.3 14.5 14.0 1.6 8.6 0.3 0.0 17.1 13.8 Number of Traders in Each Category Total Traders: 98 5 9 . 23 18 12 12 25 15 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 579,738 Positions 26,432 334,405 10,643 351,181 92,171 16,703 45,082 76,489 3,088 38,697 6,500 2,015 85,897 37,724 Changes from: June 23, 2020 Total Change is: -5,683 -798 -10,667 271 5,442 1,324 -4,143 -7,271 9,163 73 -2,206 -572 197 2,752 -1,329 Percent of Open Interest Represented by Each Category of Trader 4.6 57.7 1.8 60.6 15.9 2.9 7.8 13.2 0.5 6.7 1.1 0.3 14.8 6.5 Number of Traders in Each Category Total Traders: 255 10 13 10 97 32 37 38 32 17 22 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 24,041 Positions 445 9,651 32 9,584 2,339 1,641 0 5,885 0 0 0 0 12,339 4,493 Changes from: June 23, 2020 Total Change is: 530 0 320 0 764 164 -37 0 -101 0 0 0 0 -197 184 Percent of Open Interest Represented by Each Category of Trader 1.9 40.1 0.1 39.9 9.7 6.8 0.0 24.5 0.0 0.0 0.0 0.0 51.3 18.7 Number of Traders in Each Category Total Traders: 24 . . . 12 4 8 0 5 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 100,658 Positions 9,063 23,542 231 34,615 32,380 3,391 34,101 18,211 1,057 0 445 0 18,200 21,401 Changes from: June 23, 2020 Total Change is: 6,876 -215 3,857 -8 1,926 -1,011 -313 5,131 1,983 183 0 0 0 172 2,185 Percent of Open Interest Represented by Each Category of Trader 9.0 23.4 0.2 34.4 32.2 3.4 33.9 18.1 1.1 0.0 0.4 0.0 18.1 21.3 Number of Traders in Each Category Total Traders: 73 5 8 . 12 13 7 13 20 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 24,278 Positions 158 19,028 0 17,196 552 41 5,430 1,624 83 138 1,587 0 1,232 1,363 Changes from: June 23, 2020 Total Change is: 343 158 17 0 -7 -92 0 516 -267 56 -310 498 0 -70 131 Percent of Open Interest Represented by Each Category of Trader 0.7 78.4 0.0 70.8 2.3 0.2 22.4 6.7 0.3 0.6 6.5 0.0 5.1 5.6 Number of Traders in Each Category Total Traders: 40 . 5 0 6 . . 11 6 . . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 122,007 Positions 0 57,932 509 81,026 7,059 597 32,679 32,600 426 2,410 18,530 102 4,258 4,252 Changes from: June 23, 2020 Total Change is: 8,717 -107 3,278 4 7,812 1,110 147 2,585 5,407 -261 -732 -512 11 -742 -467 Percent of Open Interest Represented by Each Category of Trader 0.0 47.5 0.4 66.4 5.8 0.5 26.8 26.7 0.3 2.0 15.2 0.1 3.5 3.5 Number of Traders in Each Category Total Traders: 115 0 10 . 14 16 . 31 27 8 8 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 27,335 Positions 9,001 1,150 1,359 3,707 12,789 0 6,052 5,502 2,361 2,662 922 101 2,092 3,151 Changes from: June 23, 2020 Total Change is: 3,432 0 -12 583 503 1,542 0 220 -670 1,914 69 -135 0 143 210 Percent of Open Interest Represented by Each Category of Trader 32.9 4.2 5.0 13.6 46.8 0.0 22.1 20.1 8.6 9.7 3.4 0.4 7.7 11.5 Number of Traders in Each Category Total Traders: 48 . . . 5 7 0 10 14 5 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 30,845 Positions 6,182 4,906 0 8,006 5,349 873 11,107 14,765 315 790 1,103 6 3,566 3,528 Changes from: June 23, 2020 Total Change is: 1,494 624 1,452 0 22 -1,319 106 80 1,153 162 -25 -4 0 525 -56 Percent of Open Interest Represented by Each Category of Trader 20.0 15.9 0.0 26.0 17.3 2.8 36.0 47.9 1.0 2.6 3.6 0.0 11.6 11.4 Number of Traders in Each Category Total Traders: 78 7 . 0 10 12 6 24 16 4 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 11,657 Positions 0 0 0 5,683 1,332 0 5,544 9,094 23 0 154 0 407 1,054 Changes from: June 23, 2020 Total Change is: 962 0 0 0 313 7 0 835 1,008 0 0 -211 0 -186 158 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 48.8 11.4 0.0 47.6 78.0 0.2 0.0 1.3 0.0 3.5 9.0 Number of Traders in Each Category Total Traders: 25 0 0 0 . 4 0 8 10 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 37,388 Positions 15,031 5,598 369 5,197 4,499 1,144 8,563 3,543 372 349 14,028 0 6,365 7,837 Changes from: June 23, 2020 Total Change is: 927 379 1,291 -57 -73 -1,083 87 -57 -519 120 100 132 0 428 957 Percent of Open Interest Represented by Each Category of Trader 40.2 15.0 1.0 13.9 12.0 3.1 22.9 9.5 1.0 0.9 37.5 0.0 17.0 21.0 Number of Traders in Each Category Total Traders: 80 21 10 4 13 7 8 13 11 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 74,776 Positions 30,061 11,196 738 10,394 8,998 2,287 17,125 7,085 743 698 28,055 0 12,730 15,674 Changes from: June 23, 2020 Total Change is: 1,854 757 2,581 -113 -145 -2,166 173 -114 -1,037 240 200 263 0 856 1,913 Percent of Open Interest Represented by Each Category of Trader 40.2 15.0 1.0 13.9 12.0 3.1 22.9 9.5 1.0 0.9 37.5 0.0 17.0 21.0 Number of Traders in Each Category Total Traders: 80 21 10 4 13 7 8 13 11 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX) CFTC Code #124606 Open Interest is 36,371 Positions 8,315 19,800 21 20,850 9,577 2,577 1,563 2,974 0 1,080 421 0 1,965 1,001 Changes from: June 23, 2020 Total Change is: 4,326 2,853 3,091 0 2,843 1,078 -823 -177 650 0 0 0 0 -370 330 Percent of Open Interest Represented by Each Category of Trader 22.9 54.4 0.1 57.3 26.3 7.1 4.3 8.2 0.0 3.0 1.2 0.0 5.4 2.8 Number of Traders in Each Category Total Traders: 27 6 4 . 10 . . . . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 538,487 Positions 87,322 47,434 11,949 244,673 165,510 64,197 43,770 100,943 5,620 23,795 74,106 1,265 55,897 67,464 Changes from: June 23, 2020 Total Change is: 17,833 -650 4,769 4,025 -9,000 1,638 -170 11,663 -1,505 1,219 3,127 1,407 227 7,393 6,224 Percent of Open Interest Represented by Each Category of Trader 16.2 8.8 2.2 45.4 30.7 11.9 8.1 18.7 1.0 4.4 13.8 0.2 10.4 12.5 Number of Traders in Each Category Total Traders: 572 33 34 22 137 110 121 69 104 48 33 51 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,647,722 Positions 448,959 248,171 36,396 1,223,366 827,548 320,983 216,237 488,616 27,326 118,974 370,528 6,323 249,158 321,831 Changes from: June 23, 2020 Total Change is: 44,451 9,099 34,843 -3,225 -45,000 8,188 -850 55,698 -23,623 5,320 15,635 7,034 1,133 6,641 15,631 Percent of Open Interest Represented by Each Category of Trader 17.0 9.4 1.4 46.2 31.3 12.1 8.2 18.5 1.0 4.5 14.0 0.2 9.4 12.2 Number of Traders in Each Category Total Traders: 572 33 34 19 137 110 121 69 104 47 33 51 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price) CFTC Code #13874E Open Interest is 7,892 Positions 1,549 6,749 0 4,125 347 0 771 276 26 0 0 0 1,421 494 Changes from: June 23, 2020 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 19.6 85.5 0.0 52.3 4.4 0.0 9.8 3.5 0.3 0.0 0.0 0.0 18.0 6.3 Number of Traders in Each Category Total Traders: 20 4 6 0 6 . 0 . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 63,501 Positions 12,275 4,082 13 38,853 47,251 1,218 2,216 4,911 205 0 1,029 19 8,702 4,773 Changes from: June 23, 2020 Total Change is: -93 -1,545 -1,022 -1 967 359 177 1,031 -355 -120 0 819 19 -621 31 Percent of Open Interest Represented by Each Category of Trader 19.3 6.4 0.0 61.2 74.4 1.9 3.5 7.7 0.3 0.0 1.6 0.0 13.7 7.5 Number of Traders in Each Category Total Traders: 74 7 5 . 28 22 15 6 4 4 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 38,816 Positions 2,876 11,012 582 16,588 4,871 1,058 9,370 11,734 635 1,475 2,532 3 6,231 6,390 Changes from: June 23, 2020 Total Change is: 2,304 124 1,211 247 636 -104 -192 1,158 563 238 -111 13 0 205 328 Percent of Open Interest Represented by Each Category of Trader 7.4 28.4 1.5 42.7 12.5 2.7 24.1 30.2 1.6 3.8 6.5 0.0 16.1 16.5 Number of Traders in Each Category Total Traders: 258 18 23 4 74 34 37 42 40 21 12 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 194,081 Positions 14,381 55,058 2,909 82,938 24,355 5,288 46,851 58,670 3,173 7,374 12,662 14 31,153 31,952 Changes from: June 23, 2020 Total Change is: 11,520 619 6,054 1,233 3,182 -520 -962 5,792 2,817 1,189 -556 67 0 1,023 1,642 Percent of Open Interest Represented by Each Category of Trader 7.4 28.4 1.5 42.7 12.5 2.7 24.1 30.2 1.6 3.8 6.5 0.0 16.1 16.5 Number of Traders in Each Category Total Traders: 258 18 23 4 74 34 37 42 40 21 12 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50) CFTC Code #239742 Open Interest is 536,422 Positions 81,167 43,076 8,909 259,862 224,553 60,791 87,775 113,935 2,704 14,702 62,440 13 20,499 20,001 Changes from: June 23, 2020 Total Change is: 15,430 15,906 -3,932 -823 -585 5,274 9,797 -11,206 3,688 -334 1,810 2,225 -61 926 -404 Percent of Open Interest Represented by Each Category of Trader 15.1 8.0 1.7 48.4 41.9 11.3 16.4 21.2 0.5 2.7 11.6 0.0 3.8 3.7 Number of Traders in Each Category Total Traders: 329 28 23 4 82 62 57 44 57 15 15 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 34,537 Positions 6,618 11,758 307 14,715 4,134 358 4,534 8,628 2 1,464 200 0 6,539 9,150 Changes from: June 23, 2020 Total Change is: 2,266 667 208 17 938 307 11 81 2,518 2 687 -901 0 -137 104 Percent of Open Interest Represented by Each Category of Trader 19.2 34.0 0.9 42.6 12.0 1.0 13.1 25.0 0.0 4.2 0.6 0.0 18.9 26.5 Number of Traders in Each Category Total Traders: 54 7 8 . 12 7 8 9 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 450,740 Positions 47,751 267,916 5,459 335,880 131,613 28,264 23,852 9,067 908 1,585 2,096 0 7,041 5,417 Changes from: June 23, 2020 Total Change is: -200 4,516 -878 51 -9,879 3,790 566 5,176 -3,048 -147 -247 -188 0 -236 -346 Percent of Open Interest Represented by Each Category of Trader 10.6 59.4 1.2 74.5 29.2 6.3 5.3 2.0 0.2 0.4 0.5 0.0 1.6 1.2 Number of Traders in Each Category Total Traders: 179 16 11 6 67 46 42 19 10 . 4 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,188,440 Positions 64,000 578,549 11,497 809,493 283,605 126,025 104,467 59,820 7,381 31,412 91,904 2,574 31,591 27,085 Changes from: June 23, 2020 Total Change is: 22,310 9,306 -1,617 7,712 -13,932 8,813 3,838 14,054 -10,867 -39 3,387 7,313 -3,071 1,055 10,228 Percent of Open Interest Represented by Each Category of Trader 5.4 48.7 1.0 68.1 23.9 10.6 8.8 5.0 0.6 2.6 7.7 0.2 2.7 2.3 Number of Traders in Each Category Total Traders: 413 23 18 8 165 76 83 50 35 19 30 16 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250) CFTC Code #43874A Open Interest is 156,607 Positions 38,457 114,789 35,473 25,797 0 486 45,884 29 5,571 4,295 65 148 496 46 Changes from: June 23, 2020 Total Change is: 2,543 -446 -2,574 3,720 0 0 0 -2,352 18 1,384 19 0 0 218 -5 Percent of Open Interest Represented by Each Category of Trader 24.6 73.3 22.7 16.5 0.0 0.3 29.3 0.0 3.6 2.7 0.0 0.1 0.3 0.0 Number of Traders in Each Category Total Traders: 80 10 19 19 14 0 . 25 . 4 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 1,013,863 Positions 3,538 121,947 1,796 528,641 203,280 186,761 60,365 339,577 4,115 63,758 29,075 95 164,794 127,217 Changes from: June 23, 2020 Total Change is: -8,889 -806 -7,154 -738 3,100 -21,955 784 -14,718 30,668 -7,049 -4,857 2,053 0 15,395 -5,498 Percent of Open Interest Represented by Each Category of Trader 0.3 12.0 0.2 52.1 20.1 18.4 6.0 33.5 0.4 6.3 2.9 0.0 16.3 12.5 Number of Traders in Each Category Total Traders: 168 . 17 . 57 32 49 20 25 8 8 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 1,040,889 Positions 25,300 139,137 319 574,194 142,395 171,428 61,299 472,244 8,537 47,303 14,507 0 152,509 92,322 Changes from: June 23, 2020 Total Change is: 13,228 -25 -25,867 121 14,016 6,842 8,985 7,733 38,577 -7,090 -12,344 1,130 0 1,832 -9,470 Percent of Open Interest Represented by Each Category of Trader 2.4 13.4 0.0 55.2 13.7 16.5 5.9 45.4 0.8 4.5 1.4 0.0 14.7 8.9 Number of Traders in Each Category Total Traders: 133 . 13 . 64 17 51 4 25 7 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 2,116,752 Positions 49,253 241,806 8,967 1,019,269 473,722 247,754 378,474 936,402 36,903 198,003 76,259 1,108 177,021 93,831 Changes from: June 23, 2020 Total Change is: 14,878 -1,226 1,142 -5,780 -1,725 -21,073 3,379 26,312 46,778 -8,377 1,775 -3,214 27 493 1,996 Percent of Open Interest Represented by Each Category of Trader 2.3 11.4 0.4 48.2 22.4 11.7 17.9 44.2 1.7 9.4 3.6 0.1 8.4 4.4 Number of Traders in Each Category Total Traders: 292 11 27 7 109 26 66 50 40 25 19 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,441,124 Positions 173,665 285,816 32,536 1,495,555 984,901 584,446 505,700 1,009,123 72,760 192,057 112,773 665 383,740 358,104 Changes from: June 23, 2020 Total Change is: 138,226 24,925 21,126 2,853 34,304 51,665 45,521 48,516 55,216 -17,877 2,660 -18,858 -1 -2,675 -1,419 Percent of Open Interest Represented by Each Category of Trader 5.0 8.3 0.9 43.5 28.6 17.0 14.7 29.3 2.1 5.6 3.3 0.0 11.2 10.4 Number of Traders in Each Category Total Traders: 379 22 33 8 103 74 93 46 71 37 17 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 970,366 Positions 65,665 33,431 7,868 301,530 314,500 124,245 314,922 264,248 22,092 34,579 10,970 0 99,465 193,012 Changes from: June 23, 2020 Total Change is: 14,618 40 3,289 -745 2,808 -10,780 2,492 5,444 9,653 4,141 1,975 0 0 -1,537 6,568 Percent of Open Interest Represented by Each Category of Trader 6.8 3.4 0.8 31.1 32.4 12.8 32.5 27.2 2.3 3.6 1.1 0.0 10.3 19.9 Number of Traders in Each Category Total Traders: 111 . 7 4 27 40 38 19 12 12 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 3,555,414 Positions 91,636 349,929 28,350 1,814,873 711,883 486,273 477,189 1,457,654 65,388 286,710 166,236 2,988 302,007 286,713 Changes from: June 23, 2020 Total Change is: 107,938 36,935 -1,025 1,277 43,078 52,348 -6,164 40,282 85,811 -20,247 10,270 1,615 -218 2,725 -5,459 Percent of Open Interest Represented by Each Category of Trader 2.6 9.8 0.8 51.0 20.0 13.7 13.4 41.0 1.8 8.1 4.7 0.1 8.5 8.1 Number of Traders in Each Category Total Traders: 305 11 27 7 91 50 83 41 59 27 11 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,793,109 Positions 235,210 354,356 411,480 5,500 10,755 42,486 793,806 657,503 265,899 5,705 14,451 1,818 31,205 34,361 Changes from: June 23, 2020 Total Change is: 33,289 17,163 -52,399 30,409 -949 2,954 -3,713 9,623 84,966 -22,318 242 -12,500 -246 3,078 6,136 Percent of Open Interest Represented by Each Category of Trader 13.1 19.8 22.9 0.3 0.6 2.4 44.3 36.7 14.8 0.3 0.8 0.1 1.7 1.9 Number of Traders in Each Category Total Traders: 111 28 20 39 . 6 5 22 27 35 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 9,752,715 Positions 1,744,597 1,847,335 1,971,434 832,150 242,206 368,593 1,031,808 1,538,451 2,813,369 182,943 120,289 175,248 632,573 675,790 Changes from: June 23, 2020 Total Change is: 163,466 72,210 -19,305 80,436 -13,148 -2,557 7,009 -120,497 -10,982 114,472 2,348 156 327 20,309 -6,090 Percent of Open Interest Represented by Each Category of Trader 17.9 18.9 20.2 8.5 2.5 3.8 10.6 15.8 28.8 1.9 1.2 1.8 6.5 6.9 Number of Traders in Each Category Total Traders: 224 30 44 66 16 11 20 44 47 76 10 12 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index) CFTC Code #134741 Open Interest is 151,235 Positions 19,334 45,486 20,306 0 7,265 8,211 85,043 51,789 16,733 300 183 1,145 163 117 Changes from: June 23, 2020 Total Change is: 51 381 -580 243 0 0 0 1,521 2,451 -2,518 -50 11 463 11 -19 Percent of Open Interest Represented by Each Category of Trader 12.8 30.1 13.4 0.0 4.8 5.4 56.2 34.2 11.1 0.2 0.1 0.8 0.1 0.1 Number of Traders in Each Category Total Traders: 53 7 13 8 0 . . 13 16 17 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index) CFTC Code #134742 Open Interest is 299,037 Positions 57,120 124,980 20,181 0 13,802 3,345 191,454 111,725 23,610 2,553 46 723 51 625 Changes from: June 23, 2020 Total Change is: 5,106 2,456 5,365 -2,778 0 163 -1,008 6,455 2,047 721 -793 0 108 -55 488 Percent of Open Interest Represented by Each Category of Trader 19.1 41.8 6.7 0.0 4.6 1.1 64.0 37.4 7.9 0.9 0.0 0.2 0.0 0.2 Number of Traders in Each Category Total Traders: 90 5 30 14 0 5 . 13 34 24 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 70,860 Positions 0 26,131 0 1,516 2,334 0 0 19,359 21,941 47,385 500 0 18 595 Changes from: June 23, 2020 Total Change is: 4,536 0 2,604 0 400 0 0 0 1,452 477 3,660 0 0 -1 3 Percent of Open Interest Represented by Each Category of Trader 0.0 36.9 0.0 2.1 3.3 0.0 0.0 27.3 31.0 66.9 0.7 0.0 0.0 0.8 Number of Traders in Each Category Total Traders: 21 0 . 0 . 5 0 0 4 . 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins) CFTC Code #133741 Open Interest is 7,675 Positions 0 493 0 362 80 30 3,079 5,332 74 2,255 1,017 1 1,874 648 Changes from: June 23, 2020 Total Change is: -1,655 -31 0 -1 -280 -217 4 -768 -898 -261 135 -400 -19 -434 137 Percent of Open Interest Represented by Each Category of Trader 0.0 6.4 0.0 4.7 1.0 0.4 40.1 69.5 1.0 29.4 13.3 0.0 24.4 8.4 Number of Traders in Each Category Total Traders: 60 0 . 0 . . . 14 19 . 18 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 19,441 Positions 743 0 0 5,891 2,695 674 7,146 12,028 633 1,837 871 4 2,513 2,536 Changes from: June 23, 2020 Total Change is: -2,160 -98 0 0 -641 -359 97 -1,928 -1,907 22 81 147 0 307 -160 Percent of Open Interest Represented by Each Category of Trader 3.8 0.0 0.0 30.3 13.9 3.5 36.8 61.9 3.3 9.4 4.5 0.0 12.9 13.0 Number of Traders in Each Category Total Traders: 65 . 0 0 6 5 4 13 19 6 11 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 256,691 Positions 46,356 32,988 14,887 97,343 23,216 15,531 6,386 94,441 39,400 7,477 2,418 9,724 19,587 24,086 Changes from: June 23, 2020 Total Change is: 8,007 -4,231 4,744 -10 13,233 -299 -254 -553 7,304 -2,824 1,302 -1,334 37 1,307 643 Percent of Open Interest Represented by Each Category of Trader 18.1 12.9 5.8 37.9 9.0 6.1 2.5 36.8 15.3 2.9 0.9 3.8 7.6 9.4 Number of Traders in Each Category Total Traders: 136 8 15 17 14 18 14 10 48 39 10 7 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 30, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 22,194 Positions 4,164 736 50 16,454 5,601 615 61 14,893 0 593 0 0 257 299 Changes from: June 23, 2020 Total Change is: 314 0 0 0 287 0 0 15 76 0 0 0 0 12 238 Percent of Open Interest Represented by Each Category of Trader 18.8 3.3 0.2 74.1 25.2 2.8 0.3 67.1 0.0 2.7 0.0 0.0 1.2 1.3 Number of Traders in Each Category Total Traders: 36 . . . 7 6 . . 9 0 9 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 06, 2020