Traders in Financial Futures - Futures Only Positions as of July 21, 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 143,606 Positions 28,663 43,678 108 39,625 16,518 4,804 23,063 50,592 4,570 12,967 637 346 29,460 22,353 Changes from: July 14, 2020 Total Change is: -4,397 11,003 21,319 -27,643 -224 -4,322 667 6,211 7,413 435 777 49 0 4,377 -2,315 Percent of Open Interest Represented by Each Category of Trader 20.0 30.4 0.1 27.6 11.5 3.3 16.1 35.2 3.2 9.0 0.4 0.2 20.5 15.6 Number of Traders in Each Category Total Traders: 107 5 10 4 18 13 10 22 26 12 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 51,006 Positions 0 23,100 24 13,472 5,515 440 17,895 9,895 1,101 0 487 0 18,074 10,444 Changes from: July 14, 2020 Total Change is: 2,576 0 1,396 24 1,176 4 154 301 657 259 0 0 0 662 82 Percent of Open Interest Represented by Each Category of Trader 0.0 45.3 0.0 26.4 10.8 0.9 35.1 19.4 2.2 0.0 1.0 0.0 35.4 20.5 Number of Traders in Each Category Total Traders: 46 0 10 . 11 7 . 10 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 180,337 Positions 53,752 6,563 979 46,547 72,305 4,297 42,293 55,921 5,906 3,765 6,214 0 22,798 28,152 Changes from: July 14, 2020 Total Change is: 997 -10,136 -24 833 6,284 -3,906 192 -1,369 4,042 919 1,165 -200 0 3,109 -859 Percent of Open Interest Represented by Each Category of Trader 29.8 3.6 0.5 25.8 40.1 2.4 23.5 31.0 3.3 2.1 3.4 0.0 12.6 15.6 Number of Traders in Each Category Total Traders: 108 10 . 5 13 27 9 20 29 15 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 142,686 Positions 6,168 64,511 228 65,958 17,014 9,642 22,763 32,414 1,183 12,114 504 0 24,630 17,190 Changes from: July 14, 2020 Total Change is: 7,423 -183 4,771 183 -307 -924 -171 4,644 6,140 889 -143 50 0 2,511 -3,515 Percent of Open Interest Represented by Each Category of Trader 4.3 45.2 0.2 46.2 11.9 6.8 16.0 22.7 0.8 8.5 0.4 0.0 17.3 12.0 Number of Traders in Each Category Total Traders: 106 4 9 . 24 18 15 23 21 14 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 636,212 Positions 26,776 404,926 2,561 385,659 72,042 20,714 59,583 74,578 6,165 31,922 8,015 6,888 95,944 40,323 Changes from: July 14, 2020 Total Change is: 31,230 134 32,220 1,145 13,458 -4,999 2,647 5,591 -4,733 546 -1,036 128 4,865 3,880 -589 Percent of Open Interest Represented by Each Category of Trader 4.2 63.6 0.4 60.6 11.3 3.3 9.4 11.7 1.0 5.0 1.3 1.1 15.1 6.3 Number of Traders in Each Category Total Traders: 285 11 14 9 102 29 35 50 32 22 31 15 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 23,392 Positions 440 9,597 32 8,245 2,806 1,980 0 4,254 0 0 449 0 12,695 4,274 Changes from: July 14, 2020 Total Change is: -40 0 80 0 116 3 12 0 528 -428 0 0 0 260 -235 Percent of Open Interest Represented by Each Category of Trader 1.9 41.0 0.1 35.2 12.0 8.5 0.0 18.2 0.0 0.0 1.9 0.0 54.3 18.3 Number of Traders in Each Category Total Traders: 23 . . . 10 5 8 0 4 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 108,952 Positions 7,470 29,885 260 36,116 36,992 3,462 37,413 14,748 339 0 25 0 23,892 23,241 Changes from: July 14, 2020 Total Change is: 1,715 -812 -2,175 29 2,370 3,129 -151 -3,318 -1,565 44 0 -400 0 3,553 2,804 Percent of Open Interest Represented by Each Category of Trader 6.9 27.4 0.2 33.1 34.0 3.2 34.3 13.5 0.3 0.0 0.0 0.0 21.9 21.3 Number of Traders in Each Category Total Traders: 79 5 7 . 14 10 5 26 16 13 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 23,796 Positions 591 19,028 0 13,591 277 41 8,063 1,884 26 420 1,023 0 1,064 1,517 Changes from: July 14, 2020 Total Change is: 488 344 0 0 -1,388 157 0 1,453 362 -35 282 0 0 -168 4 Percent of Open Interest Represented by Each Category of Trader 2.5 80.0 0.0 57.1 1.2 0.2 33.9 7.9 0.1 1.8 4.3 0.0 4.5 6.4 Number of Traders in Each Category Total Traders: 41 . 5 0 5 . . 14 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 128,136 Positions 864 56,860 509 82,367 8,993 570 32,865 35,044 2,374 2,991 18,928 23 5,573 4,835 Changes from: July 14, 2020 Total Change is: 3,329 87 -787 0 1,645 264 -54 -738 2,517 970 531 -50 17 871 452 Percent of Open Interest Represented by Each Category of Trader 0.7 44.4 0.4 64.3 7.0 0.4 25.6 27.3 1.9 2.3 14.8 0.0 4.3 3.8 Number of Traders in Each Category Total Traders: 130 . 9 . 14 18 4 33 32 13 11 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 28,462 Positions 6,910 477 534 4,571 18,095 2 10,947 4,781 609 2,816 1,014 0 2,073 2,950 Changes from: July 14, 2020 Total Change is: 4,917 155 60 -3 606 4,156 0 3,448 269 603 -9 -205 0 117 37 Percent of Open Interest Represented by Each Category of Trader 24.3 1.7 1.9 16.1 63.6 0.0 38.5 16.8 2.1 9.9 3.6 0.0 7.3 10.4 Number of Traders in Each Category Total Traders: 57 . . . 9 8 . 13 13 4 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 36,105 Positions 6,565 6,643 46 9,721 8,729 370 14,020 14,803 572 340 1,174 6 4,465 3,762 Changes from: July 14, 2020 Total Change is: 2,903 125 1,079 46 578 2,290 -344 2,570 177 -226 -128 -70 0 282 -49 Percent of Open Interest Represented by Each Category of Trader 18.2 18.4 0.1 26.9 24.2 1.0 38.8 41.0 1.6 0.9 3.3 0.0 12.4 10.4 Number of Traders in Each Category Total Traders: 84 6 4 . 13 10 5 30 17 6 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 13,489 Positions 149 0 0 4,584 2,638 0 8,041 9,165 27 0 477 0 688 1,182 Changes from: July 14, 2020 Total Change is: 4 3 0 0 -63 266 0 14 -483 1 0 6 0 49 214 Percent of Open Interest Represented by Each Category of Trader 1.1 0.0 0.0 34.0 19.6 0.0 59.6 67.9 0.2 0.0 3.5 0.0 5.1 8.8 Number of Traders in Each Category Total Traders: 29 . 0 0 . 4 0 11 9 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 39,745 Positions 12,808 8,534 794 9,877 2,515 454 9,035 4,926 111 103 14,714 0 6,565 7,699 Changes from: July 14, 2020 Total Change is: -280 1,108 873 42 -287 -35 -239 -984 -1,004 -3 -164 203 -103 350 -14 Percent of Open Interest Represented by Each Category of Trader 32.2 21.5 2.0 24.8 6.3 1.1 22.7 12.4 0.3 0.3 37.0 0.0 16.5 19.4 Number of Traders in Each Category Total Traders: 92 21 12 4 14 7 6 18 12 6 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 79,490 Positions 25,615 17,067 1,588 19,753 5,030 907 18,070 9,852 222 206 29,427 0 13,129 15,397 Changes from: July 14, 2020 Total Change is: -559 2,215 1,745 84 -573 -69 -477 -1,968 -2,008 -6 -328 406 -206 700 -28 Percent of Open Interest Represented by Each Category of Trader 32.2 21.5 2.0 24.8 6.3 1.1 22.7 12.4 0.3 0.3 37.0 0.0 16.5 19.4 Number of Traders in Each Category Total Traders: 92 21 12 4 14 7 6 18 12 6 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 34,847 Positions 7,644 19,063 21 19,353 10,311 2,002 2,299 2,249 0 1,080 421 0 2,448 780 Changes from: July 14, 2020 Total Change is: -1,073 -327 -982 0 -642 631 -360 -87 -107 0 0 0 0 343 -255 Percent of Open Interest Represented by Each Category of Trader 21.9 54.7 0.1 55.5 29.6 5.7 6.6 6.5 0.0 3.1 1.2 0.0 7.0 2.2 Number of Traders in Each Category Total Traders: 27 6 4 . 10 . . . . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 542,138 Positions 82,547 54,043 19,466 243,661 143,567 63,995 42,500 104,915 9,115 20,006 76,498 1,242 59,605 69,297 Changes from: July 14, 2020 Total Change is: 5,232 -1 5,187 2,496 -3,375 -5,413 -941 1,478 520 2,461 -298 565 70 3,341 287 Percent of Open Interest Represented by Each Category of Trader 15.2 10.0 3.6 44.9 26.5 11.8 7.8 19.4 1.7 3.7 14.1 0.2 11.0 12.8 Number of Traders in Each Category Total Traders: 574 34 36 31 155 96 124 64 109 52 31 49 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 2,633,214 Positions 450,838 267,596 51,728 1,218,305 717,834 319,974 212,907 528,760 28,250 100,031 382,490 6,210 244,971 330,372 Changes from: July 14, 2020 Total Change is: 7,373 12,748 24,189 1,728 -16,874 -27,066 -4,707 10,892 9,250 -913 -1,491 2,825 349 5,641 1,718 Percent of Open Interest Represented by Each Category of Trader 17.1 10.2 2.0 46.3 27.3 12.2 8.1 20.1 1.1 3.8 14.5 0.2 9.3 12.5 Number of Traders in Each Category Total Traders: 573 35 35 28 155 96 124 64 108 47 31 49 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 59,618 Positions 11,200 5,863 67 36,472 43,341 1,042 2,103 3,132 553 0 1,029 19 8,162 4,572 Changes from: July 14, 2020 Total Change is: -3,431 -489 163 55 -2,589 -2,617 -54 -484 -961 -12 0 0 0 142 -5 Percent of Open Interest Represented by Each Category of Trader 18.8 9.8 0.1 61.2 72.7 1.7 3.5 5.3 0.9 0.0 1.7 0.0 13.7 7.7 Number of Traders in Each Category Total Traders: 71 7 5 . 26 19 13 6 6 4 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 44,441 Positions 9,930 8,689 107 13,184 5,789 1,374 10,509 18,340 974 1,413 2,627 2 6,947 6,538 Changes from: July 14, 2020 Total Change is: -216 2,948 -768 -404 -575 151 358 -2,599 564 442 -662 165 0 275 -724 Percent of Open Interest Represented by Each Category of Trader 22.3 19.6 0.2 29.7 13.0 3.1 23.6 41.3 2.2 3.2 5.9 0.0 15.6 14.7 Number of Traders in Each Category Total Traders: 262 16 23 . 74 37 35 39 48 20 11 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 222,203 Positions 49,651 43,445 537 65,920 28,945 6,871 52,543 91,702 4,871 7,065 13,133 11 34,734 32,688 Changes from: July 14, 2020 Total Change is: -1,080 14,740 -3,842 -2,018 -2,873 755 1,788 -12,996 2,819 2,211 -3,310 823 2 1,376 -3,618 Percent of Open Interest Represented by Each Category of Trader 22.3 19.6 0.2 29.7 13.0 3.1 23.6 41.3 2.2 3.2 5.9 0.0 15.6 14.7 Number of Traders in Each Category Total Traders: 262 16 23 . 74 37 35 39 48 20 11 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 507,976 Positions 106,157 52,195 2,128 236,838 219,370 57,735 69,959 87,840 4,528 10,762 63,219 70 19,799 20,891 Changes from: July 14, 2020 Total Change is: -4,084 -2,126 12,767 355 3,834 -5,052 -1,284 -5,134 -11,861 1,573 -577 231 57 -782 -870 Percent of Open Interest Represented by Each Category of Trader 20.9 10.3 0.4 46.6 43.2 11.4 13.8 17.3 0.9 2.1 12.4 0.0 3.9 4.1 Number of Traders in Each Category Total Traders: 337 30 20 . 83 65 51 38 65 23 14 22 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50) CFTC Code #239744 Open Interest is 5,402 Positions 744 2,036 0 1,095 1,124 0 2,837 1,684 49 254 0 0 423 509 Changes from: July 14, 2020 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 13.8 37.7 0.0 20.3 20.8 0.0 52.5 31.2 0.9 4.7 0.0 0.0 7.8 9.4 Number of Traders in Each Category Total Traders: 20 . 4 0 . . 0 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 36,176 Positions 6,262 12,793 386 15,841 5,201 347 6,122 2,476 15 690 200 0 6,513 14,758 Changes from: July 14, 2020 Total Change is: 1,516 426 395 41 724 -321 11 853 605 -1 -48 0 0 -490 786 Percent of Open Interest Represented by Each Category of Trader 17.3 35.4 1.1 43.8 14.4 1.0 16.9 6.8 0.0 1.9 0.6 0.0 18.0 40.8 Number of Traders in Each Category Total Traders: 57 8 9 . 14 8 7 9 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 438,639 Positions 42,093 253,424 5,832 332,477 130,627 27,816 19,448 11,924 896 1,415 1,646 0 8,662 6,474 Changes from: July 14, 2020 Total Change is: -8,435 -1,047 -4,722 60 -10,396 -4,401 795 1,486 -497 3 0 -16 0 664 343 Percent of Open Interest Represented by Each Category of Trader 9.6 57.8 1.3 75.8 29.8 6.3 4.4 2.7 0.2 0.3 0.4 0.0 2.0 1.5 Number of Traders in Each Category Total Traders: 171 13 12 7 63 48 41 13 14 . 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 1,185,538 Positions 57,585 604,885 3,788 839,227 278,290 120,163 86,511 72,763 7,018 30,015 81,518 2,379 38,852 14,734 Changes from: July 14, 2020 Total Change is: -8,049 -814 12,194 444 -1,232 -7,124 -2,744 -6,704 -2,108 -474 1,045 -7,811 -268 2,698 -158 Percent of Open Interest Represented by Each Category of Trader 4.9 51.0 0.3 70.8 23.5 10.1 7.3 6.1 0.6 2.5 6.9 0.2 3.3 1.2 Number of Traders in Each Category Total Traders: 413 20 22 9 168 70 84 54 36 18 31 12 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 159,618 Positions 39,071 115,253 35,240 25,707 0 2,486 45,723 109 6,271 4,711 65 148 261 46 Changes from: July 14, 2020 Total Change is: 46 -3 -49 -485 0 0 0 50 80 500 -10 0 0 -6 0 Percent of Open Interest Represented by Each Category of Trader 24.5 72.2 22.1 16.1 0.0 1.6 28.6 0.1 3.9 3.0 0.0 0.1 0.2 0.0 Number of Traders in Each Category Total Traders: 80 10 19 19 13 0 . 25 . 4 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 1,060,693 Positions 14,555 134,996 3,545 545,705 207,933 193,701 76,691 356,723 8,724 57,595 24,881 95 160,082 130,095 Changes from: July 14, 2020 Total Change is: 16,280 6,990 4,558 -369 -6,895 -2,112 6,938 9,403 3,373 2,671 924 262 0 -3,382 959 Percent of Open Interest Represented by Each Category of Trader 1.4 12.7 0.3 51.4 19.6 18.3 7.2 33.6 0.8 5.4 2.3 0.0 15.1 12.3 Number of Traders in Each Category Total Traders: 180 5 16 . 58 32 48 24 30 13 9 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 1,036,337 Positions 26,167 133,520 1,295 571,631 128,261 178,467 57,155 476,838 7,853 46,489 14,667 0 147,280 95,436 Changes from: July 14, 2020 Total Change is: -5,515 -39 -6,934 100 -5,217 -1,639 295 3,712 -906 -240 -4,174 60 0 48 3,749 Percent of Open Interest Represented by Each Category of Trader 2.5 12.9 0.1 55.2 12.4 17.2 5.5 46.0 0.8 4.5 1.4 0.0 14.2 9.2 Number of Traders in Each Category Total Traders: 136 . 12 . 68 17 55 4 24 7 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 2,120,532 Positions 58,560 241,350 7,476 1,037,009 500,341 244,106 360,943 933,158 19,403 215,081 76,225 1,077 176,877 97,396 Changes from: July 14, 2020 Total Change is: 24,342 5,748 1,244 -1,418 10,723 14,013 -1,449 490 5,694 37 9,847 228 1 363 5,992 Percent of Open Interest Represented by Each Category of Trader 2.8 11.4 0.4 48.9 23.6 11.5 17.0 44.0 0.9 10.1 3.6 0.1 8.3 4.6 Number of Traders in Each Category Total Traders: 297 10 28 6 113 27 66 45 43 20 22 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 3,424,335 Positions 207,638 242,933 33,616 1,441,529 1,088,267 607,041 475,751 935,810 57,534 186,219 101,667 1,426 413,581 356,041 Changes from: July 14, 2020 Total Change is: 3,760 11,440 -39,811 1,695 4,856 67,904 1,187 -20,460 -22,329 -4,064 4,153 -1,209 170 4,783 217 Percent of Open Interest Represented by Each Category of Trader 6.1 7.1 1.0 42.1 31.8 17.7 13.9 27.3 1.7 5.4 3.0 0.0 12.1 10.4 Number of Traders in Each Category Total Traders: 389 20 41 11 102 76 92 48 72 39 19 11 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 985,350 Positions 67,054 33,227 9,040 298,348 320,934 121,294 335,461 274,271 17,065 34,897 11,378 0 102,191 198,141 Changes from: July 14, 2020 Total Change is: 9,426 804 -10,218 1,657 7,422 4,306 3,452 -742 432 1,011 103 898 0 -4,281 7,888 Percent of Open Interest Represented by Each Category of Trader 6.8 3.4 0.9 30.3 32.6 12.3 34.0 27.8 1.7 3.5 1.2 0.0 10.4 20.1 Number of Traders in Each Category Total Traders: 112 . 8 5 27 41 42 19 11 13 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 3,463,898 Positions 99,500 359,257 21,350 1,712,218 649,071 520,531 449,259 1,426,909 52,506 285,171 165,153 2,988 320,375 266,133 Changes from: July 14, 2020 Total Change is: -11,339 6,262 -16,421 -809 -61,978 -11,427 16,823 2,800 -7,472 15,348 3,067 -5,169 0 7,148 -2,212 Percent of Open Interest Represented by Each Category of Trader 2.9 10.4 0.6 49.4 18.7 15.0 13.0 41.2 1.5 8.2 4.8 0.1 9.2 7.7 Number of Traders in Each Category Total Traders: 305 10 28 9 96 49 90 34 62 34 11 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 1,690,358 Positions 233,792 272,457 412,522 5,500 18,406 35,356 713,519 648,651 256,474 7,997 9,660 1,194 24,004 35,638 Changes from: July 14, 2020 Total Change is: 7,047 -7,817 -14,860 12,922 0 -279 57 2,407 14,206 -5,024 2,439 -2,489 1,149 914 1,365 Percent of Open Interest Represented by Each Category of Trader 13.8 16.1 24.4 0.3 1.1 2.1 42.2 38.4 15.2 0.5 0.6 0.1 1.4 2.1 Number of Traders in Each Category Total Traders: 110 22 22 39 . 5 4 23 27 36 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 9,663,277 Positions 1,356,473 1,860,922 2,174,821 706,666 245,479 406,750 1,100,398 1,091,648 2,864,876 176,626 121,780 187,555 689,112 709,446 Changes from: July 14, 2020 Total Change is: 156,407 -105,388 31,835 146,512 -34,925 -3,027 14,190 80,198 -70,067 22,266 8,710 2,104 1,654 23,190 10,940 Percent of Open Interest Represented by Each Category of Trader 14.0 19.3 22.5 7.3 2.5 4.2 11.4 11.3 29.6 1.8 1.3 1.9 7.1 7.3 Number of Traders in Each Category Total Traders: 224 33 44 67 16 11 19 43 46 76 9 13 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 166,983 Positions 17,281 47,105 21,356 308 8,283 8,211 94,707 57,007 21,614 44 0 3,239 223 168 Changes from: July 14, 2020 Total Change is: 10,130 -1,946 2,435 888 109 272 0 5,858 3,158 4,594 -70 0 729 -32 -1,946 Percent of Open Interest Represented by Each Category of Trader 10.3 28.2 12.8 0.2 5.0 4.9 56.7 34.1 12.9 0.0 0.0 1.9 0.1 0.1 Number of Traders in Each Category Total Traders: 56 6 15 9 . . . 12 17 19 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 213,637 Positions 29,073 100,212 14,582 1,106 4,677 2,622 138,644 69,718 21,060 5,900 69 547 103 150 Changes from: July 14, 2020 Total Change is: 10,120 2,221 5,274 942 38 1,958 36 946 -2,646 4,279 1,483 69 156 19 52 Percent of Open Interest Represented by Each Category of Trader 13.6 46.9 6.8 0.5 2.2 1.2 64.9 32.6 9.9 2.8 0.0 0.3 0.0 0.1 Number of Traders in Each Category Total Traders: 79 6 27 12 . . . 16 23 21 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 70,484 Positions 0 19,709 0 1,516 2,325 0 79 22,079 25,134 43,731 500 0 24 737 Changes from: July 14, 2020 Total Change is: 838 0 122 0 0 -35 0 0 -101 837 0 0 0 1 15 Percent of Open Interest Represented by Each Category of Trader 0.0 28.0 0.0 2.2 3.3 0.0 0.1 31.3 35.7 62.0 0.7 0.0 0.0 1.0 Number of Traders in Each Category Total Traders: 22 0 . 0 . 5 0 . 4 . 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 9,230 Positions 0 533 0 485 278 30 4,122 6,062 98 2,217 1,651 1 2,277 577 Changes from: July 14, 2020 Total Change is: 908 0 0 0 41 23 0 549 602 27 -89 266 -1 381 -9 Percent of Open Interest Represented by Each Category of Trader 0.0 5.8 0.0 5.3 3.0 0.3 44.7 65.7 1.1 24.0 17.9 0.0 24.7 6.3 Number of Traders in Each Category Total Traders: 66 0 . 0 . . . 21 16 5 18 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 31,404 Positions 879 0 0 5,100 4,848 550 17,878 19,680 1,198 3,392 1,732 5 2,402 3,391 Changes from: July 14, 2020 Total Change is: 7,905 0 0 0 -265 1,621 -22 7,546 5,740 -470 1,161 680 0 -45 356 Percent of Open Interest Represented by Each Category of Trader 2.8 0.0 0.0 16.2 15.4 1.8 56.9 62.7 3.8 10.8 5.5 0.0 7.6 10.8 Number of Traders in Each Category Total Traders: 87 . 0 0 6 9 . 18 29 7 7 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 296,013 Positions 34,660 28,492 20,020 112,472 43,970 19,385 36,705 107,958 36,212 6,913 2,385 10,086 19,560 27,505 Changes from: July 14, 2020 Total Change is: 17,606 -2,989 -5,628 5,132 -583 9,869 3,079 12,439 5,080 293 427 -289 -744 552 814 Percent of Open Interest Represented by Each Category of Trader 11.7 9.6 6.8 38.0 14.9 6.5 12.4 36.5 12.2 2.3 0.8 3.4 6.6 9.3 Number of Traders in Each Category Total Traders: 167 10 17 22 12 27 16 22 53 42 9 11 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 21, 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 24,109 Positions 4,464 786 0 16,742 5,665 931 1,108 16,694 0 599 0 0 265 33 Changes from: July 14, 2020 Total Change is: 732 0 0 0 -72 64 0 800 675 0 0 0 0 4 -7 Percent of Open Interest Represented by Each Category of Trader 18.5 3.3 0.0 69.4 23.5 3.9 4.6 69.2 0.0 2.5 0.0 0.0 1.1 0.1 Number of Traders in Each Category Total Traders: 37 . . 0 7 7 . . 7 0 9 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 24, 2020