Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 156,714
Positions
26,563 8,088 8,513 34,185 31,742 9,689 11,756 41,414 23,939 13,629 3,858 487 27,954 28,984
Changes from: March 17, 2020 Total Change is: -55,576
-13,433 -19,122 -18,845 -1,257 -4,928 1,109 -21,604 380 658 1,306 1,623 434 -3,943 -16,884
Percent of Open Interest Represented by Each Category of Trader
16.9 5.2 5.4 21.8 20.3 6.2 7.5 26.4 15.3 8.7 2.5 0.3 17.8 18.5
Number of Traders in Each Category Total Traders: 96
7 5 6 12 16 9 13 24 17 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 33,581
Positions
2,100 9,672 669 4,567 3,987 342 13,747 5,192 1,308 696 555 0 10,151 11,855
Changes from: March 17, 2020 Total Change is: -4,531
2,100 -1,903 -224 -2,137 1,569 -252 -2,444 -2,921 -97 0 0 0 -1,478 -703
Percent of Open Interest Represented by Each Category of Trader
6.3 28.8 2.0 13.6 11.9 1.0 40.9 15.5 3.9 2.1 1.7 0.0 30.2 35.3
Number of Traders in Each Category Total Traders: 36
. . . 6 7 . 7 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 226,568
Positions
50,502 16,263 8,787 41,651 72,790 15,914 44,764 33,228 39,628 5,623 10,450 0 19,699 29,508
Changes from: March 17, 2020 Total Change is: 4,797
13,437 -5,524 612 76 -3,851 1,846 -13,621 -4,205 7,444 -2,432 187 0 -2,564 8,289
Percent of Open Interest Represented by Each Category of Trader
22.3 7.2 3.9 18.4 32.1 7.0 19.8 14.7 17.5 2.5 4.6 0.0 8.7 13.0
Number of Traders in Each Category Total Traders: 106
8 5 7 13 26 11 22 18 16 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 167,689
Positions
13,941 27,500 8,672 40,112 26,878 10,458 36,942 36,488 31,576 4,895 1,893 91 21,001 24,132
Changes from: March 17, 2020 Total Change is: -1,289
5,984 -4,889 -1,152 1,384 549 272 3,907 4,972 -3,727 -4,110 899 16 -3,863 1,770
Percent of Open Interest Represented by Each Category of Trader
8.3 16.4 5.2 23.9 16.0 6.2 22.0 21.8 18.8 2.9 1.1 0.1 12.5 14.4
Number of Traders in Each Category Total Traders: 107
6 6 9 24 18 14 20 19 18 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 666,348
Positions
39,079 295,115 24,499 357,095 92,337 31,521 34,561 88,898 67,617 23,439 6,204 1,098 87,438 59,059
Changes from: March 17, 2020 Total Change is: -14,592
3,314 -10,732 -759 -29,701 -4,445 935 1,101 -16,356 6,094 495 -199 -419 4,347 11,289
Percent of Open Interest Represented by Each Category of Trader
5.9 44.3 3.7 53.6 13.9 4.7 5.2 13.3 10.1 3.5 0.9 0.2 13.1 8.9
Number of Traders in Each Category Total Traders: 247
15 9 15 85 38 45 35 31 23 19 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 168,621
Positions
63,488 10,646 5,831 16,468 50,058 10,116 20,664 34,209 23,409 7,554 2,904 955 20,136 30,493
Changes from: March 17, 2020 Total Change is: -13,526
-5,120 -295 763 440 -15,747 162 -7,328 642 1,997 -1,392 -298 80 -3,130 -831
Percent of Open Interest Represented by Each Category of Trader
37.7 6.3 3.5 9.8 29.7 6.0 12.3 20.3 13.9 4.5 1.7 0.6 11.9 18.1
Number of Traders in Each Category Total Traders: 83
5 7 6 7 23 13 8 23 11 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 23,821
Positions
117 17,977 0 10,255 704 41 11,173 1,973 76 983 1,643 0 1,176 1,407
Changes from: March 17, 2020 Total Change is: -1,775
-360 -703 0 -823 65 0 47 -1,395 32 -670 273 0 -1 -47
Percent of Open Interest Represented by Each Category of Trader
0.5 75.5 0.0 43.1 3.0 0.2 46.9 8.3 0.3 4.1 6.9 0.0 4.9 5.9
Number of Traders in Each Category Total Traders: 34
. . 0 . . . 10 5 . 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 111,863
Positions
16,079 39,435 901 48,103 18,729 245 39,047 30,199 1,593 1,988 16,205 66 3,841 4,490
Changes from: March 17, 2020 Total Change is: -11,606
6,689 -17,837 -7 -8,119 9,529 -268 -9,383 -2,617 -848 234 -327 66 30 703
Percent of Open Interest Represented by Each Category of Trader
14.4 35.3 0.8 43.0 16.7 0.2 34.9 27.0 1.4 1.8 14.5 0.1 3.4 4.0
Number of Traders in Each Category Total Traders: 110
6 6 . 10 18 . 23 30 8 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 49,376
Positions
34,457 949 58 2,753 12,653 0 6,123 29,524 2,420 1,698 962 100 1,767 2,710
Changes from: March 17, 2020 Total Change is: -1,398
-413 -82 -20 -399 -9,154 0 -371 7,855 215 -4 -258 0 -406 46
Percent of Open Interest Represented by Each Category of Trader
69.8 1.9 0.1 5.6 25.6 0.0 12.4 59.8 4.9 3.4 1.9 0.2 3.6 5.5
Number of Traders in Each Category Total Traders: 51
. . . . 10 0 5 20 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 38,573
Positions
18,748 3,610 340 2,309 11,188 713 13,341 14,524 1,319 253 1,219 6 1,542 5,653
Changes from: March 17, 2020 Total Change is: -7,050
-2,946 1,268 9 94 -8,748 231 -4,119 -4,301 373 -306 -302 0 -387 4,419
Percent of Open Interest Represented by Each Category of Trader
48.6 9.4 0.9 6.0 29.0 1.8 34.6 37.7 3.4 0.7 3.2 0.0 4.0 14.7
Number of Traders in Each Category Total Traders: 78
8 4 . 7 18 5 13 21 5 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 10,972
Positions
2,650 0 0 0 3,391 0 6,353 5,313 86 0 179 0 1,883 2,003
Changes from: March 17, 2020 Total Change is: 471
2,529 0 0 0 -112 0 -3,724 114 86 0 179 0 1,580 204
Percent of Open Interest Represented by Each Category of Trader
24.2 0.0 0.0 0.0 30.9 0.0 57.9 48.4 0.8 0.0 1.6 0.0 17.2 18.3
Number of Traders in Each Category Total Traders: 20
. 0 0 0 7 0 5 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 25,401
Positions
11,939 11,691 526 2,035 2,866 421 3,275 3,525 679 143 792 0 6,384 4,902
Changes from: March 17, 2020 Total Change is: -16,634
-10,257 -7,974 -1,971 -653 -257 -688 -2,040 -3,761 -315 101 80 -112 -698 -1,635
Percent of Open Interest Represented by Each Category of Trader
47.0 46.0 2.1 8.0 11.3 1.7 12.9 13.9 2.7 0.6 3.1 0.0 25.1 19.3
Number of Traders in Each Category Total Traders: 81
18 15 5 11 8 5 16 7 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 50,802
Positions
23,877 23,382 1,052 4,070 5,732 841 6,550 7,049 1,358 285 1,583 0 12,768 9,804
Changes from: March 17, 2020 Total Change is: -33,267
-20,513 -15,948 -3,943 -1,305 -513 -1,376 -4,081 -7,523 -631 201 160 -224 -1,395 -3,270
Percent of Open Interest Represented by Each Category of Trader
47.0 46.0 2.1 8.0 11.3 1.7 12.9 13.9 2.7 0.6 3.1 0.0 25.1 19.3
Number of Traders in Each Category Total Traders: 81
18 15 5 11 8 5 16 7 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 39,713
Positions
10,286 30,080 0 23,445 0 2,326 1,600 6,140 0 0 506 0 2,056 661
Changes from: March 17, 2020 Total Change is: -7,061
7,685 710 -8,408 -7,912 0 1,540 311 1,378 -434 0 0 0 157 -1,847
Percent of Open Interest Represented by Each Category of Trader
25.9 75.7 0.0 59.0 0.0 5.9 4.0 15.5 0.0 0.0 1.3 0.0 5.2 1.7
Number of Traders in Each Category Total Traders: 25
. 6 0 12 0 . . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 1,090,534
Positions
76,712 135,379 65,316 289,745 218,618 95,389 67,817 80,694 332,760 41,382 43,775 5,442 115,972 113,161
Changes from: March 17, 2020 Total Change is: -494,376
25,482 -18,291 -131,347 14,198 12,801 -46,521 -7,205 177 -212,594 -36,837 3,009 -5,770 -93,782 -95,839
Percent of Open Interest Represented by Each Category of Trader
7.0 12.4 6.0 26.6 20.0 8.7 6.2 7.4 30.5 3.8 4.0 0.5 10.6 10.4
Number of Traders in Each Category Total Traders: 641
34 37 41 160 119 140 85 105 98 41 60 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 72,963
Positions
22,097 309 1,548 506 0 0 5,159 5,202 27,869 0 587 447 15,337 37,001
Changes from: March 17, 2020 Total Change is: -104,382
-34,110 -3,657 -1,582 -2,552 -4,000 0 -35,975 -13,016 -18,749 -7 -6 -1,110 -10,297 -62,264
Percent of Open Interest Represented by Each Category of Trader
30.3 0.4 2.1 0.7 0.0 0.0 7.1 7.1 38.2 0.0 0.8 0.6 21.0 50.7
Number of Traders in Each Category Total Traders: 26
5 . . . 0 0 6 10 13 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 9,899
Positions
3,857 4,079 0 3,913 1,808 75 0 2,447 84 0 0 0 1,970 1,406
Changes from: March 17, 2020 Total Change is: -7,736
-2,957 -3,893 -732 -1,314 769 -583 0 -1,378 -257 0 0 0 -1,893 -1,662
Percent of Open Interest Represented by Each Category of Trader
39.0 41.2 0.0 39.5 18.3 0.8 0.0 24.7 0.8 0.0 0.0 0.0 19.9 14.2
Number of Traders in Each Category Total Traders: 20
4 . 0 8 . . 0 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 5,087,856
Positions
360,575 762,849 231,339 1,446,192 1,093,088 476,946 341,248 405,416 1,496,501 209,725 218,757 22,157 503,173 380,804
Changes from: March 17, 2020 Total Change is:-1,949,970
186,834 -184,298 -537,702 70,812 71,065 -219,665 18,747 -59,141 -844,123 -184,328 14,893 -23,122 -417,422 -167,877
Percent of Open Interest Represented by Each Category of Trader
7.1 15.0 4.5 28.4 21.5 9.4 6.7 8.0 29.4 4.1 4.3 0.4 9.9 7.5
Number of Traders in Each Category Total Traders: 639
34 37 41 160 119 140 86 102 96 42 59 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 82,184
Positions
20,996 7,989 380 44,166 60,318 5,771 3,560 2,395 0 0 970 0 7,311 4,361
Changes from: March 17, 2020 Total Change is: -7,968
1,914 -2,746 -3,827 -329 2,754 -385 -234 274 -663 0 0 0 -4,444 -3,375
Percent of Open Interest Represented by Each Category of Trader
25.5 9.7 0.5 53.7 73.4 7.0 4.3 2.9 0.0 0.0 1.2 0.0 8.9 5.3
Number of Traders in Each Category Total Traders: 75
12 4 . 25 24 15 5 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 51,084
Positions
6,807 13,030 691 12,740 7,907 1,415 8,450 7,010 12,096 2,206 1,855 33 6,646 7,047
Changes from: March 17, 2020 Total Change is: -26,877
-457 3,843 -6,753 448 -5,175 -2,490 -2,699 -1,646 -8,647 425 -165 -201 -6,503 -5,645
Percent of Open Interest Represented by Each Category of Trader
13.3 25.5 1.4 24.9 15.5 2.8 16.5 13.7 23.7 4.3 3.6 0.1 13.0 13.8
Number of Traders in Each Category Total Traders: 235
21 21 7 60 35 33 38 32 17 16 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 255,420
Positions
34,035 65,152 3,453 63,702 39,537 7,076 42,250 35,049 60,478 11,028 9,275 167 33,230 35,233
Changes from: March 17, 2020 Total Change is: -134,386
-2,287 19,217 -33,764 2,240 -25,873 -12,449 -13,493 -8,228 -43,236 2,126 -825 -1,006 -32,517 -28,223
Percent of Open Interest Represented by Each Category of Trader
13.3 25.5 1.4 24.9 15.5 2.8 16.5 13.7 23.7 4.3 3.6 0.1 13.0 13.8
Number of Traders in Each Category Total Traders: 235
21 21 7 60 35 33 38 32 17 16 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 553,511
Positions
88,287 75,985 17,626 220,633 243,798 62,989 109,530 87,384 20,130 19,740 29,853 390 14,186 15,356
Changes from: March 17, 2020 Total Change is: -94,218
-7,250 7,231 -29,454 6,015 -23,189 -4,199 -12,842 -10,146 -22,015 511 9,059 -5,888 -19,095 -15,616
Percent of Open Interest Represented by Each Category of Trader
16.0 13.7 3.2 39.9 44.0 11.4 19.8 15.8 3.6 3.6 5.4 0.1 2.6 2.8
Number of Traders in Each Category Total Traders: 293
22 21 6 75 62 48 40 41 17 14 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 38,935
Positions
5,190 15,343 364 16,268 5,273 602 5,976 9,184 122 610 1,451 0 9,803 6,596
Changes from: March 17, 2020 Total Change is: -2,106
-1,565 660 -15 2,742 -1,033 221 221 -2,004 -735 387 390 0 -3,362 410
Percent of Open Interest Represented by Each Category of Trader
13.3 39.4 0.9 41.8 13.5 1.5 15.3 23.6 0.3 1.6 3.7 0.0 25.2 16.9
Number of Traders in Each Category Total Traders: 70
6 13 . 14 8 7 9 14 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 484,557
Positions
35,222 274,100 1,031 384,450 119,986 40,234 13,931 40,424 1,007 1,101 1,710 0 7,581 6,065
Changes from: March 17, 2020 Total Change is: -95,537
-4,538 11,483 -110,555 33,321 323 4,011 -1,916 7,242 -2,246 -177 -100 0 -13,437 -5,695
Percent of Open Interest Represented by Each Category of Trader
7.3 56.6 0.2 79.3 24.8 8.3 2.9 8.3 0.2 0.2 0.4 0.0 1.6 1.3
Number of Traders in Each Category Total Traders: 171
13 13 5 68 41 42 11 19 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,373,751
Positions
97,988 712,506 8,675 876,878 380,422 128,695 95,432 44,207 6,526 122,425 67,603 4,085 33,047 21,032
Changes from: March 17, 2020 Total Change is: -430,690
-99,539 -181,243 -110,103 -54,794 -30,317 -12,165 -5,884 -4,470 -29,200 23,915 2,677 -2,262 -140,658 -63,607
Percent of Open Interest Represented by Each Category of Trader
7.1 51.9 0.6 63.8 27.7 9.4 6.9 3.2 0.5 8.9 4.9 0.3 2.4 1.5
Number of Traders in Each Category Total Traders: 397
21 24 8 154 84 83 51 26 16 18 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 146,097
Positions
18,137 89,624 54,159 14,786 0 368 56,038 622 1,278 1,188 0 4 139 42
Changes from: March 17, 2020 Total Change is: 5,559
-1,193 -4,044 11,339 -2,079 0 0 367 -1,169 -566 -2,296 0 4 -17 -5
Percent of Open Interest Represented by Each Category of Trader
12.4 61.3 37.1 10.1 0.0 0.3 38.4 0.4 0.9 0.8 0.0 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 47
9 15 15 7 0 . 10 . 5 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 1,552,441
Positions
5,579 174,260 105,378 554,059 240,326 284,621 30,792 213,588 335,255 48,485 28,503 31,417 156,856 139,094
Changes from: March 17, 2020 Total Change is: -81,252
-5,269 -23,921 -2,845 -51,368 -16,932 5,207 3,844 -42,968 5,643 -16,253 -2,029 -2,319 -17,891 -1,087
Percent of Open Interest Represented by Each Category of Trader
0.4 11.2 6.8 35.7 15.5 18.3 2.0 13.8 21.6 3.1 1.8 2.0 10.1 9.0
Number of Traders in Each Category Total Traders: 187
10 17 17 58 33 58 21 31 41 11 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 1,072,372
Positions
32,633 221,798 4 601,002 81,688 174,964 54,507 471,870 19,605 54,819 2,534 0 134,839 99,909
Changes from: March 17, 2020 Total Change is: -47,966
-2,920 -9,915 -213 -33,692 4,308 -11,135 4,609 -41,777 7,408 -609 -3,131 0 -11,414 6,488
Percent of Open Interest Represented by Each Category of Trader
3.0 20.7 0.0 56.0 7.6 16.3 5.1 44.0 1.8 5.1 0.2 0.0 12.6 9.3
Number of Traders in Each Category Total Traders: 136
4 19 . 67 12 48 6 21 9 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 3,175,138
Positions
77,808 391,064 15,622 1,316,630 669,848 268,949 845,171 1,465,151 148,419 308,571 112,755 4,547 189,422 98,783
Changes from: March 17, 2020 Total Change is: -133,330
15,607 -27,453 -5,548 -155,617 -55,782 -3,506 33,619 -29,063 -11,520 -4,763 5,168 -431 -1,171 -5,196
Percent of Open Interest Represented by Each Category of Trader
2.5 12.3 0.5 41.5 21.1 8.5 26.6 46.1 4.7 9.7 3.6 0.1 6.0 3.1
Number of Traders in Each Category Total Traders: 354
18 34 12 121 31 71 54 56 46 22 18 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 5,196,183
Positions
78,054 303,908 480,875 1,422,982 698,673 966,258 425,439 899,024 1,123,420 135,316 212,369 159,449 404,391 352,209
Changes from: March 17, 2020 Total Change is: -243,121
-24,195 -11,271 -32,656 -101,811 -92,499 2,092 -43,452 -45,708 2,493 -5,297 -40,692 -8,222 -32,072 -16,658
Percent of Open Interest Represented by Each Category of Trader
1.5 5.8 9.3 27.4 13.4 18.6 8.2 17.3 21.6 2.6 4.1 3.1 7.8 6.8
Number of Traders in Each Category Total Traders: 391
19 37 41 100 75 109 65 52 83 23 20 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 813,795
Positions
74,889 79,685 5,018 372,348 270,939 108,386 80,262 123,046 23,622 50,040 35,043 112 99,118 167,944
Changes from: March 17, 2020 Total Change is: -48,361
1,240 2,408 504 -9,309 8,249 -9,146 -20,757 -48,537 2,297 -1,853 607 112 -11,449 -4,855
Percent of Open Interest Represented by Each Category of Trader
9.2 9.8 0.6 45.8 33.3 13.3 9.9 15.1 2.9 6.1 4.3 0.0 12.2 20.6
Number of Traders in Each Category Total Traders: 107
. 11 5 28 34 36 11 12 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 5,021,242
Positions
85,683 545,464 193,825 2,101,157 629,938 650,011 695,666 1,612,905 752,038 224,646 223,282 24,603 293,614 389,177
Changes from: March 17, 2020 Total Change is: -272,210
-3,886 -77,236 254 -187,620 -55,645 -65,485 -17,930 -85,601 45,726 -15,269 -26,384 1,638 -29,638 -9,478
Percent of Open Interest Represented by Each Category of Trader
1.7 10.9 3.9 41.8 12.5 12.9 13.9 32.1 15.0 4.5 4.4 0.5 5.8 7.8
Number of Traders in Each Category Total Traders: 309
14 31 22 94 47 76 36 55 62 15 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 1,691,570
Positions
266,608 431,992 438,457 62,623 28,621 47,220 373,189 209,023 449,265 1,642 26,564 12,310 40,256 48,118
Changes from: March 17, 2020 Total Change is: -117,788
22,184 -33,881 4,955 11,099 -3,925 -6,378 -60,451 -1,241 -82,921 -1,090 2,614 -354 -4,832 3,343
Percent of Open Interest Represented by Each Category of Trader
15.8 25.5 25.9 3.7 1.7 2.8 22.1 12.4 26.6 0.1 1.6 0.7 2.4 2.8
Number of Traders in Each Category Total Traders: 120
21 29 43 . 4 . 25 29 39 . 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 is27,086,678
Positions
2,353,266 1,511,846 4,871,045 457,743 235,624 1,702,779 567,341 1,494,379 16,229,381 138,181 78,601 157,375 609,568 805,647
Changes from: March 17, 2020 Total Change is: 688,497
327,596 -225,995 240,077 -124,479 -262,742 66,056 -242,001 480,749 423,238 45,035 447 1,430 -48,454 -34,763
Percent of Open Interest Represented by Each Category of Trader
8.7 5.6 18.0 1.7 0.9 6.3 2.1 5.5 59.9 0.5 0.3 0.6 2.3 3.0
Number of Traders in Each Category Total Traders: 256
36 40 71 20 10 21 44 61 97 21 20 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 171,829
Positions
318 84,487 16,330 0 8,182 8,211 118,715 26,175 26,315 690 0 910 340 1,218
Changes from: March 17, 2020 Total Change is: -73,391
-9,257 -18,956 -19,988 -5,510 -25,612 0 -36,780 -5,413 -1,788 -142 0 -8 82 -1,626
Percent of Open Interest Represented by Each Category of Trader
0.2 49.2 9.5 0.0 4.8 4.8 69.1 15.2 15.3 0.4 0.0 0.5 0.2 0.7
Number of Traders in Each Category Total Traders: 45
. 14 6 0 . . 13 14 19 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 349,355
Positions
47,132 139,765 23,616 12,410 56,201 610 216,595 87,881 38,133 10,521 304 235 103 2,610
Changes from: March 17, 2020 Total Change is: -13,615
13,758 -7,888 1,568 -3,761 9,774 -2,914 -17,920 -10,026 -4,333 0 9 -42 29 237
Percent of Open Interest Represented by Each Category of Trader
13.5 40.0 6.8 3.6 16.1 0.2 62.0 25.2 10.9 3.0 0.1 0.1 0.0 0.7
Number of Traders in Each Category Total Traders: 90
6 27 13 . 6 . 17 28 25 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 60,215
Positions
7,120 5,192 0 639 3,164 0 720 15,954 34,637 17,066 551 0 33 717
Changes from: March 17, 2020 Total Change is: -6,346
7,120 -6,765 0 0 -390 0 279 -1,402 2,394 -16,132 0 0 -7 -183
Percent of Open Interest Represented by Each Category of Trader
11.8 8.6 0.0 1.1 5.3 0.0 1.2 26.5 57.5 28.3 0.9 0.0 0.1 1.2
Number of Traders in Each Category Total Traders: 24
. . 0 . 6 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 43,850
Positions
11,097 0 15,692 0 32 0 814 15,200 10,691 5,310 1,971 246 0 18
Changes from: March 17, 2020 Total Change is: -738
496 0 -496 0 -79 0 109 1,843 -2,047 1,200 40 0 0 1
Percent of Open Interest Represented by Each Category of Trader
25.3 0.0 35.8 0.0 0.1 0.0 1.9 34.7 24.4 12.1 4.5 0.6 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 0 . 0 . 0 . 7 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 3,976
Positions
36 0 0 125 297 0 1,136 2,286 106 974 550 64 1,535 673
Changes from: March 17, 2020 Total Change is: -583
-300 0 0 24 -168 0 -733 -616 51 385 46 -29 19 133
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 3.1 7.5 0.0 28.6 57.5 2.7 24.5 13.8 1.6 38.6 16.9
Number of Traders in Each Category Total Traders: 41
. 0 0 . . 0 12 13 5 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 28,353
Positions
703 7,584 0 10,879 1,663 479 11,044 14,599 888 1,253 1,098 32 3,075 2,011
Changes from: March 17, 2020 Total Change is: 3,009
82 2,637 0 2,760 19 -57 109 -62 99 92 -364 -67 -9 804
Percent of Open Interest Represented by Each Category of Trader
2.5 26.7 0.0 38.4 5.9 1.7 39.0 51.5 3.1 4.4 3.9 0.1 10.8 7.1
Number of Traders in Each Category Total Traders: 70
. . 0 9 . 4 19 13 4 14 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 268,255
Positions
39,990 48,455 23,563 63,990 28,498 11,369 57,687 86,418 29,236 9,957 3,689 10,249 22,214 26,778
Changes from: March 17, 2020 Total Change is: -166,328
-49,055 -78,846 -21,889 -24,277 18,221 2,740 -32,491 -46,609 -34,725 186 -410 -2,549 -4,268 -2,261
Percent of Open Interest Represented by Each Category of Trader
14.9 18.1 8.8 23.9 10.6 4.2 21.5 32.2 10.9 3.7 1.4 3.8 8.3 10.0
Number of Traders in Each Category Total Traders: 133
8 21 18 13 7 13 20 44 37 8 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 16,656
Positions
4,094 975 274 6,328 8,555 1,304 3,926 5,433 100 458 0 0 172 15
Changes from: March 17, 2020 Total Change is: -2,928
-475 -760 -900 -29 47 1,302 -1,448 -1,003 0 -154 0 0 -1,224 -1,614
Percent of Open Interest Represented by Each Category of Trader
24.6 5.9 1.6 38.0 51.4 7.8 23.6 32.6 0.6 2.7 0.0 0.0 1.0 0.1
Number of Traders in Each Category Total Traders: 31
. . . 6 5 . . 7 . 7 0 0
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Updated March 27, 2020