Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 151,146
Positions
25,054 13,254 8,445 33,661 26,872 9,324 11,327 37,108 21,224 14,681 3,822 470 26,962 30,627
Changes from: March 24, 2020 Total Change is: -5,568
-1,509 5,166 -68 -525 -4,870 -365 -429 -4,305 -2,715 1,052 -36 -17 -992 1,643
Percent of Open Interest Represented by Each Category of Trader
16.6 8.8 5.6 22.3 17.8 6.2 7.5 24.6 14.0 9.7 2.5 0.3 17.8 20.3
Number of Traders in Each Category Total Traders: 96
6 8 8 12 14 10 15 22 13 14 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 32,252
Positions
1,509 9,490 933 3,783 3,142 326 13,103 5,416 1,415 696 456 0 10,487 11,075
Changes from: March 24, 2020 Total Change is: -1,329
-591 -182 263 -784 -845 -16 -645 223 107 0 -99 0 336 -780
Percent of Open Interest Represented by Each Category of Trader
4.7 29.4 2.9 11.7 9.7 1.0 40.6 16.8 4.4 2.2 1.4 0.0 32.5 34.3
Number of Traders in Each Category Total Traders: 34
. . . 5 6 . 6 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 210,301
Positions
46,498 16,327 8,762 41,408 65,171 14,366 35,083 30,467 39,219 5,923 8,786 0 19,043 27,203
Changes from: March 24, 2020 Total Change is: -16,267
-4,004 64 -25 -243 -7,619 -1,548 -9,682 -2,761 -409 300 -1,664 0 -656 -2,304
Percent of Open Interest Represented by Each Category of Trader
22.1 7.8 4.2 19.7 31.0 6.8 16.7 14.5 18.6 2.8 4.2 0.0 9.1 12.9
Number of Traders in Each Category Total Traders: 109
8 5 8 11 27 11 21 23 17 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 157,352
Positions
15,214 32,357 7,904 46,695 24,456 6,395 20,348 32,793 28,979 11,257 921 90 20,470 23,457
Changes from: March 24, 2020 Total Change is: -10,337
1,273 4,857 -768 6,583 -2,422 -4,063 -16,594 -3,695 -2,598 6,362 -972 -2 -531 -675
Percent of Open Interest Represented by Each Category of Trader
9.7 20.6 5.0 29.7 15.5 4.1 12.9 20.8 18.4 7.2 0.6 0.1 13.0 14.9
Number of Traders in Each Category Total Traders: 108
7 8 9 23 18 13 16 23 18 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 634,755
Positions
37,332 300,165 23,693 343,860 84,567 30,285 37,599 81,809 57,825 26,287 5,884 1,402 76,472 49,125
Changes from: March 24, 2020 Total Change is: -31,593
-1,746 5,050 -806 -13,235 -7,770 -1,236 3,038 -7,089 -9,792 2,847 -320 304 -10,966 -9,934
Percent of Open Interest Represented by Each Category of Trader
5.9 47.3 3.7 54.2 13.3 4.8 5.9 12.9 9.1 4.1 0.9 0.2 12.0 7.7
Number of Traders in Each Category Total Traders: 258
15 9 17 85 38 42 32 42 22 20 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 165,745
Positions
63,681 11,093 5,612 18,341 43,041 9,969 21,846 39,967 23,242 3,082 2,082 1,131 18,840 29,608
Changes from: March 24, 2020 Total Change is: -2,876
193 447 -219 1,873 -7,017 -147 1,182 5,758 -167 -4,472 -823 177 -1,296 -885
Percent of Open Interest Represented by Each Category of Trader
38.4 6.7 3.4 11.1 26.0 6.0 13.2 24.1 14.0 1.9 1.3 0.7 11.4 17.9
Number of Traders in Each Category Total Traders: 85
5 7 5 9 22 13 9 24 13 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 22,867
Positions
319 18,296 0 10,003 554 41 10,626 903 40 883 1,693 0 955 1,340
Changes from: March 24, 2020 Total Change is: -954
202 319 0 -252 -150 0 -547 -1,070 -36 -100 50 0 -221 -67
Percent of Open Interest Represented by Each Category of Trader
1.4 80.0 0.0 43.7 2.4 0.2 46.5 3.9 0.2 3.9 7.4 0.0 4.2 5.9
Number of Traders in Each Category Total Traders: 32
. 4 0 . . . 11 . . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 104,316
Positions
26,918 37,424 905 35,567 16,210 234 32,281 25,212 1,851 2,142 18,029 33 4,386 4,418
Changes from: March 24, 2020 Total Change is: -7,547
10,839 -2,011 4 -12,536 -2,519 -11 -6,766 -4,987 258 154 1,824 -33 544 -72
Percent of Open Interest Represented by Each Category of Trader
25.8 35.9 0.9 34.1 15.5 0.2 30.9 24.2 1.8 2.1 17.3 0.0 4.2 4.2
Number of Traders in Each Category Total Traders: 113
7 6 . 7 19 . 20 36 10 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 48,495
Positions
34,458 889 57 2,809 10,122 0 2,280 27,312 5,319 1,663 1,717 0 1,909 3,079
Changes from: March 24, 2020 Total Change is: -881
1 -60 -1 56 -2,531 0 -3,843 -2,212 2,899 -35 755 -100 142 369
Percent of Open Interest Represented by Each Category of Trader
71.1 1.8 0.1 5.8 20.9 0.0 4.7 56.3 11.0 3.4 3.5 0.0 3.9 6.3
Number of Traders in Each Category Total Traders: 52
. . . . 10 0 6 21 8 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 39,736
Positions
18,255 3,466 534 2,599 10,538 956 14,400 16,284 1,158 311 1,288 6 1,517 5,506
Changes from: March 24, 2020 Total Change is: 1,163
-494 -144 194 290 -649 242 1,059 1,760 -161 58 69 0 -25 -147
Percent of Open Interest Represented by Each Category of Trader
45.9 8.7 1.3 6.5 26.5 2.4 36.2 41.0 2.9 0.8 3.2 0.0 3.8 13.9
Number of Traders in Each Category Total Traders: 78
7 5 . 8 16 7 17 18 5 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 12,951
Positions
5,409 0 0 0 4,258 0 7,038 6,363 0 129 179 0 375 2,151
Changes from: March 24, 2020 Total Change is: 1,979
2,759 0 0 0 867 0 685 1,050 -86 129 0 0 -1,508 148
Percent of Open Interest Represented by Each Category of Trader
41.8 0.0 0.0 0.0 32.9 0.0 54.3 49.1 0.0 1.0 1.4 0.0 2.9 16.6
Number of Traders in Each Category Total Traders: 23
. 0 0 0 7 0 4 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 28,534
Positions
14,640 6,547 1,246 3,766 3,172 402 2,790 4,894 314 0 5,700 0 5,377 6,259
Changes from: March 24, 2020 Total Change is: 3,133
2,701 -5,144 720 1,731 306 -19 -485 1,369 -365 -143 4,909 0 -1,007 1,357
Percent of Open Interest Represented by Each Category of Trader
51.3 22.9 4.4 13.2 11.1 1.4 9.8 17.2 1.1 0.0 20.0 0.0 18.8 21.9
Number of Traders in Each Category Total Traders: 77
23 8 6 12 8 4 11 8 5 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 57,067
Positions
29,279 13,095 2,492 7,531 6,343 803 5,580 9,787 628 0 11,400 0 10,754 12,518
Changes from: March 24, 2020 Total Change is: 6,265
5,402 -10,287 1,440 3,461 611 -38 -970 2,738 -730 -285 9,817 0 -2,015 2,714
Percent of Open Interest Represented by Each Category of Trader
51.3 22.9 4.4 13.2 11.1 1.4 9.8 17.2 1.1 0.0 20.0 0.0 18.8 21.9
Number of Traders in Each Category Total Traders: 77
23 8 6 12 8 4 11 8 5 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 46,287
Positions
251 39,914 0 40,500 1,000 298 1,850 4,016 0 0 454 0 3,388 605
Changes from: March 24, 2020 Total Change is: 6,574
-10,035 9,834 0 17,055 1,000 -2,028 250 -2,124 0 0 -52 0 1,332 -56
Percent of Open Interest Represented by Each Category of Trader
0.5 86.2 0.0 87.5 2.2 0.6 4.0 8.7 0.0 0.0 1.0 0.0 7.3 1.3
Number of Traders in Each Category Total Traders: 29
. 9 0 12 . . . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 1,079,152
Positions
93,081 97,734 81,909 305,337 209,658 89,644 58,288 92,211 285,030 24,912 68,785 4,801 136,150 149,380
Changes from: March 24, 2020 Total Change is: -11,382
16,370 -37,645 16,593 15,592 -8,959 -5,745 -9,529 11,517 -47,730 -16,470 25,011 -641 20,179 36,218
Percent of Open Interest Represented by Each Category of Trader
8.6 9.1 7.6 28.3 19.4 8.3 5.4 8.5 26.4 2.3 6.4 0.4 12.6 13.8
Number of Traders in Each Category Total Traders: 637
38 36 48 156 115 140 76 109 99 33 74 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 105,390
Positions
45,235 1,900 903 0 0 0 12,274 10,864 25,907 0 155 575 20,496 65,086
Changes from: March 24, 2020 Total Change is: 32,427
23,138 1,591 -646 -506 0 0 7,115 5,661 -1,962 0 -432 129 5,159 28,085
Percent of Open Interest Represented by Each Category of Trader
42.9 1.8 0.9 0.0 0.0 0.0 11.6 10.3 24.6 0.0 0.1 0.5 19.4 61.8
Number of Traders in Each Category Total Traders: 28
10 . . 0 0 0 7 9 12 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 9,677
Positions
3,980 3,624 0 3,576 1,588 126 546 2,904 0 0 0 0 1,449 1,435
Changes from: March 24, 2020 Total Change is: -222
123 -455 0 -337 -220 51 546 457 -84 0 0 0 -521 29
Percent of Open Interest Represented by Each Category of Trader
41.1 37.4 0.0 37.0 16.4 1.3 5.6 30.0 0.0 0.0 0.0 0.0 15.0 14.8
Number of Traders in Each Category Total Traders: 22
4 . 0 7 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 4,868,810
Positions
418,006 657,942 226,258 1,526,683 1,048,291 448,219 319,790 496,457 1,205,895 124,558 343,150 21,129 578,272 421,468
Changes from: March 24, 2020 Total Change is: -219,046
57,431 -104,907 -5,080 80,490 -44,797 -28,727 -21,458 91,041 -290,605 -85,166 124,394 -1,029 75,099 40,665
Percent of Open Interest Represented by Each Category of Trader
8.6 13.5 4.6 31.4 21.5 9.2 6.6 10.2 24.8 2.6 7.0 0.4 11.9 8.7
Number of Traders in Each Category Total Traders: 636
37 37 45 156 115 140 76 108 96 33 74 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 80,977
Positions
20,294 6,989 369 43,728 59,891 5,724 2,973 2,186 513 0 721 0 7,376 4,584
Changes from: March 24, 2020 Total Change is: -1,207
-702 -1,000 -11 -438 -427 -47 -587 -209 513 0 -249 0 65 223
Percent of Open Interest Represented by Each Category of Trader
25.1 8.6 0.5 54.0 74.0 7.1 3.7 2.7 0.6 0.0 0.9 0.0 9.1 5.7
Number of Traders in Each Category Total Traders: 74
11 . . 27 24 15 4 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 46,528
Positions
7,202 8,110 783 12,155 7,765 1,282 7,128 8,463 9,852 2,403 2,730 44 5,678 7,498
Changes from: March 24, 2020 Total Change is: -4,556
395 -4,921 93 -585 -142 -133 -1,322 1,454 -2,244 198 875 11 -968 452
Percent of Open Interest Represented by Each Category of Trader
15.5 17.4 1.7 26.1 16.7 2.8 15.3 18.2 21.2 5.2 5.9 0.1 12.2 16.1
Number of Traders in Each Category Total Traders: 252
21 21 7 64 38 36 39 38 19 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 232,638
Positions
36,011 40,548 3,917 60,777 38,825 6,409 35,638 42,317 49,259 12,017 13,650 221 28,390 37,492
Changes from: March 24, 2020 Total Change is: -22,782
1,976 -24,604 464 -2,925 -712 -667 -6,612 7,268 -11,220 988 4,375 54 -4,840 2,260
Percent of Open Interest Represented by Each Category of Trader
15.5 17.4 1.7 26.1 16.7 2.8 15.3 18.2 21.2 5.2 5.9 0.1 12.2 16.1
Number of Traders in Each Category Total Traders: 252
21 21 7 64 38 36 39 38 19 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 550,180
Positions
88,424 68,155 16,827 238,073 240,368 66,330 88,882 92,967 15,618 19,854 32,448 385 15,787 17,082
Changes from: March 24, 2020 Total Change is: -3,331
137 -7,830 -799 17,440 -3,430 3,341 -20,648 5,583 -4,513 114 2,595 -5 1,601 1,727
Percent of Open Interest Represented by Each Category of Trader
16.1 12.4 3.1 43.3 43.7 12.1 16.2 16.9 2.8 3.6 5.9 0.1 2.9 3.1
Number of Traders in Each Category Total Traders: 290
23 19 6 78 57 47 39 43 16 11 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 31,807
Positions
5,912 9,978 265 14,431 4,635 462 4,803 7,174 18 260 643 0 5,656 8,632
Changes from: March 24, 2020 Total Change is: -7,128
722 -5,365 -99 -1,837 -638 -140 -1,173 -2,010 -104 -350 -808 0 -4,147 2,036
Percent of Open Interest Represented by Each Category of Trader
18.6 31.4 0.8 45.4 14.6 1.5 15.1 22.6 0.1 0.8 2.0 0.0 17.8 27.1
Number of Traders in Each Category Total Traders: 62
6 12 . 13 7 6 9 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 525,956
Positions
33,571 290,487 855 425,442 112,686 38,434 15,652 72,343 917 1,468 6,621 0 9,617 3,613
Changes from: March 24, 2020 Total Change is: 41,399
-1,651 16,387 -176 40,992 -7,300 -1,800 1,721 31,919 -90 367 4,911 0 2,036 -2,452
Percent of Open Interest Represented by Each Category of Trader
6.4 55.2 0.2 80.9 21.4 7.3 3.0 13.8 0.2 0.3 1.3 0.0 1.8 0.7
Number of Traders in Each Category Total Traders: 173
10 16 5 69 40 42 10 19 5 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 1,341,820
Positions
70,777 676,054 8,326 921,367 335,413 132,977 68,849 53,408 7,435 91,310 63,346 5,396 35,383 59,465
Changes from: March 24, 2020 Total Change is: -31,931
-27,211 -36,452 -349 44,489 -45,009 4,282 -26,583 9,201 909 -31,115 -4,257 1,311 2,336 38,433
Percent of Open Interest Represented by Each Category of Trader
5.3 50.4 0.6 68.7 25.0 9.9 5.1 4.0 0.6 6.8 4.7 0.4 2.6 4.4
Number of Traders in Each Category Total Traders: 395
17 26 8 159 85 82 41 31 16 19 17 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 2020
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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 145,118
Positions
17,625 92,737 49,626 13,958 0 368 60,888 615 1,307 1,188 130 4 154 331
Changes from: March 24, 2020 Total Change is: -979
-512 3,113 -4,533 -828 0 0 4,850 -7 29 0 130 0 15 289
Percent of Open Interest Represented by Each Category of Trader
12.1 63.9 34.2 9.6 0.0 0.3 42.0 0.4 0.9 0.8 0.1 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 50
8 15 15 7 0 . 14 . . . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,251,042
Positions
5,987 152,670 52,402 536,368 228,846 235,185 25,594 230,952 170,784 48,231 26,620 17,431 159,060 136,152
Changes from: March 24, 2020 Total Change is: -301,399
408 -21,590 -52,976 -17,691 -11,480 -49,436 -5,198 17,364 -164,471 -254 -1,882 -13,986 2,205 -2,942
Percent of Open Interest Represented by Each Category of Trader
0.5 12.2 4.2 42.9 18.3 18.8 2.0 18.5 13.7 3.9 2.1 1.4 12.7 10.9
Number of Traders in Each Category Total Traders: 175
4 17 11 57 34 56 14 34 36 9 6 6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,051,446
Positions
31,958 214,601 4 591,254 98,866 160,274 69,523 463,403 17,662 49,383 1,767 0 131,388 94,868
Changes from: March 24, 2020 Total Change is: -20,926
-675 -7,197 0 -9,748 17,178 -14,690 15,016 -8,467 -1,942 -5,436 -767 0 -3,451 -5,041
Percent of Open Interest Represented by Each Category of Trader
3.0 20.4 0.0 56.2 9.4 15.2 6.6 44.1 1.7 4.7 0.2 0.0 12.5 9.0
Number of Traders in Each Category Total Traders: 137
4 19 . 65 14 49 6 22 7 6 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,909,485
Positions
75,288 310,437 9,706 1,223,899 669,778 271,978 759,378 1,346,990 91,749 302,019 116,320 3,791 171,677 88,736
Changes from: March 24, 2020 Total Change is: -265,653
-2,520 -80,627 -5,916 -92,732 -70 3,029 -85,793 -118,161 -56,670 -6,551 3,565 -756 -17,745 -10,047
Percent of Open Interest Represented by Each Category of Trader
2.6 10.7 0.3 42.1 23.0 9.3 26.1 46.3 3.2 10.4 4.0 0.1 5.9 3.0
Number of Traders in Each Category Total Traders: 348
14 33 8 122 30 73 61 51 48 20 17 7
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,275,074
Positions
87,041 274,818 277,999 1,451,462 713,855 741,575 433,898 940,239 672,073 128,751 216,627 87,512 394,763 350,376
Changes from: March 24, 2020 Total Change is: -921,109
8,987 -29,090 -202,876 28,481 15,183 -224,683 8,460 41,215 -451,347 -6,565 4,259 -71,937 -9,628 -1,833
Percent of Open Interest Represented by Each Category of Trader
2.0 6.4 6.5 34.0 16.7 17.3 10.1 22.0 15.7 3.0 5.1 2.0 9.2 8.2
Number of Traders in Each Category Total Traders: 359
20 30 37 99 64 101 61 50 75 18 17 17
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 755,550
Positions
75,968 48,270 5,175 333,041 261,951 115,224 64,183 110,434 15,338 49,915 29,731 168 96,538 169,259
Changes from: March 24, 2020 Total Change is: -58,245
1,079 -31,415 157 -39,307 -8,988 6,838 -16,079 -12,612 -8,284 -125 -5,312 56 -2,580 1,314
Percent of Open Interest Represented by Each Category of Trader
10.1 6.4 0.7 44.1 34.7 15.3 8.5 14.6 2.0 6.6 3.9 0.0 12.8 22.4
Number of Traders in Each Category Total Traders: 104
. 10 4 26 36 35 12 10 8 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,557,129
Positions
89,991 471,305 130,935 1,969,116 615,915 609,207 617,399 1,645,984 584,526 242,750 206,462 21,127 292,078 271,670
Changes from: March 24, 2020 Total Change is: -464,113
4,308 -74,159 -62,890 -132,041 -14,023 -40,805 -78,267 33,079 -167,512 18,104 -16,820 -3,476 -1,536 -117,508
Percent of Open Interest Represented by Each Category of Trader
2.0 10.3 2.9 43.2 13.5 13.4 13.5 36.1 12.8 5.3 4.5 0.5 6.4 6.0
Number of Traders in Each Category Total Traders: 309
14 30 18 90 50 77 34 60 63 17 14 11
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,697,558
Positions
312,779 426,115 423,499 49,994 24,530 53,902 384,920 262,418 423,239 1,646 28,999 12,560 35,019 42,296
Changes from: March 24, 2020 Total Change is: 5,988
46,171 -5,877 -14,958 -12,629 -4,091 6,682 11,731 53,395 -26,026 4 2,435 250 -5,237 -5,822
Percent of Open Interest Represented by Each Category of Trader
18.4 25.1 24.9 2.9 1.4 3.2 22.7 15.5 24.9 0.1 1.7 0.7 2.1 2.5
Number of Traders in Each Category Total Traders: 122
21 32 45 . 4 . 28 25 40 . 5 6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is28,096,839
Positions
2,498,456 1,255,364 5,206,451 454,284 94,816 1,676,169 456,501 2,043,365 16,788,494 194,083 67,592 183,038 639,362 781,550
Changes from: March 24, 2020 Total Change is: 1,010,161
145,190 -256,482 335,406 -3,458 -140,808 -26,610 -110,840 548,986 559,113 55,902 -11,009 25,663 29,794 -24,098
Percent of Open Interest Represented by Each Category of Trader
8.9 4.5 18.5 1.6 0.3 6.0 1.6 7.3 59.8 0.7 0.2 0.7 2.3 2.8
Number of Traders in Each Category Total Traders: 262
42 36 75 19 10 21 48 62 101 24 16 22
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 165,708
Positions
27 89,177 17,255 0 8,182 8,211 120,521 21,140 18,044 538 88 1,048 65 2,563
Changes from: March 24, 2020 Total Change is: -6,121
-291 4,690 925 0 0 0 1,806 -5,035 -8,272 -152 88 138 -275 1,345
Percent of Open Interest Represented by Each Category of Trader
0.0 53.8 10.4 0.0 4.9 5.0 72.7 12.8 10.9 0.3 0.1 0.6 0.0 1.5
Number of Traders in Each Category Total Traders: 46
. 14 6 0 . . 13 13 20 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 371,091
Positions
55,458 154,036 23,235 7,675 56,485 2,615 234,302 94,195 36,806 10,521 253 337 142 3,129
Changes from: March 24, 2020 Total Change is: 21,736
8,326 14,271 -381 -4,735 284 2,005 17,707 6,314 -1,327 0 -51 102 39 519
Percent of Open Interest Represented by Each Category of Trader
14.9 41.5 6.3 2.1 15.2 0.7 63.1 25.4 9.9 2.8 0.1 0.1 0.0 0.8
Number of Traders in Each Category Total Traders: 88
7 26 13 . 6 . 16 25 26 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 63,997
Positions
4,321 5,287 0 764 3,204 0 697 17,942 36,417 21,766 551 0 32 596
Changes from: March 24, 2020 Total Change is: 3,782
-2,799 95 0 125 40 0 -23 1,988 1,780 4,700 0 0 -1 -121
Percent of Open Interest Represented by Each Category of Trader
6.8 8.3 0.0 1.2 5.0 0.0 1.1 28.0 56.9 34.0 0.9 0.0 0.0 0.9
Number of Traders in Each Category Total Traders: 23
. . 0 . 6 0 . 5 . 4 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,982
Positions
36 0 0 173 248 0 1,489 2,607 64 904 453 39 1,277 571
Changes from: March 24, 2020 Total Change is: 6
0 0 0 48 -49 0 353 322 -42 -70 -97 -25 -258 -103
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 4.3 6.2 0.0 37.4 65.5 1.6 22.7 11.4 1.0 32.1 14.3
Number of Traders in Each Category Total Traders: 44
. 0 0 . 4 0 13 12 . 10 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 29,015
Positions
783 9,185 0 13,261 1,727 413 9,065 14,063 882 1,299 1,045 27 3,285 1,673
Changes from: March 24, 2020 Total Change is: 662
80 1,601 0 2,382 64 -66 -1,979 -536 -6 46 -53 -4 209 -338
Percent of Open Interest Represented by Each Category of Trader
2.7 31.7 0.0 45.7 6.0 1.4 31.2 48.5 3.0 4.5 3.6 0.1 11.3 5.8
Number of Traders in Each Category Total Traders: 70
. . 0 7 . . 19 13 4 15 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 235,004
Positions
39,629 31,540 28,820 54,785 17,708 10,310 36,700 85,808 29,032 9,521 1,408 6,814 19,393 23,564
Changes from: March 24, 2020 Total Change is: -33,251
-361 -16,915 5,257 -9,205 -10,790 -1,059 -20,987 -610 -204 -436 -2,281 -3,435 -2,821 -3,214
Percent of Open Interest Represented by Each Category of Trader
16.9 13.4 12.3 23.3 7.5 4.4 15.6 36.5 12.4 4.1 0.6 2.9 8.3 10.0
Number of Traders in Each Category Total Traders: 124
7 18 16 15 8 10 22 36 35 8 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,134
Positions
4,092 1,796 274 5,871 8,309 1,071 4,203 4,665 0 428 0 0 195 19
Changes from: March 24, 2020 Total Change is: -522
-2 821 0 -457 -246 -233 277 -768 -100 -30 0 0 23 4
Percent of Open Interest Represented by Each Category of Trader
25.4 11.1 1.7 36.4 51.5 6.6 26.1 28.9 0.0 2.7 0.0 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 32
. . . 6 6 . . 6 0 6 0 0
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Updated April 03, 2020