Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 136,657
Positions
25,507 8,305 7,713 31,486 27,974 5,241 7,964 34,354 17,744 13,766 3,222 457 26,777 31,647
Changes from: March 31, 2020 Total Change is: -14,489
454 -4,949 -732 -2,174 1,102 -4,082 -3,362 -2,755 -3,479 -915 -600 -13 -184 1,019
Percent of Open Interest Represented by Each Category of Trader
18.7 6.1 5.6 23.0 20.5 3.8 5.8 25.1 13.0 10.1 2.4 0.3 19.6 23.2
Number of Traders in Each Category Total Traders: 86
7 4 7 10 17 10 13 19 11 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 32,212
Positions
2,653 9,743 433 3,392 3,290 327 13,880 5,622 794 696 456 0 10,037 11,547
Changes from: March 31, 2020 Total Change is: -40
1,144 253 -500 -391 148 1 777 206 -621 0 0 0 -451 472
Percent of Open Interest Represented by Each Category of Trader
8.2 30.2 1.3 10.5 10.2 1.0 43.1 17.5 2.5 2.2 1.4 0.0 31.2 35.8
Number of Traders in Each Category Total Traders: 35
. . . 5 6 . 8 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 180,719
Positions
43,234 16,696 6,150 40,271 63,428 5,056 30,254 24,807 29,614 5,839 8,572 135 20,167 26,261
Changes from: March 31, 2020 Total Change is: -29,582
-3,264 369 -2,613 -1,137 -1,743 -9,309 -4,829 -5,660 -9,605 -83 -214 135 1,124 -942
Percent of Open Interest Represented by Each Category of Trader
23.9 9.2 3.4 22.3 35.1 2.8 16.7 13.7 16.4 3.2 4.7 0.1 11.2 14.5
Number of Traders in Each Category Total Traders: 106
8 5 8 12 28 11 18 22 14 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 144,816
Positions
13,592 35,466 5,180 45,958 26,122 5,213 21,714 28,868 20,801 12,436 802 13 19,910 22,352
Changes from: March 31, 2020 Total Change is: -12,536
-1,623 3,109 -2,724 -737 1,666 -1,183 1,366 -3,925 -8,178 1,179 -119 -76 -560 -1,106
Percent of Open Interest Represented by Each Category of Trader
9.4 24.5 3.6 31.7 18.0 3.6 15.0 19.9 14.4 8.6 0.6 0.0 13.7 15.4
Number of Traders in Each Category Total Traders: 112
6 9 8 25 16 13 19 24 18 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 615,155
Positions
34,240 309,683 18,447 338,701 88,217 23,027 41,908 77,209 45,276 26,616 5,048 1,034 85,905 47,214
Changes from: March 31, 2020 Total Change is: -19,600
-3,092 9,518 -5,246 -5,159 3,650 -7,258 4,309 -4,600 -12,549 330 -835 -368 9,433 -1,911
Percent of Open Interest Represented by Each Category of Trader
5.6 50.3 3.0 55.1 14.3 3.7 6.8 12.6 7.4 4.3 0.8 0.2 14.0 7.7
Number of Traders in Each Category Total Traders: 255
14 10 16 85 36 42 36 39 23 21 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 21,364
Positions
0 9,041 0 8,012 3,359 1,639 0 3,842 0 0 0 0 11,713 3,483
Changes from: March 31, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 42.3 0.0 37.5 15.7 7.7 0.0 18.0 0.0 0.0 0.0 0.0 54.8 16.3
Number of Traders in Each Category Total Traders: 20
0 . 0 11 4 7 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 154,176
Positions
61,444 13,788 4,943 17,625 45,476 5,792 23,729 34,071 18,637 3,696 1,995 625 17,686 28,849
Changes from: March 31, 2020 Total Change is: -11,569
-2,237 2,695 -669 -716 2,436 -4,177 1,883 -5,896 -4,605 614 -86 -506 -1,154 -760
Percent of Open Interest Represented by Each Category of Trader
39.9 8.9 3.2 11.4 29.5 3.8 15.4 22.1 12.1 2.4 1.3 0.4 11.5 18.7
Number of Traders in Each Category Total Traders: 84
5 8 6 6 21 12 13 22 15 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 22,849
Positions
211 17,888 0 9,638 528 41 10,982 1,600 47 1,092 1,361 0 838 1,384
Changes from: March 31, 2020 Total Change is: -18
-108 -408 0 -365 -26 0 356 697 7 209 -332 0 -117 44
Percent of Open Interest Represented by Each Category of Trader
0.9 78.3 0.0 42.2 2.3 0.2 48.1 7.0 0.2 4.8 6.0 0.0 3.7 6.1
Number of Traders in Each Category Total Traders: 34
. 4 0 . . . 11 5 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 103,482
Positions
29,032 37,397 901 34,593 16,164 444 28,942 23,483 2,210 2,614 18,060 7 4,740 4,817
Changes from: March 31, 2020 Total Change is: -834
2,114 -27 -4 -974 -46 210 -3,340 -1,730 359 472 31 -26 354 398
Percent of Open Interest Represented by Each Category of Trader
28.1 36.1 0.9 33.4 15.6 0.4 28.0 22.7 2.1 2.5 17.5 0.0 4.6 4.7
Number of Traders in Each Category Total Traders: 121
6 6 . 8 20 . 27 36 13 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 20,169
Positions
7,470 597 57 1,770 10,200 0 6,741 4,175 565 1,712 1,802 0 1,854 2,773
Changes from: March 31, 2020 Total Change is: -28,326
-26,988 -292 0 -1,039 78 0 4,461 -23,137 -4,754 49 85 0 -55 -306
Percent of Open Interest Represented by Each Category of Trader
37.0 3.0 0.3 8.8 50.6 0.0 33.4 20.7 2.8 8.5 8.9 0.0 9.2 13.7
Number of Traders in Each Category Total Traders: 44
. . . . 10 0 10 11 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 40,699
Positions
17,927 4,317 455 1,749 10,582 1,125 16,272 16,344 906 239 1,156 6 2,020 5,808
Changes from: March 31, 2020 Total Change is: 963
-327 851 -79 -850 44 169 1,872 60 -252 -72 -132 0 502 302
Percent of Open Interest Represented by Each Category of Trader
44.0 10.6 1.1 4.3 26.0 2.8 40.0 40.2 2.2 0.6 2.8 0.0 5.0 14.3
Number of Traders in Each Category Total Traders: 78
7 5 . 7 15 5 22 16 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 15,827
Positions
5,781 0 0 0 4,827 0 9,402 8,968 0 177 0 0 467 2,032
Changes from: March 31, 2020 Total Change is: 2,876
372 0 0 0 569 0 2,364 2,605 0 48 -179 0 92 -119
Percent of Open Interest Represented by Each Category of Trader
36.5 0.0 0.0 0.0 30.5 0.0 59.4 56.7 0.0 1.1 0.0 0.0 3.0 12.8
Number of Traders in Each Category Total Traders: 22
. 0 0 0 7 0 4 7 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 27,335
Positions
12,385 4,397 1,336 3,026 2,603 291 5,028 5,109 367 0 5,686 116 4,787 7,430
Changes from: March 31, 2020 Total Change is: -1,199
-2,255 -2,150 89 -740 -569 -111 2,238 216 53 0 -14 116 -590 1,171
Percent of Open Interest Represented by Each Category of Trader
45.3 16.1 4.9 11.1 9.5 1.1 18.4 18.7 1.3 0.0 20.8 0.4 17.5 27.2
Number of Traders in Each Category Total Traders: 83
20 8 6 12 7 5 17 11 7 0 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 54,670
Positions
24,769 8,794 2,671 6,052 5,205 582 10,055 10,219 734 0 11,372 232 9,574 14,861
Changes from: March 31, 2020 Total Change is: -2,397
-4,510 -4,301 179 -1,479 -1,138 -221 4,476 431 106 0 -28 232 -1,180 2,343
Percent of Open Interest Represented by Each Category of Trader
45.3 16.1 4.9 11.1 9.5 1.1 18.4 18.7 1.3 0.0 20.8 0.4 17.5 27.2
Number of Traders in Each Category Total Traders: 83
20 8 6 12 7 5 17 11 7 0 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 50,732
Positions
5,665 36,575 0 32,131 1,250 8,890 1,880 2,802 0 0 454 0 2,166 761
Changes from: March 31, 2020 Total Change is: 4,445
5,414 -3,339 0 -8,369 250 8,592 30 -1,214 0 0 0 0 -1,222 156
Percent of Open Interest Represented by Each Category of Trader
11.2 72.1 0.0 63.3 2.5 17.5 3.7 5.5 0.0 0.0 0.9 0.0 4.3 1.5
Number of Traders in Each Category Total Traders: 30
4 9 0 12 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 1,085,173
Positions
92,903 93,794 102,321 296,845 206,805 84,789 60,216 95,099 267,646 29,424 69,489 5,282 145,748 159,949
Changes from: March 31, 2020 Total Change is: 6,021
-178 -3,940 20,411 -8,491 -2,853 -4,855 1,928 2,887 -17,385 4,513 704 481 9,597 10,569
Percent of Open Interest Represented by Each Category of Trader
8.6 8.6 9.4 27.4 19.1 7.8 5.5 8.8 24.7 2.7 6.4 0.5 13.4 14.7
Number of Traders in Each Category Total Traders: 655
35 39 48 146 127 141 75 118 107 42 73 43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 121,569
Positions
60,682 2,200 888 0 0 0 16,449 7,888 28,131 0 17 705 14,715 81,741
Changes from: March 31, 2020 Total Change is: 16,179
15,448 300 -15 0 0 0 4,175 -2,976 2,224 0 -138 129 -5,781 16,655
Percent of Open Interest Represented by Each Category of Trader
49.9 1.8 0.7 0.0 0.0 0.0 13.5 6.5 23.1 0.0 0.0 0.6 12.1 67.2
Number of Traders in Each Category Total Traders: 31
10 . 4 0 0 0 10 9 16 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 9,069
Positions
3,761 3,189 0 2,908 1,465 249 546 2,856 0 0 0 0 1,605 1,310
Changes from: March 31, 2020 Total Change is: -608
-219 -435 0 -668 -123 123 0 -48 0 0 0 0 156 -125
Percent of Open Interest Represented by Each Category of Trader
41.5 35.2 0.0 32.1 16.2 2.7 6.0 31.5 0.0 0.0 0.0 0.0 17.7 14.4
Number of Traders in Each Category Total Traders: 20
4 4 0 6 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 4,818,018
Positions
402,582 699,449 265,684 1,484,227 1,034,026 423,945 305,292 522,511 1,111,115 147,121 347,362 22,887 655,166 391,040
Changes from: March 31, 2020 Total Change is: -50,792
-15,424 41,507 39,426 -42,456 -14,266 -24,274 -14,498 26,054 -94,780 22,563 4,212 1,758 76,894 -30,428
Percent of Open Interest Represented by Each Category of Trader
8.4 14.5 5.5 30.8 21.5 8.8 6.3 10.8 23.1 3.1 7.2 0.5 13.6 8.1
Number of Traders in Each Category Total Traders: 652
35 39 45 146 127 141 73 117 103 42 73 43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 79,254
Positions
20,830 7,076 371 41,591 59,358 5,287 3,438 1,627 240 0 961 0 7,497 4,334
Changes from: March 31, 2020 Total Change is: -1,723
536 87 2 -2,137 -533 -437 465 -559 -273 0 240 0 121 -250
Percent of Open Interest Represented by Each Category of Trader
26.3 8.9 0.5 52.5 74.9 6.7 4.3 2.1 0.3 0.0 1.2 0.0 9.5 5.5
Number of Traders in Each Category Total Traders: 74
11 . . 25 24 16 5 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 45,884
Positions
6,646 6,171 971 12,363 7,898 987 7,961 9,368 9,568 1,544 3,274 24 5,819 7,623
Changes from: March 31, 2020 Total Change is: -643
-556 -1,939 188 208 133 -295 833 905 -283 -859 544 -20 141 124
Percent of Open Interest Represented by Each Category of Trader
14.5 13.4 2.1 26.9 17.2 2.2 17.3 20.4 20.9 3.4 7.1 0.1 12.7 16.6
Number of Traders in Each Category Total Traders: 241
24 16 8 69 33 38 40 34 21 11 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 229,421
Positions
33,230 30,854 4,855 61,815 39,491 4,936 39,803 46,840 47,842 7,722 16,368 122 29,097 38,113
Changes from: March 31, 2020 Total Change is: -3,217
-2,781 -9,694 938 1,038 666 -1,474 4,165 4,523 -1,416 -4,295 2,718 -99 707 621
Percent of Open Interest Represented by Each Category of Trader
14.5 13.4 2.1 26.9 17.2 2.2 17.3 20.4 20.9 3.4 7.1 0.1 12.7 16.6
Number of Traders in Each Category Total Traders: 241
24 16 8 69 33 38 40 34 21 11 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 574,853
Positions
124,249 69,014 14,349 231,905 267,044 62,498 87,539 87,966 17,759 20,155 37,422 668 15,731 18,132
Changes from: March 31, 2020 Total Change is: 24,673
35,824 859 -2,478 -6,168 26,676 -3,832 -1,343 -5,000 2,141 301 4,974 283 -56 1,050
Percent of Open Interest Represented by Each Category of Trader
21.6 12.0 2.5 40.3 46.5 10.9 15.2 15.3 3.1 3.5 6.5 0.1 2.7 3.2
Number of Traders in Each Category Total Traders: 297
27 19 6 75 60 51 38 45 15 13 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 33,345
Positions
4,986 10,888 375 14,272 5,712 518 6,495 4,816 526 584 1,008 0 5,589 9,502
Changes from: March 31, 2020 Total Change is: 1,538
-926 910 110 -159 1,077 56 1,692 -2,358 508 324 365 0 -67 870
Percent of Open Interest Represented by Each Category of Trader
15.0 32.7 1.1 42.8 17.1 1.6 19.5 14.4 1.6 1.8 3.0 0.0 16.8 28.5
Number of Traders in Each Category Total Traders: 64
4 12 . 14 7 7 13 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 532,899
Positions
35,328 318,829 800 432,173 108,600 38,678 17,911 53,069 981 1,355 6,628 0 5,673 5,314
Changes from: March 31, 2020 Total Change is: 6,943
1,757 28,342 -55 6,731 -4,086 244 2,259 -19,274 64 -113 7 0 -3,944 1,701
Percent of Open Interest Represented by Each Category of Trader
6.6 59.8 0.2 81.1 20.4 7.3 3.4 10.0 0.2 0.3 1.2 0.0 1.1 1.0
Number of Traders in Each Category Total Traders: 177
11 15 5 72 40 42 11 19 5 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,305,767
Positions
59,299 651,985 8,657 933,064 332,579 126,963 77,162 56,695 5,769 69,229 93,733 5,449 20,175 23,937
Changes from: March 31, 2020 Total Change is: -36,053
-11,478 -24,069 331 11,697 -2,834 -6,014 8,313 3,287 -1,666 -22,081 30,387 53 -15,208 -35,528
Percent of Open Interest Represented by Each Category of Trader
4.5 49.9 0.7 71.5 25.5 9.7 5.9 4.3 0.4 5.3 7.2 0.4 1.5 1.8
Number of Traders in Each Category Total Traders: 402
16 27 9 156 89 80 42 35 16 19 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 149,989
Positions
18,328 105,846 42,130 11,898 0 368 74,005 1 1,365 1,429 0 4 462 275
Changes from: March 31, 2020 Total Change is: 4,871
703 13,109 -7,496 -2,060 0 0 13,117 -614 58 241 -130 0 308 -56
Percent of Open Interest Represented by Each Category of Trader
12.2 70.6 28.1 7.9 0.0 0.2 49.3 0.0 0.9 1.0 0.0 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 55
9 17 15 5 0 . 18 . 4 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 1,265,363
Positions
5,978 135,645 55,899 537,935 237,307 231,034 35,186 242,148 179,019 48,636 26,587 17,819 153,857 139,905
Changes from: March 31, 2020 Total Change is: 14,321
-8 -17,025 3,497 1,567 8,461 -4,151 9,591 11,196 8,235 405 -33 389 -5,203 3,753
Percent of Open Interest Represented by Each Category of Trader
0.5 10.7 4.4 42.5 18.8 18.3 2.8 19.1 14.1 3.8 2.1 1.4 12.2 11.1
Number of Traders in Each Category Total Traders: 181
4 17 13 58 34 54 14 38 39 7 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 1,052,389
Positions
28,323 200,929 4 609,903 114,995 149,313 72,654 479,986 15,158 47,260 1,767 0 129,774 90,237
Changes from: March 31, 2020 Total Change is: 943
-3,635 -13,672 0 18,648 16,129 -10,961 3,131 16,583 -2,504 -2,123 0 0 -1,613 -4,631
Percent of Open Interest Represented by Each Category of Trader
2.7 19.1 0.0 58.0 10.9 14.2 6.9 45.6 1.4 4.5 0.2 0.0 12.3 8.6
Number of Traders in Each Category Total Traders: 134
4 19 . 62 14 46 6 22 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,717,554
Positions
44,450 309,344 9,638 1,157,481 643,600 269,906 701,544 1,187,312 87,813 283,307 113,532 3,691 159,725 92,718
Changes from: March 31, 2020 Total Change is: -191,931
-30,838 -1,093 -68 -66,418 -26,178 -2,072 -57,834 -159,678 -3,936 -18,713 -2,788 -100 -11,953 3,982
Percent of Open Interest Represented by Each Category of Trader
1.6 11.4 0.4 42.6 23.7 9.9 25.8 43.7 3.2 10.4 4.2 0.1 5.9 3.4
Number of Traders in Each Category Total Traders: 346
14 29 8 120 32 70 61 51 50 20 19 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 4,211,789
Positions
94,914 195,769 331,912 1,362,500 746,177 696,284 461,486 915,134 643,303 135,296 222,103 90,697 395,397 370,410
Changes from: March 31, 2020 Total Change is: -63,285
7,873 -79,050 53,913 -88,962 32,322 -45,291 27,588 -25,105 -28,770 6,545 5,476 3,185 634 20,034
Percent of Open Interest Represented by Each Category of Trader
2.3 4.6 7.9 32.3 17.7 16.5 11.0 21.7 15.3 3.2 5.3 2.2 9.4 8.8
Number of Traders in Each Category Total Traders: 365
20 31 38 94 68 106 57 59 84 22 14 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 759,080
Positions
70,692 23,116 5,248 316,671 250,200 121,113 86,228 143,468 8,308 49,929 27,100 168 100,723 180,359
Changes from: March 31, 2020 Total Change is: 3,530
-5,276 -25,154 73 -16,370 -11,750 5,888 22,045 33,033 -7,030 14 -2,631 0 4,186 11,101
Percent of Open Interest Represented by Each Category of Trader
9.3 3.0 0.7 41.7 33.0 16.0 11.4 18.9 1.1 6.6 3.6 0.0 13.3 23.8
Number of Traders in Each Category Total Traders: 101
4 4 . 27 37 39 13 10 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 4,321,715
Positions
66,774 481,186 129,532 1,886,799 638,306 577,850 629,208 1,532,308 461,449 249,261 208,999 16,422 304,421 275,665
Changes from: March 31, 2020 Total Change is: -235,414
-23,217 9,881 -1,403 -82,317 22,391 -31,357 11,808 -113,676 -123,077 6,511 2,537 -4,705 12,342 3,995
Percent of Open Interest Represented by Each Category of Trader
1.5 11.1 3.0 43.7 14.8 13.4 14.6 35.5 10.7 5.8 4.8 0.4 7.0 6.4
Number of Traders in Each Category Total Traders: 306
14 30 20 89 47 77 32 60 62 17 17 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 1,572,060
Positions
279,071 441,152 380,725 74,827 15,760 37,942 450,015 323,987 309,477 6,563 24,312 5,559 27,881 33,146
Changes from: March 31, 2020 Total Change is: -125,498
-33,708 15,037 -42,774 24,833 -8,770 -15,960 65,095 61,569 -113,762 4,917 -4,687 -7,001 -7,138 -9,150
Percent of Open Interest Represented by Each Category of Trader
17.8 28.1 24.2 4.8 1.0 2.4 28.6 20.6 19.7 0.4 1.5 0.4 1.8 2.1
Number of Traders in Each Category Total Traders: 121
22 31 43 4 4 4 24 28 39 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 is27,838,752
Positions
2,417,876 1,168,270 5,193,383 505,059 101,687 1,695,692 388,074 2,052,233 16,552,422 210,296 65,518 187,285 688,665 822,262
Changes from: March 31, 2020 Total Change is: -258,087
-80,579 -87,094 -13,068 50,774 6,871 19,522 -68,427 8,869 -236,072 16,213 -2,073 4,247 49,303 40,712
Percent of Open Interest Represented by Each Category of Trader
8.7 4.2 18.7 1.8 0.4 6.1 1.4 7.4 59.5 0.8 0.2 0.7 2.5 3.0
Number of Traders in Each Category Total Traders: 267
38 40 74 19 12 21 57 56 103 24 17 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 159,135
Positions
160 85,313 17,614 0 8,462 7,931 115,554 19,639 16,258 475 269 1,072 70 2,576
Changes from: March 31, 2020 Total Change is: -6,573
133 -3,864 359 0 280 -280 -4,966 -1,501 -1,785 -63 181 24 5 13
Percent of Open Interest Represented by Each Category of Trader
0.1 53.6 11.1 0.0 5.3 5.0 72.6 12.3 10.2 0.3 0.2 0.7 0.0 1.6
Number of Traders in Each Category Total Traders: 47
. 13 6 0 . . 12 15 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 316,356
Positions
59,526 130,236 22,200 2,067 48,096 1,331 200,333 84,982 26,533 3,874 167 381 111 2,430
Changes from: March 31, 2020 Total Change is: -54,735
4,068 -23,800 -1,035 -5,608 -8,389 -1,284 -33,969 -9,213 -10,273 -6,647 -86 44 -31 -699
Percent of Open Interest Represented by Each Category of Trader
18.8 41.2 7.0 0.7 15.2 0.4 63.3 26.9 8.4 1.2 0.1 0.1 0.0 0.8
Number of Traders in Each Category Total Traders: 87
7 27 13 . 5 . 15 27 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 67,144
Positions
4,321 5,686 0 764 2,430 0 719 20,917 37,041 24,266 500 0 33 570
Changes from: March 31, 2020 Total Change is: 3,147
0 399 0 0 -774 0 22 2,975 624 2,500 -51 0 1 -26
Percent of Open Interest Represented by Each Category of Trader
6.4 8.5 0.0 1.1 3.6 0.0 1.1 31.2 55.2 36.1 0.7 0.0 0.0 0.8
Number of Traders in Each Category Total Traders: 22
. . 0 . 5 0 . 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 5,491
Positions
36 0 0 221 204 0 2,452 3,652 292 674 934 32 1,784 377
Changes from: March 31, 2020 Total Change is: 1,509
0 0 0 48 -44 0 963 1,045 228 -230 481 -7 507 -194
Percent of Open Interest Represented by Each Category of Trader
0.7 0.0 0.0 4.0 3.7 0.0 44.7 66.5 5.3 12.3 17.0 0.6 32.5 6.9
Number of Traders in Each Category Total Traders: 55
. 0 0 . . 0 16 17 7 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 28,737
Positions
691 9,577 0 13,527 1,692 461 9,109 12,946 944 909 1,228 14 3,082 1,875
Changes from: March 31, 2020 Total Change is: -278
-92 392 0 266 -35 48 44 -1,117 62 -390 183 -13 -203 202
Percent of Open Interest Represented by Each Category of Trader
2.4 33.3 0.0 47.1 5.9 1.6 31.7 45.0 3.3 3.2 4.3 0.0 10.7 6.5
Number of Traders in Each Category Total Traders: 63
. . 0 7 4 4 17 13 4 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 250,688
Positions
43,690 27,555 32,591 63,373 11,450 14,364 28,105 96,463 35,694 4,365 1,769 7,663 20,843 23,139
Changes from: March 31, 2020 Total Change is: 15,684
4,061 -3,985 3,771 8,588 -6,258 4,054 -8,595 10,655 6,662 -5,156 361 849 1,450 -425
Percent of Open Interest Represented by Each Category of Trader
17.4 11.0 13.0 25.3 4.6 5.7 11.2 38.5 14.2 1.7 0.7 3.1 8.3 9.2
Number of Traders in Each Category Total Traders: 142
10 18 22 19 8 15 24 44 44 5 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 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 16,381
Positions
4,092 1,756 314 5,642 6,849 1,071 4,606 6,375 0 448 0 0 208 16
Changes from: March 31, 2020 Total Change is: 247
0 -40 40 -229 -1,460 0 403 1,710 0 20 0 0 13 -3
Percent of Open Interest Represented by Each Category of Trader
25.0 10.7 1.9 34.4 41.8 6.5 28.1 38.9 0.0 2.7 0.0 0.0 1.3 0.1
Number of Traders in Each Category Total Traders: 34
. . . 6 6 . . 8 0 6 0 0
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Updated April 10, 2020