Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 137,840 Positions 29,224 4,493 7,522 29,764 29,512 6,066 7,891 37,357 17,590 12,975 1,683 803 26,004 32,813 Changes from: April 21, 2020 Total Change is: -5,055 25 -689 -734 -1,452 808 840 -2,372 920 -538 -1,033 -2,755 -3 214 -2,903 Percent of Open Interest Represented by Each Category of Trader 21.2 3.3 5.5 21.6 21.4 4.4 5.7 27.1 12.8 9.4 1.2 0.6 18.9 23.8 Number of Traders in Each Category Total Traders: 93 9 5 9 11 17 12 13 21 13 11 5 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 38,322 Positions 3,466 11,482 524 4,749 5,233 359 15,290 6,612 891 696 450 0 12,347 12,771 Changes from: April 21, 2020 Total Change is: 1,468 1,426 938 113 199 48 -1 -531 -790 39 0 0 0 223 1,121 Percent of Open Interest Represented by Each Category of Trader 9.0 30.0 1.4 12.4 13.7 0.9 39.9 17.3 2.3 1.8 1.2 0.0 32.2 33.3 Number of Traders in Each Category Total Traders: 42 4 4 . 5 7 . 10 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 194,867 Positions 55,068 14,184 6,366 39,802 62,804 5,272 31,446 35,907 30,877 6,134 8,584 511 19,392 30,362 Changes from: April 21, 2020 Total Change is: 3,652 226 -1,401 -118 -604 -3,083 555 3,913 6,288 227 383 722 218 -1,147 245 Percent of Open Interest Represented by Each Category of Trader 28.3 7.3 3.3 20.4 32.2 2.7 16.1 18.4 15.8 3.1 4.4 0.3 10.0 15.6 Number of Traders in Each Category Total Traders: 109 8 6 9 11 26 10 20 24 15 6 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 172,612 Positions 11,220 63,268 5,095 55,891 19,141 6,604 29,843 30,871 23,278 11,414 549 8 29,260 23,798 Changes from: April 21, 2020 Total Change is: 16,374 -1,265 14,664 1,834 4,296 -59 148 4,495 -1,332 1,161 429 -103 -18 5,295 80 Percent of Open Interest Represented by Each Category of Trader 6.5 36.7 3.0 32.4 11.1 3.8 17.3 17.9 13.5 6.6 0.3 0.0 17.0 13.8 Number of Traders in Each Category Total Traders: 106 4 11 6 21 17 13 18 24 17 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 608,104 Positions 37,307 295,383 14,443 324,364 91,100 24,628 48,884 72,851 46,736 26,626 6,410 6,148 78,967 50,403 Changes from: April 21, 2020 Total Change is: -430 4,838 -11,259 -2,343 -8,628 4,423 -499 1,409 1,101 1,497 -4,031 -444 4,861 2,465 2,233 Percent of Open Interest Represented by Each Category of Trader 6.1 48.6 2.4 53.3 15.0 4.1 8.0 12.0 7.7 4.4 1.1 1.0 13.0 8.3 Number of Traders in Each Category Total Traders: 264 14 11 14 86 35 42 43 35 26 22 18 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 22,091 Positions 470 9,045 0 8,261 3,368 1,626 0 3,924 0 0 0 0 11,734 4,128 Changes from: April 21, 2020 Total Change is: -80 470 0 0 136 9 0 0 -341 0 0 0 0 -686 252 Percent of Open Interest Represented by Each Category of Trader 2.1 40.9 0.0 37.4 15.2 7.4 0.0 17.8 0.0 0.0 0.0 0.0 53.1 18.7 Number of Traders in Each Category Total Traders: 20 . . 0 11 4 7 0 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 156,345 Positions 61,568 16,603 5,284 17,854 39,355 6,763 21,146 35,339 20,847 4,223 1,270 372 18,288 30,513 Changes from: April 21, 2020 Total Change is: 4,952 -547 -150 704 -1,324 1,166 679 386 1,348 1,960 1,111 287 -15 1,999 -1,027 Percent of Open Interest Represented by Each Category of Trader 39.4 10.6 3.4 11.4 25.2 4.3 13.5 22.6 13.3 2.7 0.8 0.2 11.7 19.5 Number of Traders in Each Category Total Traders: 83 7 7 9 5 20 10 11 24 14 4 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 23,774 Positions 228 18,375 0 10,219 388 41 11,690 1,049 79 379 1,821 0 1,138 2,021 Changes from: April 21, 2020 Total Change is: -301 -6 269 0 789 -399 0 -1,470 54 -13 0 -220 0 399 8 Percent of Open Interest Represented by Each Category of Trader 1.0 77.3 0.0 43.0 1.6 0.2 49.2 4.4 0.3 1.6 7.7 0.0 4.8 8.5 Number of Traders in Each Category Total Traders: 33 . 4 0 . . . 10 4 . . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 104,736 Positions 26,259 38,510 900 38,873 16,901 676 23,274 23,273 2,035 8,420 17,104 0 4,298 5,337 Changes from: April 21, 2020 Total Change is: -2,121 -7,191 2,637 0 1,418 -593 106 -3,894 -2,636 210 6,579 -870 -10 662 -965 Percent of Open Interest Represented by Each Category of Trader 25.1 36.8 0.9 37.1 16.1 0.6 22.2 22.2 1.9 8.0 16.3 0.0 4.1 5.1 Number of Traders in Each Category Total Traders: 128 5 7 . 8 21 . 29 39 13 5 14 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 26,859 Positions 7,466 1,040 3,078 880 10,602 0 10,474 6,465 978 2,356 1,355 0 1,627 3,341 Changes from: April 21, 2020 Total Change is: 4,208 -4 62 3,021 -450 761 0 737 439 492 426 -1,138 0 -14 571 Percent of Open Interest Represented by Each Category of Trader 27.8 3.9 11.5 3.3 39.5 0.0 39.0 24.1 3.6 8.8 5.0 0.0 6.1 12.4 Number of Traders in Each Category Total Traders: 52 . . . . 10 0 10 15 5 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 41,567 Positions 19,953 4,985 469 1,731 11,039 1,203 14,307 16,556 410 1,642 1,311 6 1,846 5,588 Changes from: April 21, 2020 Total Change is: 2,114 577 880 -15 -320 -9 -199 733 1,499 -141 1,260 240 0 220 -142 Percent of Open Interest Represented by Each Category of Trader 48.0 12.0 1.1 4.2 26.6 2.9 34.4 39.8 1.0 4.0 3.2 0.0 4.4 13.4 Number of Traders in Each Category Total Traders: 85 7 6 . 6 18 6 19 21 8 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 15,421 Positions 5,781 0 0 0 4,653 0 9,003 8,576 0 160 0 0 477 2,192 Changes from: April 21, 2020 Total Change is: -750 0 0 0 -450 343 -150 -415 -1,034 0 160 0 0 105 91 Percent of Open Interest Represented by Each Category of Trader 37.5 0.0 0.0 0.0 30.2 0.0 58.4 55.6 0.0 1.0 0.0 0.0 3.1 14.2 Number of Traders in Each Category Total Traders: 24 . 0 0 0 6 0 7 7 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 34,021 Positions 15,631 2,076 1,621 2,580 6,189 566 6,819 7,450 1,565 100 6,259 0 5,140 8,296 Changes from: April 21, 2020 Total Change is: 2,948 993 -1,003 327 -453 1,199 88 468 741 1,208 100 -102 -101 318 591 Percent of Open Interest Represented by Each Category of Trader 45.9 6.1 4.8 7.6 18.2 1.7 20.0 21.9 4.6 0.3 18.4 0.0 15.1 24.4 Number of Traders in Each Category Total Traders: 86 20 7 7 12 10 8 13 14 9 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 68,042 Positions 31,261 4,152 3,242 5,160 12,377 1,131 13,639 14,901 3,130 200 12,517 0 10,279 16,592 Changes from: April 21, 2020 Total Change is: 5,896 1,987 -2,006 654 -906 2,398 175 936 1,481 2,416 200 -203 -202 637 1,183 Percent of Open Interest Represented by Each Category of Trader 45.9 6.1 4.8 7.6 18.2 1.7 20.0 21.9 4.6 0.3 18.4 0.0 15.1 24.4 Number of Traders in Each Category Total Traders: 86 20 7 7 12 10 8 13 14 9 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 41,889 Positions 1,039 37,045 0 33,845 1,250 846 2,616 1,978 0 925 454 0 2,618 316 Changes from: April 21, 2020 Total Change is: -996 0 -910 0 -962 0 0 -237 -176 0 67 0 0 136 90 Percent of Open Interest Represented by Each Category of Trader 2.5 88.4 0.0 80.8 3.0 2.0 6.2 4.7 0.0 2.2 1.1 0.0 6.2 0.8 Number of Traders in Each Category Total Traders: 28 . 8 0 10 . . . . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 1,010,726 Positions 100,345 87,609 94,668 298,921 182,326 69,616 47,344 108,671 222,257 21,464 72,128 5,711 150,400 167,742 Changes from: April 21, 2020 Total Change is: -38,756 2,088 -7,332 -9,943 -2,008 -7,062 -3,314 -6,389 9,411 -19,818 -1,226 -2,986 -301 2,155 2,588 Percent of Open Interest Represented by Each Category of Trader 9.9 8.7 9.4 29.6 18.0 6.9 4.7 10.8 22.0 2.1 7.1 0.6 14.9 16.6 Number of Traders in Each Category Total Traders: 645 38 35 48 150 123 150 65 131 113 37 66 43 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 125,612 Positions 65,463 5,039 687 0 0 0 27,042 13,572 19,157 238 0 410 12,615 86,746 Changes from: April 21, 2020 Total Change is: 486 283 19 601 0 0 0 710 -856 -1,479 109 0 -455 717 2,656 Percent of Open Interest Represented by Each Category of Trader 52.1 4.0 0.5 0.0 0.0 0.0 21.5 10.8 15.3 0.2 0.0 0.3 10.0 69.1 Number of Traders in Each Category Total Traders: 32 10 . 4 0 0 0 11 7 16 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 10,146 Positions 5,629 3,339 0 2,605 1,744 0 335 3,615 71 0 0 0 1,506 1,377 Changes from: April 21, 2020 Total Change is: -545 85 -672 -1 -421 1,036 0 -211 373 71 0 0 0 -68 -1,352 Percent of Open Interest Represented by Each Category of Trader 55.5 32.9 0.0 25.7 17.2 0.0 3.3 35.6 0.7 0.0 0.0 0.0 14.8 13.6 Number of Traders in Each Category Total Traders: 24 7 4 0 6 . 0 . 4 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 4,425,570 Positions 431,707 670,146 212,608 1,494,607 911,629 348,079 243,059 617,039 873,949 107,322 361,830 25,311 688,927 404,979 Changes from: April 21, 2020 Total Change is: -196,211 15,999 -29,781 -59,694 -10,038 -35,312 -16,571 -43,023 43,810 -84,168 -5,485 -13,740 -419 7,187 -336 Percent of Open Interest Represented by Each Category of Trader 9.8 15.1 4.8 33.8 20.6 7.9 5.5 13.9 19.7 2.4 8.2 0.6 15.6 9.2 Number of Traders in Each Category Total Traders: 643 38 35 45 150 123 150 64 130 109 37 66 43 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 71,728 Positions 16,621 2,210 219 40,568 53,121 3,772 2,801 6,502 317 0 961 0 7,430 4,626 Changes from: April 21, 2020 Total Change is: -3,821 -242 -5,158 -144 -2,399 -3,841 -569 -387 5,662 245 0 0 0 -325 -16 Percent of Open Interest Represented by Each Category of Trader 23.2 3.1 0.3 56.6 74.1 5.3 3.9 9.1 0.4 0.0 1.3 0.0 10.4 6.4 Number of Traders in Each Category Total Traders: 79 11 4 . 27 26 15 5 4 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 42,947 Positions 6,776 6,965 1,138 12,884 7,426 1,108 6,802 10,414 6,364 1,976 2,880 17 5,881 6,634 Changes from: April 21, 2020 Total Change is: 105 283 1,313 192 368 -18 34 -448 -526 -528 142 -244 -14 75 -105 Percent of Open Interest Represented by Each Category of Trader 15.8 16.2 2.7 30.0 17.3 2.6 15.8 24.2 14.8 4.6 6.7 0.0 13.7 15.4 Number of Traders in Each Category Total Traders: 247 20 21 11 62 36 34 35 46 24 17 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 214,735 Positions 33,881 34,825 5,692 64,420 37,129 5,540 34,011 52,069 31,819 9,878 14,402 86 29,407 33,172 Changes from: April 21, 2020 Total Change is: 523 1,417 6,564 962 1,839 -91 172 -2,242 -2,628 -2,641 710 -1,221 -71 377 -523 Percent of Open Interest Represented by Each Category of Trader 15.8 16.2 2.7 30.0 17.3 2.6 15.8 24.2 14.8 4.6 6.7 0.0 13.7 15.4 Number of Traders in Each Category Total Traders: 247 20 21 11 62 36 34 35 46 24 17 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 541,367 Positions 143,650 60,051 8,823 227,087 238,314 52,267 61,699 105,776 11,914 19,514 41,676 53 16,361 22,493 Changes from: April 21, 2020 Total Change is: -22,494 2,334 -5,029 -4,854 -4,450 -15,677 -5,287 -10,773 1,590 -387 -910 5,455 -2 1,835 1,698 Percent of Open Interest Represented by Each Category of Trader 26.5 11.1 1.6 41.9 44.0 9.7 11.4 19.5 2.2 3.6 7.7 0.0 3.0 4.2 Number of Traders in Each Category Total Traders: 316 29 15 5 79 68 54 37 54 22 17 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 34,072 Positions 6,893 11,874 356 13,402 5,877 419 5,622 4,507 535 1,137 489 0 5,708 10,015 Changes from: April 21, 2020 Total Change is: 696 1,702 -22 60 1,340 -25 63 -1,953 -190 -6 -133 2 0 -377 814 Percent of Open Interest Represented by Each Category of Trader 20.2 34.8 1.0 39.3 17.2 1.2 16.5 13.2 1.6 3.3 1.4 0.0 16.8 29.4 Number of Traders in Each Category Total Traders: 66 6 12 . 14 8 7 10 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 502,893 Positions 36,090 306,147 783 402,376 110,616 35,101 18,966 42,344 905 1,501 1,761 0 7,171 5,236 Changes from: April 21, 2020 Total Change is: -7,528 2,999 5,073 -61 -12,167 1,565 200 1,063 -14,191 90 0 -281 0 348 77 Percent of Open Interest Represented by Each Category of Trader 7.2 60.9 0.2 80.0 22.0 7.0 3.8 8.4 0.2 0.3 0.4 0.0 1.4 1.0 Number of Traders in Each Category Total Traders: 178 12 15 4 67 48 41 14 15 4 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 1,223,472 Positions 71,114 555,548 8,047 852,013 330,027 129,403 82,796 79,599 6,864 47,000 90,886 5,759 20,476 17,339 Changes from: April 21, 2020 Total Change is: -10,961 7,946 -14,416 -2,069 -2,915 -10,376 -961 -5,009 18,506 773 -7,222 -3 224 -1,728 -2,639 Percent of Open Interest Represented by Each Category of Trader 5.8 45.4 0.7 69.6 27.0 10.6 6.8 6.5 0.6 3.8 7.4 0.5 1.7 1.4 Number of Traders in Each Category Total Traders: 409 20 26 9 151 94 82 39 44 20 18 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 146,054 Positions 53,441 102,331 42,114 7,554 0 368 39,546 0 1,119 1,600 55 18 294 49 Changes from: April 21, 2020 Total Change is: -2,014 -2,101 -262 -1,260 -795 0 0 2,531 0 -529 151 30 9 -20 -2 Percent of Open Interest Represented by Each Category of Trader 36.6 70.1 28.8 5.2 0.0 0.3 27.1 0.0 0.8 1.1 0.0 0.0 0.2 0.0 Number of Traders in Each Category Total Traders: 61 9 19 16 6 0 . 20 0 . 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 1,119,026 Positions 6,339 146,603 21,072 526,960 218,122 200,403 52,577 260,994 90,227 55,753 29,616 7,950 157,745 144,039 Changes from: April 21, 2020 Total Change is: -150,057 392 7,117 -36,558 8,971 -35,083 -17,034 1,310 24,071 -96,601 4,231 1,934 -8,317 -6,452 10,413 Percent of Open Interest Represented by Each Category of Trader 0.6 13.1 1.9 47.1 19.5 17.9 4.7 23.3 8.1 5.0 2.6 0.7 14.1 12.9 Number of Traders in Each Category Total Traders: 182 5 17 13 59 32 52 16 38 37 9 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 1,033,229 Positions 23,426 165,118 0 573,622 113,337 142,977 93,982 496,589 15,777 49,236 4,468 0 134,209 94,963 Changes from: April 21, 2020 Total Change is: -10,765 -941 -11,214 0 -21,375 -4,116 -4,776 9,038 -2,051 1,848 607 995 0 4,834 8,548 Percent of Open Interest Represented by Each Category of Trader 2.3 16.0 0.0 55.5 11.0 13.8 9.1 48.1 1.5 4.8 0.4 0.0 13.0 9.2 Number of Traders in Each Category Total Traders: 137 . 18 0 64 15 46 6 24 9 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 2,601,584 Positions 71,445 245,439 20,020 1,101,392 565,189 301,472 544,364 1,098,096 152,232 236,213 113,159 3,917 170,529 102,060 Changes from: April 21, 2020 Total Change is: -61,576 29,801 -35,111 3,710 -30,010 -4,835 -12,113 -19,991 -19,555 -2,327 -31,003 -1,201 -834 1,191 10,690 Percent of Open Interest Represented by Each Category of Trader 2.7 9.4 0.8 42.3 21.7 11.6 20.9 42.2 5.9 9.1 4.3 0.2 6.6 3.9 Number of Traders in Each Category Total Traders: 331 17 29 13 110 34 71 58 48 48 19 16 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,936,754 Positions 128,147 159,220 241,153 1,359,729 931,874 638,212 441,255 893,604 481,754 155,231 153,869 65,320 425,953 371,747 Changes from: April 21, 2020 Total Change is: -383,414 23,018 -1,826 -115,641 29,083 50,731 -52,765 -14,151 18,219 -249,074 6,349 -18,683 -19,173 8,938 4,797 Percent of Open Interest Represented by Each Category of Trader 3.3 4.0 6.1 34.5 23.7 16.2 11.2 22.7 12.2 3.9 3.9 1.7 10.8 9.4 Number of Traders in Each Category Total Traders: 370 20 31 35 97 71 107 59 59 82 21 12 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 844,662 Positions 97,978 29,071 6,673 279,146 266,437 118,208 171,377 194,213 13,693 50,934 26,503 270 106,383 189,594 Changes from: April 21, 2020 Total Change is: 54,939 -1,063 6,040 -285 3,578 16,536 -4,479 46,898 24,216 2,207 2,171 -537 42 5,870 11,200 Percent of Open Interest Represented by Each Category of Trader 11.6 3.4 0.8 33.0 31.5 14.0 20.3 23.0 1.6 6.0 3.1 0.0 12.6 22.4 Number of Traders in Each Category Total Traders: 109 6 7 5 27 36 38 18 8 10 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 2020 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 3,955,199 Positions 68,604 380,497 105,800 1,703,975 632,787 592,226 499,278 1,367,304 368,805 253,899 193,523 18,527 344,085 295,729 Changes from: April 21, 2020 Total Change is: -290,384 3,073 -28,528 -43,018 -59,850 -20,543 -26,019 -58,107 -37,415 -118,316 -8,039 -15,524 -5,878 25,769 4,856 Percent of Open Interest Represented by Each Category of Trader 1.7 9.6 2.7 43.1 16.0 15.0 12.6 34.6 9.3 6.4 4.9 0.5 8.7 7.5 Number of Traders in Each Category Total Traders: 293 11 29 18 87 39 73 38 57 61 18 14 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 1,770,891 Positions 274,295 552,338 376,348 36,667 18,770 33,280 694,633 410,978 321,033 6,428 23,061 5,224 22,984 29,859 Changes from: April 21, 2020 Total Change is: 78,327 -20,434 63,179 -13,399 -15,956 4,162 -4,777 133,585 25,663 6,915 -1,933 -758 -137 -5,537 -2,521 Percent of Open Interest Represented by Each Category of Trader 15.5 31.2 21.3 2.1 1.1 1.9 39.2 23.2 18.1 0.4 1.3 0.3 1.3 1.7 Number of Traders in Each Category Total Traders: 125 24 31 44 . 7 5 25 29 40 4 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 is27,411,918 Positions 2,145,863 1,308,491 4,888,778 549,413 130,870 1,724,461 455,053 1,703,656 16,603,825 222,476 71,176 191,699 630,350 788,962 Changes from: April 21, 2020 Total Change is: 468,241 -129,312 63,096 -133,511 -7,170 47,026 43,342 20,594 -295,862 739,461 -44,644 2,703 7,377 -27,895 -5,390 Percent of Open Interest Represented by Each Category of Trader 7.8 4.8 17.8 2.0 0.5 6.3 1.7 6.2 60.6 0.8 0.3 0.7 2.3 2.9 Number of Traders in Each Category Total Traders: 264 35 43 74 18 12 22 51 62 97 17 20 27 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 157,285 Positions 556 78,056 20,530 0 8,182 8,211 107,822 18,356 18,329 696 358 1,061 80 4,202 Changes from: April 21, 2020 Total Change is: 1,158 529 -2,743 1,025 0 0 0 -3,883 -535 3,447 246 125 -158 -48 -3 Percent of Open Interest Represented by Each Category of Trader 0.4 49.6 13.1 0.0 5.2 5.2 68.6 11.7 11.7 0.4 0.2 0.7 0.1 2.7 Number of Traders in Each Category Total Traders: 54 . 15 8 0 . . 21 10 19 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 375,030 Positions 64,384 165,457 22,496 0 46,022 964 250,808 107,690 27,962 7,954 535 433 29 3,471 Changes from: April 21, 2020 Total Change is: 9,247 -3,402 8,548 -696 0 -2,393 -526 11,877 2,826 1,413 580 35 43 -42 -3 Percent of Open Interest Represented by Each Category of Trader 17.2 44.1 6.0 0.0 12.3 0.3 66.9 28.7 7.5 2.1 0.1 0.1 0.0 0.9 Number of Traders in Each Category Total Traders: 86 . 33 12 0 5 . 13 28 25 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 6,154 Positions 53 30 0 324 35 0 2,024 3,391 417 1,235 1,784 65 2,036 432 Changes from: April 21, 2020 Total Change is: 452 15 30 0 106 -281 0 -370 362 132 478 184 55 38 -30 Percent of Open Interest Represented by Each Category of Trader 0.9 0.5 0.0 5.3 0.6 0.0 32.9 55.1 6.8 20.1 29.0 1.1 33.1 7.0 Number of Traders in Each Category Total Traders: 54 . . 0 . . 0 13 16 6 16 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 32,665 Positions 1,055 9,952 0 14,050 1,892 493 12,290 15,715 1,086 806 1,897 54 2,831 1,577 Changes from: April 21, 2020 Total Change is: 1,226 250 75 0 1,182 -39 73 442 1,252 124 -223 -301 19 -641 24 Percent of Open Interest Represented by Each Category of Trader 3.2 30.5 0.0 43.0 5.8 1.5 37.6 48.1 3.3 2.5 5.8 0.2 8.7 4.8 Number of Traders in Each Category Total Traders: 71 . . 0 8 5 4 20 17 5 9 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 210,666 Positions 50,348 29,673 22,143 51,816 7,976 15,696 17,142 79,430 20,354 5,703 1,751 7,554 19,910 26,089 Changes from: April 21, 2020 Total Change is: -1,264 2,476 1,251 1,383 -3,889 -1,612 1,168 -4,753 -13,256 857 721 172 389 384 8,384 Percent of Open Interest Represented by Each Category of Trader 23.9 14.1 10.5 24.6 3.8 7.5 8.1 37.7 9.7 2.7 0.8 3.6 9.5 12.4 Number of Traders in Each Category Total Traders: 133 10 17 21 15 7 13 19 48 40 5 6 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 19,691 Positions 4,564 3,598 270 11,341 5,515 1,381 1,430 8,892 0 508 0 0 197 35 Changes from: April 21, 2020 Total Change is: 62 0 1,842 0 1,869 -1,904 -28 -1,803 152 0 0 0 0 24 0 Percent of Open Interest Represented by Each Category of Trader 23.2 18.3 1.4 57.6 28.0 7.0 7.3 45.2 0.0 2.6 0.0 0.0 1.0 0.2 Number of Traders in Each Category Total Traders: 36 4 . . 5 7 . . 8 0 8 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 01, 2020