Traders in Financial Futures - Options and Futures Combined Positions as of July 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 132,272 Positions 16,540 22,034 2,390 40,931 21,495 4,090 19,684 44,296 10,038 12,419 749 324 25,856 26,856 Changes from: June 30, 2020 Total Change is: -1,519 2,577 -186 -666 -1,608 1,527 -1,821 2,819 -97 -1,985 95 -26 -14 -916 1,750 Percent of Open Interest Represented by Each Category of Trader 12.5 16.7 1.8 30.9 16.3 3.1 14.9 33.5 7.6 9.4 0.6 0.2 19.5 20.3 Number of Traders in Each Category Total Traders: 96 6 8 8 15 15 10 15 25 14 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 46,756 Positions 0 18,562 657 11,943 5,500 285 15,459 8,942 1,156 0 487 0 17,256 11,168 Changes from: June 30, 2020 Total Change is: 3,585 0 1,507 -33 2,179 100 -2 -617 1,240 59 0 0 0 1,999 714 Percent of Open Interest Represented by Each Category of Trader 0.0 39.7 1.4 25.5 11.8 0.6 33.1 19.1 2.5 0.0 1.0 0.0 36.9 23.9 Number of Traders in Each Category Total Traders: 40 0 8 . 8 7 . 8 8 5 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 204,565 Positions 71,594 6,608 4,507 39,782 79,650 5,693 37,435 49,302 21,415 3,511 6,414 291 20,336 30,686 Changes from: June 30, 2020 Total Change is: -9,940 -9,395 236 -1,114 1,331 -1,451 -2,215 5,779 -78 -3,764 -733 0 206 -35 -1,760 Percent of Open Interest Represented by Each Category of Trader 35.0 3.2 2.2 19.4 38.9 2.8 18.3 24.1 10.5 1.7 3.1 0.1 9.9 15.0 Number of Traders in Each Category Total Traders: 113 11 . 8 13 33 12 17 28 18 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 154,401 Positions 7,594 58,557 4,745 66,977 17,843 10,228 15,557 25,879 13,113 11,828 1,302 2 24,358 22,732 Changes from: June 30, 2020 Total Change is: -5,101 2,621 -4,151 -2,117 1,833 -3,841 679 -1,269 7,214 -6,078 -8 782 -1 -760 2,411 Percent of Open Interest Represented by Each Category of Trader 4.9 37.9 3.1 43.4 11.6 6.6 10.1 16.8 8.5 7.7 0.8 0.0 15.8 14.7 Number of Traders in Each Category Total Traders: 100 6 8 5 24 18 15 14 21 17 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 646,323 Positions 25,755 356,371 25,005 358,628 84,682 18,580 44,949 75,760 34,951 41,771 6,311 3,072 93,611 41,592 Changes from: June 30, 2020 Total Change is: 2,726 -860 19,582 -1,711 3,726 -7,913 -1,385 4,612 1,784 -6,558 3,248 134 -129 1,782 -1,079 Percent of Open Interest Represented by Each Category of Trader 4.0 55.1 3.9 55.5 13.1 2.9 7.0 11.7 5.4 6.5 1.0 0.5 14.5 6.4 Number of Traders in Each Category Total Traders: 280 10 13 13 96 34 44 46 33 28 33 15 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 23,701 Positions 885 9,517 32 8,136 2,733 1,974 0 4,508 436 0 0 0 12,238 4,501 Changes from: June 30, 2020 Total Change is: -340 440 -134 0 -1,448 394 333 0 -1,377 436 0 0 0 -101 8 Percent of Open Interest Represented by Each Category of Trader 3.7 40.2 0.1 34.3 11.5 8.3 0.0 19.0 1.8 0.0 0.0 0.0 51.6 19.0 Number of Traders in Each Category Total Traders: 23 . . . 10 5 8 0 4 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 117,499 Positions 7,834 30,620 2,363 32,847 30,330 4,066 38,862 21,022 7,885 0 1,028 68 23,574 20,118 Changes from: June 30, 2020 Total Change is: -156 -1,035 6,644 -171 245 -1,456 -2,631 3,621 3,509 -3,216 0 384 -17 3,047 -3,203 Percent of Open Interest Represented by Each Category of Trader 6.7 26.1 2.0 28.0 25.8 3.5 33.1 17.9 6.7 0.0 0.9 0.1 20.1 17.1 Number of Traders in Each Category Total Traders: 76 4 8 5 12 10 9 15 22 14 0 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 23,446 Positions 112 19,028 0 16,587 342 41 5,321 1,450 71 138 1,151 0 1,176 1,363 Changes from: June 30, 2020 Total Change is: -832 -46 0 0 -609 -210 0 -109 -174 -12 0 -436 0 -56 0 Percent of Open Interest Represented by Each Category of Trader 0.5 81.2 0.0 70.7 1.5 0.2 22.7 6.2 0.3 0.6 4.9 0.0 5.0 5.8 Number of Traders in Each Category Total Traders: 36 . 5 0 6 . . 12 5 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 123,021 Positions 0 57,555 509 83,400 5,535 691 29,856 35,034 854 2,846 18,907 106 4,759 3,830 Changes from: June 30, 2020 Total Change is: 785 0 -377 0 2,374 -1,524 94 -2,822 2,456 261 423 377 4 451 -506 Percent of Open Interest Represented by Each Category of Trader 0.0 46.8 0.4 67.8 4.5 0.6 24.3 28.5 0.7 2.3 15.4 0.1 3.9 3.1 Number of Traders in Each Category Total Traders: 125 0 8 . 14 16 . 30 34 11 10 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 22,285 Positions 6,513 407 537 3,906 12,696 0 6,625 4,831 79 2,528 661 0 2,097 3,074 Changes from: June 30, 2020 Total Change is: -5,050 -2,488 -743 -822 199 -93 0 573 -671 -2,282 -134 -261 -101 5 -77 Percent of Open Interest Represented by Each Category of Trader 29.2 1.8 2.4 17.5 57.0 0.0 29.7 21.7 0.4 11.3 3.0 0.0 9.4 13.8 Number of Traders in Each Category Total Traders: 42 . . . 7 5 0 8 12 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 31,234 Positions 7,084 4,367 0 8,559 6,668 725 10,437 13,670 695 340 1,129 6 3,388 3,974 Changes from: June 30, 2020 Total Change is: 357 902 -539 0 553 1,319 -148 -670 -1,118 378 -450 26 0 -209 439 Percent of Open Interest Represented by Each Category of Trader 22.7 14.0 0.0 27.4 21.3 2.3 33.4 43.8 2.2 1.1 3.6 0.0 10.8 12.7 Number of Traders in Each Category Total Traders: 79 8 4 . 12 10 6 26 15 5 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 10,947 Positions 0 0 0 5,130 1,462 0 5,291 8,271 24 0 174 0 502 1,016 Changes from: June 30, 2020 Total Change is: -710 0 0 0 -553 130 0 -253 -823 1 0 20 0 95 -38 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 46.9 13.4 0.0 48.3 75.6 0.2 0.0 1.6 0.0 4.6 9.3 Number of Traders in Each Category Total Traders: 25 0 0 0 . 4 0 9 9 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 36,086 Positions 14,756 5,389 638 5,367 3,928 1,050 7,306 3,310 257 246 14,110 104 6,364 7,301 Changes from: June 30, 2020 Total Change is: -1,560 -275 -209 269 170 -572 -94 -1,291 -228 -221 -104 83 104 -118 -691 Percent of Open Interest Represented by Each Category of Trader 40.9 14.9 1.8 14.9 10.9 2.9 20.2 9.2 0.7 0.7 39.1 0.3 17.6 20.2 Number of Traders in Each Category Total Traders: 83 21 10 4 12 8 8 15 11 7 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 72,171 Positions 29,512 10,778 1,275 10,734 7,855 2,099 14,612 6,620 514 491 28,220 207 12,727 14,603 Changes from: June 30, 2020 Total Change is: -3,119 -549 -418 537 340 -1,143 -188 -2,581 -456 -442 -207 165 207 -236 -1,381 Percent of Open Interest Represented by Each Category of Trader 40.9 14.9 1.8 14.9 10.9 2.9 20.2 9.2 0.7 0.7 39.1 0.3 17.6 20.2 Number of Traders in Each Category Total Traders: 83 21 10 4 12 8 8 15 11 7 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 36,961 Positions 7,965 20,055 21 21,711 9,610 2,497 1,739 3,244 0 1,080 421 0 1,948 1,113 Changes from: June 30, 2020 Total Change is: 590 -350 255 0 861 33 -80 176 270 0 0 0 0 -17 112 Percent of Open Interest Represented by Each Category of Trader 21.5 54.3 0.1 58.7 26.0 6.8 4.7 8.8 0.0 2.9 1.1 0.0 5.3 3.0 Number of Traders in Each Category Total Traders: 28 6 4 . 10 . . . . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 691,121 Positions 86,136 47,019 35,596 246,925 158,425 67,861 40,753 100,011 119,473 21,574 76,646 3,476 69,327 82,614 Changes from: June 30, 2020 Total Change is: 3,487 -1,789 -1,305 6,206 -928 -8,230 -2,411 -2,486 -1,743 7,302 -2,584 1,786 521 -343 1,362 Percent of Open Interest Represented by Each Category of Trader 12.5 6.8 5.2 35.7 22.9 9.8 5.9 14.5 17.3 3.1 11.1 0.5 10.0 12.0 Number of Traders in Each Category Total Traders: 616 34 33 41 144 110 141 74 118 106 45 58 35 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 30,807 Positions 2,813 4,470 16 0 0 0 1,684 2,411 14,745 23 0 104 11,422 9,061 Changes from: June 30, 2020 Total Change is: 2,182 610 2,000 12 0 0 0 479 -1,657 772 5 0 -28 331 1,082 Percent of Open Interest Represented by Each Category of Trader 9.1 14.5 0.1 0.0 0.0 0.0 5.5 7.8 47.9 0.1 0.0 0.3 37.1 29.4 Number of Traders in Each Category Total Traders: 23 . . . 0 0 0 7 10 16 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 3,301,570 Positions 453,029 249,156 141,488 1,234,627 792,125 339,304 200,941 493,599 518,047 107,756 383,231 16,856 289,521 367,765 Changes from: June 30, 2020 Total Change is: 6,527 1,056 -3,475 17,918 -4,639 -41,149 -12,057 -12,311 2,086 30,137 -12,945 8,929 2,742 -3,373 1,397 Percent of Open Interest Represented by Each Category of Trader 13.7 7.5 4.3 37.4 24.0 10.3 6.1 15.0 15.7 3.3 11.6 0.5 8.8 11.1 Number of Traders in Each Category Total Traders: 611 34 33 39 144 110 141 73 115 101 44 58 34 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 62,850 Positions 12,043 5,438 11 39,483 46,021 1,003 1,537 4,009 216 0 1,029 19 8,538 5,104 Changes from: June 30, 2020 Total Change is: -651 -232 1,356 -2 630 -1,230 -215 -679 -902 11 0 0 0 -164 331 Percent of Open Interest Represented by Each Category of Trader 19.2 8.7 0.0 62.8 73.2 1.6 2.4 6.4 0.3 0.0 1.6 0.0 13.6 8.1 Number of Traders in Each Category Total Traders: 69 6 5 . 27 20 13 5 4 . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 48,117 Positions 4,513 11,453 713 16,565 4,468 1,064 11,036 14,798 5,531 1,652 2,452 76 6,967 7,563 Changes from: June 30, 2020 Total Change is: 5,038 1,632 405 30 -123 -518 -59 1,734 3,575 1,138 182 -198 63 441 602 Percent of Open Interest Represented by Each Category of Trader 9.4 23.8 1.5 34.4 9.3 2.2 22.9 30.8 11.5 3.4 5.1 0.2 14.5 15.7 Number of Traders in Each Category Total Traders: 272 19 24 8 73 32 39 51 42 28 14 17 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 240,585 Positions 22,564 57,263 3,564 82,823 22,339 5,320 55,178 73,988 27,657 8,261 12,258 382 34,835 37,814 Changes from: June 30, 2020 Total Change is: 25,190 8,160 2,026 152 -616 -2,590 -296 8,669 17,874 5,692 908 -989 314 2,206 3,008 Percent of Open Interest Represented by Each Category of Trader 9.4 23.8 1.5 34.4 9.3 2.2 22.9 30.8 11.5 3.4 5.1 0.2 14.5 15.7 Number of Traders in Each Category Total Traders: 272 19 24 8 73 32 39 51 42 28 14 17 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 536,676 Positions 94,716 41,655 971 261,426 225,395 56,574 79,084 115,681 10,382 10,548 63,226 60 22,915 22,732 Changes from: June 30, 2020 Total Change is: -7,113 13,368 -1,356 -8,060 1,564 842 -4,217 -8,826 1,714 1,205 -4,154 717 47 1,960 1,995 Percent of Open Interest Represented by Each Category of Trader 17.6 7.8 0.2 48.7 42.0 10.5 14.7 21.6 1.9 2.0 11.8 0.0 4.3 4.2 Number of Traders in Each Category Total Traders: 331 32 19 4 84 62 51 42 61 25 11 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 36,179 Positions 6,068 12,009 335 15,158 4,452 312 6,043 7,214 9 1,691 200 0 6,563 11,648 Changes from: June 30, 2020 Total Change is: 1,642 -550 251 28 443 318 -46 1,509 -1,414 7 227 0 0 24 2,498 Percent of Open Interest Represented by Each Category of Trader 16.8 33.2 0.9 41.9 12.3 0.9 16.7 19.9 0.0 4.7 0.6 0.0 18.1 32.2 Number of Traders in Each Category Total Traders: 56 7 8 . 11 8 6 11 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 442,417 Positions 44,899 258,188 4,882 336,817 132,527 27,404 18,394 10,332 945 1,449 1,611 0 7,627 6,528 Changes from: June 30, 2020 Total Change is: -8,323 -2,852 -9,728 -577 937 914 -860 -5,458 1,265 37 -136 -485 0 586 1,111 Percent of Open Interest Represented by Each Category of Trader 10.1 58.4 1.1 76.1 30.0 6.2 4.2 2.3 0.2 0.3 0.4 0.0 1.7 1.5 Number of Traders in Each Category Total Traders: 169 15 11 5 64 46 43 12 13 4 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,203,655 Positions 59,955 582,890 10,506 830,219 304,389 127,008 99,296 67,382 6,951 30,756 93,515 2,634 36,330 8,380 Changes from: June 30, 2020 Total Change is: 15,215 -4,045 4,341 -991 20,726 20,784 983 -5,171 7,562 -430 -656 1,611 60 4,739 -18,705 Percent of Open Interest Represented by Each Category of Trader 5.0 48.4 0.9 69.0 25.3 10.6 8.2 5.6 0.6 2.6 7.8 0.2 3.0 0.7 Number of Traders in Each Category Total Traders: 420 21 20 8 167 73 83 61 33 18 32 13 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 156,077 Positions 38,357 113,542 35,491 25,790 0 986 44,706 29 5,771 4,545 65 148 283 45 Changes from: June 30, 2020 Total Change is: -530 -100 -1,247 18 -7 0 500 -1,178 0 200 250 0 0 -213 -1 Percent of Open Interest Represented by Each Category of Trader 24.6 72.7 22.7 16.5 0.0 0.6 28.6 0.0 3.7 2.9 0.0 0.1 0.2 0.0 Number of Traders in Each Category Total Traders: 80 10 19 19 14 0 . 25 . 4 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 1,159,652 Positions 2,274 127,015 23,519 554,011 198,510 208,418 50,483 346,438 81,498 62,651 23,999 9,011 167,787 141,244 Changes from: June 30, 2020 Total Change is: 24,994 -791 8,833 4,333 14,218 -2,783 -1,995 2,903 3,069 11,474 39 -4,955 2,639 -7,826 4,379 Percent of Open Interest Represented by Each Category of Trader 0.2 11.0 2.0 47.8 17.1 18.0 4.4 29.9 7.0 5.4 2.1 0.8 14.5 12.2 Number of Traders in Each Category Total Traders: 177 . 18 14 60 30 52 13 36 39 10 7 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 1,057,194 Positions 25,637 146,203 351 587,127 140,935 175,213 62,941 475,915 7,778 47,593 14,457 0 150,554 96,342 Changes from: June 30, 2020 Total Change is: 16,291 337 7,066 32 12,928 -1,460 3,785 1,642 3,671 -759 290 -50 0 -1,964 4,006 Percent of Open Interest Represented by Each Category of Trader 2.4 13.8 0.0 55.5 13.3 16.6 6.0 45.0 0.7 4.5 1.4 0.0 14.2 9.1 Number of Traders in Each Category Total Traders: 138 . 14 . 66 17 52 4 26 7 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 2,110,163 Positions 48,855 235,056 13,025 1,027,082 495,515 247,830 350,686 908,690 38,966 200,120 75,442 1,067 182,533 94,573 Changes from: June 30, 2020 Total Change is: -35,978 -3,938 -6,311 3,492 3,533 21,634 -303 -21,416 -34,119 -19,024 2,117 -817 -41 -398 -490 Percent of Open Interest Represented by Each Category of Trader 2.3 11.1 0.6 48.7 23.5 11.7 16.6 43.1 1.8 9.5 3.6 0.1 8.7 4.5 Number of Traders in Each Category Total Traders: 297 10 30 9 109 29 67 47 44 31 19 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 3,905,418 Positions 181,745 322,293 157,293 1,490,652 1,024,637 623,742 498,953 946,487 302,663 202,423 103,678 37,841 410,106 386,785 Changes from: June 30, 2020 Total Change is: -11,106 16,439 12,309 -6,606 -2,346 29,720 -15,347 -7,722 -30,970 -5,388 -1,644 -5,509 441 11,067 10,245 Percent of Open Interest Represented by Each Category of Trader 4.7 8.3 4.0 38.2 26.2 16.0 12.8 24.2 7.7 5.2 2.7 1.0 10.5 9.9 Number of Traders in Each Category Total Traders: 387 21 39 43 104 72 106 50 68 77 20 13 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 973,672 Positions 65,197 49,637 7,350 293,628 322,736 118,173 329,585 259,857 16,382 34,632 10,640 0 108,725 188,897 Changes from: June 30, 2020 Total Change is: 3,306 -468 16,206 -518 -7,902 8,236 -6,072 14,663 -4,391 -5,710 53 -330 0 9,260 -4,115 Percent of Open Interest Represented by Each Category of Trader 6.7 5.1 0.8 30.2 33.1 12.1 33.8 26.7 1.7 3.6 1.1 0.0 11.2 19.4 Number of Traders in Each Category Total Traders: 109 . 8 5 26 42 39 17 10 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 3,641,758 Positions 102,162 325,214 43,642 1,775,606 696,309 517,088 434,553 1,433,814 157,449 281,421 168,064 12,986 316,851 287,192 Changes from: June 30, 2020 Total Change is: -97,680 8,107 -30,419 -2,170 -37,414 -21,223 3,280 -43,141 -18,212 -29,287 -6,676 3,337 405 9,215 -3,393 Percent of Open Interest Represented by Each Category of Trader 2.8 8.9 1.2 48.8 19.1 14.2 11.9 39.4 4.3 7.7 4.6 0.4 8.7 7.9 Number of Traders in Each Category Total Traders: 311 12 28 16 90 52 88 36 62 58 15 16 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 1,678,801 Positions 223,398 278,032 394,283 5,500 16,263 35,033 707,074 622,341 262,767 5,304 10,958 40 45,402 59,084 Changes from: June 30, 2020 Total Change is: -114,432 -11,812 -76,324 -17,197 0 5,508 -7,453 -86,741 -35,048 -3,246 -401 -3,493 -1,778 14,196 24,599 Percent of Open Interest Represented by Each Category of Trader 13.3 16.6 23.5 0.3 1.0 2.1 42.1 37.1 15.7 0.3 0.7 0.0 2.7 3.5 Number of Traders in Each Category Total Traders: 108 23 21 38 . 5 4 23 27 37 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 is22,454,399 Positions 1,835,992 1,543,928 4,370,182 700,164 262,678 1,167,295 649,644 1,430,967 12,521,909 219,142 115,407 228,605 761,466 813,427 Changes from: June 30, 2020 Total Change is: 202,950 -43,369 -94,434 133,672 -60,468 -21,194 26,317 3,211 14,753 73,003 -2,729 -6,459 1,673 71,640 75,620 Percent of Open Interest Represented by Each Category of Trader 8.2 6.9 19.5 3.1 1.2 5.2 2.9 6.4 55.8 1.0 0.5 1.0 3.4 3.6 Number of Traders in Each Category Total Traders: 256 32 42 71 16 13 23 53 57 92 19 15 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 150,966 Positions 19,265 46,761 19,751 94 7,293 8,211 86,020 51,483 15,809 200 115 1,468 148 74 Changes from: June 30, 2020 Total Change is: -302 -69 1,280 -560 94 28 0 961 -323 -933 -100 -73 323 -18 -45 Percent of Open Interest Represented by Each Category of Trader 12.8 31.0 13.1 0.1 4.8 5.4 57.0 34.1 10.5 0.1 0.1 1.0 0.1 0.0 Number of Traders in Each Category Total Traders: 57 7 13 8 . . . 13 17 21 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 205,909 Positions 33,550 97,065 11,833 0 2,986 2,948 136,761 73,424 17,052 3,169 0 446 150 155 Changes from: June 30, 2020 Total Change is: -93,128 -23,570 -27,915 -8,348 0 -10,816 -397 -54,693 -38,301 -6,558 616 -46 -277 99 -470 Percent of Open Interest Represented by Each Category of Trader 16.3 47.1 5.7 0.0 1.5 1.4 66.4 35.7 8.3 1.5 0.0 0.2 0.1 0.1 Number of Traders in Each Category Total Traders: 77 7 26 12 0 4 . 12 25 21 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 70,739 Positions 0 24,064 0 1,516 2,380 0 0 20,034 23,021 46,181 500 0 21 740 Changes from: June 30, 2020 Total Change is: -121 0 -2,067 0 0 46 0 0 675 1,080 -1,204 0 0 3 145 Percent of Open Interest Represented by Each Category of Trader 0.0 34.0 0.0 2.1 3.4 0.0 0.0 28.3 32.5 65.3 0.7 0.0 0.0 1.0 Number of Traders in Each Category Total Traders: 21 0 . 0 . 5 0 0 4 . 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 8,635 Positions 0 523 0 626 203 30 3,218 5,706 523 2,132 1,048 1 2,105 601 Changes from: June 30, 2020 Total Change is: 512 0 30 0 264 123 0 182 403 -8 -123 31 0 197 -67 Percent of Open Interest Represented by Each Category of Trader 0.0 6.1 0.0 7.2 2.4 0.3 37.3 66.1 6.1 24.7 12.1 0.0 24.4 7.0 Number of Traders in Each Category Total Traders: 64 0 . 0 . . . 16 19 7 18 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 22,898 Positions 804 0 0 5,834 2,923 576 9,575 14,180 1,430 2,215 791 11 2,453 2,987 Changes from: June 30, 2020 Total Change is: 3,428 61 0 0 -57 228 -98 2,430 2,152 792 367 -80 -2 -66 435 Percent of Open Interest Represented by Each Category of Trader 3.5 0.0 0.0 25.5 12.8 2.5 41.8 61.9 6.2 9.7 3.5 0.0 10.7 13.0 Number of Traders in Each Category Total Traders: 66 . 0 0 9 5 . 15 18 6 10 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 271,999 Positions 41,205 39,169 13,394 105,895 31,041 15,435 20,536 92,421 38,985 6,166 2,621 11,890 18,493 27,043 Changes from: June 30, 2020 Total Change is: 15,308 -5,151 6,181 -1,493 8,552 7,825 -96 14,150 -2,020 -415 -1,311 203 2,166 -1,094 2,957 Percent of Open Interest Represented by Each Category of Trader 15.1 14.4 4.9 38.9 11.4 5.7 7.6 34.0 14.3 2.3 1.0 4.4 6.8 9.9 Number of Traders in Each Category Total Traders: 143 6 16 16 11 20 16 18 48 36 8 8 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 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 22,754 Positions 3,904 736 50 16,949 5,601 738 281 15,601 0 593 0 0 239 28 Changes from: June 30, 2020 Total Change is: 560 -260 0 0 495 0 123 220 708 0 0 0 0 -18 -271 Percent of Open Interest Represented by Each Category of Trader 17.2 3.2 0.2 74.5 24.6 3.2 1.2 68.6 0.0 2.6 0.0 0.0 1.1 0.1 Number of Traders in Each Category Total Traders: 37 . . . 7 6 . . 9 0 9 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 10, 2020