Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 129,989
Positions
25,172 28,125 768 13,951 5,779 833 34,701 53,942 6,953 17,617 3,336 70 29,924 30,183
Changes from: May 20, 2014 Total Change is: 8,721
-229 6,849 -74 168 -266 266 6,362 2,270 493 118 1,098 15 1,602 -1,930
Percent of Open Interest Represented by Each Category of Trader
19.4 21.6 0.6 10.7 4.4 0.6 26.7 41.5 5.3 13.6 2.6 0.1 23.0 23.2
Number of Traders in Each Category Total Traders: 80
6 7 5 4 5 . 15 24 11 12 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 48,284
Positions
19,998 8,387 19 900 2,229 0 11,345 19,926 899 613 1,528 0 14,510 15,296
Changes from: May 20, 2014 Total Change is: -519
5,654 -88 0 0 0 0 -5,492 -2,060 -34 0 56 0 -647 1,607
Percent of Open Interest Represented by Each Category of Trader
41.4 17.4 0.0 1.9 4.6 0.0 23.5 41.3 1.9 1.3 3.2 0.0 30.1 31.7
Number of Traders in Each Category Total Traders: 43
10 . . . . 0 10 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 238,440
Positions
13,614 120,731 4,358 24,772 30,566 1,847 153,626 34,111 3,000 1,151 23,702 95 35,977 20,030
Changes from: May 20, 2014 Total Change is: 803
-332 5,468 61 -71 232 -35 1,679 -3,093 -162 -31 -2,116 91 -397 357
Percent of Open Interest Represented by Each Category of Trader
5.7 50.6 1.8 10.4 12.8 0.8 64.4 14.3 1.3 0.5 9.9 0.0 15.1 8.4
Number of Traders in Each Category Total Traders: 120
6 12 8 10 14 8 41 23 9 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 162,820
Positions
83,254 22,942 2,549 23,331 16,057 2,554 24,365 69,150 2,839 3,576 4,439 1,213 19,139 41,077
Changes from: May 20, 2014 Total Change is: -1,999
2,136 -5,324 688 2,201 -1,145 -1,216 133 4,708 -364 -468 -1,503 -18 -5,091 2,175
Percent of Open Interest Represented by Each Category of Trader
51.1 14.1 1.6 14.3 9.9 1.6 15.0 42.5 1.7 2.2 2.7 0.7 11.8 25.2
Number of Traders in Each Category Total Traders: 111
7 12 5 8 13 9 18 40 11 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 274,051
Positions
88,065 22,532 9,163 48,056 67,752 6,581 50,359 64,444 6,401 24,413 31,397 1,766 39,247 64,015
Changes from: May 20, 2014 Total Change is: 5,852
14,601 -945 1,011 343 1,501 93 -6,929 3,445 -1,357 -1,386 -45 1,153 -1,677 996
Percent of Open Interest Represented by Each Category of Trader
32.1 8.2 3.3 17.5 24.7 2.4 18.4 23.5 2.3 8.9 11.5 0.6 14.3 23.4
Number of Traders in Each Category Total Traders: 200
20 12 12 16 31 17 26 51 14 20 24 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 109,139
Positions
21,141 44,350 1,567 3,924 3,751 75 54,473 25,947 1,520 656 6,935 537 25,246 24,457
Changes from: May 20, 2014 Total Change is: 1,526
1,441 -3,499 363 -237 271 0 1,525 5,130 -323 -735 644 0 -508 -1,060
Percent of Open Interest Represented by Each Category of Trader
19.4 40.6 1.4 3.6 3.4 0.1 49.9 23.8 1.4 0.6 6.4 0.5 23.1 22.4
Number of Traders in Each Category Total Traders: 81
5 11 4 . 6 . 24 21 7 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 36,373
Positions
15,843 22,888 6,213 2,822 0 0 5,460 2,182 2,258 1,095 0 2,184 498 648
Changes from: May 20, 2014 Total Change is: 205
-343 1,135 -55 379 0 0 132 -897 62 0 0 0 30 -40
Percent of Open Interest Represented by Each Category of Trader
43.6 62.9 17.1 7.8 0.0 0.0 15.0 6.0 6.2 3.0 0.0 6.0 1.4 1.8
Number of Traders in Each Category Total Traders: 21
5 9 7 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 157,626
Positions
25,849 37,448 8,678 3,567 1,336 0 102,135 99,601 2,595 3,157 4,553 1,375 10,270 2,040
Changes from: May 20, 2014 Total Change is: 2,831
-2,235 733 1,165 1,124 -4 0 9,181 8,076 -8,282 522 112 1,011 345 20
Percent of Open Interest Represented by Each Category of Trader
16.4 23.8 5.5 2.3 0.8 0.0 64.8 63.2 1.6 2.0 2.9 0.9 6.5 1.3
Number of Traders in Each Category Total Traders: 131
10 11 . 6 . 0 51 23 7 17 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 21,599
Positions
4,292 11,440 3,297 1,465 103 0 10,384 2,288 645 120 3,055 0 1,396 771
Changes from: May 20, 2014 Total Change is: 792
17 39 121 33 -106 0 -42 -66 645 20 0 0 -2 159
Percent of Open Interest Represented by Each Category of Trader
19.9 53.0 15.3 6.8 0.5 0.0 48.1 10.6 3.0 0.6 14.1 0.0 6.5 3.6
Number of Traders in Each Category Total Traders: 23
4 6 5 . . 0 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 30,649
Positions
2,425 22,419 44 2,554 189 0 20,150 4,379 204 515 775 0 4,757 2,639
Changes from: May 20, 2014 Total Change is: 93
88 508 -9 10 -320 0 -449 95 -23 -3 -400 0 479 242
Percent of Open Interest Represented by Each Category of Trader
7.9 73.1 0.1 8.3 0.6 0.0 65.7 14.3 0.7 1.7 2.5 0.0 15.5 8.6
Number of Traders in Each Category Total Traders: 61
5 8 . 6 . 0 24 10 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 64,624
Positions
21,334 35,745 285 7,171 4,335 300 22,472 11,260 637 3,995 3,592 2 8,430 8,469
Changes from: May 20, 2014 Total Change is: 3,712
507 3,626 8 393 -50 -241 2,692 -1,032 20 -559 1,328 -6 899 59
Percent of Open Interest Represented by Each Category of Trader
33.0 55.3 0.4 11.1 6.7 0.5 34.8 17.4 1.0 6.2 5.6 0.0 13.0 13.1
Number of Traders in Each Category Total Traders: 113
18 16 . 11 . . 28 16 4 9 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 129,247
Positions
42,668 71,489 570 14,341 8,670 599 44,943 22,520 1,273 7,989 7,184 4 16,860 16,938
Changes from: May 20, 2014 Total Change is: 7,424
1,013 7,252 16 786 -99 -481 5,383 -2,064 39 -1,118 2,655 -11 1,797 117
Percent of Open Interest Represented by Each Category of Trader
33.0 55.3 0.4 11.1 6.7 0.5 34.8 17.4 1.0 6.2 5.6 0.0 13.0 13.1
Number of Traders in Each Category Total Traders: 113
18 16 . 11 . . 28 16 4 9 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 758,245
Positions
48,659 202,744 34,097 306,752 96,490 50,098 97,311 186,592 39,140 58,007 49,584 4,247 119,935 95,252
Changes from: May 20, 2014 Total Change is: 15,313
-2,885 6,712 5,426 4,787 -704 -2,548 11,287 496 -4,934 5,562 3,744 -732 -651 7,852
Percent of Open Interest Represented by Each Category of Trader
6.4 26.7 4.5 40.5 12.7 6.6 12.8 24.6 5.2 7.7 6.5 0.6 15.8 12.6
Number of Traders in Each Category Total Traders: 576
40 40 27 125 52 64 87 128 81 52 52 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 149,768
Positions
27,887 56,196 1,156 48,011 21,482 1,460 9,016 17,349 1,882 13,525 5,645 0 46,831 44,598
Changes from: May 20, 2014 Total Change is: -329
2,049 241 -2 -1,203 -119 -275 595 -3,337 687 1,234 38 0 -3,414 2,438
Percent of Open Interest Represented by Each Category of Trader
18.6 37.5 0.8 32.1 14.3 1.0 6.0 11.6 1.3 9.0 3.8 0.0 31.3 29.8
Number of Traders in Each Category Total Traders: 83
8 10 4 16 7 7 13 19 14 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,042,386
Positions
241,663 870,547 26,902 1,301,021 382,356 235,874 510,091 914,835 117,671 230,555 227,840 13,090 365,519 253,271
Changes from: May 20, 2014 Total Change is: 78,208
-8,480 48,544 10,953 29,623 -3,252 -11,040 22,403 -11,890 2,953 21,231 18,119 -3,250 13,815 27,071
Percent of Open Interest Represented by Each Category of Trader
7.9 28.6 0.9 42.8 12.6 7.8 16.8 30.1 3.9 7.6 7.5 0.4 12.0 8.3
Number of Traders in Each Category Total Traders: 557
39 40 19 119 49 60 83 128 70 48 51 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 90,402
Positions
10,090 38,702 167 44,723 37,219 1,955 19,383 5,610 891 721 2,576 0 12,472 3,282
Changes from: May 20, 2014 Total Change is: -1,610
-1,203 1,798 155 -2,252 -1,504 -133 752 -718 -941 0 0 0 2,012 -267
Percent of Open Interest Represented by Each Category of Trader
11.2 42.8 0.2 49.5 41.2 2.2 21.4 6.2 1.0 0.8 2.8 0.0 13.8 3.6
Number of Traders in Each Category Total Traders: 87
7 12 . 36 10 13 12 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 87,667
Positions
7,030 33,327 12,133 32,297 6,258 866 17,209 17,283 3,885 2,568 2,927 228 11,450 10,759
Changes from: May 20, 2014 Total Change is: -5,830
-87 2,142 -241 1,187 -1,563 -143 3,008 2,064 -5,706 451 1,121 29 -4,328 -3,533
Percent of Open Interest Represented by Each Category of Trader
8.0 38.0 13.8 36.8 7.1 1.0 19.6 19.7 4.4 2.9 3.3 0.3 13.1 12.3
Number of Traders in Each Category Total Traders: 244
19 26 11 33 17 9 53 52 15 18 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 17,636
Positions
11,272 9,260 128 3,635 0 0 226 3,148 0 725 366 0 1,650 4,734
Changes from: May 20, 2014 Total Change is: -5,072
-522 0 128 -1 0 0 -4,558 -644 0 -14 0 0 -105 -4,556
Percent of Open Interest Represented by Each Category of Trader
63.9 52.5 0.7 20.6 0.0 0.0 1.3 17.8 0.0 4.1 2.1 0.0 9.4 26.8
Number of Traders in Each Category Total Traders: 22
9 4 . . 0 0 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 350,156
Positions
35,288 176,832 3,530 143,862 31,842 3,782 101,001 86,762 3,341 9,214 12,806 1,138 49,000 30,123
Changes from: May 20, 2014 Total Change is: -3,788
-1,713 6,820 2,043 5,223 -8,528 -2 11,307 -12,987 -2,003 1,633 4,914 840 -21,116 5,115
Percent of Open Interest Represented by Each Category of Trader
10.1 50.5 1.0 41.1 9.1 1.1 28.8 24.8 1.0 2.6 3.7 0.3 14.0 8.6
Number of Traders in Each Category Total Traders: 242
20 25 5 32 18 9 55 50 14 16 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 324,620
Positions
111,245 45,500 12,489 115,095 134,891 15,651 34,970 83,441 5,995 10,637 9,445 52 18,486 17,156
Changes from: May 20, 2014 Total Change is: 3,348
6,206 14,327 1,320 1,925 -103 -855 -4,005 -11,100 -1,839 -626 504 52 1,170 1,042
Percent of Open Interest Represented by Each Category of Trader
34.3 14.0 3.8 35.5 41.6 4.8 10.8 25.7 1.8 3.3 2.9 0.0 5.7 5.3
Number of Traders in Each Category Total Traders: 254
23 12 6 52 43 26 33 60 14 17 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 61,437
Positions
4,397 16,586 119 31,738 202 143 8,795 13,945 159 5,409 19,085 328 10,349 10,870
Changes from: May 20, 2014 Total Change is: 2,973
55 66 0 -243 202 -23 2,450 1,007 -104 5 108 328 505 1,389
Percent of Open Interest Represented by Each Category of Trader
7.2 27.0 0.2 51.7 0.3 0.2 14.3 22.7 0.3 8.8 31.1 0.5 16.8 17.7
Number of Traders in Each Category Total Traders: 67
6 8 . 19 . . 13 6 . 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 115,941
Positions
16,350 8,043 1,307 22,754 1,139 35 40,255 5,153 3,004 20,445 4,842 0 11,791 92,418
Changes from: May 20, 2014 Total Change is: 5,754
-1,399 1,060 -310 -816 -60 -10 6,153 1,261 975 459 -112 0 702 2,950
Percent of Open Interest Represented by Each Category of Trader
14.1 6.9 1.1 19.6 1.0 0.0 34.7 4.4 2.6 17.6 4.2 0.0 10.2 79.7
Number of Traders in Each Category Total Traders: 84
12 10 7 9 . . 28 10 7 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 113,111
Positions
5,003 73,763 2,700 69,648 16,428 4,751 17,604 5,976 5,977 1,593 279 0 5,835 3,237
Changes from: May 20, 2014 Total Change is: 590
-2,082 2,419 -108 1,478 -605 -87 1,526 -497 -612 570 0 0 -95 80
Percent of Open Interest Represented by Each Category of Trader
4.4 65.2 2.4 61.6 14.5 4.2 15.6 5.3 5.3 1.4 0.2 0.0 5.2 2.9
Number of Traders in Each Category Total Traders: 97
6 12 . 36 16 13 15 7 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 304,900
Positions
22,692 138,298 5,900 108,582 40,680 50,157 78,994 50,294 2,582 18,750 10,969 226 17,017 5,794
Changes from: May 20, 2014 Total Change is: 8,958
-42 12,239 1,208 1,062 961 -1,718 6,877 -1,980 -602 2,727 -129 0 -554 -1,021
Percent of Open Interest Represented by Each Category of Trader
7.4 45.4 1.9 35.6 13.3 16.5 25.9 16.5 0.8 6.1 3.6 0.1 5.6 1.9
Number of Traders in Each Category Total Traders: 212
19 21 5 57 25 30 35 21 11 25 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 830,759
Positions
8,705 123,941 13,351 270,545 151,745 128,825 125,216 82,294 90,451 14,913 35,533 280 178,473 204,339
Changes from: May 20, 2014 Total Change is: 13,691
4,387 219 7,157 -15,714 -10,386 -2,446 -3,736 -29,561 54,273 -8,162 751 -625 -21,443 -5,691
Percent of Open Interest Represented by Each Category of Trader
1.0 14.9 1.6 32.6 18.3 15.5 15.1 9.9 10.9 1.8 4.3 0.0 21.5 24.6
Number of Traders in Each Category Total Traders: 163
7 19 7 32 35 39 31 24 26 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 525,443
Positions
21,439 79,815 16,252 256,800 20,711 77,898 22,357 197,825 14,712 9,338 12,167 0 106,647 106,063
Changes from: May 20, 2014 Total Change is: 21,953
-2,503 -2,078 9,996 -2,919 -10,655 3,370 1,974 -2,326 9,333 2,189 -2,935 -1,526 2,039 18,774
Percent of Open Interest Represented by Each Category of Trader
4.1 15.2 3.1 48.9 3.9 14.8 4.3 37.6 2.8 1.8 2.3 0.0 20.3 20.2
Number of Traders in Each Category Total Traders: 82
. 8 6 33 11 21 6 14 14 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,202,909
Positions
47,400 167,997 30,208 238,304 349,658 67,651 520,450 202,873 111,569 32,546 89,495 39,484 115,297 143,974
Changes from: May 20, 2014 Total Change is: 11,333
-13,328 7,421 9,039 -1,943 -17,362 -2,254 1,584 8,365 21,131 -3,424 -20,722 9,308 -8,780 -3,593
Percent of Open Interest Represented by Each Category of Trader
3.9 14.0 2.5 19.8 29.1 5.6 43.3 16.9 9.3 2.7 7.4 3.3 9.6 12.0
Number of Traders in Each Category Total Traders: 253
13 30 18 40 46 30 51 33 37 16 22 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 75,410
Positions
6,203 21,938 13,647 0 2,730 1,792 40,131 21,478 13,637 0 0 0 0 188
Changes from: May 20, 2014 Total Change is: 1,611
-294 1,196 -359 0 1,356 -150 3,077 4,096 -663 0 0 0 0 -3,865
Percent of Open Interest Represented by Each Category of Trader
8.2 29.1 18.1 0.0 3.6 2.4 53.2 28.5 18.1 0.0 0.0 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 36
5 10 9 0 . . 4 15 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,841,037
Positions
125,192 188,701 91,369 835,048 1,163,131 235,664 794,064 297,342 119,072 240,759 169,492 32,703 367,166 543,563
Changes from: May 20, 2014 Total Change is: 44,514
-11,296 28,638 24,564 -11,974 45,440 13,417 -18,961 -97,582 11,309 7,301 -31,415 3 30,151 50,140
Percent of Open Interest Represented by Each Category of Trader
4.4 6.6 3.2 29.4 40.9 8.3 27.9 10.5 4.2 8.5 6.0 1.2 12.9 19.1
Number of Traders in Each Category Total Traders: 353
22 37 34 35 83 64 53 59 53 21 43 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,199,370
Positions
116,960 142,209 54,481 781,633 800,260 223,602 503,416 252,661 116,835 90,793 173,999 24,870 286,780 410,453
Changes from: May 20, 2014 Total Change is: 15,156
-11,876 -3,240 27,489 -76,110 -3,726 17,954 13,306 -56,701 38,096 -4,570 -21,446 4,656 6,211 12,074
Percent of Open Interest Represented by Each Category of Trader
5.3 6.5 2.5 35.5 36.4 10.2 22.9 11.5 5.3 4.1 7.9 1.1 13.0 18.7
Number of Traders in Each Category Total Traders: 264
14 32 19 31 57 47 40 46 34 13 30 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 367,374
Positions
169,423 106,861 69,274 0 5,754 9,097 22,238 39,948 49,563 1,278 12,828 17,595 28,906 56,454
Changes from: May 20, 2014 Total Change is: 6,109
4,580 3,561 -2,807 0 1,601 0 462 3,667 1,466 403 -88 1,744 261 -3,035
Percent of Open Interest Represented by Each Category of Trader
46.1 29.1 18.9 0.0 1.6 2.5 6.1 10.9 13.5 0.3 3.5 4.8 7.9 15.4
Number of Traders in Each Category Total Traders: 80
12 26 31 0 4 . 13 14 15 . 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,870,550
Positions
2,195,973 2,260,519 2,176,191 2,866,008 765,288 253,804 705,476 1,993,300 2,232,212 292,271 610,532 264,265 884,350 1,314,439
Changes from: May 20, 2014 Total Change is: 198,159
36,915 -82,589 26,414 45,637 40,986 -9,343 46,294 155,033 12,257 -27,014 -54,464 -1,645 68,644 111,510
Percent of Open Interest Represented by Each Category of Trader
18.5 19.0 18.3 24.1 6.4 2.1 5.9 16.8 18.8 2.5 5.1 2.2 7.4 11.1
Number of Traders in Each Category Total Traders: 299
30 56 76 11 20 16 44 85 93 9 34 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 54,786
Positions
40,661 1,068 0 6,956 16,850 4,872 1,881 21,914 375 0 9,558 0 41 149
Changes from: May 20, 2014 Total Change is: -2,728
-525 0 0 0 -1,414 0 -2,200 -1,350 0 0 0 0 -3 36
Percent of Open Interest Represented by Each Category of Trader
74.2 1.9 0.0 12.7 30.8 8.9 3.4 40.0 0.7 0.0 17.4 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 42
8 4 0 4 8 . 4 8 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 43,604
Positions
41,107 356 0 150 16,930 2,054 224 10,566 0 0 13,643 0 69 55
Changes from: May 20, 2014 Total Change is: -1,366
-1,214 -1,121 -50 0 -222 0 -43 6 -57 0 430 0 -2 -352
Percent of Open Interest Represented by Each Category of Trader
94.3 0.8 0.0 0.3 38.8 4.7 0.5 24.2 0.0 0.0 31.3 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 43
7 . 0 . 12 . . 9 0 0 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 49,243
Positions
10,213 7,136 923 7,532 1,206 145 6,767 34,729 2,314 13,636 628 0 7,713 2,162
Changes from: May 20, 2014 Total Change is: 1,749
80 324 -8 1,064 -576 -222 24 2,357 124 591 -50 0 96 -200
Percent of Open Interest Represented by Each Category of Trader
20.7 14.5 1.9 15.3 2.4 0.3 13.7 70.5 4.7 27.7 1.3 0.0 15.7 4.4
Number of Traders in Each Category Total Traders: 134
7 . . 13 5 . 23 21 8 58 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 420,366
Positions
89,325 24,706 47,673 56,748 27,160 28,538 82,267 177,679 45,071 13,268 12,392 30,319 27,157 26,828
Changes from: May 20, 2014 Total Change is: -4,785
1,129 -2,968 -7,696 -3,703 -2,215 3,156 -3,914 3,071 1,945 2,591 -132 -868 2,575 922
Percent of Open Interest Represented by Each Category of Trader
21.2 5.9 11.3 13.5 6.5 6.8 19.6 42.3 10.7 3.2 2.9 7.2 6.5 6.4
Number of Traders in Each Category Total Traders: 208
21 11 22 8 17 11 44 56 56 21 21 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,523
Positions
452 7,598 0 7,294 233 284 7,406 7,634 756 276 0 0 55 18
Changes from: May 20, 2014 Total Change is: -53
-294 48 0 -125 156 -16 390 -242 0 0 0 0 -8 1
Percent of Open Interest Represented by Each Category of Trader
2.7 46.0 0.0 44.1 1.4 1.7 44.8 46.2 4.6 1.7 0.0 0.0 0.3 0.1
Number of Traders in Each Category Total Traders: 23
. . 0 5 . . 9 . . . 0 0
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Updated May 30, 2014