Traders in Financial Futures - Futures Only Positions as of June 3, 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 130,275 Positions 25,426 27,730 1,457 13,893 4,788 1,502 34,212 55,288 6,148 18,917 1,783 109 28,611 31,470 Changes from: May 27, 2014 Total Change is: 286 254 -395 689 -58 -991 669 -489 1,346 -805 1,300 -1,553 39 -1,313 1,287 Percent of Open Interest Represented by Each Category of Trader 19.5 21.3 1.1 10.7 3.7 1.2 26.3 42.4 4.7 14.5 1.4 0.1 22.0 24.2 Number of Traders in Each Category Total Traders: 76 6 7 5 4 4 . 14 22 12 13 6 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 48,936 Positions 22,555 9,359 112 900 2,229 0 11,962 18,503 1,424 613 1,548 0 11,370 15,761 Changes from: May 27, 2014 Total Change is: 652 2,557 972 93 0 0 0 617 -1,423 525 0 20 0 -3,140 465 Percent of Open Interest Represented by Each Category of Trader 46.1 19.1 0.2 1.8 4.6 0.0 24.4 37.8 2.9 1.3 3.2 0.0 23.2 32.2 Number of Traders in Each Category Total Traders: 48 9 4 . . . 0 14 15 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 239,604 Positions 15,509 116,341 6,870 27,929 30,877 1,838 150,539 34,228 3,157 2,242 25,119 79 31,441 21,095 Changes from: May 27, 2014 Total Change is: 1,164 1,895 -4,390 2,512 3,157 311 -9 -3,087 117 157 1,091 1,417 -16 -4,536 1,065 Percent of Open Interest Represented by Each Category of Trader 6.5 48.6 2.9 11.7 12.9 0.8 62.8 14.3 1.3 0.9 10.5 0.0 13.1 8.8 Number of Traders in Each Category Total Traders: 117 8 11 8 10 14 7 33 26 9 5 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 171,804 Positions 94,759 14,965 1,919 25,790 16,606 623 25,798 79,927 2,685 3,633 5,147 1,222 15,375 48,710 Changes from: May 27, 2014 Total Change is: 8,984 11,505 -7,977 -630 2,459 549 -1,931 1,433 10,777 -154 57 708 9 -3,764 7,633 Percent of Open Interest Represented by Each Category of Trader 55.2 8.7 1.1 15.0 9.7 0.4 15.0 46.5 1.6 2.1 3.0 0.7 8.9 28.4 Number of Traders in Each Category Total Traders: 112 10 9 5 8 13 5 12 46 11 4 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 280,747 Positions 106,584 21,193 10,127 46,996 68,187 6,677 38,195 68,036 7,603 23,805 30,339 2,341 38,419 66,244 Changes from: May 27, 2014 Total Change is: 6,696 18,519 -1,339 964 -1,060 435 96 -12,164 3,592 1,202 -608 -1,058 575 -828 2,229 Percent of Open Interest Represented by Each Category of Trader 38.0 7.5 3.6 16.7 24.3 2.4 13.6 24.2 2.7 8.5 10.8 0.8 13.7 23.6 Number of Traders in Each Category Total Traders: 195 19 12 12 16 29 15 30 48 15 17 24 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 110,911 Positions 20,448 48,746 1,035 3,638 3,462 75 59,587 25,159 980 542 7,577 483 24,123 23,394 Changes from: May 27, 2014 Total Change is: 1,772 -693 4,396 -532 -286 -289 0 5,114 -788 -540 -114 642 -54 -1,123 -1,063 Percent of Open Interest Represented by Each Category of Trader 18.4 44.0 0.9 3.3 3.1 0.1 53.7 22.7 0.9 0.5 6.8 0.4 21.7 21.1 Number of Traders in Each Category Total Traders: 81 6 11 7 . 6 . 22 22 8 4 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 38,296 Positions 15,849 22,447 7,216 3,069 0 0 4,945 2,293 3,449 1,095 0 2,184 489 707 Changes from: May 27, 2014 Total Change is: 1,923 6 -441 1,003 247 0 0 -515 111 1,191 0 0 0 -9 59 Percent of Open Interest Represented by Each Category of Trader 41.4 58.6 18.8 8.0 0.0 0.0 12.9 6.0 9.0 2.9 0.0 5.7 1.3 1.8 Number of Traders in Each Category Total Traders: 22 5 10 8 . 0 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 162,647 Positions 25,779 41,698 8,677 5,053 1,401 0 103,711 100,239 2,815 4,876 4,305 1,534 10,202 1,978 Changes from: May 27, 2014 Total Change is: 5,021 -70 4,250 -1 1,486 65 0 1,576 638 220 1,719 -248 159 -68 -62 Percent of Open Interest Represented by Each Category of Trader 15.8 25.6 5.3 3.1 0.9 0.0 63.8 61.6 1.7 3.0 2.6 0.9 6.3 1.2 Number of Traders in Each Category Total Traders: 130 10 12 . 6 4 0 52 20 9 16 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 26,138 Positions 4,202 12,112 6,030 1,629 0 0 9,958 958 235 120 3,275 2,750 1,214 778 Changes from: May 27, 2014 Total Change is: 4,539 -90 672 2,733 164 -103 0 -426 -1,330 -410 0 220 2,750 -182 7 Percent of Open Interest Represented by Each Category of Trader 16.1 46.3 23.1 6.2 0.0 0.0 38.1 3.7 0.9 0.5 12.5 10.5 4.6 3.0 Number of Traders in Each Category Total Traders: 22 . 6 . . 0 0 6 4 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 30,066 Positions 1,535 20,571 0 1,933 189 0 20,593 4,923 648 1,325 794 0 4,032 2,941 Changes from: May 27, 2014 Total Change is: -583 -890 -1,848 -44 -621 0 0 443 544 444 810 19 0 -725 302 Percent of Open Interest Represented by Each Category of Trader 5.1 68.4 0.0 6.4 0.6 0.0 68.5 16.4 2.2 4.4 2.6 0.0 13.4 9.8 Number of Traders in Each Category Total Traders: 66 5 7 0 5 . 0 23 13 4 5 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 5,754 Positions 2,975 2,074 2 267 194 131 1,630 2,338 0 100 0 0 649 1,015 Changes from: May 27, 2014 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 51.7 36.0 0.0 4.6 3.4 2.3 28.3 40.6 0.0 1.7 0.0 0.0 11.3 17.6 Number of Traders in Each Category Total Traders: 22 5 6 . . . . . 5 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 63,905 Positions 20,648 33,137 313 6,472 4,278 344 23,531 12,325 310 2,960 4,244 3 9,326 8,954 Changes from: May 27, 2014 Total Change is: -719 -687 -2,608 28 -699 -58 45 1,059 1,065 -327 -1,035 652 1 896 485 Percent of Open Interest Represented by Each Category of Trader 32.3 51.9 0.5 10.1 6.7 0.5 36.8 19.3 0.5 4.6 6.6 0.0 14.6 14.0 Number of Traders in Each Category Total Traders: 113 19 15 . 11 . 4 28 18 . 5 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 127,809 Positions 41,295 66,273 625 12,943 8,555 688 47,061 24,649 620 5,920 8,487 5 18,652 17,907 Changes from: May 27, 2014 Total Change is: -1,438 -1,373 -5,216 55 -1,398 -115 89 2,118 2,129 -653 -2,069 1,303 1 1,792 969 Percent of Open Interest Represented by Each Category of Trader 32.3 51.9 0.5 10.1 6.7 0.5 36.8 19.3 0.5 4.6 6.6 0.0 14.6 14.0 Number of Traders in Each Category Total Traders: 113 19 15 . 11 . 4 28 18 . 5 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 774,514 Positions 50,425 204,035 39,034 315,566 96,554 41,786 98,320 193,478 46,297 54,894 53,733 4,047 124,145 95,549 Changes from: May 27, 2014 Total Change is: 16,269 1,766 1,290 4,936 8,814 64 -8,311 1,009 6,886 7,158 -3,113 4,149 -200 4,210 297 Percent of Open Interest Represented by Each Category of Trader 6.5 26.3 5.0 40.7 12.5 5.4 12.7 25.0 6.0 7.1 6.9 0.5 16.0 12.3 Number of Traders in Each Category Total Traders: 580 38 43 30 124 49 63 88 133 87 50 55 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 156,343 Positions 30,848 53,794 2,443 48,080 21,790 1,450 11,036 22,772 3,165 11,185 5,727 100 48,036 45,102 Changes from: May 27, 2014 Total Change is: 6,575 2,961 -2,402 1,287 69 308 -10 2,020 5,423 1,283 -2,340 82 100 1,205 504 Percent of Open Interest Represented by Each Category of Trader 19.7 34.4 1.6 30.8 13.9 0.9 7.1 14.6 2.0 7.2 3.7 0.1 30.7 28.8 Number of Traders in Each Category Total Traders: 85 9 10 6 16 7 6 13 21 13 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 3,090,854 Positions 249,931 903,252 30,906 1,344,724 381,113 194,389 523,101 940,213 128,980 227,898 249,384 10,380 380,545 252,237 Changes from: May 27, 2014 Total Change is: 48,468 8,268 32,705 4,004 43,703 -1,243 -41,485 13,010 25,378 11,309 -2,657 21,544 -2,710 15,026 -1,034 Percent of Open Interest Represented by Each Category of Trader 8.1 29.2 1.0 43.5 12.3 6.3 16.9 30.4 4.2 7.4 8.1 0.3 12.3 8.2 Number of Traders in Each Category Total Traders: 563 40 40 22 118 46 59 86 132 78 47 54 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 92,036 Positions 9,771 40,482 398 44,612 36,764 2,002 21,181 5,327 954 739 2,588 0 12,379 3,521 Changes from: May 27, 2014 Total Change is: 1,634 -319 1,780 231 -111 -455 47 1,798 -283 63 18 12 0 -93 239 Percent of Open Interest Represented by Each Category of Trader 10.6 44.0 0.4 48.5 39.9 2.2 23.0 5.8 1.0 0.8 2.8 0.0 13.5 3.8 Number of Traders in Each Category Total Traders: 88 7 12 . 35 10 12 14 6 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 90,252 Positions 6,763 36,736 11,841 31,834 5,652 1,712 18,629 16,227 4,166 1,264 3,205 155 13,889 10,558 Changes from: May 27, 2014 Total Change is: 2,584 -268 3,409 -293 -463 -606 845 1,420 -1,057 281 -1,304 278 -73 2,439 -201 Percent of Open Interest Represented by Each Category of Trader 7.5 40.7 13.1 35.3 6.3 1.9 20.6 18.0 4.6 1.4 3.6 0.2 15.4 11.7 Number of Traders in Each Category Total Traders: 242 19 27 13 31 18 9 58 49 15 14 26 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 16,544 Positions 9,782 8,592 158 3,635 0 0 486 2,648 0 235 366 0 2,248 4,780 Changes from: May 27, 2014 Total Change is: -1,092 -1,490 -668 30 0 0 0 260 -500 0 -490 0 0 598 46 Percent of Open Interest Represented by Each Category of Trader 59.1 51.9 1.0 22.0 0.0 0.0 2.9 16.0 0.0 1.4 2.2 0.0 13.6 28.9 Number of Traders in Each Category Total Traders: 22 9 4 . . 0 0 . . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 368,538 Positions 32,907 188,726 10,410 145,775 33,042 3,778 106,384 83,563 5,160 5,146 14,196 773 58,205 28,890 Changes from: May 27, 2014 Total Change is: 18,382 -2,381 11,894 6,880 1,913 1,200 -4 5,383 -3,199 1,819 -4,068 1,390 -365 9,205 -1,233 Percent of Open Interest Represented by Each Category of Trader 8.9 51.2 2.8 39.6 9.0 1.0 28.9 22.7 1.4 1.4 3.9 0.2 15.8 7.8 Number of Traders in Each Category Total Traders: 241 20 26 8 30 19 9 58 49 13 13 26 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 323,403 Positions 107,692 42,540 12,889 113,742 133,501 17,287 35,246 84,994 6,311 10,529 10,971 194 19,513 14,716 Changes from: May 27, 2014 Total Change is: -1,217 -3,553 -2,960 400 -1,353 -1,390 1,636 276 1,553 316 -108 1,526 142 1,027 -2,440 Percent of Open Interest Represented by Each Category of Trader 33.3 13.2 4.0 35.2 41.3 5.3 10.9 26.3 2.0 3.3 3.4 0.1 6.0 4.6 Number of Traders in Each Category Total Traders: 261 22 12 6 52 44 28 34 65 18 15 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 61,237 Positions 4,328 16,628 119 31,687 0 170 8,627 14,469 284 2,458 18,485 300 13,264 10,782 Changes from: May 27, 2014 Total Change is: -200 -69 42 0 -51 -202 27 -168 524 125 -2,951 -600 -28 2,915 -88 Percent of Open Interest Represented by Each Category of Trader 7.1 27.2 0.2 51.7 0.0 0.3 14.1 23.6 0.5 4.0 30.2 0.5 21.7 17.6 Number of Traders in Each Category Total Traders: 63 6 8 . 19 0 . 11 8 . 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 114,365 Positions 14,866 9,758 1,662 22,838 1,079 44 40,917 5,084 3,548 19,743 4,410 0 10,747 88,780 Changes from: May 27, 2014 Total Change is: -1,576 -1,484 1,715 355 84 -60 9 662 -69 544 -702 -432 0 -1,044 -3,638 Percent of Open Interest Represented by Each Category of Trader 13.0 8.5 1.5 20.0 0.9 0.0 35.8 4.4 3.1 17.3 3.9 0.0 9.4 77.6 Number of Traders in Each Category Total Traders: 89 11 13 7 10 . . 32 10 9 8 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 112,200 Positions 5,724 73,951 2,862 67,991 16,212 4,605 18,719 5,850 4,954 1,342 630 0 6,003 3,136 Changes from: May 27, 2014 Total Change is: -911 721 188 162 -1,657 -216 -146 1,115 -126 -1,023 -251 351 0 168 -101 Percent of Open Interest Represented by Each Category of Trader 5.1 65.9 2.6 60.6 14.4 4.1 16.7 5.2 4.4 1.2 0.6 0.0 5.4 2.8 Number of Traders in Each Category Total Traders: 95 7 11 . 35 16 13 15 6 4 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 299,714 Positions 22,170 144,961 4,331 99,097 44,855 44,145 86,868 38,838 3,458 18,412 11,301 321 20,912 7,504 Changes from: May 27, 2014 Total Change is: -5,186 -522 6,663 -1,569 -9,485 4,175 -6,012 7,874 -11,456 876 -338 332 95 3,895 1,710 Percent of Open Interest Represented by Each Category of Trader 7.4 48.4 1.4 33.1 15.0 14.7 29.0 13.0 1.2 6.1 3.8 0.1 7.0 2.5 Number of Traders in Each Category Total Traders: 206 19 23 6 52 24 29 37 18 12 24 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 718,749 Positions 8,771 97,600 10,821 229,804 163,459 123,366 122,702 77,676 28,690 17,403 39,719 1,448 175,744 175,970 Changes from: May 27, 2014 Total Change is: -112,010 66 -26,341 -2,530 -40,741 11,714 -5,459 -2,514 -4,618 -61,761 2,490 4,186 1,168 -2,729 -28,369 Percent of Open Interest Represented by Each Category of Trader 1.2 13.6 1.5 32.0 22.7 17.2 17.1 10.8 4.0 2.4 5.5 0.2 24.5 24.5 Number of Traders in Each Category Total Traders: 167 7 14 6 33 39 41 33 24 20 6 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 545,000 Positions 21,431 73,707 28,961 255,777 28,915 73,614 19,316 191,776 35,245 7,137 14,952 2,860 100,659 94,970 Changes from: May 27, 2014 Total Change is: 19,557 -8 -6,108 12,709 -1,023 8,204 -4,284 -3,041 -6,049 20,533 -2,201 2,785 2,860 -5,988 -11,093 Percent of Open Interest Represented by Each Category of Trader 3.9 13.5 5.3 46.9 5.3 13.5 3.5 35.2 6.5 1.3 2.7 0.5 18.5 17.4 Number of Traders in Each Category Total Traders: 82 . 11 8 36 10 23 4 12 10 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,098,179 Positions 43,636 137,249 15,535 241,910 353,456 63,571 477,564 183,127 86,690 31,213 89,368 27,181 110,879 142,002 Changes from: May 27, 2014 Total Change is: -104,730 -3,764 -30,748 -14,673 3,606 3,798 -4,080 -42,886 -19,746 -24,879 -1,333 -127 -12,303 -4,418 -1,972 Percent of Open Interest Represented by Each Category of Trader 4.0 12.5 1.4 22.0 32.2 5.8 43.5 16.7 7.9 2.8 8.1 2.5 10.1 12.9 Number of Traders in Each Category Total Traders: 239 9 29 10 38 44 27 47 33 26 14 24 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000) CFTC Code #045L2T Open Interest is 81,039 Positions 3,435 27,017 11,284 0 3,267 2,638 49,914 22,790 13,752 0 100 0 16 191 Changes from: May 27, 2014 Total Change is: 5,629 -2,768 5,079 -2,363 0 537 846 9,783 1,312 115 0 100 0 16 3 Percent of Open Interest Represented by Each Category of Trader 4.2 33.3 13.9 0.0 4.0 3.3 61.6 28.1 17.0 0.0 0.1 0.0 0.0 0.2 Number of Traders in Each Category Total Traders: 41 . 15 9 0 . . 4 18 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,580,717 Positions 121,751 153,252 43,220 772,487 1,143,947 199,550 757,889 302,461 68,107 246,917 179,237 34,795 336,001 456,148 Changes from: May 27, 2014 Total Change is: -260,320 -3,441 -35,449 -48,149 -62,561 -19,184 -36,114 -36,175 5,119 -50,965 6,158 9,745 2,092 -31,165 -87,415 Percent of Open Interest Represented by Each Category of Trader 4.7 5.9 1.7 29.9 44.3 7.7 29.4 11.7 2.6 9.6 6.9 1.3 13.0 17.7 Number of Traders in Each Category Total Traders: 358 21 31 18 33 82 55 58 61 44 17 55 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 2,043,721 Positions 157,114 129,368 24,613 714,451 807,387 224,499 505,314 265,659 62,825 105,244 165,498 18,580 231,081 345,292 Changes from: May 27, 2014 Total Change is: -155,649 40,154 -12,841 -29,868 -67,182 7,127 897 1,898 12,998 -54,010 14,451 -8,501 -6,290 -55,699 -65,161 Percent of Open Interest Represented by Each Category of Trader 7.7 6.3 1.2 35.0 39.5 11.0 24.7 13.0 3.1 5.1 8.1 0.9 11.3 16.9 Number of Traders in Each Category Total Traders: 281 13 31 17 30 58 44 46 56 31 17 30 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 345,693 Positions 169,198 96,142 60,534 0 7,084 7,386 16,082 46,140 46,427 870 11,962 16,681 28,515 53,337 Changes from: May 27, 2014 Total Change is: -21,681 -225 -10,719 -8,740 0 1,330 -1,711 -6,156 6,192 -3,136 -408 -866 -914 -391 -3,117 Percent of Open Interest Represented by Each Category of Trader 48.9 27.8 17.5 0.0 2.0 2.1 4.7 13.3 13.4 0.3 3.5 4.8 8.2 15.4 Number of Traders in Each Category Total Traders: 81 13 25 29 0 4 . 12 16 15 . 7 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is11,897,568 Positions 2,229,503 2,138,235 2,181,994 2,751,097 817,020 278,181 762,533 2,066,726 2,214,154 272,553 607,331 292,391 915,162 1,301,536 Changes from: May 27, 2014 Total Change is: 27,018 33,530 -122,284 5,803 -114,911 51,732 24,377 57,057 73,426 -18,058 -19,718 -3,201 28,126 30,812 -12,903 Percent of Open Interest Represented by Each Category of Trader 18.7 18.0 18.3 23.1 6.9 2.3 6.4 17.4 18.6 2.3 5.1 2.5 7.7 10.9 Number of Traders in Each Category Total Traders: 302 33 55 72 11 22 18 47 82 96 7 33 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 54,544 Positions 39,824 1,068 0 6,955 15,832 4,859 2,014 21,435 392 25 9,603 0 475 1,355 Changes from: May 27, 2014 Total Change is: -242 -837 0 0 -1 -1,018 -13 133 -479 17 25 45 0 434 1,206 Percent of Open Interest Represented by Each Category of Trader 73.0 2.0 0.0 12.8 29.0 8.9 3.7 39.3 0.7 0.0 17.6 0.0 0.9 2.5 Number of Traders in Each Category Total Traders: 43 8 4 0 4 8 . 4 8 . . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 44,300 Positions 40,081 0 0 150 16,290 2,119 485 10,891 1,381 0 13,466 10 74 143 Changes from: May 27, 2014 Total Change is: 696 -1,026 -356 0 0 -640 65 261 325 1,381 0 -177 10 5 88 Percent of Open Interest Represented by Each Category of Trader 90.5 0.0 0.0 0.3 36.8 4.8 1.1 24.6 3.1 0.0 30.4 0.0 0.2 0.3 Number of Traders in Each Category Total Traders: 40 7 0 0 . 12 . . 8 . 0 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 54,011 Positions 10,203 7,413 917 9,298 968 137 9,758 38,952 2,625 12,623 818 200 8,250 1,981 Changes from: May 27, 2014 Total Change is: 4,768 -10 277 -6 1,766 -238 -8 2,991 4,223 311 -1,013 190 200 537 -181 Percent of Open Interest Represented by Each Category of Trader 18.9 13.7 1.7 17.2 1.8 0.3 18.1 72.1 4.9 23.4 1.5 0.4 15.3 3.7 Number of Traders in Each Category Total Traders: 136 7 . . 13 . . 26 22 11 56 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 448,926 Positions 84,315 23,054 42,497 61,667 31,002 31,209 99,999 191,964 52,908 12,624 12,923 34,452 29,255 28,917 Changes from: May 27, 2014 Total Change is: 28,560 -5,010 -1,652 -5,176 4,919 3,842 2,671 17,732 14,285 7,837 -644 531 4,133 2,098 2,089 Percent of Open Interest Represented by Each Category of Trader 18.8 5.1 9.5 13.7 6.9 7.0 22.3 42.8 11.8 2.8 2.9 7.7 6.5 6.4 Number of Traders in Each Category Total Traders: 215 22 11 24 6 19 12 43 56 57 22 22 31 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 3, 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 15,719 Positions 564 7,550 0 6,209 146 238 7,866 7,007 758 26 0 0 58 20 Changes from: May 27, 2014 Total Change is: -804 112 -48 0 -1,085 -87 -46 460 -627 2 -250 0 0 3 2 Percent of Open Interest Represented by Each Category of Trader 3.6 48.0 0.0 39.5 0.9 1.5 50.0 44.6 4.8 0.2 0.0 0.0 0.4 0.1 Number of Traders in Each Category Total Traders: 22 . . 0 5 . . 9 . . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 6, 2014