Traders in Financial Futures - Futures Only Positions as of June 10, 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 125,832 Positions 22,614 22,471 1,630 13,579 4,546 1,915 33,813 53,784 7,033 16,722 2,008 8 28,518 32,437 Changes from: June 3, 2014 Total Change is: -4,443 -2,812 -5,259 173 -314 -242 413 -399 -1,504 885 -2,195 225 -101 -93 967 Percent of Open Interest Represented by Each Category of Trader 18.0 17.9 1.3 10.8 3.6 1.5 26.9 42.7 5.6 13.3 1.6 0.0 22.7 25.8 Number of Traders in Each Category Total Traders: 69 5 7 7 . 5 . 17 16 14 11 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 52,445 Positions 23,525 8,754 171 900 2,139 0 9,751 17,180 5,727 613 1,751 0 11,758 16,723 Changes from: June 3, 2014 Total Change is: 3,509 970 -605 59 0 -90 0 -2,211 -1,323 4,303 0 203 0 388 962 Percent of Open Interest Represented by Each Category of Trader 44.9 16.7 0.3 1.7 4.1 0.0 18.6 32.8 10.9 1.2 3.3 0.0 22.4 31.9 Number of Traders in Each Category Total Traders: 44 9 . . . . 0 13 12 11 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 271,602 Positions 16,548 121,212 2,521 28,338 30,107 1,781 158,171 46,970 25,722 1,670 22,025 647 36,204 20,617 Changes from: June 3, 2014 Total Change is: 31,998 1,039 4,871 -4,349 409 -770 -57 7,632 12,742 22,565 -572 -3,094 568 4,763 -478 Percent of Open Interest Represented by Each Category of Trader 6.1 44.6 0.9 10.4 11.1 0.7 58.2 17.3 9.5 0.6 8.1 0.2 13.3 7.6 Number of Traders in Each Category Total Traders: 114 8 10 7 10 14 6 32 24 17 5 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 201,094 Positions 97,764 16,200 14,005 28,652 17,570 1,771 25,188 85,905 12,158 3,702 3,719 1,192 16,662 48,574 Changes from: June 3, 2014 Total Change is: 29,290 3,005 1,235 12,086 2,862 964 1,148 -610 5,978 9,473 69 -1,428 -30 1,287 -136 Percent of Open Interest Represented by Each Category of Trader 48.6 8.1 7.0 14.2 8.7 0.9 12.5 42.7 6.0 1.8 1.8 0.6 8.3 24.2 Number of Traders in Each Category Total Traders: 112 10 10 8 10 13 7 15 43 18 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 331,636 Positions 135,220 25,794 23,070 47,264 68,181 6,561 28,211 80,460 24,234 22,957 28,424 3,246 40,873 71,666 Changes from: June 3, 2014 Total Change is: 50,889 28,636 4,601 12,943 268 -6 -116 -9,984 12,424 16,631 -848 -1,915 905 2,454 5,422 Percent of Open Interest Represented by Each Category of Trader 40.8 7.8 7.0 14.3 20.6 2.0 8.5 24.3 7.3 6.9 8.6 1.0 12.3 21.6 Number of Traders in Each Category Total Traders: 193 15 15 12 16 29 15 21 49 25 20 23 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 24,503 Positions 9,603 3,676 0 3,855 2,753 565 1,073 7,540 3,792 0 425 0 5,615 5,752 Changes from: June 3, 2014 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 39.2 15.0 0.0 15.7 11.2 2.3 4.4 30.8 15.5 0.0 1.7 0.0 22.9 23.5 Number of Traders in Each Category Total Traders: 21 4 . 0 5 . 4 . 4 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 128,984 Positions 20,845 59,610 1,339 2,101 3,095 100 63,378 24,671 6,746 1,874 6,754 2,071 30,530 24,598 Changes from: June 3, 2014 Total Change is: 18,073 397 10,864 304 -1,537 -367 25 3,791 -488 5,766 1,332 -823 1,588 6,407 1,204 Percent of Open Interest Represented by Each Category of Trader 16.2 46.2 1.0 1.6 2.4 0.1 49.1 19.1 5.2 1.5 5.2 1.6 23.7 19.1 Number of Traders in Each Category Total Traders: 78 7 10 6 . 5 . 21 20 12 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 43,354 Positions 15,572 22,210 12,354 2,827 0 0 4,908 2,122 3,794 1,095 0 2,184 620 690 Changes from: June 3, 2014 Total Change is: 5,058 -277 -237 5,138 -242 0 0 -37 -171 345 0 0 0 131 -17 Percent of Open Interest Represented by Each Category of Trader 35.9 51.2 28.5 6.5 0.0 0.0 11.3 4.9 8.8 2.5 0.0 5.0 1.4 1.6 Number of Traders in Each Category Total Traders: 22 6 8 9 . 0 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 200,202 Positions 23,142 51,148 19,571 5,374 1,301 0 105,570 88,069 33,350 3,481 4,130 741 8,973 1,892 Changes from: June 3, 2014 Total Change is: 37,555 -2,637 9,450 10,894 321 -100 0 1,859 -12,170 30,535 -1,395 -175 -793 -1,229 -86 Percent of Open Interest Represented by Each Category of Trader 11.6 25.5 9.8 2.7 0.6 0.0 52.7 44.0 16.7 1.7 2.1 0.4 4.5 0.9 Number of Traders in Each Category Total Traders: 126 10 10 8 6 . 0 50 22 14 11 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 26,258 Positions 5,253 11,865 6,090 1,467 106 190 8,798 1,014 280 120 3,275 2,750 1,310 688 Changes from: June 3, 2014 Total Change is: 120 1,051 -247 60 -162 106 190 -1,160 56 45 0 0 0 96 -90 Percent of Open Interest Represented by Each Category of Trader 20.0 45.2 23.2 5.6 0.4 0.7 33.5 3.9 1.1 0.5 12.5 10.5 5.0 2.6 Number of Traders in Each Category Total Traders: 23 . 7 . . . . 6 4 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 32,946 Positions 1,282 19,549 2,561 1,876 189 0 19,049 4,157 3,170 1,064 604 0 3,944 2,716 Changes from: June 3, 2014 Total Change is: 2,880 -253 -1,022 2,561 -57 0 0 -1,544 -766 2,522 -261 -190 0 -88 -225 Percent of Open Interest Represented by Each Category of Trader 3.9 59.3 7.8 5.7 0.6 0.0 57.8 12.6 9.6 3.2 1.8 0.0 12.0 8.2 Number of Traders in Each Category Total Traders: 63 5 7 4 5 . 0 24 10 . 4 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 5,936 Positions 3,198 1,824 28 230 194 168 1,413 2,325 275 0 0 0 624 1,122 Changes from: June 3, 2014 Total Change is: 182 223 -250 26 -37 0 37 -217 -13 275 -100 0 0 -25 107 Percent of Open Interest Represented by Each Category of Trader 53.9 30.7 0.5 3.9 3.3 2.8 23.8 39.2 4.6 0.0 0.0 0.0 10.5 18.9 Number of Traders in Each Category Total Traders: 21 5 5 . . . . . 6 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 65,446 Positions 20,487 31,365 1,346 7,099 4,271 275 23,794 13,595 153 3,638 5,156 1 8,654 9,286 Changes from: June 3, 2014 Total Change is: 1,541 -161 -1,772 1,034 627 -7 -70 263 1,271 -157 678 912 -2 -672 332 Percent of Open Interest Represented by Each Category of Trader 31.3 47.9 2.1 10.8 6.5 0.4 36.4 20.8 0.2 5.6 7.9 0.0 13.2 14.2 Number of Traders in Each Category Total Traders: 118 21 12 7 11 . 4 30 18 5 7 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 130,891 Positions 40,974 62,729 2,692 14,197 8,541 549 47,587 27,190 306 7,276 10,311 2 17,308 18,571 Changes from: June 3, 2014 Total Change is: 3,082 -321 -3,544 2,067 1,254 -14 -139 526 2,541 -314 1,356 1,824 -3 -1,344 664 Percent of Open Interest Represented by Each Category of Trader 31.3 47.9 2.1 10.8 6.5 0.4 36.4 20.8 0.2 5.6 7.9 0.0 13.2 14.2 Number of Traders in Each Category Total Traders: 118 21 12 7 11 . 4 30 18 5 7 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 814,572 Positions 56,275 202,094 53,878 314,012 92,767 42,950 103,322 199,872 51,265 58,448 58,254 4,078 130,345 109,415 Changes from: June 3, 2014 Total Change is: 40,058 5,851 -1,941 14,844 -1,554 -3,787 1,164 5,002 6,394 4,968 3,554 4,522 31 6,200 13,866 Percent of Open Interest Represented by Each Category of Trader 6.9 24.8 6.6 38.5 11.4 5.3 12.7 24.5 6.3 7.2 7.2 0.5 16.0 13.4 Number of Traders in Each Category Total Traders: 586 39 43 34 121 50 63 85 134 82 54 60 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 171,392 Positions 33,555 54,441 7,974 48,403 21,290 1,436 15,306 20,917 3,966 13,840 5,727 397 46,515 55,244 Changes from: June 3, 2014 Total Change is: 15,049 2,707 647 5,531 323 -500 -14 4,270 -1,855 801 2,655 0 297 -1,521 10,142 Percent of Open Interest Represented by Each Category of Trader 19.6 31.8 4.7 28.2 12.4 0.8 8.9 12.2 2.3 8.1 3.3 0.2 27.1 32.2 Number of Traders in Each Category Total Traders: 86 9 10 6 16 7 7 15 19 12 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 3,215,901 Positions 282,890 907,552 60,229 1,334,860 364,200 200,755 530,797 985,490 145,780 233,118 272,717 8,323 419,149 270,855 Changes from: June 3, 2014 Total Change is: 125,047 32,959 4,300 29,323 -9,864 -16,913 6,366 7,696 45,277 16,800 5,220 23,333 -2,057 38,604 18,618 Percent of Open Interest Represented by Each Category of Trader 8.8 28.2 1.9 41.5 11.3 6.2 16.5 30.6 4.5 7.2 8.5 0.3 13.0 8.4 Number of Traders in Each Category Total Traders: 568 40 41 28 115 47 59 81 135 74 50 59 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 89,511 Positions 8,774 39,524 567 42,959 34,812 1,977 21,369 5,352 966 739 2,588 0 12,160 3,725 Changes from: June 3, 2014 Total Change is: -2,525 -997 -958 169 -1,653 -1,952 -25 188 25 12 0 0 0 -219 204 Percent of Open Interest Represented by Each Category of Trader 9.8 44.2 0.6 48.0 38.9 2.2 23.9 6.0 1.1 0.8 2.9 0.0 13.6 4.2 Number of Traders in Each Category Total Traders: 86 7 12 . 34 10 12 13 6 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 89,152 Positions 6,716 36,982 13,289 31,862 5,527 1,791 17,103 12,837 3,721 2,304 4,052 143 12,222 10,809 Changes from: June 3, 2014 Total Change is: -1,100 -46 246 1,449 28 -125 80 -1,526 -3,390 -445 1,039 847 -11 -1,667 251 Percent of Open Interest Represented by Each Category of Trader 7.5 41.5 14.9 35.7 6.2 2.0 19.2 14.4 4.2 2.6 4.5 0.2 13.7 12.1 Number of Traders in Each Category Total Traders: 242 19 25 15 34 16 9 62 46 19 16 24 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 16,197 Positions 9,155 8,412 358 3,633 0 0 500 2,248 0 521 366 0 2,030 4,813 Changes from: June 3, 2014 Total Change is: -347 -627 -180 200 -2 0 0 14 -400 0 286 0 0 -218 33 Percent of Open Interest Represented by Each Category of Trader 56.5 51.9 2.2 22.4 0.0 0.0 3.1 13.9 0.0 3.2 2.3 0.0 12.5 29.7 Number of Traders in Each Category Total Traders: 21 9 4 . . 0 0 . . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 364,774 Positions 36,369 191,414 16,094 146,562 33,050 3,541 96,019 65,948 5,599 8,913 18,431 716 50,961 29,981 Changes from: June 3, 2014 Total Change is: -3,764 3,462 2,688 5,684 787 8 -237 -10,365 -17,615 439 3,767 4,235 -57 -7,244 1,091 Percent of Open Interest Represented by Each Category of Trader 10.0 52.5 4.4 40.2 9.1 1.0 26.3 18.1 1.5 2.4 5.1 0.2 14.0 8.2 Number of Traders in Each Category Total Traders: 241 19 25 10 33 17 9 63 45 18 15 24 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 323,115 Positions 99,617 45,652 12,659 115,591 124,281 15,116 41,758 91,202 7,728 9,807 9,538 1,035 19,804 15,904 Changes from: June 3, 2014 Total Change is: -288 -8,075 3,112 -230 1,849 -9,220 -2,171 6,512 6,208 1,417 -722 -1,433 841 291 1,188 Percent of Open Interest Represented by Each Category of Trader 30.8 14.1 3.9 35.8 38.5 4.7 12.9 28.2 2.4 3.0 3.0 0.3 6.1 4.9 Number of Traders in Each Category Total Traders: 265 19 11 6 54 43 27 42 64 23 13 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 82,345 Positions 5,084 16,581 6,521 31,557 0 360 10,807 15,198 2,878 4,887 19,854 1,570 18,681 19,383 Changes from: June 3, 2014 Total Change is: 21,108 756 -47 6,402 -130 0 190 2,180 729 2,594 2,429 1,369 1,270 5,417 8,601 Percent of Open Interest Represented by Each Category of Trader 6.2 20.1 7.9 38.3 0.0 0.4 13.1 18.5 3.5 5.9 24.1 1.9 22.7 23.5 Number of Traders in Each Category Total Traders: 78 8 8 . 19 0 . 13 12 6 6 11 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 135,104 Positions 18,602 8,818 7,048 19,773 1,109 192 42,676 5,846 5,503 21,038 3,922 1,127 19,145 101,539 Changes from: June 3, 2014 Total Change is: 20,739 3,736 -940 5,386 -3,065 30 148 1,759 762 1,955 1,295 -488 1,127 8,398 12,759 Percent of Open Interest Represented by Each Category of Trader 13.8 6.5 5.2 14.6 0.8 0.1 31.6 4.3 4.1 15.6 2.9 0.8 14.2 75.2 Number of Traders in Each Category Total Traders: 95 14 10 8 9 . . 36 10 11 11 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 109,898 Positions 5,637 71,517 2,802 61,547 15,989 4,875 21,084 4,551 6,305 1,430 630 0 6,218 3,229 Changes from: June 3, 2014 Total Change is: -2,302 -87 -2,434 -60 -6,444 -223 270 2,365 -1,299 1,351 88 0 0 215 93 Percent of Open Interest Represented by Each Category of Trader 5.1 65.1 2.5 56.0 14.5 4.4 19.2 4.1 5.7 1.3 0.6 0.0 5.7 2.9 Number of Traders in Each Category Total Traders: 94 7 10 . 33 16 14 18 5 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 321,134 Positions 23,425 151,525 9,882 106,091 45,338 43,781 92,346 46,207 5,109 21,757 12,811 394 18,349 6,087 Changes from: June 3, 2014 Total Change is: 21,420 1,255 6,564 5,551 6,994 483 -364 5,478 7,369 1,651 3,345 1,510 73 -2,563 -1,417 Percent of Open Interest Represented by Each Category of Trader 7.3 47.2 3.1 33.0 14.1 13.6 28.8 14.4 1.6 6.8 4.0 0.1 5.7 1.9 Number of Traders in Each Category Total Traders: 216 19 25 9 56 25 30 36 17 12 26 11 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 735,042 Positions 4,863 99,700 8,129 260,787 185,400 129,225 130,542 88,391 13,745 17,827 36,560 1,280 168,644 172,612 Changes from: June 3, 2014 Total Change is: 16,293 -3,908 2,100 -2,692 30,983 21,941 5,859 7,840 10,715 -14,945 424 -3,159 -168 -7,100 -3,358 Percent of Open Interest Represented by Each Category of Trader 0.7 13.6 1.1 35.5 25.2 17.6 17.8 12.0 1.9 2.4 5.0 0.2 22.9 23.5 Number of Traders in Each Category Total Traders: 163 5 15 . 30 41 39 29 26 18 7 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 510,425 Positions 22,157 83,612 10,717 248,166 26,323 73,830 18,215 181,543 29,007 10,135 11,431 60 98,138 93,902 Changes from: June 3, 2014 Total Change is: -34,575 726 9,905 -18,244 -7,611 -2,592 216 -1,101 -10,233 -6,238 2,998 -3,521 -2,800 -2,521 -1,068 Percent of Open Interest Represented by Each Category of Trader 4.3 16.4 2.1 48.6 5.2 14.5 3.6 35.6 5.7 2.0 2.2 0.0 19.2 18.4 Number of Traders in Each Category Total Traders: 82 . 10 7 34 10 23 5 12 11 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 1,046,943 Positions 48,542 166,997 5,994 235,563 336,539 60,897 462,496 168,787 62,820 33,670 74,203 36,286 100,675 134,420 Changes from: June 3, 2014 Total Change is: -51,236 4,906 29,748 -9,541 -6,347 -16,917 -2,674 -15,068 -14,340 -23,870 2,457 -15,165 9,105 -10,204 -7,582 Percent of Open Interest Represented by Each Category of Trader 4.6 16.0 0.6 22.5 32.1 5.8 44.2 16.1 6.0 3.2 7.1 3.5 9.6 12.8 Number of Traders in Each Category Total Traders: 244 9 30 7 39 45 30 50 29 24 18 24 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 2,594,787 Positions 109,776 175,172 38,789 807,047 1,143,079 196,877 748,123 318,105 53,748 300,839 180,359 30,564 309,024 458,094 Changes from: June 3, 2014 Total Change is: 14,070 -11,975 21,920 -4,431 34,560 -868 -2,673 -9,766 15,644 -14,359 53,922 1,122 -4,231 -26,977 1,946 Percent of Open Interest Represented by Each Category of Trader 4.2 6.8 1.5 31.1 44.1 7.6 28.8 12.3 2.1 11.6 7.0 1.2 11.9 17.7 Number of Traders in Each Category Total Traders: 364 20 37 16 31 85 56 52 66 42 20 53 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 2,077,516 Positions 184,207 124,894 28,471 690,678 839,192 229,470 517,026 264,364 58,394 112,518 161,915 20,143 236,609 350,673 Changes from: June 3, 2014 Total Change is: 33,795 27,093 -4,474 3,858 -23,773 31,805 4,971 11,712 -1,295 -4,431 7,274 -3,583 1,563 5,528 5,381 Percent of Open Interest Represented by Each Category of Trader 8.9 6.0 1.4 33.2 40.4 11.0 24.9 12.7 2.8 5.4 7.8 1.0 11.4 16.9 Number of Traders in Each Category Total Traders: 284 16 32 10 31 59 47 48 53 31 16 29 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 372,779 Positions 178,227 101,666 62,149 0 7,883 6,772 21,732 58,176 53,997 1,206 11,304 19,488 29,208 51,344 Changes from: June 3, 2014 Total Change is: 27,086 9,029 5,524 1,615 0 799 -614 5,650 12,036 7,570 336 -658 2,807 693 -1,993 Percent of Open Interest Represented by Each Category of Trader 47.8 27.3 16.7 0.0 2.1 1.8 5.8 15.6 14.5 0.3 3.0 5.2 7.8 13.8 Number of Traders in Each Category Total Traders: 83 13 25 30 0 4 . 14 16 15 . 6 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 is11,891,593 Positions 2,301,475 2,203,702 2,190,716 2,640,478 786,031 251,819 832,289 2,036,292 2,265,232 283,400 606,162 280,877 845,307 1,270,762 Changes from: June 3, 2014 Total Change is: -5,975 71,972 65,467 8,722 -110,619 -30,989 -26,362 69,756 -30,434 51,078 10,847 -1,169 -11,514 -69,855 -30,774 Percent of Open Interest Represented by Each Category of Trader 19.4 18.5 18.4 22.2 6.6 2.1 7.0 17.1 19.0 2.4 5.1 2.4 7.1 10.7 Number of Traders in Each Category Total Traders: 302 29 57 74 11 22 16 44 87 97 7 32 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 57,509 Positions 40,154 1,068 0 6,937 16,652 4,859 1,458 21,489 3,694 357 9,591 0 50 156 Changes from: June 3, 2014 Total Change is: 2,965 330 0 0 -18 820 0 -556 54 3,302 332 -12 0 -425 -1,199 Percent of Open Interest Represented by Each Category of Trader 69.8 1.9 0.0 12.1 29.0 8.4 2.5 37.4 6.4 0.6 16.7 0.0 0.1 0.3 Number of Traders in Each Category Total Traders: 42 8 4 0 4 8 . 4 7 . . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 45,070 Positions 39,136 79 0 0 18,747 2,004 463 9,240 3,341 39 11,572 0 87 87 Changes from: June 3, 2014 Total Change is: 770 -945 79 0 -150 2,457 -115 -22 -1,651 1,960 39 -1,894 -10 13 -56 Percent of Open Interest Represented by Each Category of Trader 86.8 0.2 0.0 0.0 41.6 4.4 1.0 20.5 7.4 0.1 25.7 0.0 0.2 0.2 Number of Traders in Each Category Total Traders: 41 7 . 0 0 14 . . 8 . . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 53,957 Positions 9,837 7,457 697 9,880 1,093 126 11,554 36,784 5,090 9,034 746 0 7,739 1,964 Changes from: June 3, 2014 Total Change is: -54 -366 44 -220 582 125 -11 1,796 -2,168 2,465 -3,589 -72 -200 -511 -17 Percent of Open Interest Represented by Each Category of Trader 18.2 13.8 1.3 18.3 2.0 0.2 21.4 68.2 9.4 16.7 1.4 0.0 14.3 3.6 Number of Traders in Each Category Total Traders: 127 7 . . 15 . . 31 17 15 43 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 457,503 Positions 87,384 20,311 49,328 55,070 35,766 32,435 102,089 192,832 52,953 15,394 14,371 32,311 30,539 27,196 Changes from: June 3, 2014 Total Change is: 8,577 3,069 -2,743 6,831 -6,597 4,764 1,226 2,090 868 45 2,770 1,448 -2,141 1,284 -1,721 Percent of Open Interest Represented by Each Category of Trader 19.1 4.4 10.8 12.0 7.8 7.1 22.3 42.1 11.6 3.4 3.1 7.1 6.7 5.9 Number of Traders in Each Category Total Traders: 221 25 11 27 6 19 13 40 62 54 29 19 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 10, 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 14,182 Positions 497 7,550 0 5,195 146 173 7,454 5,551 758 26 0 0 79 4 Changes from: June 3, 2014 Total Change is: -1,537 -67 0 0 -1,014 0 -65 -412 -1,456 0 0 0 0 21 -16 Percent of Open Interest Represented by Each Category of Trader 3.5 53.2 0.0 36.6 1.0 1.2 52.6 39.1 5.3 0.2 0.0 0.0 0.6 0.0 Number of Traders in Each Category Total Traders: 21 . . 0 5 . . 9 . . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 13, 2014