Traders in Financial Futures - Futures Only Positions as of June 17, 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 132,209
Positions
21,019 25,774 3,322 13,679 3,909 2,361 22,357 54,152 9,932 16,925 2,367 274 42,340 30,118
Changes from: June 10, 2014 Total Change is: 6,377
-1,595 3,303 1,692 100 -637 446 -11,456 368 2,899 203 359 266 13,822 -2,319
Percent of Open Interest Represented by Each Category of Trader
15.9 19.5 2.5 10.3 3.0 1.8 16.9 41.0 7.5 12.8 1.8 0.2 32.0 22.8
Number of Traders in Each Category Total Traders: 73
5 9 7 4 4 . 18 16 13 12 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 32,259
Positions
5,020 2,190 1 900 2,139 0 15,801 11,964 229 613 0 0 9,695 15,736
Changes from: June 10, 2014 Total Change is: -20,186
-18,505 -6,564 -170 0 0 0 6,050 -5,216 -5,498 0 -1,751 0 -2,063 -987
Percent of Open Interest Represented by Each Category of Trader
15.6 6.8 0.0 2.8 6.6 0.0 49.0 37.1 0.7 1.9 0.0 0.0 30.1 48.8
Number of Traders in Each Category Total Traders: 34
4 4 . . . 0 11 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 250,231
Positions
1,934 105,766 47 28,817 30,552 1,778 173,283 53,009 2,011 2,087 37,144 100 40,174 19,824
Changes from: June 10, 2014 Total Change is: -21,371
-14,614 -15,446 -2,474 479 445 -3 15,112 6,039 -23,711 417 15,119 -547 3,970 -793
Percent of Open Interest Represented by Each Category of Trader
0.8 42.3 0.0 11.5 12.2 0.7 69.2 21.2 0.8 0.8 14.8 0.0 16.1 7.9
Number of Traders in Each Category Total Traders: 119
4 11 . 12 13 6 45 20 6 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 153,007
Positions
84,148 7,588 18 29,402 17,805 136 20,271 80,418 1,590 2,313 2,688 0 15,129 42,764
Changes from: June 10, 2014 Total Change is: -48,087
-13,616 -8,612 -13,987 750 235 -1,635 -4,917 -5,487 -10,568 -1,389 -1,031 -1,192 -1,533 -5,810
Percent of Open Interest Represented by Each Category of Trader
55.0 5.0 0.0 19.2 11.6 0.1 13.2 52.6 1.0 1.5 1.8 0.0 9.9 27.9
Number of Traders in Each Category Total Traders: 103
10 6 . 9 13 . 13 44 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 285,489
Positions
122,240 17,681 2,558 47,874 70,124 6,692 41,530 91,462 3,152 26,650 28,341 1,112 33,681 64,367
Changes from: June 10, 2014 Total Change is: -46,147
-12,980 -8,113 -20,512 610 1,943 131 13,319 11,002 -21,082 3,693 -83 -2,134 -7,192 -7,299
Percent of Open Interest Represented by Each Category of Trader
42.8 6.2 0.9 16.8 24.6 2.3 14.5 32.0 1.1 9.3 9.9 0.4 11.8 22.5
Number of Traders in Each Category Total Traders: 191
15 13 8 15 30 16 26 50 12 20 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 99,400
Positions
2,701 35,555 15 2,605 2,504 76 61,085 29,534 1,374 474 9,251 12 31,058 21,079
Changes from: June 10, 2014 Total Change is: -29,584
-18,144 -24,055 -1,324 504 -591 -24 -2,293 4,863 -5,372 -1,400 2,497 -2,059 528 -3,519
Percent of Open Interest Represented by Each Category of Trader
2.7 35.8 0.0 2.6 2.5 0.1 61.5 29.7 1.4 0.5 9.3 0.0 31.2 21.2
Number of Traders in Each Category Total Traders: 73
5 10 . . 4 . 20 22 6 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 34,448
Positions
15,441 26,145 3,700 2,778 0 0 6,501 149 2,197 1,386 0 1,802 643 455
Changes from: June 10, 2014 Total Change is: -8,906
-131 3,935 -8,654 -49 0 0 1,593 -1,973 -1,597 291 0 -382 23 -235
Percent of Open Interest Represented by Each Category of Trader
44.8 75.9 10.7 8.1 0.0 0.0 18.9 0.4 6.4 4.0 0.0 5.2 1.9 1.3
Number of Traders in Each Category Total Traders: 20
4 9 7 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 135,017
Positions
30,915 77,440 1 5,441 1,319 0 87,451 49,850 498 3,597 4,080 0 7,114 1,829
Changes from: June 10, 2014 Total Change is: -65,185
7,773 26,292 -19,570 67 18 0 -18,119 -38,219 -32,852 116 -50 -741 -1,859 -63
Percent of Open Interest Represented by Each Category of Trader
22.9 57.4 0.0 4.0 1.0 0.0 64.8 36.9 0.4 2.7 3.0 0.0 5.3 1.4
Number of Traders in Each Category Total Traders: 117
8 15 . 6 . 0 43 24 4 11 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 26,514
Positions
5,186 11,977 6,237 1,765 296 0 8,586 1,015 294 367 3,275 2,750 1,329 670
Changes from: June 10, 2014 Total Change is: 256
-67 112 147 298 190 -190 -212 1 14 247 0 0 19 -18
Percent of Open Interest Represented by Each Category of Trader
19.6 45.2 23.5 6.7 1.1 0.0 32.4 3.8 1.1 1.4 12.4 10.4 5.0 2.5
Number of Traders in Each Category Total Traders: 25
. 7 . . . 0 7 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 28,467
Positions
1,628 3,984 0 2,039 829 0 20,155 16,968 345 516 3,813 0 3,784 2,528
Changes from: June 10, 2014 Total Change is: -4,479
346 -15,565 -2,561 163 640 0 1,106 12,811 -2,825 -548 3,209 0 -160 -188
Percent of Open Interest Represented by Each Category of Trader
5.7 14.0 0.0 7.2 2.9 0.0 70.8 59.6 1.2 1.8 13.4 0.0 13.3 8.9
Number of Traders in Each Category Total Traders: 66
4 7 0 6 . 0 26 11 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 83,468
Positions
20,840 35,752 16,698 6,495 4,372 267 23,066 11,711 2,839 3,601 4,218 1 9,664 7,612
Changes from: June 10, 2014 Total Change is: 18,023
353 4,387 15,352 -604 101 -8 -728 -1,884 2,686 -38 -938 0 1,010 -1,674
Percent of Open Interest Represented by Each Category of Trader
25.0 42.8 20.0 7.8 5.2 0.3 27.6 14.0 3.4 4.3 5.1 0.0 11.6 9.1
Number of Traders in Each Category Total Traders: 117
21 15 14 8 . . 31 16 8 6 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 166,936
Positions
41,679 71,503 33,396 12,989 8,743 533 46,131 23,422 5,678 7,201 8,436 2 19,327 15,223
Changes from: June 10, 2014 Total Change is: 36,045
705 8,774 30,704 -1,208 202 -16 -1,456 -3,768 5,372 -75 -1,875 0 2,019 -3,348
Percent of Open Interest Represented by Each Category of Trader
25.0 42.8 20.0 7.8 5.2 0.3 27.6 14.0 3.4 4.3 5.1 0.0 11.6 9.1
Number of Traders in Each Category Total Traders: 117
21 15 14 8 . . 31 16 8 6 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 914,025
Positions
62,006 202,144 108,560 316,095 96,407 54,914 110,856 212,937 66,584 56,694 57,123 6,682 131,635 108,675
Changes from: June 10, 2014 Total Change is: 99,453
5,731 50 54,682 2,083 3,640 11,964 7,534 13,065 15,318 -1,754 -1,132 2,605 1,290 -740
Percent of Open Interest Represented by Each Category of Trader
6.8 22.1 11.9 34.6 10.5 6.0 12.1 23.3 7.3 6.2 6.2 0.7 14.4 11.9
Number of Traders in Each Category Total Traders: 606
40 45 47 126 54 67 93 131 93 53 63 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 205,504
Positions
34,461 57,382 30,377 57,890 22,768 1,532 12,232 22,872 3,973 14,668 5,675 1,469 48,902 59,456
Changes from: June 10, 2014 Total Change is: 34,112
906 2,941 22,403 9,487 1,478 96 -3,074 1,955 7 828 -52 1,072 2,387 4,212
Percent of Open Interest Represented by Each Category of Trader
16.8 27.9 14.8 28.2 11.1 0.7 6.0 11.1 1.9 7.1 2.8 0.7 23.8 28.9
Number of Traders in Each Category Total Traders: 88
8 12 14 16 7 7 17 18 15 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 3,542,606
Positions
316,752 902,836 211,887 1,297,706 374,879 260,227 583,446 1,040,648 222,729 224,364 271,473 11,831 413,664 246,096
Changes from: June 10, 2014 Total Change is: 326,705
33,862 -4,716 151,658 -37,154 10,679 59,472 52,649 55,158 76,949 -8,754 -1,244 3,508 -5,485 -24,759
Percent of Open Interest Represented by Each Category of Trader
8.9 25.5 6.0 36.6 10.6 7.3 16.5 29.4 6.3 6.3 7.7 0.3 11.7 6.9
Number of Traders in Each Category Total Traders: 588
42 42 41 120 51 63 91 130 85 49 62 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 103,689
Positions
6,341 39,053 9,284 43,589 35,577 1,731 23,652 6,059 1,537 739 2,588 0 16,816 7,860
Changes from: June 10, 2014 Total Change is: 14,178
-2,433 -471 8,717 630 765 -246 2,283 707 571 0 0 0 4,656 4,135
Percent of Open Interest Represented by Each Category of Trader
6.1 37.7 9.0 42.0 34.3 1.7 22.8 5.8 1.5 0.7 2.5 0.0 16.2 7.6
Number of Traders in Each Category Total Traders: 91
8 12 9 34 10 12 15 8 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 109,268
Positions
7,361 42,828 23,298 32,061 5,648 7,321 19,217 11,553 7,074 2,400 3,617 488 10,048 7,440
Changes from: June 10, 2014 Total Change is: 20,116
645 5,846 10,009 198 121 5,530 2,114 -1,284 3,353 96 -435 345 -2,175 -3,369
Percent of Open Interest Represented by Each Category of Trader
6.7 39.2 21.3 29.3 5.2 6.7 17.6 10.6 6.5 2.2 3.3 0.4 9.2 6.8
Number of Traders in Each Category Total Traders: 244
17 27 20 32 16 9 66 38 27 21 26 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 13,439
Positions
6,032 8,811 685 3,635 0 0 910 1,448 0 521 244 0 1,656 2,251
Changes from: June 10, 2014 Total Change is: -2,758
-3,123 399 327 2 0 0 410 -800 0 0 -122 0 -374 -2,562
Percent of Open Interest Represented by Each Category of Trader
44.9 65.6 5.1 27.0 0.0 0.0 6.8 10.8 0.0 3.9 1.8 0.0 12.3 16.7
Number of Traders in Each Category Total Traders: 20
8 5 4 . 0 0 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 479,145
Positions
40,418 203,856 79,296 147,798 33,911 30,935 102,888 61,876 24,019 9,394 16,867 2,439 41,958 25,946
Changes from: June 10, 2014 Total Change is: 114,371
4,049 12,442 63,202 1,236 861 27,394 6,869 -4,072 18,420 481 -1,564 1,723 -9,003 -4,035
Percent of Open Interest Represented by Each Category of Trader
8.4 42.5 16.5 30.8 7.1 6.5 21.5 12.9 5.0 2.0 3.5 0.5 8.8 5.4
Number of Traders in Each Category Total Traders: 243
18 26 15 31 17 9 65 39 26 20 26 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 357,276
Positions
96,306 49,053 31,422 115,235 122,289 14,728 49,075 92,717 13,884 9,926 10,979 1,738 24,962 20,466
Changes from: June 10, 2014 Total Change is: 34,161
-3,311 3,401 18,763 -356 -1,992 -388 7,317 1,515 6,156 119 1,441 703 5,158 4,562
Percent of Open Interest Represented by Each Category of Trader
27.0 13.7 8.8 32.3 34.2 4.1 13.7 26.0 3.9 2.8 3.1 0.5 7.0 5.7
Number of Traders in Each Category Total Traders: 273
22 13 16 56 41 28 47 62 25 14 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 58,558
Positions
2,329 25,999 0 30,311 0 192 11,095 15,610 15 4,733 1,130 0 9,883 15,612
Changes from: June 10, 2014 Total Change is: -23,787
-2,755 9,418 -6,521 -1,246 0 -168 288 412 -2,863 -154 -18,724 -1,570 -8,798 -3,771
Percent of Open Interest Represented by Each Category of Trader
4.0 44.4 0.0 51.8 0.0 0.3 18.9 26.7 0.0 8.1 1.9 0.0 16.9 26.7
Number of Traders in Each Category Total Traders: 64
7 8 0 19 0 . 13 9 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 87,233
Positions
21,463 5,938 2,006 17,553 1,104 193 30,520 4,022 1,250 4,418 1,608 0 9,830 71,112
Changes from: June 10, 2014 Total Change is: -47,871
2,861 -2,880 -5,042 -2,220 -5 1 -12,156 -1,824 -4,253 -16,620 -2,314 -1,127 -9,315 -30,427
Percent of Open Interest Represented by Each Category of Trader
24.6 6.8 2.3 20.1 1.3 0.2 35.0 4.6 1.4 5.1 1.8 0.0 11.3 81.5
Number of Traders in Each Category Total Traders: 75
13 8 . 9 . . 27 7 5 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 119,326
Positions
5,824 70,724 11,627 61,488 16,461 4,544 21,701 4,487 4,880 950 628 0 8,312 5,975
Changes from: June 10, 2014 Total Change is: 9,428
187 -793 8,825 -59 472 -331 617 -64 -1,425 -480 -2 0 2,094 2,746
Percent of Open Interest Represented by Each Category of Trader
4.9 59.3 9.7 51.5 13.8 3.8 18.2 3.8 4.1 0.8 0.5 0.0 7.0 5.0
Number of Traders in Each Category Total Traders: 88
6 11 7 31 16 14 16 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 347,228
Positions
24,546 162,940 25,873 100,815 41,666 48,135 93,931 40,760 3,930 26,305 12,450 552 23,141 10,922
Changes from: June 10, 2014 Total Change is: 26,094
1,121 11,415 15,991 -5,276 -3,672 4,354 1,585 -5,447 -1,179 4,548 -361 158 4,792 4,835
Percent of Open Interest Represented by Each Category of Trader
7.1 46.9 7.5 29.0 12.0 13.9 27.1 11.7 1.1 7.6 3.6 0.2 6.7 3.1
Number of Traders in Each Category Total Traders: 213
18 22 17 58 24 29 33 20 14 27 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 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 756,066
Positions
7,320 117,801 4,268 284,938 180,554 131,893 128,010 102,086 18,826 22,175 37,883 292 158,344 162,463
Changes from: June 10, 2014 Total Change is: 21,024
2,457 18,101 -3,861 24,151 -4,846 2,668 -2,532 13,695 5,081 4,348 1,323 -988 -10,300 -10,149
Percent of Open Interest Represented by Each Category of Trader
1.0 15.6 0.6 37.7 23.9 17.4 16.9 13.5 2.5 2.9 5.0 0.0 20.9 21.5
Number of Traders in Each Category Total Traders: 175
6 19 4 35 40 41 30 27 20 7 11 .
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Traders in Financial Futures - Futures Only Positions as of June 17, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 487,712
Positions
21,651 86,544 3,497 249,130 27,472 72,650 22,012 185,496 8,690 8,430 9,743 60 101,592 93,560
Changes from: June 10, 2014 Total Change is: -22,713
-506 2,932 -7,220 964 1,149 -1,180 3,797 3,953 -20,317 -1,705 -1,688 0 3,454 -342
Percent of Open Interest Represented by Each Category of Trader
4.4 17.7 0.7 51.1 5.6 14.9 4.5 38.0 1.8 1.7 2.0 0.0 20.8 19.2
Number of Traders in Each Category Total Traders: 81
. 11 7 33 11 23 6 12 9 . . .
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Traders in Financial Futures - Futures Only Positions as of June 17, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,041,295
Positions
47,798 127,398 2,875 220,128 333,593 69,796 473,238 196,415 56,376 38,646 91,329 25,969 106,469 137,544
Changes from: June 10, 2014 Total Change is: -5,648
-744 -39,599 -3,119 -15,435 -2,946 8,899 10,742 27,628 -6,444 4,976 17,126 -10,317 5,794 3,124
Percent of Open Interest Represented by Each Category of Trader
4.6 12.2 0.3 21.1 32.0 6.7 45.4 18.9 5.4 3.7 8.8 2.5 10.2 13.2
Number of Traders in Each Category Total Traders: 250
12 30 7 35 49 30 50 31 22 17 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,601,086
Positions
105,323 163,806 32,855 856,411 1,145,511 203,237 713,312 342,260 59,262 321,180 159,516 30,093 279,413 464,546
Changes from: June 10, 2014 Total Change is: 6,299
-4,453 -11,366 -5,934 49,364 2,432 6,360 -34,811 24,155 5,514 20,341 -20,843 -471 -29,611 6,452
Percent of Open Interest Represented by Each Category of Trader
4.0 6.3 1.3 32.9 44.0 7.8 27.4 13.2 2.3 12.3 6.1 1.2 10.7 17.9
Number of Traders in Each Category Total Traders: 370
19 40 15 35 85 59 56 65 45 20 50 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,113,529
Positions
186,249 93,852 29,806 712,493 907,923 225,320 517,043 247,292 72,342 133,910 161,940 20,461 215,905 354,593
Changes from: June 10, 2014 Total Change is: 36,013
2,042 -31,042 1,335 21,815 68,731 -4,150 17 -17,072 13,948 21,392 25 318 -20,704 3,920
Percent of Open Interest Represented by Each Category of Trader
8.8 4.4 1.4 33.7 43.0 10.7 24.5 11.7 3.4 6.3 7.7 1.0 10.2 16.8
Number of Traders in Each Category Total Traders: 283
22 23 11 31 64 48 40 56 29 16 31 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 403,606
Positions
186,481 116,189 70,056 0 7,873 7,022 29,377 57,576 59,050 2,012 10,688 21,371 28,237 53,781
Changes from: June 10, 2014 Total Change is: 30,827
8,254 14,523 7,907 0 -10 250 7,645 -600 5,053 806 -616 1,883 -971 2,437
Percent of Open Interest Represented by Each Category of Trader
46.2 28.8 17.4 0.0 2.0 1.7 7.3 14.3 14.6 0.5 2.6 5.3 7.0 13.3
Number of Traders in Each Category Total Traders: 82
15 24 31 0 4 . 13 14 15 . 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,227,782
Positions
2,198,281 1,909,030 2,044,314 2,546,782 847,019 198,356 837,096 2,001,847 2,132,745 232,195 601,626 304,576 733,437 1,188,269
Changes from: June 10, 2014 Total Change is: -663,811
-103,194 -294,672 -146,402 -93,696 60,988 -53,463 4,807 -34,445 -132,487 -51,205 -4,536 23,699 -111,870 -82,493
Percent of Open Interest Represented by Each Category of Trader
19.6 17.0 18.2 22.7 7.5 1.8 7.5 17.8 19.0 2.1 5.4 2.7 6.5 10.6
Number of Traders in Each Category Total Traders: 300
32 54 73 10 24 17 40 80 91 9 36 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 50,849
Positions
30,232 1,318 0 6,989 13,337 4,859 8,280 21,414 328 82 9,456 0 79 137
Changes from: June 10, 2014 Total Change is: -6,660
-9,922 250 0 52 -3,315 0 6,822 -75 -3,366 -275 -135 0 29 -19
Percent of Open Interest Represented by Each Category of Trader
59.5 2.6 0.0 13.7 26.2 9.6 16.3 42.1 0.6 0.2 18.6 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 44
7 5 0 4 7 . 5 9 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 32,325
Positions
24,808 266 10 0 10,403 2,004 3,500 6,300 1,514 367 11,684 0 122 144
Changes from: June 10, 2014 Total Change is: -12,745
-14,328 187 10 0 -8,344 0 3,037 -2,940 -1,827 328 112 0 35 57
Percent of Open Interest Represented by Each Category of Trader
76.7 0.8 0.0 0.0 32.2 6.2 10.8 19.5 4.7 1.1 36.1 0.0 0.4 0.4
Number of Traders in Each Category Total Traders: 40
6 . . 0 13 . . 6 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 55,245
Positions
10,876 29,818 678 9,587 1,221 229 13,714 20,186 1,384 11,996 299 0 6,781 1,430
Changes from: June 10, 2014 Total Change is: 1,288
1,039 22,361 -19 -293 128 103 2,160 -16,598 -3,706 2,962 -447 0 -958 -534
Percent of Open Interest Represented by Each Category of Trader
19.7 54.0 1.2 17.4 2.2 0.4 24.8 36.5 2.5 21.7 0.5 0.0 12.3 2.6
Number of Traders in Each Category Total Traders: 127
7 . . 15 . . 33 17 8 46 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 456,312
Positions
92,784 19,906 54,137 53,359 28,189 28,951 91,664 185,492 61,955 11,259 12,782 37,927 24,276 26,973
Changes from: June 10, 2014 Total Change is: -1,191
5,400 -405 4,809 -1,711 -7,577 -3,484 -10,425 -7,340 9,002 -4,135 -1,589 5,616 -6,263 -223
Percent of Open Interest Represented by Each Category of Trader
20.3 4.4 11.9 11.7 6.2 6.3 20.1 40.7 13.6 2.5 2.8 8.3 5.3 5.9
Number of Traders in Each Category Total Traders: 219
26 10 27 9 15 12 43 60 54 23 22 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 20,898
Positions
580 7,550 0 5,932 0 207 6,991 7,258 5,879 1,246 0 0 63 4
Changes from: June 10, 2014 Total Change is: 6,716
83 0 0 737 -146 34 -463 1,707 5,121 1,220 0 0 -16 0
Percent of Open Interest Represented by Each Category of Trader
2.8 36.1 0.0 28.4 0.0 1.0 33.5 34.7 28.1 6.0 0.0 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 22
. . 0 6 0 . 8 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 17, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 9,466
Positions
1,198 5,893 0 5,457 0 0 1,388 3,309 150 188 0 0 1,085 114
Changes from: June 10, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
12.7 62.3 0.0 57.6 0.0 0.0 14.7 35.0 1.6 2.0 0.0 0.0 11.5 1.2
Number of Traders in Each Category Total Traders: 22
. . 0 7 0 0 6 4 . . 0 0
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Updated June 20, 2014