Traders in Financial Futures - Futures Only Positions as of June 24, 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 103,193
Positions
10,590 15,211 387 13,990 2,418 2,644 23,621 43,314 5,089 16,541 4,579 345 29,986 29,206
Changes from: June 17, 2014 Total Change is: -29,016
-10,429 -10,563 -2,935 311 -1,491 283 1,264 -10,838 -4,843 -384 2,212 71 -12,354 -912
Percent of Open Interest Represented by Each Category of Trader
10.3 14.7 0.4 13.6 2.3 2.6 22.9 42.0 4.9 16.0 4.4 0.3 29.1 28.3
Number of Traders in Each Category Total Traders: 75
5 6 . 4 . . 17 19 6 14 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 33,599
Positions
11,790 2,902 1 900 2,139 0 9,532 14,561 246 613 0 0 10,517 13,750
Changes from: June 17, 2014 Total Change is: 1,340
6,770 712 0 0 0 0 -6,269 2,597 17 0 0 0 822 -1,986
Percent of Open Interest Represented by Each Category of Trader
35.1 8.6 0.0 2.7 6.4 0.0 28.4 43.3 0.7 1.8 0.0 0.0 31.3 40.9
Number of Traders in Each Category Total Traders: 39
4 5 . . . 0 11 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 254,369
Positions
3,909 110,583 386 29,195 30,211 1,791 176,002 52,980 1,973 1,830 36,307 178 39,105 19,960
Changes from: June 17, 2014 Total Change is: 4,138
1,975 4,817 339 378 -341 13 2,719 -29 -38 -257 -837 78 -1,069 136
Percent of Open Interest Represented by Each Category of Trader
1.5 43.5 0.2 11.5 11.9 0.7 69.2 20.8 0.8 0.7 14.3 0.1 15.4 7.8
Number of Traders in Each Category Total Traders: 121
5 11 . 13 13 7 48 19 7 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 148,257
Positions
80,770 9,012 204 30,574 16,701 26 17,172 75,625 1,699 2,477 3,700 0 15,335 41,290
Changes from: June 17, 2014 Total Change is: -4,750
-3,378 1,424 186 1,172 -1,104 -110 -3,099 -4,793 109 164 1,012 0 206 -1,474
Percent of Open Interest Represented by Each Category of Trader
54.5 6.1 0.1 20.6 11.3 0.0 11.6 51.0 1.1 1.7 2.5 0.0 10.3 27.9
Number of Traders in Each Category Total Traders: 108
9 9 5 9 13 . 15 44 8 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 291,244
Positions
124,921 17,971 1,738 48,070 71,008 6,897 44,148 93,738 3,737 27,099 28,359 1,042 33,592 66,754
Changes from: June 17, 2014 Total Change is: 5,755
2,681 290 -820 196 884 205 2,618 2,276 585 449 18 -70 -89 2,387
Percent of Open Interest Represented by Each Category of Trader
42.9 6.2 0.6 16.5 24.4 2.4 15.2 32.2 1.3 9.3 9.7 0.4 11.5 22.9
Number of Traders in Each Category Total Traders: 190
19 11 8 17 27 18 26 48 12 20 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 101,998
Positions
1,319 38,262 72 2,645 2,493 114 65,126 27,017 1,782 500 10,294 80 30,360 21,884
Changes from: June 17, 2014 Total Change is: 2,598
-1,382 2,707 57 40 -11 38 4,041 -2,517 408 26 1,043 68 -698 805
Percent of Open Interest Represented by Each Category of Trader
1.3 37.5 0.1 2.6 2.4 0.1 63.9 26.5 1.7 0.5 10.1 0.1 29.8 21.5
Number of Traders in Each Category Total Traders: 77
. 11 4 4 4 . 24 20 6 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 35,215
Positions
16,204 27,023 3,700 2,760 0 0 7,123 149 2,012 1,386 0 1,802 228 529
Changes from: June 17, 2014 Total Change is: 767
763 878 0 -18 0 0 622 0 -185 0 0 0 -415 74
Percent of Open Interest Represented by Each Category of Trader
46.0 76.7 10.5 7.8 0.0 0.0 20.2 0.4 5.7 3.9 0.0 5.1 0.6 1.5
Number of Traders in Each Category Total Traders: 23
6 10 7 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 128,333
Positions
30,670 78,054 144 5,412 1,319 0 81,557 42,459 512 3,068 3,969 0 6,970 1,876
Changes from: June 17, 2014 Total Change is: -6,684
-245 614 143 -29 0 0 -5,894 -7,391 14 -529 -111 0 -144 47
Percent of Open Interest Represented by Each Category of Trader
23.9 60.8 0.1 4.2 1.0 0.0 63.6 33.1 0.4 2.4 3.1 0.0 5.4 1.5
Number of Traders in Each Category Total Traders: 112
7 17 . 6 . 0 42 20 5 10 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 34,430
Positions
4,872 16,168 6,090 1,820 201 95 14,017 2,215 2,977 387 3,275 2,750 1,422 659
Changes from: June 17, 2014 Total Change is: 7,916
-314 4,191 -147 55 -95 95 5,431 1,200 2,683 20 0 0 93 -11
Percent of Open Interest Represented by Each Category of Trader
14.2 47.0 17.7 5.3 0.6 0.3 40.7 6.4 8.6 1.1 9.5 8.0 4.1 1.9
Number of Traders in Each Category Total Traders: 26
. 7 . . . . 6 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 31,415
Positions
1,580 6,040 0 1,996 509 0 23,543 17,601 345 475 4,174 0 3,476 2,746
Changes from: June 17, 2014 Total Change is: 2,948
-48 2,056 0 -43 -320 0 3,388 633 0 -41 361 0 -308 218
Percent of Open Interest Represented by Each Category of Trader
5.0 19.2 0.0 6.4 1.6 0.0 74.9 56.0 1.1 1.5 13.3 0.0 11.1 8.7
Number of Traders in Each Category Total Traders: 76
. 10 0 6 . 0 29 14 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 58,112
Positions
18,284 29,792 251 6,966 4,467 266 20,691 11,864 264 3,623 3,926 0 7,769 7,284
Changes from: June 17, 2014 Total Change is: -25,357
-2,556 -5,960 -16,447 471 95 -1 -2,375 153 -2,576 23 -293 -1 -1,895 -328
Percent of Open Interest Represented by Each Category of Trader
31.5 51.3 0.4 12.0 7.7 0.5 35.6 20.4 0.5 6.2 6.8 0.0 13.4 12.5
Number of Traders in Each Category Total Traders: 110
21 10 . 10 . 4 27 19 8 8 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 116,223
Positions
36,567 59,583 502 13,931 8,933 532 41,381 23,728 527 7,246 7,851 0 15,537 14,567
Changes from: June 17, 2014 Total Change is: -50,713
-5,112 -11,920 -32,894 942 190 -1 -4,750 306 -5,151 45 -585 -2 -3,790 -656
Percent of Open Interest Represented by Each Category of Trader
31.5 51.3 0.4 12.0 7.7 0.5 35.6 20.4 0.5 6.2 6.8 0.0 13.4 12.5
Number of Traders in Each Category Total Traders: 110
21 10 . 10 . 4 27 19 8 8 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 705,455
Positions
54,609 193,196 13,504 327,659 101,286 42,877 90,247 207,264 20,585 53,243 45,790 2,437 100,295 78,516
Changes from: June 17, 2014 Total Change is: -208,570
-7,396 -8,948 -95,056 11,564 4,878 -12,037 -20,610 -5,672 -45,999 -3,451 -11,332 -4,245 -31,340 -30,159
Percent of Open Interest Represented by Each Category of Trader
7.7 27.4 1.9 46.4 14.4 6.1 12.8 29.4 2.9 7.5 6.5 0.3 14.2 11.1
Number of Traders in Each Category Total Traders: 571
33 44 25 126 50 65 83 135 70 53 47 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 132,619
Positions
12,902 53,973 2,062 57,895 21,911 1,592 9,025 10,752 702 9,107 8,256 0 39,334 33,371
Changes from: June 17, 2014 Total Change is: -72,885
-21,559 -3,409 -28,315 5 -857 60 -3,207 -12,120 -3,271 -5,561 2,581 -1,469 -9,568 -26,085
Percent of Open Interest Represented by Each Category of Trader
9.7 40.7 1.6 43.7 16.5 1.2 6.8 8.1 0.5 6.9 6.2 0.0 29.7 25.2
Number of Traders in Each Category Total Traders: 78
6 12 . 17 7 8 13 15 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 2,864,180
Positions
259,249 746,827 6,497 1,355,296 403,350 199,949 418,086 994,539 87,436 220,679 187,672 12,184 304,804 225,726
Changes from: June 17, 2014 Total Change is: -678,426
-57,503 -156,009 -205,390 57,590 28,471 -60,278 -165,360 -46,109 -135,293 -3,685 -83,801 353 -108,860 -20,370
Percent of Open Interest Represented by Each Category of Trader
9.1 26.1 0.2 47.3 14.1 7.0 14.6 34.7 3.1 7.7 6.6 0.4 10.6 7.9
Number of Traders in Each Category Total Traders: 554
35 40 19 119 47 60 82 134 61 51 46 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 83,221
Positions
5,655 35,893 3 42,603 35,093 1,883 21,937 5,428 995 739 401 0 9,406 3,525
Changes from: June 17, 2014 Total Change is: -20,468
-686 -3,160 -9,281 -986 -484 152 -1,715 -631 -542 0 -2,187 0 -7,410 -4,335
Percent of Open Interest Represented by Each Category of Trader
6.8 43.1 0.0 51.2 42.2 2.3 26.4 6.5 1.2 0.9 0.5 0.0 11.3 4.2
Number of Traders in Each Category Total Traders: 90
7 12 . 35 10 12 15 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 68,535
Positions
5,179 41,895 196 35,524 5,900 707 18,416 9,440 718 1,426 3,925 163 6,206 5,591
Changes from: June 17, 2014 Total Change is: -40,733
-2,183 -933 -23,102 3,463 252 -6,614 -801 -2,113 -6,356 -974 308 -325 -3,842 -1,849
Percent of Open Interest Represented by Each Category of Trader
7.6 61.1 0.3 51.8 8.6 1.0 26.9 13.8 1.0 2.1 5.7 0.2 9.1 8.2
Number of Traders in Each Category Total Traders: 215
16 20 4 30 16 9 55 40 9 12 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 342,676
Positions
25,893 209,474 981 177,620 29,501 3,536 92,081 47,198 3,591 7,130 19,626 814 31,030 27,955
Changes from: June 17, 2014 Total Change is: -136,469
-14,525 5,618 -78,315 29,822 -4,410 -27,399 -10,807 -14,678 -20,428 -2,264 2,759 -1,625 -10,928 2,009
Percent of Open Interest Represented by Each Category of Trader
7.6 61.1 0.3 51.8 8.6 1.0 26.9 13.8 1.0 2.1 5.7 0.2 9.1 8.2
Number of Traders in Each Category Total Traders: 215
16 20 4 30 16 9 55 40 9 12 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 313,375
Positions
69,873 36,334 11,813 115,961 127,601 17,241 62,876 86,884 7,628 8,390 9,782 0 19,593 16,092
Changes from: June 17, 2014 Total Change is: -43,901
-26,433 -12,719 -19,609 726 5,312 2,513 13,801 -5,833 -6,256 -1,536 -1,197 -1,738 -5,369 -4,374
Percent of Open Interest Represented by Each Category of Trader
22.3 11.6 3.8 37.0 40.7 5.5 20.1 27.7 2.4 2.7 3.1 0.0 6.3 5.1
Number of Traders in Each Category Total Traders: 253
24 8 4 57 40 28 43 52 13 12 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 58,332
Positions
2,224 26,327 0 30,688 0 149 11,079 14,554 15 4,803 1,293 0 9,374 15,994
Changes from: June 17, 2014 Total Change is: -226
-105 328 0 377 0 -43 -16 -1,056 0 70 163 0 -509 382
Percent of Open Interest Represented by Each Category of Trader
3.8 45.1 0.0 52.6 0.0 0.3 19.0 25.0 0.0 8.2 2.2 0.0 16.1 27.4
Number of Traders in Each Category Total Traders: 68
6 8 0 20 0 . 14 11 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 96,348
Positions
24,296 6,569 2,256 18,302 1,064 619 32,765 3,016 3,145 4,313 1,946 0 10,652 77,733
Changes from: June 17, 2014 Total Change is: 9,115
2,833 631 250 749 -40 426 2,245 -1,006 1,895 -105 338 0 822 6,621
Percent of Open Interest Represented by Each Category of Trader
25.2 6.8 2.3 19.0 1.1 0.6 34.0 3.1 3.3 4.5 2.0 0.0 11.1 80.7
Number of Traders in Each Category Total Traders: 80
10 9 4 10 . . 34 6 8 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 106,599
Positions
5,216 67,991 945 61,479 18,925 4,767 21,488 6,103 4,477 2,308 628 0 5,919 2,763
Changes from: June 17, 2014 Total Change is: -12,727
-608 -2,733 -10,682 -9 2,464 223 -213 1,616 -403 1,358 0 0 -2,393 -3,212
Percent of Open Interest Represented by Each Category of Trader
4.9 63.8 0.9 57.7 17.8 4.5 20.2 5.7 4.2 2.2 0.6 0.0 5.6 2.6
Number of Traders in Each Category Total Traders: 96
5 12 . 31 18 13 18 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 322,720
Positions
26,688 171,623 3,774 103,164 52,609 48,059 93,133 33,541 1,768 23,881 6,091 558 21,695 4,697
Changes from: June 17, 2014 Total Change is: -24,508
2,142 8,683 -22,099 2,349 10,943 -76 -798 -7,219 -2,162 -2,424 -6,359 6 -1,446 -6,225
Percent of Open Interest Represented by Each Category of Trader
8.3 53.2 1.2 32.0 16.3 14.9 28.9 10.4 0.5 7.4 1.9 0.2 6.7 1.5
Number of Traders in Each Category Total Traders: 212
20 24 6 57 23 30 38 15 8 26 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 739,097
Positions
4,715 120,660 5,277 273,195 171,804 133,494 122,180 93,584 15,922 28,144 35,248 1,599 154,571 161,509
Changes from: June 17, 2014 Total Change is: -16,969
-2,605 2,859 1,009 -11,743 -8,750 1,601 -5,830 -8,502 -2,904 5,969 -2,635 1,307 -3,773 -954
Percent of Open Interest Represented by Each Category of Trader
0.6 16.3 0.7 37.0 23.2 18.1 16.5 12.7 2.2 3.8 4.8 0.2 20.9 21.9
Number of Traders in Each Category Total Traders: 172
4 19 . 34 41 40 35 22 16 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 481,349
Positions
21,654 82,445 2,825 240,503 25,380 75,744 21,414 188,620 7,648 10,493 8,882 60 101,008 89,745
Changes from: June 17, 2014 Total Change is: -6,363
3 -4,099 -672 -8,627 -2,092 3,094 -598 3,124 -1,042 2,063 -861 0 -584 -3,815
Percent of Open Interest Represented by Each Category of Trader
4.5 17.1 0.6 50.0 5.3 15.7 4.4 39.2 1.6 2.2 1.8 0.0 21.0 18.6
Number of Traders in Each Category Total Traders: 83
. 11 5 33 10 22 6 14 8 4 . .
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Traders in Financial Futures - Futures Only Positions as of June 24, 2014
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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 1,040,201
Positions
31,485 125,124 6,773 216,714 354,356 63,103 534,432 194,107 29,090 44,416 96,678 25,100 89,088 145,870
Changes from: June 17, 2014 Total Change is: -1,094
-16,313 -2,274 3,898 -3,414 20,763 -6,693 61,194 -2,308 -27,286 5,770 5,349 -869 -17,381 8,326
Percent of Open Interest Represented by Each Category of Trader
3.0 12.0 0.7 20.8 34.1 6.1 51.4 18.7 2.8 4.3 9.3 2.4 8.6 14.0
Number of Traders in Each Category Total Traders: 240
12 30 7 32 51 30 46 25 20 16 28 7
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Traders in Financial Futures - Futures Only Positions as of June 24, 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 2,585,200
Positions
81,596 166,918 31,968 854,465 1,143,269 207,865 747,079 320,716 55,918 313,430 163,136 32,193 260,686 463,217
Changes from: June 17, 2014 Total Change is: -15,886
-23,727 3,112 -887 -1,946 -2,242 4,628 33,767 -21,544 -3,344 -7,750 3,620 2,100 -18,727 -1,329
Percent of Open Interest Represented by Each Category of Trader
3.2 6.5 1.2 33.1 44.2 8.0 28.9 12.4 2.2 12.1 6.3 1.2 10.1 17.9
Number of Traders in Each Category Total Traders: 356
15 34 11 36 85 60 52 67 40 19 48 12
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Traders in Financial Futures - Futures Only Positions as of June 24, 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 2,122,197
Positions
186,821 102,044 20,381 693,160 899,279 230,610 560,961 230,905 72,983 115,334 168,595 22,895 219,052 374,505
Changes from: June 17, 2014 Total Change is: 8,668
572 8,192 -9,425 -19,333 -8,644 5,290 43,918 -16,387 641 -18,576 6,655 2,434 3,147 19,912
Percent of Open Interest Represented by Each Category of Trader
8.8 4.8 1.0 32.7 42.4 10.9 26.4 10.9 3.4 5.4 7.9 1.1 10.3 17.6
Number of Traders in Each Category Total Traders: 273
15 25 9 29 63 47 43 50 26 20 28 11
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Traders in Financial Futures - Futures Only Positions as of June 24, 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 417,521
Positions
189,482 118,250 73,819 0 7,873 7,534 34,881 66,826 56,920 2,319 8,690 25,173 27,393 52,436
Changes from: June 17, 2014 Total Change is: 13,915
3,001 2,061 3,763 0 0 512 5,504 9,250 -2,130 307 -1,998 3,802 -844 -1,345
Percent of Open Interest Represented by Each Category of Trader
45.4 28.3 17.7 0.0 1.9 1.8 8.4 16.0 13.6 0.6 2.1 6.0 6.6 12.6
Number of Traders in Each Category Total Traders: 81
15 24 31 0 4 . 14 12 15 . 5 6
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Traders in Financial Futures - Futures Only Positions as of June 24, 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 is11,520,318
Positions
2,345,272 2,108,489 2,043,142 2,488,600 810,261 245,374 825,779 2,020,891 2,185,064 303,832 608,006 330,159 753,096 1,168,932
Changes from: June 17, 2014 Total Change is: 292,536
146,991 199,459 -1,172 -58,182 -36,758 47,018 -11,317 19,044 52,319 71,637 6,380 25,583 19,659 -19,337
Percent of Open Interest Represented by Each Category of Trader
20.4 18.3 17.7 21.6 7.0 2.1 7.2 17.5 19.0 2.6 5.3 2.9 6.5 10.1
Number of Traders in Each Category Total Traders: 300
33 53 71 11 24 19 36 79 91 9 38 32
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Traders in Financial Futures - Futures Only Positions as of June 24, 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 50,974
Positions
30,832 1,318 0 6,992 14,471 4,859 7,844 20,381 331 25 9,456 16 75 142
Changes from: June 17, 2014 Total Change is: 125
600 0 0 3 1,134 0 -436 -1,033 3 -57 0 16 -4 5
Percent of Open Interest Represented by Each Category of Trader
60.5 2.6 0.0 13.7 28.4 9.5 15.4 40.0 0.6 0.0 18.6 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 46
8 5 0 4 7 . 5 10 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 32,924
Positions
26,196 125 10 0 11,195 1,445 3,544 6,368 1,564 106 12,081 0 59 136
Changes from: June 17, 2014 Total Change is: 599
1,388 -141 0 0 792 -559 44 68 50 -261 397 0 -63 -8
Percent of Open Interest Represented by Each Category of Trader
79.6 0.4 0.0 0.0 34.0 4.4 10.8 19.3 4.8 0.3 36.7 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 43
7 . . 0 14 . 4 6 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 58,484
Positions
10,783 29,781 678 8,757 1,184 238 14,517 22,095 1,926 13,856 531 0 7,729 2,051
Changes from: June 17, 2014 Total Change is: 3,239
-93 -37 0 -830 -37 9 803 1,909 542 1,860 232 0 948 621
Percent of Open Interest Represented by Each Category of Trader
18.4 50.9 1.2 15.0 2.0 0.4 24.8 37.8 3.3 23.7 0.9 0.0 13.2 3.5
Number of Traders in Each Category Total Traders: 141
7 . . 16 . . 31 20 12 54 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 424,966
Positions
87,179 15,828 46,173 57,165 27,404 26,758 76,985 178,592 58,873 12,626 12,067 32,419 26,788 26,852
Changes from: June 17, 2014 Total Change is: -31,346
-5,605 -4,078 -7,964 3,806 -785 -2,193 -14,679 -6,900 -3,082 1,367 -715 -5,508 2,512 -121
Percent of Open Interest Represented by Each Category of Trader
20.5 3.7 10.9 13.5 6.4 6.3 18.1 42.0 13.9 3.0 2.8 7.6 6.3 6.3
Number of Traders in Each Category Total Traders: 215
24 12 23 6 17 12 41 61 58 22 21 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 15,369
Positions
659 2,967 0 6,506 0 241 5,933 11,418 741 1,249 0 0 40 2
Changes from: June 17, 2014 Total Change is: -5,529
79 -4,583 0 574 0 34 -1,058 4,160 -5,138 3 0 0 -23 -2
Percent of Open Interest Represented by Each Category of Trader
4.3 19.3 0.0 42.3 0.0 1.6 38.6 74.3 4.8 8.1 0.0 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 24
. . 0 7 0 . 7 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 24, 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 10,160
Positions
1,238 5,893 0 5,476 0 0 1,866 3,844 226 188 0 0 1,166 197
Changes from: June 17, 2014 Total Change is: 694
40 0 0 19 0 0 478 535 76 0 0 0 81 83
Percent of Open Interest Represented by Each Category of Trader
12.2 58.0 0.0 53.9 0.0 0.0 18.4 37.8 2.2 1.9 0.0 0.0 11.5 1.9
Number of Traders in Each Category Total Traders: 23
. . 0 7 0 0 7 4 . . 0 0
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Updated June 27, 2014