Traders in Financial Futures - Futures Only Positions as of July 1, 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 111,438
Positions
10,697 29,589 355 13,513 2,170 2,890 29,219 40,340 4,247 16,313 4,271 349 33,855 27,227
Changes from: June 24, 2014 Total Change is: 8,245
107 14,378 -32 -477 -248 246 5,598 -2,974 -842 -228 -308 4 3,869 -1,979
Percent of Open Interest Represented by Each Category of Trader
9.6 26.6 0.3 12.1 1.9 2.6 26.2 36.2 3.8 14.6 3.8 0.3 30.4 24.4
Number of Traders in Each Category Total Traders: 75
4 7 . . . . 19 18 8 13 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 35,221
Positions
11,949 1,517 18 900 2,139 0 10,010 17,241 307 613 0 0 11,424 13,999
Changes from: June 24, 2014 Total Change is: 1,622
159 -1,385 17 0 0 0 478 2,680 61 0 0 0 907 249
Percent of Open Interest Represented by Each Category of Trader
33.9 4.3 0.1 2.6 6.1 0.0 28.4 49.0 0.9 1.7 0.0 0.0 32.4 39.7
Number of Traders in Each Category Total Traders: 39
4 4 . . . 0 10 16 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 255,911
Positions
2,551 111,137 274 27,692 30,053 1,714 176,813 50,340 2,352 2,917 37,328 195 41,403 22,518
Changes from: June 24, 2014 Total Change is: 1,542
-1,358 554 -112 -1,503 -158 -77 811 -2,640 379 1,087 1,021 17 2,298 2,558
Percent of Open Interest Represented by Each Category of Trader
1.0 43.4 0.1 10.8 11.7 0.7 69.1 19.7 0.9 1.1 14.6 0.1 16.2 8.8
Number of Traders in Each Category Total Traders: 116
. 11 4 10 13 5 47 18 6 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 156,480
Positions
75,858 23,509 203 30,855 16,894 23 19,599 72,574 3,235 3,809 2,467 0 22,898 37,575
Changes from: June 24, 2014 Total Change is: 8,223
-4,912 14,497 -1 281 193 -3 2,427 -3,051 1,536 1,332 -1,233 0 7,563 -3,715
Percent of Open Interest Represented by Each Category of Trader
48.5 15.0 0.1 19.7 10.8 0.0 12.5 46.4 2.1 2.4 1.6 0.0 14.6 24.0
Number of Traders in Each Category Total Traders: 111
7 11 5 8 13 . 15 47 12 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 291,488
Positions
123,003 17,969 1,541 48,334 70,415 6,394 40,639 92,697 4,842 28,959 29,261 874 36,902 67,495
Changes from: June 24, 2014 Total Change is: 244
-1,918 -2 -197 264 -593 -503 -3,509 -1,041 1,105 1,860 902 -168 3,310 741
Percent of Open Interest Represented by Each Category of Trader
42.2 6.2 0.5 16.6 24.2 2.2 13.9 31.8 1.7 9.9 10.0 0.3 12.7 23.2
Number of Traders in Each Category Total Traders: 191
19 10 6 16 25 15 25 52 12 20 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 114,918
Positions
1,913 46,781 10 3,324 2,465 123 75,971 31,998 801 721 10,911 78 31,977 21,751
Changes from: June 24, 2014 Total Change is: 12,920
594 8,519 -62 679 -28 9 10,845 4,981 -981 221 617 -2 1,617 -133
Percent of Open Interest Represented by Each Category of Trader
1.7 40.7 0.0 2.9 2.1 0.1 66.1 27.8 0.7 0.6 9.5 0.1 27.8 18.9
Number of Traders in Each Category Total Traders: 87
4 14 . 4 4 . 32 16 7 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 35,839
Positions
15,560 26,897 3,713 2,742 0 0 8,102 151 2,012 1,386 0 1,802 522 1,264
Changes from: June 24, 2014 Total Change is: 624
-644 -126 13 -18 0 0 979 2 0 0 0 0 294 735
Percent of Open Interest Represented by Each Category of Trader
43.4 75.0 10.4 7.7 0.0 0.0 22.6 0.4 5.6 3.9 0.0 5.0 1.5 3.5
Number of Traders in Each Category Total Traders: 21
5 9 7 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 129,425
Positions
30,600 79,480 138 5,491 1,319 0 82,158 42,433 568 2,915 3,861 0 7,555 1,626
Changes from: June 24, 2014 Total Change is: 1,092
-70 1,426 -6 79 0 0 601 -26 56 -153 -108 0 585 -250
Percent of Open Interest Represented by Each Category of Trader
23.6 61.4 0.1 4.2 1.0 0.0 63.5 32.8 0.4 2.3 3.0 0.0 5.8 1.3
Number of Traders in Each Category Total Traders: 116
7 16 . 6 . 0 46 21 4 10 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 38,539
Positions
4,786 17,560 6,090 1,648 391 0 18,332 4,615 3,109 375 3,275 2,750 1,449 749
Changes from: June 24, 2014 Total Change is: 4,109
-86 1,392 0 -172 190 -95 4,315 2,400 132 -12 0 0 27 90
Percent of Open Interest Represented by Each Category of Trader
12.4 45.6 15.8 4.3 1.0 0.0 47.6 12.0 8.1 1.0 8.5 7.1 3.8 1.9
Number of Traders in Each Category Total Traders: 27
. 7 . . . 0 6 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 33,455
Positions
1,625 9,156 0 2,048 509 0 25,260 16,330 200 520 4,342 0 3,802 2,918
Changes from: June 24, 2014 Total Change is: 2,040
45 3,116 0 52 0 0 1,717 -1,271 -145 45 168 0 326 172
Percent of Open Interest Represented by Each Category of Trader
4.9 27.4 0.0 6.1 1.5 0.0 75.5 48.8 0.6 1.6 13.0 0.0 11.4 8.7
Number of Traders in Each Category Total Traders: 75
. 12 0 6 . 0 30 10 . . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 65,075
Positions
17,777 36,802 249 6,948 4,555 227 27,074 12,245 263 3,708 4,167 12 8,818 6,557
Changes from: June 24, 2014 Total Change is: 6,963
-507 7,011 -3 -18 88 -40 6,384 381 -1 85 242 12 1,050 -727
Percent of Open Interest Represented by Each Category of Trader
27.3 56.6 0.4 10.7 7.0 0.3 41.6 18.8 0.4 5.7 6.4 0.0 13.6 10.1
Number of Traders in Each Category Total Traders: 118
18 15 . 9 . . 37 16 7 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 130,149
Positions
35,554 73,604 497 13,896 9,109 453 54,148 24,489 526 7,415 8,334 24 17,636 13,113
Changes from: June 24, 2014 Total Change is: 13,926
-1,013 14,021 -5 -35 176 -79 12,767 761 -1 169 483 24 2,099 -1,454
Percent of Open Interest Represented by Each Category of Trader
27.3 56.6 0.4 10.7 7.0 0.3 41.6 18.8 0.4 5.7 6.4 0.0 13.6 10.1
Number of Traders in Each Category Total Traders: 118
18 15 . 9 . . 37 16 7 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 727,127
Positions
55,067 195,646 18,630 325,200 107,233 43,478 95,098 203,319 24,890 55,429 49,769 2,479 106,855 81,681
Changes from: June 24, 2014 Total Change is: 21,672
457 2,450 5,126 -2,459 5,948 601 4,852 -3,945 4,305 2,186 3,979 43 6,560 3,165
Percent of Open Interest Represented by Each Category of Trader
7.6 26.9 2.6 44.7 14.7 6.0 13.1 28.0 3.4 7.6 6.8 0.3 14.7 11.2
Number of Traders in Each Category Total Traders: 567
33 44 25 124 52 63 86 120 69 58 50 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 138,887
Positions
17,839 53,587 2,062 57,099 23,951 1,694 9,816 11,607 558 9,326 9,267 0 40,493 36,161
Changes from: June 24, 2014 Total Change is: 6,268
4,937 -386 0 -796 2,040 102 791 855 -144 219 1,011 0 1,159 2,790
Percent of Open Interest Represented by Each Category of Trader
12.8 38.6 1.5 41.1 17.2 1.2 7.1 8.4 0.4 6.7 6.7 0.0 29.2 26.0
Number of Traders in Each Category Total Traders: 82
6 12 . 17 8 7 12 16 5 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 2,941,198
Positions
256,113 780,272 12,865 1,350,572 426,478 198,853 459,645 991,794 88,427 230,528 202,524 12,384 331,811 227,601
Changes from: June 24, 2014 Total Change is: 77,018
-3,136 33,445 6,368 -4,724 23,128 -1,096 41,559 -2,745 991 9,849 14,852 200 27,007 1,875
Percent of Open Interest Represented by Each Category of Trader
8.7 26.5 0.4 45.9 14.5 6.8 15.6 33.7 3.0 7.8 6.9 0.4 11.3 7.7
Number of Traders in Each Category Total Traders: 547
35 40 19 118 48 59 86 117 57 54 49 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 87,547
Positions
2,940 38,988 0 46,460 34,319 1,939 24,364 6,274 779 739 401 0 10,326 4,847
Changes from: June 24, 2014 Total Change is: 4,326
-2,715 3,095 -3 3,857 -774 56 2,427 846 -216 0 0 0 920 1,322
Percent of Open Interest Represented by Each Category of Trader
3.4 44.5 0.0 53.1 39.2 2.2 27.8 7.2 0.9 0.8 0.5 0.0 11.8 5.5
Number of Traders in Each Category Total Traders: 90
5 12 0 37 10 13 15 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 71,784
Positions
5,097 41,153 349 36,312 5,920 512 18,623 12,075 874 3,432 4,853 139 6,446 5,908
Changes from: June 24, 2014 Total Change is: 3,249
-82 -742 152 788 20 -195 207 2,636 156 2,006 928 -23 240 317
Percent of Open Interest Represented by Each Category of Trader
7.1 57.3 0.5 50.6 8.2 0.7 25.9 16.8 1.2 4.8 6.8 0.2 9.0 8.2
Number of Traders in Each Category Total Traders: 235
20 22 5 32 16 8 57 46 9 19 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 358,922
Positions
25,485 205,766 1,743 181,561 29,601 2,562 93,115 60,376 4,371 17,159 24,264 697 32,229 29,542
Changes from: June 24, 2014 Total Change is: 16,246
-408 -3,708 762 3,941 100 -974 1,034 13,178 780 10,029 4,638 -117 1,199 1,587
Percent of Open Interest Represented by Each Category of Trader
7.1 57.3 0.5 50.6 8.2 0.7 25.9 16.8 1.2 4.8 6.8 0.2 9.0 8.2
Number of Traders in Each Category Total Traders: 235
20 22 5 32 16 8 57 46 9 19 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 331,972
Positions
75,777 40,408 15,622 124,271 127,977 17,666 65,188 99,057 6,580 9,152 9,808 186 17,530 14,668
Changes from: June 24, 2014 Total Change is: 18,597
5,904 4,074 3,809 8,310 376 425 2,312 12,173 -1,048 762 26 186 -2,063 -1,424
Percent of Open Interest Represented by Each Category of Trader
22.8 12.2 4.7 37.4 38.6 5.3 19.6 29.8 2.0 2.8 3.0 0.1 5.3 4.4
Number of Traders in Each Category Total Traders: 254
19 9 . 58 40 27 43 57 15 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 57,925
Positions
2,389 26,357 0 30,993 0 49 10,446 14,079 15 4,619 1,280 0 9,414 16,145
Changes from: June 24, 2014 Total Change is: -407
165 30 0 305 0 -100 -633 -475 0 -184 -13 0 40 151
Percent of Open Interest Represented by Each Category of Trader
4.1 45.5 0.0 53.5 0.0 0.1 18.0 24.3 0.0 8.0 2.2 0.0 16.3 27.9
Number of Traders in Each Category Total Traders: 69
6 8 0 21 0 . 15 10 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 88,590
Positions
26,119 6,722 2,343 14,050 1,049 816 27,986 4,249 2,006 4,397 2,383 0 10,873 69,022
Changes from: June 24, 2014 Total Change is: -7,758
1,823 153 87 -4,252 -15 197 -4,779 1,233 -1,139 84 437 0 221 -8,711
Percent of Open Interest Represented by Each Category of Trader
29.5 7.6 2.6 15.9 1.2 0.9 31.6 4.8 2.3 5.0 2.7 0.0 12.3 77.9
Number of Traders in Each Category Total Traders: 82
13 8 . 10 . . 29 9 8 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 110,241
Positions
6,297 71,761 815 62,770 18,368 5,085 23,202 4,996 5,026 2,338 541 0 4,708 3,649
Changes from: June 24, 2014 Total Change is: 3,642
1,081 3,770 -130 1,291 -557 318 1,714 -1,107 549 30 -87 0 -1,211 886
Percent of Open Interest Represented by Each Category of Trader
5.7 65.1 0.7 56.9 16.7 4.6 21.0 4.5 4.6 2.1 0.5 0.0 4.3 3.3
Number of Traders in Each Category Total Traders: 98
8 11 . 33 16 14 20 7 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 327,077
Positions
25,769 171,019 2,079 103,017 53,483 44,641 95,603 34,108 1,917 22,747 5,697 615 30,689 13,518
Changes from: June 24, 2014 Total Change is: 4,357
-919 -604 -1,695 -147 874 -3,418 2,470 567 149 -1,134 -394 57 8,994 8,821
Percent of Open Interest Represented by Each Category of Trader
7.9 52.3 0.6 31.5 16.4 13.6 29.2 10.4 0.6 7.0 1.7 0.2 9.4 4.1
Number of Traders in Each Category Total Traders: 209
19 22 4 55 22 28 40 17 8 26 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 736,293
Positions
5,295 102,863 8,614 288,915 183,107 122,746 113,254 98,006 16,449 28,559 36,657 103 152,358 167,748
Changes from: June 24, 2014 Total Change is: -2,804
580 -17,797 3,337 15,720 11,303 -10,748 -8,926 4,422 527 415 1,409 -1,496 -2,213 6,239
Percent of Open Interest Represented by Each Category of Trader
0.7 14.0 1.2 39.2 24.9 16.7 15.4 13.3 2.2 3.9 5.0 0.0 20.7 22.8
Number of Traders in Each Category Total Traders: 170
4 17 . 34 40 39 29 26 15 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 485,677
Positions
25,978 78,999 1,014 242,851 41,819 76,516 21,979 180,243 6,446 9,858 8,675 60 100,975 91,905
Changes from: June 24, 2014 Total Change is: 4,328
4,324 -3,446 -1,811 2,348 16,439 772 565 -8,377 -1,202 -635 -207 0 -33 2,160
Percent of Open Interest Represented by Each Category of Trader
5.3 16.3 0.2 50.0 8.6 15.8 4.5 37.1 1.3 2.0 1.8 0.0 20.8 18.9
Number of Traders in Each Category Total Traders: 83
. 10 . 34 10 23 6 13 8 4 . .
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Traders in Financial Futures - Futures Only Positions as of July 1, 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 1,098,153
Positions
42,055 139,097 5,522 201,507 374,374 78,232 577,209 179,229 33,774 38,294 128,662 23,118 98,442 136,145
Changes from: June 24, 2014 Total Change is: 57,952
10,570 13,973 -1,251 -15,207 20,018 15,129 42,777 -14,878 4,684 -6,122 31,984 -1,982 9,354 -9,725
Percent of Open Interest Represented by Each Category of Trader
3.8 12.7 0.5 18.3 34.1 7.1 52.6 16.3 3.1 3.5 11.7 2.1 9.0 12.4
Number of Traders in Each Category Total Traders: 236
11 26 7 35 51 31 46 26 22 13 28 7
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Traders in Financial Futures - Futures Only Positions as of July 1, 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 2,603,368
Positions
84,563 159,574 28,513 881,430 1,087,077 217,104 705,382 374,742 59,437 308,829 171,792 32,364 285,746 472,765
Changes from: June 24, 2014 Total Change is: 18,168
2,967 -7,344 -3,455 26,965 -56,192 9,239 -41,697 54,026 3,519 -4,601 8,656 171 25,060 9,548
Percent of Open Interest Represented by Each Category of Trader
3.2 6.1 1.1 33.9 41.8 8.3 27.1 14.4 2.3 11.9 6.6 1.2 11.0 18.2
Number of Traders in Each Category Total Traders: 369
19 34 9 38 87 61 50 71 40 17 53 13
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Traders in Financial Futures - Futures Only Positions as of July 1, 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 2,056,055
Positions
173,032 118,326 14,580 704,656 823,710 247,021 510,650 235,911 60,829 101,297 173,995 21,115 222,875 360,568
Changes from: June 24, 2014 Total Change is: -66,142
-13,789 16,282 -5,801 11,496 -75,569 16,411 -50,311 5,006 -12,154 -14,037 5,400 -1,780 3,823 -13,937
Percent of Open Interest Represented by Each Category of Trader
8.4 5.8 0.7 34.3 40.1 12.0 24.8 11.5 3.0 4.9 8.5 1.0 10.8 17.5
Number of Traders in Each Category Total Traders: 272
11 26 9 32 61 45 46 49 25 15 32 8
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Traders in Financial Futures - Futures Only Positions as of July 1, 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 411,799
Positions
179,206 97,963 79,185 0 8,093 8,070 31,583 79,449 59,136 4,025 9,226 23,325 27,269 47,352
Changes from: June 24, 2014 Total Change is: -5,722
-10,276 -20,287 5,366 0 220 536 -3,298 12,623 2,216 1,706 536 -1,848 -124 -5,084
Percent of Open Interest Represented by Each Category of Trader
43.5 23.8 19.2 0.0 2.0 2.0 7.7 19.3 14.4 1.0 2.2 5.7 6.6 11.5
Number of Traders in Each Category Total Traders: 81
14 22 29 0 4 . 14 15 17 . 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 is11,798,101
Positions
2,418,560 2,271,493 2,092,824 2,526,870 823,826 237,900 839,525 2,084,404 2,185,211 424,603 638,802 297,466 775,142 1,166,175
Changes from: June 24, 2014 Total Change is: 277,783
73,288 163,004 49,682 38,270 13,565 -7,474 13,746 63,513 147 120,771 30,796 -32,693 22,046 -2,757
Percent of Open Interest Represented by Each Category of Trader
20.5 19.3 17.7 21.4 7.0 2.0 7.1 17.7 18.5 3.6 5.4 2.5 6.6 9.9
Number of Traders in Each Category Total Traders: 305
31 57 76 10 25 20 34 83 87 11 40 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 51,584
Positions
31,624 1,448 0 7,000 15,058 4,863 7,675 20,461 331 0 9,273 0 91 150
Changes from: June 24, 2014 Total Change is: 610
792 130 0 8 587 4 -169 80 0 -25 -183 -16 16 8
Percent of Open Interest Represented by Each Category of Trader
61.3 2.8 0.0 13.6 29.2 9.4 14.9 39.7 0.6 0.0 18.0 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 44
8 5 0 4 7 . 5 9 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 33,415
Positions
26,363 501 0 0 11,233 1,445 3,979 6,295 1,223 305 12,546 0 100 172
Changes from: June 24, 2014 Total Change is: 491
167 376 -10 0 38 0 435 -73 -341 199 465 0 41 36
Percent of Open Interest Represented by Each Category of Trader
78.9 1.5 0.0 0.0 33.6 4.3 11.9 18.8 3.7 0.9 37.5 0.0 0.3 0.5
Number of Traders in Each Category Total Traders: 43
6 . 0 0 14 . 5 6 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 58,275
Positions
10,574 28,786 678 6,990 1,494 141 17,598 21,679 2,108 11,931 1,156 0 8,255 2,233
Changes from: June 24, 2014 Total Change is: -209
-209 -995 0 -1,767 310 -97 3,081 -416 182 -1,925 625 0 526 182
Percent of Open Interest Represented by Each Category of Trader
18.1 49.4 1.2 12.0 2.6 0.2 30.2 37.2 3.6 20.5 2.0 0.0 14.2 3.8
Number of Traders in Each Category Total Traders: 139
6 . . 13 4 . 30 21 9 55 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 449,836
Positions
101,413 20,157 43,453 50,347 28,466 26,601 85,636 187,273 66,688 11,929 11,670 33,781 29,988 31,747
Changes from: June 24, 2014 Total Change is: 24,870
14,234 4,329 -2,720 -6,818 1,062 -157 8,651 8,681 7,815 -697 -397 1,362 3,200 4,895
Percent of Open Interest Represented by Each Category of Trader
22.5 4.5 9.7 11.2 6.3 5.9 19.0 41.6 14.8 2.7 2.6 7.5 6.7 7.1
Number of Traders in Each Category Total Traders: 211
25 8 23 7 17 13 45 56 53 25 17 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 15,070
Positions
986 2,900 0 7,148 0 248 5,949 11,278 638 29 0 0 72 6
Changes from: June 24, 2014 Total Change is: -299
327 -67 0 642 0 7 16 -140 -103 -1,220 0 0 32 4
Percent of Open Interest Represented by Each Category of Trader
6.5 19.2 0.0 47.4 0.0 1.6 39.5 74.8 4.2 0.2 0.0 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 22
. . 0 7 0 . 7 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 1, 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 10,231
Positions
1,264 5,790 0 5,532 0 0 1,622 3,897 407 188 0 0 1,218 137
Changes from: June 24, 2014 Total Change is: 71
26 -103 0 56 0 0 -244 53 181 0 0 0 52 -60
Percent of Open Interest Represented by Each Category of Trader
12.4 56.6 0.0 54.1 0.0 0.0 15.9 38.1 4.0 1.8 0.0 0.0 11.9 1.3
Number of Traders in Each Category Total Traders: 23
. . 0 7 0 0 7 5 . . 0 0
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Updated July 4, 2014