Traders in Financial Futures - Futures Only Positions as of July 8, 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 128,555
Positions
14,134 43,397 367 14,020 2,152 2,911 43,068 45,915 4,366 14,098 4,259 53 35,538 25,135
Changes from: July 1, 2014 Total Change is: 17,117
3,437 13,808 12 507 -18 21 13,849 5,575 119 -2,215 -12 -296 1,683 -2,092
Percent of Open Interest Represented by Each Category of Trader
11.0 33.8 0.3 10.9 1.7 2.3 33.5 35.7 3.4 11.0 3.3 0.0 27.6 19.6
Number of Traders in Each Category Total Traders: 79
. 8 . 4 . . 22 20 8 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 35,053
Positions
12,000 1,770 77 900 2,189 0 9,446 15,986 232 613 0 0 11,785 14,799
Changes from: July 1, 2014 Total Change is: -168
51 253 59 0 50 0 -564 -1,255 -75 0 0 0 361 800
Percent of Open Interest Represented by Each Category of Trader
34.2 5.0 0.2 2.6 6.2 0.0 26.9 45.6 0.7 1.7 0.0 0.0 33.6 42.2
Number of Traders in Each Category Total Traders: 35
4 . . . . 0 11 12 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 254,788
Positions
8,530 108,837 1,646 28,146 30,228 1,713 167,457 50,649 2,464 2,459 37,548 248 42,125 21,455
Changes from: July 1, 2014 Total Change is: -1,123
5,979 -2,300 1,372 454 175 -1 -9,356 309 112 -458 220 53 722 -1,063
Percent of Open Interest Represented by Each Category of Trader
3.3 42.7 0.6 11.0 11.9 0.7 65.7 19.9 1.0 1.0 14.7 0.1 16.5 8.4
Number of Traders in Each Category Total Traders: 114
5 10 5 11 13 4 42 21 9 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 157,710
Positions
84,162 22,591 244 31,766 17,336 24 16,100 74,561 2,353 2,886 1,871 0 20,175 38,730
Changes from: July 1, 2014 Total Change is: 1,230
8,304 -918 41 911 442 1 -3,499 1,987 -882 -923 -596 0 -2,723 1,155
Percent of Open Interest Represented by Each Category of Trader
53.4 14.3 0.2 20.1 11.0 0.0 10.2 47.3 1.5 1.8 1.2 0.0 12.8 24.6
Number of Traders in Each Category Total Traders: 101
7 12 8 8 13 . 12 42 11 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 294,381
Positions
131,401 16,599 2,344 47,704 71,799 6,408 39,902 91,011 5,827 26,813 28,766 790 33,192 70,837
Changes from: July 1, 2014 Total Change is: 2,893
8,398 -1,370 803 -630 1,384 14 -737 -1,686 985 -2,146 -495 -84 -3,710 3,342
Percent of Open Interest Represented by Each Category of Trader
44.6 5.6 0.8 16.2 24.4 2.2 13.6 30.9 2.0 9.1 9.8 0.3 11.3 24.1
Number of Traders in Each Category Total Traders: 182
18 10 7 15 27 16 25 43 13 22 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 101,860
Positions
1,715 38,666 202 2,676 3,256 736 65,795 25,117 688 118 9,297 1,129 28,801 22,769
Changes from: July 1, 2014 Total Change is: -13,058
-198 -8,115 192 -648 791 613 -10,176 -6,881 -113 -603 -1,614 1,051 -3,176 1,018
Percent of Open Interest Represented by Each Category of Trader
1.7 38.0 0.2 2.6 3.2 0.7 64.6 24.7 0.7 0.1 9.1 1.1 28.3 22.4
Number of Traders in Each Category Total Traders: 81
4 12 . 4 6 . 24 19 . . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 34,712
Positions
16,658 26,666 3,713 2,502 0 0 5,969 151 2,011 1,386 0 1,802 671 369
Changes from: July 1, 2014 Total Change is: -1,127
1,098 -231 0 -240 0 0 -2,133 0 -1 0 0 0 149 -895
Percent of Open Interest Represented by Each Category of Trader
48.0 76.8 10.7 7.2 0.0 0.0 17.2 0.4 5.8 4.0 0.0 5.2 1.9 1.1
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 8, 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 126,231
Positions
30,560 78,622 274 5,525 1,319 0 79,685 39,359 386 2,713 4,102 0 7,088 2,169
Changes from: July 1, 2014 Total Change is: -3,194
-40 -858 136 34 0 0 -2,473 -3,074 -182 -202 241 0 -467 543
Percent of Open Interest Represented by Each Category of Trader
24.2 62.3 0.2 4.4 1.0 0.0 63.1 31.2 0.3 2.1 3.2 0.0 5.6 1.7
Number of Traders in Each Category Total Traders: 114
7 15 . 6 . 0 47 18 . 9 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 35,751
Positions
3,345 15,663 6,030 1,651 201 95 20,040 6,895 141 375 3,275 2,750 1,324 701
Changes from: July 1, 2014 Total Change is: -2,788
-1,441 -1,897 -60 3 -190 95 1,708 2,280 -2,968 0 0 0 -125 -48
Percent of Open Interest Represented by Each Category of Trader
9.4 43.8 16.9 4.6 0.6 0.3 56.1 19.3 0.4 1.0 9.2 7.7 3.7 2.0
Number of Traders in Each Category Total Traders: 26
. 8 . . . . 5 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 36,123
Positions
636 11,103 0 1,917 509 0 25,637 12,960 3,200 519 4,588 0 4,214 3,763
Changes from: July 1, 2014 Total Change is: 2,668
-989 1,947 0 -131 0 0 377 -3,370 3,000 -1 246 0 412 845
Percent of Open Interest Represented by Each Category of Trader
1.8 30.7 0.0 5.3 1.4 0.0 71.0 35.9 8.9 1.4 12.7 0.0 11.7 10.4
Number of Traders in Each Category Total Traders: 71
. 12 0 5 . 0 29 10 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 58,489
Positions
17,968 32,824 191 6,859 4,607 294 21,928 9,592 152 3,757 3,561 0 7,342 7,270
Changes from: July 1, 2014 Total Change is: -6,586
191 -3,979 -58 -89 53 67 -5,147 -2,653 -111 49 -606 -12 -1,477 713
Percent of Open Interest Represented by Each Category of Trader
30.7 56.1 0.3 11.7 7.9 0.5 37.5 16.4 0.3 6.4 6.1 0.0 12.6 12.4
Number of Traders in Each Category Total Traders: 112
19 13 . 10 . 4 33 13 5 8 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 116,977
Positions
35,936 65,647 381 13,718 9,214 587 43,855 19,183 304 7,513 7,122 0 14,683 14,539
Changes from: July 1, 2014 Total Change is: -13,172
382 -7,957 -116 -178 105 134 -10,293 -5,306 -222 98 -1,212 -24 -2,953 1,426
Percent of Open Interest Represented by Each Category of Trader
30.7 56.1 0.3 11.7 7.9 0.5 37.5 16.4 0.3 6.4 6.1 0.0 12.6 12.4
Number of Traders in Each Category Total Traders: 112
19 13 . 10 . 4 33 13 5 8 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 727,096
Positions
57,381 192,581 19,822 324,910 103,457 46,429 91,718 203,177 26,803 52,965 48,007 2,686 104,381 84,134
Changes from: July 1, 2014 Total Change is: -31
2,315 -3,066 1,192 -290 -3,776 2,951 -3,380 -143 1,913 -2,464 -1,762 207 -2,474 2,453
Percent of Open Interest Represented by Each Category of Trader
7.9 26.5 2.7 44.7 14.2 6.4 12.6 27.9 3.7 7.3 6.6 0.4 14.4 11.6
Number of Traders in Each Category Total Traders: 556
36 39 27 124 50 65 82 125 74 54 46 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 140,877
Positions
19,437 53,660 2,062 58,435 24,269 1,785 10,392 11,364 525 9,346 9,727 0 38,895 37,485
Changes from: July 1, 2014 Total Change is: 1,990
1,598 73 0 1,336 318 91 576 -243 -33 20 460 0 -1,598 1,324
Percent of Open Interest Represented by Each Category of Trader
13.8 38.1 1.5 41.5 17.2 1.3 7.4 8.1 0.4 6.6 6.9 0.0 27.6 26.6
Number of Traders in Each Category Total Traders: 83
7 12 . 17 8 7 13 15 5 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 2,931,095
Positions
257,411 762,293 21,109 1,342,757 406,324 212,839 442,266 994,698 95,756 218,102 191,407 13,424 327,431 233,245
Changes from: July 1, 2014 Total Change is: -10,103
1,298 -17,979 8,244 -7,815 -20,154 13,986 -17,379 2,904 7,329 -12,426 -11,117 1,040 -4,380 5,644
Percent of Open Interest Represented by Each Category of Trader
8.8 26.0 0.7 45.8 13.9 7.3 15.1 33.9 3.3 7.4 6.5 0.5 11.2 8.0
Number of Traders in Each Category Total Traders: 539
38 36 22 118 46 61 80 125 64 50 46 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 89,742
Positions
3,031 41,576 5 47,329 34,856 2,180 24,311 6,525 962 739 401 0 11,185 3,237
Changes from: July 1, 2014 Total Change is: 2,195
91 2,588 5 869 537 241 -53 251 183 0 0 0 859 -1,610
Percent of Open Interest Represented by Each Category of Trader
3.4 46.3 0.0 52.7 38.8 2.4 27.1 7.3 1.1 0.8 0.4 0.0 12.5 3.6
Number of Traders in Each Category Total Traders: 91
5 12 . 38 10 14 15 8 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 72,194
Positions
4,952 43,054 391 38,002 5,658 709 18,174 11,892 769 1,882 4,569 75 7,239 5,077
Changes from: July 1, 2014 Total Change is: 409
-145 1,900 42 1,690 -262 197 -449 -183 -105 -1,550 -284 -65 794 -832
Percent of Open Interest Represented by Each Category of Trader
6.9 59.6 0.5 52.6 7.8 1.0 25.2 16.5 1.1 2.6 6.3 0.1 10.0 7.0
Number of Traders in Each Category Total Traders: 247
18 25 5 32 16 9 62 51 10 19 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 360,969
Positions
24,760 215,268 1,955 190,012 28,291 3,545 90,868 59,461 3,847 9,411 22,844 374 36,197 25,384
Changes from: July 1, 2014 Total Change is: 2,047
-725 9,502 212 8,451 -1,310 983 -2,247 -915 -524 -7,748 -1,420 -323 3,968 -4,158
Percent of Open Interest Represented by Each Category of Trader
6.9 59.6 0.5 52.6 7.8 1.0 25.2 16.5 1.1 2.6 6.3 0.1 10.0 7.0
Number of Traders in Each Category Total Traders: 247
18 25 5 32 16 9 62 51 10 19 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 332,445
Positions
76,614 41,059 11,536 125,526 129,417 18,884 63,283 99,398 6,708 9,422 9,226 0 20,472 16,217
Changes from: July 1, 2014 Total Change is: 473
837 651 -4,086 1,255 1,440 1,218 -1,905 341 128 270 -582 -186 2,942 1,549
Percent of Open Interest Represented by Each Category of Trader
23.0 12.4 3.5 37.8 38.9 5.7 19.0 29.9 2.0 2.8 2.8 0.0 6.2 4.9
Number of Traders in Each Category Total Traders: 252
18 9 . 58 40 27 43 56 17 13 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 61,196
Positions
2,651 26,444 0 30,553 0 143 14,245 15,745 15 4,965 1,680 0 8,624 17,169
Changes from: July 1, 2014 Total Change is: 3,271
262 87 0 -440 0 94 3,799 1,666 0 346 400 0 -790 1,024
Percent of Open Interest Represented by Each Category of Trader
4.3 43.2 0.0 49.9 0.0 0.2 23.3 25.7 0.0 8.1 2.7 0.0 14.1 28.1
Number of Traders in Each Category Total Traders: 66
6 8 0 20 0 . 13 9 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 92,441
Positions
27,600 7,848 2,397 12,954 1,049 784 30,211 5,242 1,501 4,857 1,843 49 12,088 71,728
Changes from: July 1, 2014 Total Change is: 3,851
1,481 1,126 54 -1,096 0 -32 2,225 993 -505 460 -540 49 1,215 2,706
Percent of Open Interest Represented by Each Category of Trader
29.9 8.5 2.6 14.0 1.1 0.8 32.7 5.7 1.6 5.3 2.0 0.1 13.1 77.6
Number of Traders in Each Category Total Traders: 81
16 7 . 9 . . 26 10 6 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 107,943
Positions
5,953 71,920 815 62,622 17,755 5,109 21,992 4,919 4,004 2,438 541 0 5,010 2,880
Changes from: July 1, 2014 Total Change is: -2,298
-344 159 0 -148 -613 24 -1,210 -77 -1,022 100 0 0 302 -769
Percent of Open Interest Represented by Each Category of Trader
5.5 66.6 0.8 58.0 16.4 4.7 20.4 4.6 3.7 2.3 0.5 0.0 4.6 2.7
Number of Traders in Each Category Total Traders: 93
7 11 . 33 15 14 18 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 322,246
Positions
25,913 176,476 2,254 103,388 46,323 48,423 95,000 36,285 1,930 23,828 5,494 595 20,915 4,466
Changes from: July 1, 2014 Total Change is: -4,831
144 5,457 175 371 -7,160 3,782 -603 2,177 13 1,081 -203 -20 -9,774 -9,052
Percent of Open Interest Represented by Each Category of Trader
8.0 54.8 0.7 32.1 14.4 15.0 29.5 11.3 0.6 7.4 1.7 0.2 6.5 1.4
Number of Traders in Each Category Total Traders: 209
19 21 6 56 22 26 37 17 8 30 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 716,920
Positions
9,742 84,954 5,774 276,035 180,544 119,838 102,090 102,005 14,331 28,834 33,851 1,481 158,795 174,142
Changes from: July 1, 2014 Total Change is: -19,373
4,447 -17,909 -2,840 -12,880 -2,563 -2,908 -11,164 3,999 -2,118 275 -2,806 1,378 6,437 6,394
Percent of Open Interest Represented by Each Category of Trader
1.4 11.8 0.8 38.5 25.2 16.7 14.2 14.2 2.0 4.0 4.7 0.2 22.1 24.3
Number of Traders in Each Category Total Traders: 167
6 16 . 33 39 39 30 22 14 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 489,731
Positions
24,721 70,450 937 246,491 46,003 75,248 20,210 180,294 6,664 7,919 11,976 599 106,942 97,560
Changes from: July 1, 2014 Total Change is: 4,054
-1,257 -8,549 -77 3,640 4,184 -1,268 -1,769 51 218 -1,939 3,301 539 5,967 5,655
Percent of Open Interest Represented by Each Category of Trader
5.0 14.4 0.2 50.3 9.4 15.4 4.1 36.8 1.4 1.6 2.4 0.1 21.8 19.9
Number of Traders in Each Category Total Traders: 81
. 11 . 32 10 22 5 13 8 . 4 .
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Traders in Financial Futures - Futures Only Positions as of July 8, 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 1,099,416
Positions
47,890 141,678 1,432 204,130 373,189 81,523 559,886 180,227 31,005 53,482 118,909 25,714 94,354 145,739
Changes from: July 1, 2014 Total Change is: 1,263
5,835 2,581 -4,090 2,623 -1,185 3,291 -17,323 998 -2,769 15,188 -9,753 2,596 -4,088 9,594
Percent of Open Interest Represented by Each Category of Trader
4.4 12.9 0.1 18.6 33.9 7.4 50.9 16.4 2.8 4.9 10.8 2.3 8.6 13.3
Number of Traders in Each Category Total Traders: 244
11 28 5 35 50 34 48 27 23 16 29 8
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Traders in Financial Futures - Futures Only Positions as of July 8, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,686,230
Positions
103,766 191,198 35,176 908,368 1,083,926 228,899 730,676 377,476 63,634 298,278 168,664 46,020 271,413 491,237
Changes from: July 1, 2014 Total Change is: 82,862
19,203 31,624 6,663 26,938 -3,151 11,795 25,294 2,734 4,197 -10,551 -3,128 13,656 -14,333 18,472
Percent of Open Interest Represented by Each Category of Trader
3.9 7.1 1.3 33.8 40.4 8.5 27.2 14.1 2.4 11.1 6.3 1.7 10.1 18.3
Number of Traders in Each Category Total Traders: 391
16 44 10 36 88 61 60 71 49 22 54 15
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Traders in Financial Futures - Futures Only Positions as of July 8, 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 2,088,816
Positions
174,646 134,904 18,058 675,804 856,191 248,936 565,568 246,317 27,022 118,817 169,748 24,684 235,281 362,956
Changes from: July 1, 2014 Total Change is: 32,761
1,614 16,578 3,478 -28,852 32,481 1,915 54,918 10,406 -33,807 17,520 -4,247 3,569 12,406 2,388
Percent of Open Interest Represented by Each Category of Trader
8.4 6.5 0.9 32.4 41.0 11.9 27.1 11.8 1.3 5.7 8.1 1.2 11.3 17.4
Number of Traders in Each Category Total Traders: 285
14 30 8 31 59 46 50 52 28 17 32 10
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Traders in Financial Futures - Futures Only Positions as of July 8, 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 415,535
Positions
180,372 98,858 83,456 0 7,839 8,057 31,361 81,024 55,945 5,678 10,875 23,723 26,943 45,758
Changes from: July 1, 2014 Total Change is: 3,736
1,166 895 4,271 0 -254 -13 -222 1,575 -3,191 1,653 1,649 398 -326 -1,594
Percent of Open Interest Represented by Each Category of Trader
43.4 23.8 20.1 0.0 1.9 1.9 7.5 19.5 13.5 1.4 2.6 5.7 6.5 11.0
Number of Traders in Each Category Total Traders: 84
15 23 31 0 4 . 14 15 16 4 5 7
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Traders in Financial Futures - Futures Only Positions as of July 8, 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 is12,096,904
Positions
2,479,396 2,286,444 2,136,849 2,668,899 835,957 222,641 952,296 2,232,596 2,156,676 359,978 702,582 356,891 763,278 1,166,268
Changes from: July 1, 2014 Total Change is: 298,803
60,836 14,951 44,025 142,029 12,131 -15,259 112,771 148,192 -28,535 -64,625 63,780 59,425 -11,864 93
Percent of Open Interest Represented by Each Category of Trader
20.5 18.9 17.7 22.1 6.9 1.8 7.9 18.5 17.8 3.0 5.8 3.0 6.3 9.6
Number of Traders in Each Category Total Traders: 311
29 56 74 11 27 23 34 88 95 13 38 37
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Traders in Financial Futures - Futures Only Positions as of July 8, 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 52,063
Positions
31,971 1,532 0 7,000 15,219 4,863 7,801 20,686 315 0 9,273 0 113 175
Changes from: July 1, 2014 Total Change is: 479
347 84 0 0 161 0 126 225 -16 0 0 0 22 25
Percent of Open Interest Represented by Each Category of Trader
61.4 2.9 0.0 13.4 29.2 9.3 15.0 39.7 0.6 0.0 17.8 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 45
7 6 0 4 8 . 5 9 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 33,792
Positions
26,860 555 40 0 11,304 1,445 3,826 6,449 1,200 343 12,617 0 78 182
Changes from: July 1, 2014 Total Change is: 377
497 54 40 0 71 0 -153 154 -23 38 71 0 -22 10
Percent of Open Interest Represented by Each Category of Trader
79.5 1.6 0.1 0.0 33.5 4.3 11.3 19.1 3.6 1.0 37.3 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 45
6 4 . 0 14 . 4 8 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 8, 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 54,011
Positions
10,574 28,477 678 6,836 1,463 141 13,794 17,995 2,482 11,712 611 0 7,794 2,164
Changes from: July 1, 2014 Total Change is: -4,264
0 -309 0 -154 -31 0 -3,804 -3,684 374 -219 -545 0 -461 -69
Percent of Open Interest Represented by Each Category of Trader
19.6 52.7 1.3 12.7 2.7 0.3 25.5 33.3 4.6 21.7 1.1 0.0 14.4 4.0
Number of Traders in Each Category Total Traders: 137
6 . . 13 4 . 26 23 11 56 6 0
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Traders in Financial Futures - Futures Only Positions as of July 8, 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 457,197
Positions
104,640 22,021 42,936 48,533 29,528 25,420 88,100 187,222 70,134 12,131 12,800 33,591 31,712 33,545
Changes from: July 1, 2014 Total Change is: 7,361
3,227 1,864 -517 -1,814 1,062 -1,181 2,464 -51 3,446 202 1,130 -190 1,724 1,798
Percent of Open Interest Represented by Each Category of Trader
22.9 4.8 9.4 10.6 6.5 5.6 19.3 40.9 15.3 2.7 2.8 7.3 6.9 7.3
Number of Traders in Each Category Total Traders: 211
27 8 20 7 17 12 44 55 50 22 21 26
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Traders in Financial Futures - Futures Only Positions as of July 8, 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 14,949
Positions
960 2,900 0 7,338 0 255 6,005 11,132 307 29 350 0 55 5
Changes from: July 1, 2014 Total Change is: -121
-26 0 0 190 0 7 56 -146 -331 0 350 0 -17 -1
Percent of Open Interest Represented by Each Category of Trader
6.4 19.4 0.0 49.1 0.0 1.7 40.2 74.5 2.1 0.2 2.3 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 25
4 . 0 7 0 . 9 . . . . 0
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Updated July 11, 2014