Traders in Financial Futures - Futures Only Positions as of July 15, 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 129,787
Positions
14,739 48,192 325 14,025 2,061 3,003 44,633 42,955 4,226 14,613 3,205 53 34,170 25,767
Changes from: July 8, 2014 Total Change is: 1,232
605 4,795 -42 5 -91 92 1,565 -2,960 -140 515 -1,054 0 -1,368 632
Percent of Open Interest Represented by Each Category of Trader
11.4 37.1 0.3 10.8 1.6 2.3 34.4 33.1 3.3 11.3 2.5 0.0 26.3 19.9
Number of Traders in Each Category Total Traders: 77
4 8 . 5 . . 16 23 8 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 35,007
Positions
12,027 992 23 900 2,189 0 9,194 15,061 685 613 0 0 11,565 16,057
Changes from: July 8, 2014 Total Change is: -46
27 -778 -54 0 0 0 -252 -925 453 0 0 0 -220 1,258
Percent of Open Interest Represented by Each Category of Trader
34.4 2.8 0.1 2.6 6.3 0.0 26.3 43.0 2.0 1.8 0.0 0.0 33.0 45.9
Number of Traders in Each Category Total Traders: 36
4 . . . . 0 11 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 255,115
Positions
9,926 109,054 861 28,193 30,250 1,713 166,733 52,798 2,426 1,840 36,111 447 42,976 21,455
Changes from: July 8, 2014 Total Change is: 327
1,396 217 -785 47 22 0 -724 2,149 -38 -619 -1,437 199 851 0
Percent of Open Interest Represented by Each Category of Trader
3.9 42.7 0.3 11.1 11.9 0.7 65.4 20.7 1.0 0.7 14.2 0.2 16.8 8.4
Number of Traders in Each Category Total Traders: 115
. 11 6 11 13 4 45 20 7 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 155,127
Positions
84,732 27,713 321 32,470 17,046 162 13,647 68,318 2,020 3,364 2,148 16 18,395 37,383
Changes from: July 8, 2014 Total Change is: -2,583
570 5,122 77 704 -290 138 -2,453 -6,243 -333 478 277 16 -1,780 -1,347
Percent of Open Interest Represented by Each Category of Trader
54.6 17.9 0.2 20.9 11.0 0.1 8.8 44.0 1.3 2.2 1.4 0.0 11.9 24.1
Number of Traders in Each Category Total Traders: 102
6 12 6 8 14 4 11 42 8 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 310,661
Positions
134,432 15,670 1,771 47,600 75,119 6,526 52,941 102,424 5,653 27,763 28,960 836 33,139 73,702
Changes from: July 8, 2014 Total Change is: 16,280
3,031 -929 -573 -104 3,320 118 13,039 11,413 -174 950 194 46 -53 2,865
Percent of Open Interest Represented by Each Category of Trader
43.3 5.0 0.6 15.3 24.2 2.1 17.0 33.0 1.8 8.9 9.3 0.3 10.7 23.7
Number of Traders in Each Category Total Traders: 191
21 8 7 14 29 16 22 51 14 22 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 105,209
Positions
1,428 40,282 431 2,688 3,361 736 69,942 25,978 1,020 135 8,579 1,416 27,413 23,406
Changes from: July 8, 2014 Total Change is: 3,349
-287 1,616 229 12 105 0 4,147 861 332 17 -718 287 -1,388 637
Percent of Open Interest Represented by Each Category of Trader
1.4 38.3 0.4 2.6 3.2 0.7 66.5 24.7 1.0 0.1 8.2 1.3 26.1 22.2
Number of Traders in Each Category Total Traders: 81
. 13 4 . 7 . 23 21 4 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 35,578
Positions
16,681 27,140 3,713 2,906 0 0 6,406 503 2,012 1,386 0 1,802 672 408
Changes from: July 8, 2014 Total Change is: 866
23 474 0 404 0 0 437 352 1 0 0 0 1 39
Percent of Open Interest Represented by Each Category of Trader
46.9 76.3 10.4 8.2 0.0 0.0 18.0 1.4 5.7 3.9 0.0 5.1 1.9 1.1
Number of Traders in Each Category Total Traders: 22
5 9 7 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 131,108
Positions
30,511 79,367 268 5,546 1,319 0 83,799 42,970 436 3,175 4,180 0 7,373 2,568
Changes from: July 8, 2014 Total Change is: 4,877
-49 745 -6 21 0 0 4,114 3,611 50 462 78 0 285 399
Percent of Open Interest Represented by Each Category of Trader
23.3 60.5 0.2 4.2 1.0 0.0 63.9 32.8 0.3 2.4 3.2 0.0 5.6 2.0
Number of Traders in Each Category Total Traders: 123
8 14 . 6 . 0 45 25 4 12 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 35,431
Positions
3,345 15,751 6,030 1,662 201 95 19,797 6,615 133 375 3,275 2,750 1,244 581
Changes from: July 8, 2014 Total Change is: -320
0 88 0 11 0 0 -243 -280 -8 0 0 0 -80 -120
Percent of Open Interest Represented by Each Category of Trader
9.4 44.5 17.0 4.7 0.6 0.3 55.9 18.7 0.4 1.1 9.2 7.8 3.5 1.6
Number of Traders in Each Category Total Traders: 26
. 8 . . . . 5 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 32,879
Positions
762 11,352 0 1,860 509 0 25,571 12,609 200 517 4,061 0 3,969 4,148
Changes from: July 8, 2014 Total Change is: -3,244
126 249 0 -57 0 0 -66 -351 -3,000 -2 -527 0 -245 385
Percent of Open Interest Represented by Each Category of Trader
2.3 34.5 0.0 5.7 1.5 0.0 77.8 38.3 0.6 1.6 12.4 0.0 12.1 12.6
Number of Traders in Each Category Total Traders: 69
. 10 0 5 . 0 27 11 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 62,186
Positions
17,610 33,320 180 6,832 4,618 256 24,811 12,518 3 4,091 4,183 0 8,405 7,111
Changes from: July 8, 2014 Total Change is: 3,698
-358 496 -11 -28 11 -38 2,883 2,926 -150 335 622 0 1,064 -159
Percent of Open Interest Represented by Each Category of Trader
28.3 53.6 0.3 11.0 7.4 0.4 39.9 20.1 0.0 6.6 6.7 0.0 13.5 11.4
Number of Traders in Each Category Total Traders: 115
20 13 . 10 . 4 32 15 . 9 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 124,372
Positions
35,220 66,639 359 13,663 9,236 512 49,621 25,035 5 8,182 8,365 0 16,810 14,221
Changes from: July 8, 2014 Total Change is: 7,395
-716 992 -22 -55 22 -75 5,766 5,852 -299 669 1,243 0 2,127 -318
Percent of Open Interest Represented by Each Category of Trader
28.3 53.6 0.3 11.0 7.4 0.4 39.9 20.1 0.0 6.6 6.7 0.0 13.5 11.4
Number of Traders in Each Category Total Traders: 115
20 13 . 10 . 4 32 15 . 9 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 726,972
Positions
47,237 196,454 26,312 324,395 103,115 50,407 97,219 196,878 24,992 52,750 49,315 3,766 99,896 75,733
Changes from: July 8, 2014 Total Change is: -124
-10,144 3,873 6,490 -515 -342 3,978 5,500 -6,298 -1,811 -215 1,308 1,079 -4,486 -8,401
Percent of Open Interest Represented by Each Category of Trader
6.5 27.0 3.6 44.6 14.2 6.9 13.4 27.1 3.4 7.3 6.8 0.5 13.7 10.4
Number of Traders in Each Category Total Traders: 569
34 44 29 123 52 67 86 124 71 62 44 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 139,389
Positions
19,004 55,240 3,633 58,673 25,028 1,763 5,109 11,050 844 9,455 12,362 8 40,900 29,461
Changes from: July 8, 2014 Total Change is: -1,488
-433 1,580 1,571 238 759 -22 -5,283 -314 319 109 2,635 8 2,005 -8,024
Percent of Open Interest Represented by Each Category of Trader
13.6 39.6 2.6 42.1 18.0 1.3 3.7 7.9 0.6 6.8 8.9 0.0 29.3 21.1
Number of Traders in Each Category Total Traders: 88
6 14 . 17 8 7 14 15 5 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 2,937,915
Positions
225,784 790,689 28,774 1,341,807 403,634 230,023 470,996 939,589 110,291 221,570 189,861 13,692 294,978 231,362
Changes from: July 8, 2014 Total Change is: 6,820
-31,627 28,396 7,665 -950 -2,690 17,184 28,730 -55,109 14,535 3,468 -1,546 268 -32,453 -1,883
Percent of Open Interest Represented by Each Category of Trader
7.7 26.9 1.0 45.7 13.7 7.8 16.0 32.0 3.8 7.5 6.5 0.5 10.0 7.9
Number of Traders in Each Category Total Traders: 550
33 44 22 117 48 63 86 121 64 58 43 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 91,397
Positions
2,707 41,545 39 49,875 35,259 2,069 25,264 7,666 787 742 740 0 9,914 3,292
Changes from: July 8, 2014 Total Change is: 1,655
-324 -31 34 2,546 403 -111 953 1,141 -175 3 339 0 -1,271 55
Percent of Open Interest Represented by Each Category of Trader
3.0 45.5 0.0 54.6 38.6 2.3 27.6 8.4 0.9 0.8 0.8 0.0 10.8 3.6
Number of Traders in Each Category Total Traders: 94
4 13 . 38 10 14 15 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 71,645
Positions
5,113 42,395 372 38,702 5,267 672 17,577 12,161 959 2,015 4,439 66 6,168 5,313
Changes from: July 8, 2014 Total Change is: -549
161 -659 -19 700 -391 -37 -596 269 190 133 -130 -8 -1,071 237
Percent of Open Interest Represented by Each Category of Trader
7.1 59.2 0.5 54.0 7.4 0.9 24.5 17.0 1.3 2.8 6.2 0.1 8.6 7.4
Number of Traders in Each Category Total Traders: 251
19 26 5 33 15 11 59 53 10 22 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 358,224
Positions
25,563 211,973 1,860 193,512 26,336 3,358 87,887 60,807 4,796 10,076 22,195 332 30,840 26,567
Changes from: July 8, 2014 Total Change is: -2,745
803 -3,295 -95 3,500 -1,955 -187 -2,981 1,346 949 665 -649 -42 -5,357 1,183
Percent of Open Interest Represented by Each Category of Trader
7.1 59.2 0.5 54.0 7.4 0.9 24.5 17.0 1.3 2.8 6.2 0.1 8.6 7.4
Number of Traders in Each Category Total Traders: 251
19 26 5 33 15 11 59 53 10 22 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 342,467
Positions
79,773 38,845 14,690 130,904 135,862 18,996 61,287 100,333 6,851 9,598 9,120 41 20,327 17,729
Changes from: July 8, 2014 Total Change is: 10,022
3,159 -2,214 3,154 5,378 6,445 112 -1,996 935 143 176 -106 41 -145 1,512
Percent of Open Interest Represented by Each Category of Trader
23.3 11.3 4.3 38.2 39.7 5.5 17.9 29.3 2.0 2.8 2.7 0.0 5.9 5.2
Number of Traders in Each Category Total Traders: 257
21 7 . 57 42 27 43 57 17 12 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 61,457
Positions
2,383 26,519 0 32,386 0 156 12,727 17,077 21 5,004 1,754 0 8,780 15,930
Changes from: July 8, 2014 Total Change is: 261
-268 75 0 1,833 0 13 -1,518 1,332 6 39 74 0 156 -1,239
Percent of Open Interest Represented by Each Category of Trader
3.9 43.2 0.0 52.7 0.0 0.3 20.7 27.8 0.0 8.1 2.9 0.0 14.3 25.9
Number of Traders in Each Category Total Traders: 67
6 8 0 22 0 . 12 9 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 91,998
Positions
27,873 7,714 2,574 12,656 1,085 955 32,248 5,151 1,302 4,505 1,650 49 9,836 71,518
Changes from: July 8, 2014 Total Change is: -443
273 -134 177 -298 36 171 2,037 -91 -199 -352 -193 0 -2,252 -210
Percent of Open Interest Represented by Each Category of Trader
30.3 8.4 2.8 13.8 1.2 1.0 35.1 5.6 1.4 4.9 1.8 0.1 10.7 77.7
Number of Traders in Each Category Total Traders: 79
15 7 4 8 . . 25 10 7 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 109,050
Positions
5,831 71,177 951 62,669 19,618 5,206 22,469 4,964 3,763 2,632 541 0 5,529 2,830
Changes from: July 8, 2014 Total Change is: 1,107
-122 -743 136 47 1,863 97 477 45 -241 194 0 0 519 -50
Percent of Open Interest Represented by Each Category of Trader
5.3 65.3 0.9 57.5 18.0 4.8 20.6 4.6 3.5 2.4 0.5 0.0 5.1 2.6
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 15, 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 333,544
Positions
27,833 180,964 2,023 108,083 38,113 57,725 95,183 41,381 1,935 22,986 5,146 1,585 16,191 4,672
Changes from: July 8, 2014 Total Change is: 11,298
1,920 4,488 -231 4,695 -8,210 9,302 183 5,096 5 -842 -348 990 -4,724 206
Percent of Open Interest Represented by Each Category of Trader
8.3 54.3 0.6 32.4 11.4 17.3 28.5 12.4 0.6 6.9 1.5 0.5 4.9 1.4
Number of Traders in Each Category Total Traders: 219
21 22 5 57 24 27 36 21 8 31 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 749,043
Positions
4,340 93,631 6,500 304,967 173,238 119,926 105,735 140,757 16,584 32,160 33,963 30 158,801 164,414
Changes from: July 8, 2014 Total Change is: 32,123
-5,402 8,677 726 28,932 -7,306 88 3,645 38,752 2,253 3,326 112 -1,451 6 -9,728
Percent of Open Interest Represented by Each Category of Trader
0.6 12.5 0.9 40.7 23.1 16.0 14.1 18.8 2.2 4.3 4.5 0.0 21.2 21.9
Number of Traders in Each Category Total Traders: 174
4 16 . 33 42 40 33 23 14 13 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 491,937
Positions
24,573 77,014 649 251,042 48,515 73,478 21,000 178,240 6,412 7,594 13,247 60 107,129 94,322
Changes from: July 8, 2014 Total Change is: 2,206
-148 6,564 -288 4,551 2,512 -1,770 790 -2,054 -252 -325 1,271 -539 187 -3,238
Percent of Open Interest Represented by Each Category of Trader
5.0 15.7 0.1 51.0 9.9 14.9 4.3 36.2 1.3 1.5 2.7 0.0 21.8 19.2
Number of Traders in Each Category Total Traders: 82
. 10 . 32 10 22 5 15 10 . 4 .
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Traders in Financial Futures - Futures Only Positions as of July 15, 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 1,151,056
Positions
54,016 144,151 3,779 211,356 385,320 81,087 586,846 197,273 32,904 62,525 135,427 26,029 92,514 145,086
Changes from: July 8, 2014 Total Change is: 51,640
6,126 2,473 2,347 7,226 12,131 -436 26,960 17,046 1,899 9,043 16,518 315 -1,840 -653
Percent of Open Interest Represented by Each Category of Trader
4.7 12.5 0.3 18.4 33.5 7.0 51.0 17.1 2.9 5.4 11.8 2.3 8.0 12.6
Number of Traders in Each Category Total Traders: 256
14 32 7 38 50 33 45 29 25 15 33 7
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Traders in Financial Futures - Futures Only Positions as of July 15, 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 2,625,979
Positions
102,067 166,476 35,567 884,190 1,031,280 240,482 681,508 388,956 70,768 312,514 187,778 29,217 269,666 475,455
Changes from: July 8, 2014 Total Change is: -60,251
-1,699 -24,722 391 -24,178 -52,646 11,583 -49,168 11,480 7,134 14,236 19,114 -16,803 -1,747 -15,782
Percent of Open Interest Represented by Each Category of Trader
3.9 6.3 1.4 33.7 39.3 9.2 26.0 14.8 2.7 11.9 7.2 1.1 10.3 18.1
Number of Traders in Each Category Total Traders: 396
22 45 11 36 84 59 58 71 54 22 58 13
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Traders in Financial Futures - Futures Only Positions as of July 15, 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 2,151,041
Positions
183,816 119,195 19,539 692,446 862,589 237,725 579,865 263,882 53,502 115,301 202,424 22,125 246,722 370,060
Changes from: July 8, 2014 Total Change is: 62,225
9,170 -15,709 1,481 16,642 6,398 -11,211 14,297 17,565 26,480 -3,516 32,676 -2,559 11,441 7,104
Percent of Open Interest Represented by Each Category of Trader
8.5 5.5 0.9 32.2 40.1 11.1 27.0 12.3 2.5 5.4 9.4 1.0 11.5 17.2
Number of Traders in Each Category Total Traders: 295
14 27 9 30 64 48 51 57 29 18 34 10
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Traders in Financial Futures - Futures Only Positions as of July 15, 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 444,459
Positions
195,537 107,730 88,581 0 9,944 6,751 19,665 74,022 67,162 7,623 11,672 26,064 33,076 52,533
Changes from: July 8, 2014 Total Change is: 28,924
15,165 8,872 5,125 0 2,105 -1,306 -11,696 -7,002 11,217 1,945 797 2,341 6,133 6,775
Percent of Open Interest Represented by Each Category of Trader
44.0 24.2 19.9 0.0 2.2 1.5 4.4 16.7 15.1 1.7 2.6 5.9 7.4 11.8
Number of Traders in Each Category Total Traders: 87
14 24 30 0 4 . 11 19 17 5 5 8
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Traders in Financial Futures - Futures Only Positions as of July 15, 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 is11,939,736
Positions
2,171,665 2,380,978 2,190,194 2,776,914 864,950 235,819 982,211 2,098,701 2,069,691 361,893 548,018 369,066 782,283 1,182,319
Changes from: July 8, 2014 Total Change is: -157,168
-307,731 94,534 53,345 108,015 28,993 13,178 29,915 -133,895 -86,985 1,915 -154,564 12,175 19,005 16,051
Percent of Open Interest Represented by Each Category of Trader
18.2 19.9 18.3 23.3 7.2 2.0 8.2 17.6 17.3 3.0 4.6 3.1 6.6 9.9
Number of Traders in Each Category Total Traders: 311
25 64 79 11 27 22 31 90 92 13 36 36
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Traders in Financial Futures - Futures Only Positions as of July 15, 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 52,301
Positions
31,935 1,522 0 7,056 14,728 4,863 7,953 21,396 312 94 9,330 0 88 150
Changes from: July 8, 2014 Total Change is: 238
-36 -10 0 56 -491 0 152 710 -3 94 57 0 -25 -25
Percent of Open Interest Represented by Each Category of Trader
61.1 2.9 0.0 13.5 28.2 9.3 15.2 40.9 0.6 0.2 17.8 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 46
7 6 0 4 8 . 5 9 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 33,282
Positions
25,132 296 0 0 11,503 1,445 5,035 6,541 1,265 322 12,065 0 83 167
Changes from: July 8, 2014 Total Change is: -510
-1,728 -259 -40 0 199 0 1,209 92 65 -21 -552 0 5 -15
Percent of Open Interest Represented by Each Category of Trader
75.5 0.9 0.0 0.0 34.6 4.3 15.1 19.7 3.8 1.0 36.3 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 44
8 . 0 0 14 . 4 6 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 15, 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 53,919
Positions
10,937 28,474 678 7,165 1,190 132 12,696 18,463 2,295 11,558 577 0 8,458 2,110
Changes from: July 8, 2014 Total Change is: -92
363 -3 0 329 -273 -9 -1,098 468 -187 -154 -34 0 664 -54
Percent of Open Interest Represented by Each Category of Trader
20.3 52.8 1.3 13.3 2.2 0.2 23.5 34.2 4.3 21.4 1.1 0.0 15.7 3.9
Number of Traders in Each Category Total Traders: 137
7 . . 13 4 . 30 19 10 55 6 0
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Traders in Financial Futures - Futures Only Positions as of July 15, 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 435,001
Positions
103,979 28,088 43,356 41,792 29,049 25,734 79,750 163,173 65,839 10,426 15,086 36,935 27,190 27,741
Changes from: July 8, 2014 Total Change is: -22,196
-661 6,067 420 -6,741 -479 314 -8,350 -24,049 -4,295 -1,705 2,286 3,344 -4,522 -5,804
Percent of Open Interest Represented by Each Category of Trader
23.9 6.5 10.0 9.6 6.7 5.9 18.3 37.5 15.1 2.4 3.5 8.5 6.3 6.4
Number of Traders in Each Category Total Traders: 217
23 13 22 7 18 11 44 60 55 21 19 25
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Traders in Financial Futures - Futures Only Positions as of July 15, 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 13,759
Positions
680 2,900 0 5,826 0 186 6,656 10,011 307 29 350 0 75 5
Changes from: July 8, 2014 Total Change is: -1,190
-280 0 0 -1,512 0 -69 651 -1,121 0 0 0 0 20 0
Percent of Open Interest Represented by Each Category of Trader
4.9 21.1 0.0 42.3 0.0 1.4 48.4 72.8 2.2 0.2 2.5 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 24
4 . 0 6 0 . 9 . . . . 0
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Updated July 18, 2014