Traders in Financial Futures - Futures Only Positions as of July 22, 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 129,188
Positions
14,675 50,759 626 13,571 2,071 2,996 43,845 39,968 4,346 16,833 1,951 423 31,873 26,048
Changes from: July 15, 2014 Total Change is: -599
-64 2,567 301 -454 10 -7 -788 -2,987 120 2,220 -1,254 370 -2,297 281
Percent of Open Interest Represented by Each Category of Trader
11.4 39.3 0.5 10.5 1.6 2.3 33.9 30.9 3.4 13.0 1.5 0.3 24.7 20.2
Number of Traders in Each Category Total Traders: 76
4 7 4 4 . . 19 21 7 13 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 38,359
Positions
15,132 57 328 1,559 2,203 0 10,048 17,022 209 613 0 0 10,470 18,540
Changes from: July 15, 2014 Total Change is: 3,352
3,105 -935 305 659 14 0 854 1,961 -476 0 0 0 -1,095 2,483
Percent of Open Interest Represented by Each Category of Trader
39.4 0.1 0.9 4.1 5.7 0.0 26.2 44.4 0.5 1.6 0.0 0.0 27.3 48.3
Number of Traders in Each Category Total Traders: 34
4 . . . . 0 10 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 241,155
Positions
11,792 96,954 865 28,243 30,363 1,765 152,059 50,865 3,277 3,604 34,902 447 39,103 21,717
Changes from: July 15, 2014 Total Change is: -13,960
1,866 -12,100 4 50 113 52 -14,674 -1,933 851 1,764 -1,209 0 -3,873 262
Percent of Open Interest Represented by Each Category of Trader
4.9 40.2 0.4 11.7 12.6 0.7 63.1 21.1 1.4 1.5 14.5 0.2 16.2 9.0
Number of Traders in Each Category Total Traders: 120
4 11 6 10 14 5 47 20 9 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 162,029
Positions
84,823 37,392 430 33,469 16,638 76 17,045 63,261 2,822 3,056 1,882 57 20,251 39,471
Changes from: July 15, 2014 Total Change is: 6,902
91 9,679 109 999 -408 -86 3,398 -5,057 802 -308 -266 41 1,856 2,088
Percent of Open Interest Represented by Each Category of Trader
52.4 23.1 0.3 20.7 10.3 0.0 10.5 39.0 1.7 1.9 1.2 0.0 12.5 24.4
Number of Traders in Each Category Total Traders: 102
6 13 7 9 12 . 13 41 12 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 339,706
Positions
155,038 13,639 2,098 47,061 76,543 7,192 58,693 125,676 5,327 27,114 29,876 764 36,419 78,591
Changes from: July 15, 2014 Total Change is: 29,045
20,606 -2,031 327 -539 1,424 666 5,752 23,252 -326 -649 916 -72 3,280 4,889
Percent of Open Interest Represented by Each Category of Trader
45.6 4.0 0.6 13.9 22.5 2.1 17.3 37.0 1.6 8.0 8.8 0.2 10.7 23.1
Number of Traders in Each Category Total Traders: 191
20 8 8 13 29 15 21 59 12 19 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 109,341
Positions
1,593 43,872 299 2,484 3,679 736 71,605 27,821 702 555 9,152 1,530 29,837 21,550
Changes from: July 15, 2014 Total Change is: 4,132
165 3,590 -132 -204 318 0 1,663 1,843 -318 420 573 114 2,424 -1,856
Percent of Open Interest Represented by Each Category of Trader
1.5 40.1 0.3 2.3 3.4 0.7 65.5 25.4 0.6 0.5 8.4 1.4 27.3 19.7
Number of Traders in Each Category Total Traders: 83
4 12 . . 7 . 23 21 4 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 37,672
Positions
18,166 29,459 3,674 3,044 0 0 7,524 597 1,636 1,386 0 1,802 440 504
Changes from: July 15, 2014 Total Change is: 2,094
1,485 2,319 -39 138 0 0 1,118 94 -376 0 0 0 -232 96
Percent of Open Interest Represented by Each Category of Trader
48.2 78.2 9.8 8.1 0.0 0.0 20.0 1.6 4.3 3.7 0.0 4.8 1.2 1.3
Number of Traders in Each Category Total Traders: 21
5 9 7 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 142,254
Positions
30,283 87,721 263 5,180 1,319 0 95,500 46,421 546 3,489 3,912 0 6,993 2,072
Changes from: July 15, 2014 Total Change is: 11,146
-228 8,354 -5 -366 0 0 11,701 3,451 110 314 -268 0 -380 -496
Percent of Open Interest Represented by Each Category of Trader
21.3 61.7 0.2 3.6 0.9 0.0 67.1 32.6 0.4 2.5 2.8 0.0 4.9 1.5
Number of Traders in Each Category Total Traders: 119
7 16 . 7 . 0 46 21 5 12 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 36,572
Positions
6,249 16,446 6,030 1,669 201 95 18,090 6,763 42 375 3,275 2,750 1,272 970
Changes from: July 15, 2014 Total Change is: 1,141
2,904 695 0 7 0 0 -1,707 148 -91 0 0 0 28 389
Percent of Open Interest Represented by Each Category of Trader
17.1 45.0 16.5 4.6 0.5 0.3 49.5 18.5 0.1 1.0 9.0 7.5 3.5 2.7
Number of Traders in Each Category Total Traders: 28
. 7 . . . . 6 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 32,728
Positions
1,058 12,842 0 1,916 509 0 25,013 12,656 200 622 3,347 0 3,919 3,174
Changes from: July 15, 2014 Total Change is: -151
296 1,490 0 56 0 0 -558 47 0 105 -714 0 -50 -974
Percent of Open Interest Represented by Each Category of Trader
3.2 39.2 0.0 5.9 1.6 0.0 76.4 38.7 0.6 1.9 10.2 0.0 12.0 9.7
Number of Traders in Each Category Total Traders: 67
4 10 0 5 . 0 24 13 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 63,627
Positions
17,794 36,691 180 4,815 4,566 253 28,126 9,366 11 3,787 5,073 0 8,663 7,489
Changes from: July 15, 2014 Total Change is: 1,441
184 3,372 1 -2,017 -53 -3 3,316 -3,152 8 -305 890 0 258 379
Percent of Open Interest Represented by Each Category of Trader
28.0 57.7 0.3 7.6 7.2 0.4 44.2 14.7 0.0 6.0 8.0 0.0 13.6 11.8
Number of Traders in Each Category Total Traders: 120
21 14 . 8 . . 34 14 . 9 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 127,254
Positions
35,587 73,382 360 9,630 9,131 506 56,252 18,731 21 7,573 10,145 0 17,325 14,978
Changes from: July 15, 2014 Total Change is: 2,882
367 6,743 1 -4,033 -105 -6 6,631 -6,304 16 -609 1,780 0 515 757
Percent of Open Interest Represented by Each Category of Trader
28.0 57.7 0.3 7.6 7.2 0.4 44.2 14.7 0.0 6.0 8.0 0.0 13.6 11.8
Number of Traders in Each Category Total Traders: 120
21 14 . 8 . . 34 14 . 9 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 739,612
Positions
43,205 191,187 30,394 324,304 104,516 50,889 99,848 192,032 33,853 49,798 50,442 3,851 103,471 82,448
Changes from: July 15, 2014 Total Change is: 12,640
-4,032 -5,267 4,082 -91 1,401 482 2,629 -4,846 8,861 -2,951 1,127 85 3,575 6,715
Percent of Open Interest Represented by Each Category of Trader
5.8 25.8 4.1 43.8 14.1 6.9 13.5 26.0 4.6 6.7 6.8 0.5 14.0 11.1
Number of Traders in Each Category Total Traders: 550
32 39 26 124 53 70 85 121 77 54 42 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 147,718
Positions
19,723 51,086 5,723 59,061 26,370 1,778 9,740 14,375 1,727 9,319 11,680 0 40,647 34,979
Changes from: July 15, 2014 Total Change is: 8,329
719 -4,154 2,090 388 1,342 15 4,631 3,325 883 -136 -682 -8 -253 5,518
Percent of Open Interest Represented by Each Category of Trader
13.4 34.6 3.9 40.0 17.9 1.2 6.6 9.7 1.2 6.3 7.9 0.0 27.5 23.7
Number of Traders in Each Category Total Traders: 82
6 13 5 17 9 7 10 17 6 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 2,959,472
Positions
211,146 794,242 29,619 1,341,966 406,484 229,803 496,014 933,760 115,154 207,482 198,896 14,168 314,120 237,346
Changes from: July 15, 2014 Total Change is: 21,557
-14,638 3,553 845 159 2,850 -220 25,018 -5,829 4,863 -14,088 9,035 476 19,142 5,984
Percent of Open Interest Represented by Each Category of Trader
7.1 26.8 1.0 45.3 13.7 7.8 16.8 31.6 3.9 7.0 6.7 0.5 10.6 8.0
Number of Traders in Each Category Total Traders: 534
32 37 20 119 48 65 87 118 66 52 41 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 90,940
Positions
2,963 41,059 27 49,678 35,591 2,287 24,330 7,416 810 742 740 0 10,103 3,010
Changes from: July 15, 2014 Total Change is: -457
256 -486 -12 -197 332 218 -934 -250 23 0 0 0 189 -282
Percent of Open Interest Represented by Each Category of Trader
3.3 45.1 0.0 54.6 39.1 2.5 26.8 8.2 0.9 0.8 0.8 0.0 11.1 3.3
Number of Traders in Each Category Total Traders: 95
5 13 . 39 10 14 14 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 72,587
Positions
5,564 44,367 373 37,561 5,183 861 19,411 11,171 720 2,120 4,552 70 5,908 5,291
Changes from: July 15, 2014 Total Change is: 942
451 1,972 1 -1,141 -84 189 1,834 -991 -240 105 113 4 -260 -23
Percent of Open Interest Represented by Each Category of Trader
7.7 61.1 0.5 51.7 7.1 1.2 26.7 15.4 1.0 2.9 6.3 0.1 8.1 7.3
Number of Traders in Each Category Total Traders: 239
20 25 5 33 14 12 61 41 7 20 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 362,936
Positions
27,820 221,834 1,864 187,806 25,917 4,305 97,055 55,854 3,598 10,599 22,760 350 29,539 26,454
Changes from: July 15, 2014 Total Change is: 4,712
2,257 9,861 4 -5,706 -419 947 9,168 -4,953 -1,198 523 565 18 -1,301 -113
Percent of Open Interest Represented by Each Category of Trader
7.7 61.1 0.5 51.7 7.1 1.2 26.7 15.4 1.0 2.9 6.3 0.1 8.1 7.3
Number of Traders in Each Category Total Traders: 239
20 25 5 33 14 12 61 41 7 20 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 336,754
Positions
70,231 29,733 21,563 130,226 134,449 17,105 61,272 99,668 7,384 9,657 9,342 45 19,271 17,465
Changes from: July 15, 2014 Total Change is: -5,713
-9,542 -9,112 6,873 -678 -1,413 -1,891 -15 -665 533 59 222 4 -1,056 -264
Percent of Open Interest Represented by Each Category of Trader
20.9 8.8 6.4 38.7 39.9 5.1 18.2 29.6 2.2 2.9 2.8 0.0 5.7 5.2
Number of Traders in Each Category Total Traders: 245
20 9 . 55 40 26 36 57 17 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 62,315
Positions
2,734 26,544 0 33,554 0 168 11,775 17,748 15 5,581 1,699 0 8,488 16,141
Changes from: July 15, 2014 Total Change is: 858
351 25 0 1,168 0 12 -952 671 -6 577 -55 0 -292 211
Percent of Open Interest Represented by Each Category of Trader
4.4 42.6 0.0 53.8 0.0 0.3 18.9 28.5 0.0 9.0 2.7 0.0 13.6 25.9
Number of Traders in Each Category Total Traders: 65
6 8 0 22 0 . 10 9 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 97,530
Positions
28,887 6,407 3,113 13,209 2,721 1,070 33,803 5,523 1,169 4,909 1,701 104 11,266 75,722
Changes from: July 15, 2014 Total Change is: 5,532
1,014 -1,307 539 553 1,636 115 1,555 372 -133 404 51 55 1,430 4,204
Percent of Open Interest Represented by Each Category of Trader
29.6 6.6 3.2 13.5 2.8 1.1 34.7 5.7 1.2 5.0 1.7 0.1 11.6 77.6
Number of Traders in Each Category Total Traders: 84
16 6 4 9 . . 26 12 8 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 111,446
Positions
5,929 71,616 1,054 65,560 19,512 5,241 21,866 6,638 3,654 2,632 541 0 5,510 3,190
Changes from: July 15, 2014 Total Change is: 2,396
98 439 103 2,891 -106 35 -603 1,674 -109 0 0 0 -19 360
Percent of Open Interest Represented by Each Category of Trader
5.3 64.3 0.9 58.8 17.5 4.7 19.6 6.0 3.3 2.4 0.5 0.0 4.9 2.9
Number of Traders in Each Category Total Traders: 90
7 11 . 34 14 14 15 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 345,053
Positions
29,897 190,449 2,196 109,737 40,228 57,510 103,114 41,340 2,062 19,357 5,146 1,581 19,599 4,541
Changes from: July 15, 2014 Total Change is: 11,509
2,064 9,485 173 1,654 2,115 -215 7,931 -41 127 -3,629 0 -4 3,408 -131
Percent of Open Interest Represented by Each Category of Trader
8.7 55.2 0.6 31.8 11.7 16.7 29.9 12.0 0.6 5.6 1.5 0.5 5.7 1.3
Number of Traders in Each Category Total Traders: 215
19 25 6 58 22 26 39 18 7 27 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 789,586
Positions
6,315 94,768 8,500 321,484 179,358 117,349 112,122 164,793 17,525 33,537 34,903 30 172,724 172,360
Changes from: July 15, 2014 Total Change is: 40,543
1,975 1,137 2,000 16,517 6,120 -2,577 6,387 24,036 941 1,377 940 0 13,923 7,946
Percent of Open Interest Represented by Each Category of Trader
0.8 12.0 1.1 40.7 22.7 14.9 14.2 20.9 2.2 4.2 4.4 0.0 21.9 21.8
Number of Traders in Each Category Total Traders: 183
5 17 4 33 40 39 33 29 21 15 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 22, 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 498,929
Positions
24,417 70,550 757 252,755 50,864 74,199 23,334 179,039 6,597 7,594 20,645 60 109,216 96,218
Changes from: July 15, 2014 Total Change is: 6,992
-156 -6,464 108 1,713 2,349 721 2,334 799 185 0 7,398 0 2,087 1,896
Percent of Open Interest Represented by Each Category of Trader
4.9 14.1 0.2 50.7 10.2 14.9 4.7 35.9 1.3 1.5 4.1 0.0 21.9 19.3
Number of Traders in Each Category Total Traders: 84
. 10 4 33 11 23 5 14 8 . 5 .
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Traders in Financial Futures - Futures Only Positions as of July 22, 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 1,182,481
Positions
49,086 148,473 2,627 217,141 397,663 81,588 598,974 207,998 36,818 68,051 134,068 33,001 95,195 140,245
Changes from: July 15, 2014 Total Change is: 31,425
-4,930 4,322 -1,152 5,785 12,343 501 12,128 10,725 3,914 5,526 -1,359 6,972 2,681 -4,841
Percent of Open Interest Represented by Each Category of Trader
4.2 12.6 0.2 18.4 33.6 6.9 50.7 17.6 3.1 5.8 11.3 2.8 8.1 11.9
Number of Traders in Each Category Total Traders: 258
13 30 5 38 49 34 44 33 26 17 33 9
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Traders in Financial Futures - Futures Only Positions as of July 22, 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 2,723,060
Positions
133,009 184,774 32,947 895,237 1,073,586 239,427 712,905 409,824 74,456 307,784 187,766 35,821 291,474 484,459
Changes from: July 15, 2014 Total Change is: 97,081
30,942 18,298 -2,620 11,047 42,306 -1,055 31,397 20,868 3,688 -4,730 -12 6,604 21,808 9,004
Percent of Open Interest Represented by Each Category of Trader
4.9 6.8 1.2 32.9 39.4 8.8 26.2 15.1 2.7 11.3 6.9 1.3 10.7 17.8
Number of Traders in Each Category Total Traders: 400
26 44 17 37 83 57 54 74 52 21 61 14
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Traders in Financial Futures - Futures Only Positions as of July 22, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,174,021
Positions
164,567 120,563 26,580 668,188 872,416 259,501 621,941 257,003 43,985 118,994 191,966 25,098 245,167 376,909
Changes from: July 15, 2014 Total Change is: 22,980
-19,249 1,368 7,041 -24,258 9,827 21,776 42,076 -6,879 -9,517 3,693 -10,458 2,973 -1,555 6,849
Percent of Open Interest Represented by Each Category of Trader
7.6 5.5 1.2 30.7 40.1 11.9 28.6 11.8 2.0 5.5 8.8 1.2 11.3 17.3
Number of Traders in Each Category Total Traders: 290
16 26 11 33 62 47 50 53 30 15 35 13
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Traders in Financial Futures - Futures Only Positions as of July 22, 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 451,694
Positions
198,552 115,497 89,724 0 9,944 6,751 22,233 70,774 68,159 8,596 12,131 25,543 32,136 53,171
Changes from: July 15, 2014 Total Change is: 7,235
3,015 7,767 1,143 0 0 0 2,568 -3,248 997 973 459 -521 -940 638
Percent of Open Interest Represented by Each Category of Trader
44.0 25.6 19.9 0.0 2.2 1.5 4.9 15.7 15.1 1.9 2.7 5.7 7.1 11.8
Number of Traders in Each Category Total Traders: 88
15 24 31 0 4 . 12 18 18 4 6 8
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Traders in Financial Futures - Futures Only Positions as of July 22, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,119,887
Positions
2,321,574 2,195,945 2,198,256 2,728,267 893,134 253,710 982,507 2,311,576 2,167,511 349,892 557,292 378,995 739,175 1,163,468
Changes from: July 15, 2014 Total Change is: 180,151
149,909 -185,033 8,062 -48,647 28,184 17,891 296 212,875 97,820 -12,001 9,274 9,929 -43,108 -18,851
Percent of Open Interest Represented by Each Category of Trader
19.2 18.1 18.1 22.5 7.4 2.1 8.1 19.1 17.9 2.9 4.6 3.1 6.1 9.6
Number of Traders in Each Category Total Traders: 315
28 60 79 11 27 22 36 89 93 15 34 39
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Traders in Financial Futures - Futures Only Positions as of July 22, 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 52,433
Positions
32,760 1,650 0 7,056 14,382 4,859 7,358 21,740 305 0 9,326 24 71 147
Changes from: July 15, 2014 Total Change is: 132
825 128 0 0 -346 -4 -595 344 -7 -94 -4 24 -17 -3
Percent of Open Interest Represented by Each Category of Trader
62.5 3.1 0.0 13.5 27.4 9.3 14.0 41.5 0.6 0.0 17.8 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 46
7 7 0 4 8 . 4 9 . 0 7 .
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Traders in Financial Futures - Futures Only Positions as of July 22, 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 33,321
Positions
24,806 873 0 0 10,387 1,473 4,158 7,068 1,265 1,514 12,084 0 105 171
Changes from: July 15, 2014 Total Change is: 39
-326 577 0 0 -1,116 28 -877 527 0 1,192 19 0 22 4
Percent of Open Interest Represented by Each Category of Trader
74.4 2.6 0.0 0.0 31.2 4.4 12.5 21.2 3.8 4.5 36.3 0.0 0.3 0.5
Number of Traders in Each Category Total Traders: 43
6 . 0 0 12 . 4 7 . . 8 0
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Traders in Financial Futures - Futures Only Positions as of July 22, 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 57,646
Positions
11,328 28,998 678 7,671 1,124 171 15,930 22,155 2,133 11,840 465 0 7,895 1,922
Changes from: July 15, 2014 Total Change is: 3,727
391 524 0 506 -66 39 3,234 3,692 -162 282 -112 0 -563 -188
Percent of Open Interest Represented by Each Category of Trader
19.7 50.3 1.2 13.3 1.9 0.3 27.6 38.4 3.7 20.5 0.8 0.0 13.7 3.3
Number of Traders in Each Category Total Traders: 143
7 . . 12 4 . 34 20 8 56 5 0
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Traders in Financial Futures - Futures Only Positions as of July 22, 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 414,392
Positions
91,073 28,454 32,001 43,537 30,649 29,905 80,909 151,421 70,582 10,829 10,914 31,940 23,616 28,526
Changes from: July 15, 2014 Total Change is: -20,609
-12,906 366 -11,355 1,745 1,600 4,171 1,159 -11,752 4,743 403 -4,172 -4,995 -3,574 785
Percent of Open Interest Represented by Each Category of Trader
22.0 6.9 7.7 10.5 7.4 7.2 19.5 36.5 17.0 2.6 2.6 7.7 5.7 6.9
Number of Traders in Each Category Total Traders: 204
25 9 22 8 19 11 45 51 53 18 16 26
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Traders in Financial Futures - Futures Only Positions as of July 22, 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 13,276
Positions
643 2,939 0 5,089 0 417 6,720 9,258 307 30 350 0 70 5
Changes from: July 15, 2014 Total Change is: -483
-37 39 0 -737 0 231 64 -753 0 1 0 0 -5 0
Percent of Open Interest Represented by Each Category of Trader
4.8 22.1 0.0 38.3 0.0 3.1 50.6 69.7 2.3 0.2 2.6 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 25
. . 0 7 0 . 9 . . . . 0
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Updated July 25, 2014