Traders in Financial Futures - Futures Only Positions as of July 29, 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 122,619
Positions
14,554 54,184 822 16,193 3,326 0 38,772 31,346 4,683 17,066 1,913 463 30,066 25,882
Changes from: July 22, 2014 Total Change is: -6,569
-121 3,425 196 2,622 1,255 -2,996 -5,073 -8,622 337 233 -38 40 -1,807 -166
Percent of Open Interest Represented by Each Category of Trader
11.9 44.2 0.7 13.2 2.7 0.0 31.6 25.6 3.8 13.9 1.6 0.4 24.5 21.1
Number of Traders in Each Category Total Traders: 74
5 6 4 4 4 0 15 22 8 14 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 44,022
Positions
20,678 39 362 1,559 2,192 0 11,007 20,516 340 613 0 0 9,463 20,573
Changes from: July 22, 2014 Total Change is: 5,663
5,546 -18 34 0 -11 0 959 3,494 131 0 0 0 -1,007 2,033
Percent of Open Interest Represented by Each Category of Trader
47.0 0.1 0.8 3.5 5.0 0.0 25.0 46.6 0.8 1.4 0.0 0.0 21.5 46.7
Number of Traders in Each Category Total Traders: 40
6 . . . . 0 9 18 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 237,411
Positions
10,315 86,866 871 27,221 30,566 1,765 151,461 54,490 3,770 6,533 36,239 137 35,338 22,707
Changes from: July 22, 2014 Total Change is: -3,744
-1,477 -10,088 6 -1,022 203 0 -598 3,625 493 2,929 1,337 -310 -3,765 990
Percent of Open Interest Represented by Each Category of Trader
4.3 36.6 0.4 11.5 12.9 0.7 63.8 23.0 1.6 2.8 15.3 0.1 14.9 9.6
Number of Traders in Each Category Total Traders: 124
5 11 4 9 14 5 47 19 8 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 172,210
Positions
95,609 26,794 510 33,813 18,464 337 17,776 76,713 2,573 3,987 3,484 38 17,567 43,297
Changes from: July 22, 2014 Total Change is: 10,181
10,786 -10,598 80 344 1,826 261 731 13,452 -249 931 1,602 -19 -2,684 3,826
Percent of Open Interest Represented by Each Category of Trader
55.5 15.6 0.3 19.6 10.7 0.2 10.3 44.5 1.5 2.3 2.0 0.0 10.2 25.1
Number of Traders in Each Category Total Traders: 104
7 13 5 8 15 4 10 43 9 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 356,865
Positions
171,311 13,610 2,517 47,520 69,870 7,208 61,074 143,273 5,854 25,916 31,560 753 34,712 82,220
Changes from: July 22, 2014 Total Change is: 17,159
16,273 -29 419 459 -6,673 16 2,381 17,597 527 -1,198 1,684 -11 -1,707 3,629
Percent of Open Interest Represented by Each Category of Trader
48.0 3.8 0.7 13.3 19.6 2.0 17.1 40.1 1.6 7.3 8.8 0.2 9.7 23.0
Number of Traders in Each Category Total Traders: 201
21 8 6 14 30 15 22 61 17 21 23 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 106,836
Positions
2,829 43,072 553 2,932 5,390 943 68,254 23,240 984 1,082 9,769 1,536 27,723 21,349
Changes from: July 22, 2014 Total Change is: -2,505
1,236 -800 254 448 1,711 207 -3,351 -4,581 282 527 617 6 -2,114 -201
Percent of Open Interest Represented by Each Category of Trader
2.6 40.3 0.5 2.7 5.0 0.9 63.9 21.8 0.9 1.0 9.1 1.4 25.9 20.0
Number of Traders in Each Category Total Traders: 86
5 12 4 4 6 . 24 21 5 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 39,252
Positions
19,157 29,508 3,718 3,088 0 0 8,027 2,138 1,636 1,386 0 1,802 438 450
Changes from: July 22, 2014 Total Change is: 1,580
991 49 44 44 0 0 503 1,541 0 0 0 0 -2 -54
Percent of Open Interest Represented by Each Category of Trader
48.8 75.2 9.5 7.9 0.0 0.0 20.4 5.4 4.2 3.5 0.0 4.6 1.1 1.1
Number of Traders in Each Category Total Traders: 23
6 9 7 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 145,184
Positions
30,440 87,596 1 5,640 1,319 0 96,979 48,551 884 4,150 4,511 0 7,090 2,322
Changes from: July 22, 2014 Total Change is: 2,930
157 -125 -262 460 0 0 1,479 2,130 338 661 599 0 97 250
Percent of Open Interest Represented by Each Category of Trader
21.0 60.3 0.0 3.9 0.9 0.0 66.8 33.4 0.6 2.9 3.1 0.0 4.9 1.6
Number of Traders in Each Category Total Traders: 121
7 15 . 6 . 0 45 26 7 9 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 38,522
Positions
6,631 18,276 6,541 1,821 201 95 18,888 6,415 111 375 3,275 2,750 1,310 858
Changes from: July 22, 2014 Total Change is: 1,950
382 1,830 511 152 0 0 798 -348 69 0 0 0 38 -112
Percent of Open Interest Represented by Each Category of Trader
17.2 47.4 17.0 4.7 0.5 0.2 49.0 16.7 0.3 1.0 8.5 7.1 3.4 2.2
Number of Traders in Each Category Total Traders: 30
4 9 . . . . 5 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 30,531
Positions
1,861 13,761 0 1,886 189 0 22,164 10,433 225 525 3,319 0 3,870 2,604
Changes from: July 22, 2014 Total Change is: -2,197
803 919 0 -30 -320 0 -2,849 -2,223 25 -97 -28 0 -49 -570
Percent of Open Interest Represented by Each Category of Trader
6.1 45.1 0.0 6.2 0.6 0.0 72.6 34.2 0.7 1.7 10.9 0.0 12.7 8.5
Number of Traders in Each Category Total Traders: 67
5 10 0 5 . 0 23 15 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 63,353
Positions
17,851 41,451 159 4,770 4,721 241 26,794 5,858 899 4,025 2,784 0 8,616 7,243
Changes from: July 22, 2014 Total Change is: -274
58 4,760 -22 -45 156 -13 -1,332 -3,508 888 238 -2,289 0 -47 -247
Percent of Open Interest Represented by Each Category of Trader
28.2 65.4 0.3 7.5 7.5 0.4 42.3 9.2 1.4 6.4 4.4 0.0 13.6 11.4
Number of Traders in Each Category Total Traders: 115
18 14 . 9 . 4 31 16 5 11 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 126,706
Positions
35,702 82,901 317 9,540 9,442 481 53,588 11,715 1,797 8,049 5,568 0 17,232 14,485
Changes from: July 22, 2014 Total Change is: -548
115 9,519 -43 -90 311 -25 -2,664 -7,016 1,776 476 -4,577 0 -93 -493
Percent of Open Interest Represented by Each Category of Trader
28.2 65.4 0.3 7.5 7.5 0.4 42.3 9.2 1.4 6.4 4.4 0.0 13.6 11.4
Number of Traders in Each Category Total Traders: 115
18 14 . 9 . 4 31 16 5 11 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 746,886
Positions
43,360 186,559 34,897 326,328 105,092 50,301 94,760 195,868 37,448 50,311 51,208 3,324 106,158 82,190
Changes from: July 22, 2014 Total Change is: 7,274
155 -4,628 4,503 2,024 576 -588 -5,088 3,836 3,595 513 765 -526 2,687 -258
Percent of Open Interest Represented by Each Category of Trader
5.8 25.0 4.7 43.7 14.1 6.7 12.7 26.2 5.0 6.7 6.9 0.4 14.2 11.0
Number of Traders in Each Category Total Traders: 568
33 41 28 126 52 73 83 129 80 54 50 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 152,416
Positions
21,784 54,624 5,723 59,824 26,515 1,768 11,355 14,564 1,773 9,270 11,836 0 40,919 35,613
Changes from: July 22, 2014 Total Change is: 4,698
2,061 3,538 0 763 145 -10 1,615 189 46 -49 156 0 272 634
Percent of Open Interest Represented by Each Category of Trader
14.3 35.8 3.8 39.3 17.4 1.2 7.5 9.6 1.2 6.1 7.8 0.0 26.8 23.4
Number of Traders in Each Category Total Traders: 84
6 13 5 17 9 7 11 17 6 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 2,972,352
Positions
215,095 766,890 38,654 1,349,737 410,104 225,446 479,430 968,927 115,968 210,292 201,943 11,536 326,194 232,884
Changes from: July 22, 2014 Total Change is: 12,880
3,949 -27,352 9,035 7,771 3,620 -4,357 -16,584 35,167 814 2,810 3,047 -2,632 12,074 -4,462
Percent of Open Interest Represented by Each Category of Trader
7.2 25.8 1.3 45.4 13.8 7.6 16.1 32.6 3.9 7.1 6.8 0.4 11.0 7.8
Number of Traders in Each Category Total Traders: 552
34 38 22 121 48 68 85 126 68 51 49 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 89,532
Positions
3,364 40,127 46 48,483 35,558 2,088 24,197 6,932 814 742 740 0 9,798 3,227
Changes from: July 22, 2014 Total Change is: -1,408
401 -932 19 -1,195 -33 -199 -133 -484 4 0 0 0 -305 217
Percent of Open Interest Represented by Each Category of Trader
3.8 44.8 0.1 54.2 39.7 2.3 27.0 7.7 0.9 0.8 0.8 0.0 10.9 3.6
Number of Traders in Each Category Total Traders: 94
6 12 . 37 10 14 16 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 74,687
Positions
5,937 45,233 406 38,783 5,313 662 20,142 12,176 858 1,811 4,521 88 6,000 5,430
Changes from: July 22, 2014 Total Change is: 2,100
373 866 34 1,221 130 -199 731 1,005 138 -308 -31 18 92 139
Percent of Open Interest Represented by Each Category of Trader
7.9 60.6 0.5 51.9 7.1 0.9 27.0 16.3 1.1 2.4 6.1 0.1 8.0 7.3
Number of Traders in Each Category Total Traders: 243
20 23 5 33 14 12 63 47 11 20 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 373,435
Positions
29,684 226,163 2,032 193,913 26,566 3,311 100,711 60,879 4,290 9,057 22,607 439 29,998 27,148
Changes from: July 22, 2014 Total Change is: 10,499
1,864 4,329 168 6,107 649 -994 3,656 5,025 692 -1,542 -153 89 459 694
Percent of Open Interest Represented by Each Category of Trader
7.9 60.6 0.5 51.9 7.1 0.9 27.0 16.3 1.1 2.4 6.1 0.1 8.0 7.3
Number of Traders in Each Category Total Traders: 243
20 23 5 33 14 12 63 47 11 20 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 346,359
Positions
79,207 29,169 26,536 128,906 137,678 16,652 59,812 103,887 6,327 9,614 8,317 54 19,251 17,739
Changes from: July 22, 2014 Total Change is: 9,605
8,976 -564 4,973 -1,320 3,229 -453 -1,460 4,219 -1,057 -43 -1,025 9 -20 274
Percent of Open Interest Represented by Each Category of Trader
22.9 8.4 7.7 37.2 39.8 4.8 17.3 30.0 1.8 2.8 2.4 0.0 5.6 5.1
Number of Traders in Each Category Total Traders: 250
22 8 . 54 42 26 31 65 12 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 62,526
Positions
2,548 26,801 0 33,285 0 47 12,051 17,225 15 5,733 1,772 0 8,847 16,666
Changes from: July 22, 2014 Total Change is: 211
-186 257 0 -269 0 -121 276 -523 0 152 73 0 359 525
Percent of Open Interest Represented by Each Category of Trader
4.1 42.9 0.0 53.2 0.0 0.1 19.3 27.5 0.0 9.2 2.8 0.0 14.1 26.7
Number of Traders in Each Category Total Traders: 66
5 9 0 20 0 . 10 10 . 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 94,955
Positions
24,272 7,459 2,494 13,123 3,074 1,354 35,649 5,514 2,060 4,361 2,402 74 11,568 70,524
Changes from: July 22, 2014 Total Change is: -2,575
-4,615 1,052 -619 -86 353 284 1,846 -9 891 -548 701 -30 302 -5,198
Percent of Open Interest Represented by Each Category of Trader
25.6 7.9 2.6 13.8 3.2 1.4 37.5 5.8 2.2 4.6 2.5 0.1 12.2 74.3
Number of Traders in Each Category Total Traders: 84
12 8 4 8 . . 30 10 7 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 113,770
Positions
5,991 72,275 1,054 67,688 19,781 5,306 21,933 8,396 3,664 2,848 541 0 5,286 2,753
Changes from: July 22, 2014 Total Change is: 2,324
62 659 0 2,128 269 65 67 1,758 10 216 0 0 -224 -437
Percent of Open Interest Represented by Each Category of Trader
5.3 63.5 0.9 59.5 17.4 4.7 19.3 7.4 3.2 2.5 0.5 0.0 4.6 2.4
Number of Traders in Each Category Total Traders: 94
7 13 . 33 14 15 16 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 360,005
Positions
40,261 202,009 2,250 117,193 39,285 55,976 102,588 47,914 2,421 18,873 4,079 1,583 18,860 4,488
Changes from: July 22, 2014 Total Change is: 14,952
10,364 11,560 54 7,456 -943 -1,534 -526 6,574 359 -484 -1,067 2 -739 -53
Percent of Open Interest Represented by Each Category of Trader
11.2 56.1 0.6 32.6 10.9 15.5 28.5 13.3 0.7 5.2 1.1 0.4 5.2 1.2
Number of Traders in Each Category Total Traders: 215
19 25 6 61 21 27 40 17 8 26 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 794,653
Positions
9,542 100,763 6,935 320,184 178,506 112,483 114,054 164,600 17,509 30,249 34,866 598 183,099 178,393
Changes from: July 22, 2014 Total Change is: 5,067
3,227 5,995 -1,565 -1,300 -852 -4,866 1,932 -193 -16 -3,288 -37 568 10,375 6,033
Percent of Open Interest Represented by Each Category of Trader
1.2 12.7 0.9 40.3 22.5 14.2 14.4 20.7 2.2 3.8 4.4 0.1 23.0 22.4
Number of Traders in Each Category Total Traders: 168
6 19 . 32 37 36 31 23 17 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 489,487
Positions
22,759 62,083 608 250,202 47,674 75,391 21,160 177,132 6,476 6,947 24,620 60 105,884 95,443
Changes from: July 22, 2014 Total Change is: -9,442
-1,658 -8,467 -149 -2,553 -3,190 1,192 -2,174 -1,907 -121 -647 3,975 0 -3,332 -775
Percent of Open Interest Represented by Each Category of Trader
4.6 12.7 0.1 51.1 9.7 15.4 4.3 36.2 1.3 1.4 5.0 0.0 21.6 19.5
Number of Traders in Each Category Total Traders: 84
. 9 4 33 11 23 6 13 8 . 7 .
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Traders in Financial Futures - Futures Only Positions as of July 29, 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 1,264,544
Positions
45,212 205,112 4,414 217,952 430,617 83,058 610,237 201,713 39,762 142,840 141,054 23,069 98,000 135,745
Changes from: July 22, 2014 Total Change is: 82,063
-3,874 56,639 1,787 811 32,954 1,470 11,263 -6,285 2,944 74,789 6,986 -9,932 2,805 -4,500
Percent of Open Interest Represented by Each Category of Trader
3.6 16.2 0.3 17.2 34.1 6.6 48.3 16.0 3.1 11.3 11.2 1.8 7.7 10.7
Number of Traders in Each Category Total Traders: 261
15 32 6 38 50 34 44 31 24 17 34 10
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Traders in Financial Futures - Futures Only Positions as of July 29, 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 2,764,504
Positions
102,344 222,135 35,082 960,664 1,069,589 223,681 712,715 401,969 86,413 302,266 185,488 39,747 301,592 500,400
Changes from: July 22, 2014 Total Change is: 41,444
-30,665 37,361 2,135 65,427 -3,997 -15,746 -190 -7,855 11,957 -5,518 -2,278 3,926 10,118 15,941
Percent of Open Interest Represented by Each Category of Trader
3.7 8.0 1.3 34.7 38.7 8.1 25.8 14.5 3.1 10.9 6.7 1.4 10.9 18.1
Number of Traders in Each Category Total Traders: 380
19 46 15 36 80 56 52 72 49 21 54 15
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Traders in Financial Futures - Futures Only Positions as of July 29, 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 2,138,536
Positions
177,593 128,871 25,194 614,435 874,052 247,596 613,670 246,253 36,549 141,915 184,546 37,180 244,404 358,295
Changes from: July 22, 2014 Total Change is: -35,485
13,026 8,308 -1,386 -53,753 1,636 -11,905 -8,271 -10,750 -7,436 22,921 -7,420 12,082 -763 -18,614
Percent of Open Interest Represented by Each Category of Trader
8.3 6.0 1.2 28.7 40.9 11.6 28.7 11.5 1.7 6.6 8.6 1.7 11.4 16.8
Number of Traders in Each Category Total Traders: 286
15 28 10 32 64 48 47 51 25 16 33 13
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Traders in Financial Futures - Futures Only Positions as of July 29, 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 464,212
Positions
207,152 118,552 92,746 0 9,644 6,251 22,517 72,097 71,707 7,184 13,291 24,599 32,056 55,325
Changes from: July 22, 2014 Total Change is: 12,518
8,600 3,055 3,022 0 -300 -500 284 1,323 3,548 -1,412 1,160 -944 -80 2,154
Percent of Open Interest Represented by Each Category of Trader
44.6 25.5 20.0 0.0 2.1 1.3 4.9 15.5 15.4 1.5 2.9 5.3 6.9 11.9
Number of Traders in Each Category Total Traders: 91
13 26 31 0 4 . 12 20 18 4 7 8
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Traders in Financial Futures - Futures Only Positions as of July 29, 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 is12,363,705
Positions
2,378,068 2,044,433 2,286,768 2,738,217 956,608 294,429 956,703 2,363,568 2,226,468 364,809 605,367 373,970 744,273 1,212,094
Changes from: July 22, 2014 Total Change is: 243,818
56,494 -151,512 88,512 9,950 63,474 40,719 -25,804 51,992 58,957 14,917 48,075 -5,025 5,098 48,626
Percent of Open Interest Represented by Each Category of Trader
19.2 16.5 18.5 22.1 7.7 2.4 7.7 19.1 18.0 3.0 4.9 3.0 6.0 9.8
Number of Traders in Each Category Total Traders: 313
27 60 78 11 27 24 37 84 91 17 35 39
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Traders in Financial Futures - Futures Only Positions as of July 29, 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 53,243
Positions
33,208 1,560 0 7,058 14,349 4,859 7,460 22,679 305 270 9,319 0 83 172
Changes from: July 22, 2014 Total Change is: 810
448 -90 0 2 -33 0 102 939 0 270 -7 -24 12 25
Percent of Open Interest Represented by Each Category of Trader
62.4 2.9 0.0 13.3 27.0 9.1 14.0 42.6 0.6 0.5 17.5 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 48
7 7 0 4 9 . . 10 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 34,615
Positions
26,566 1,957 0 0 10,518 1,406 4,469 7,106 1,305 786 12,143 0 83 180
Changes from: July 22, 2014 Total Change is: 1,294
1,760 1,084 0 0 131 -67 311 38 40 -728 59 0 -22 9
Percent of Open Interest Represented by Each Category of Trader
76.7 5.7 0.0 0.0 30.4 4.1 12.9 20.5 3.8 2.3 35.1 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 43
5 4 0 0 12 . 4 8 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 74,037
Positions
12,031 30,232 678 9,051 156 142 28,335 38,587 2,080 13,195 264 110 8,415 1,788
Changes from: July 22, 2014 Total Change is: 16,391
703 1,234 0 1,380 -968 -29 12,405 16,432 -53 1,355 -201 110 520 -134
Percent of Open Interest Represented by Each Category of Trader
16.2 40.8 0.9 12.2 0.2 0.2 38.3 52.1 2.8 17.8 0.4 0.1 11.4 2.4
Number of Traders in Each Category Total Traders: 150
7 . . 17 . . 41 17 9 61 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 29, 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 419,946
Positions
97,843 27,924 31,641 45,403 32,393 30,184 74,143 154,811 68,556 12,266 11,033 34,253 25,657 29,151
Changes from: July 22, 2014 Total Change is: 5,554
6,770 -530 -360 1,866 1,744 279 -6,766 3,390 -2,026 1,437 119 2,313 2,041 625
Percent of Open Interest Represented by Each Category of Trader
23.3 6.6 7.5 10.8 7.7 7.2 17.7 36.9 16.3 2.9 2.6 8.2 6.1 6.9
Number of Traders in Each Category Total Traders: 205
26 8 22 6 20 11 48 49 55 18 17 26
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Traders in Financial Futures - Futures Only Positions as of July 29, 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 10,758
Positions
647 2,931 0 4,738 0 399 4,565 7,116 307 30 0 0 72 5
Changes from: July 22, 2014 Total Change is: -2,518
4 -8 0 -351 0 -18 -2,155 -2,142 0 0 -350 0 2 0
Percent of Open Interest Represented by Each Category of Trader
6.0 27.2 0.0 44.0 0.0 3.7 42.4 66.1 2.9 0.3 0.0 0.0 0.7 0.0
Number of Traders in Each Category Total Traders: 23
. . 0 7 0 . 8 . . . 0 0
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Updated August 1, 2014