Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 118,427
Positions
11,459 16,266 4,255 13,336 2,504 3,322 23,808 41,569 11,077 15,986 4,699 2,341 32,843 32,394
Changes from: June 17, 2014 Total Change is: -24,460
-9,609 -10,336 -1,873 -273 -1,425 724 1,532 -12,063 -2,702 -671 2,331 788 -12,376 97
Percent of Open Interest Represented by Each Category of Trader
9.7 13.7 3.6 11.3 2.1 2.8 20.1 35.1 9.4 13.5 4.0 2.0 27.7 27.4
Number of Traders in Each Category Total Traders: 76
4 7 8 . 4 . 18 19 14 13 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 36,449
Positions
12,010 2,652 671 900 2,139 0 9,390 14,375 1,454 613 0 0 11,410 15,157
Changes from: June 17, 2014 Total Change is: 1,096
6,765 430 71 0 0 0 -6,248 2,577 -247 0 0 0 754 -1,735
Percent of Open Interest Represented by Each Category of Trader
32.9 7.3 1.8 2.5 5.9 0.0 25.8 39.4 4.0 1.7 0.0 0.0 31.3 41.6
Number of Traders in Each Category Total Traders: 39
4 5 5 . . 0 12 13 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 276,897
Positions
4,352 109,229 6,251 28,707 30,211 2,472 174,622 52,940 13,775 2,297 35,693 2,938 41,483 23,388
Changes from: June 17, 2014 Total Change is: 4,190
2,474 5,446 528 286 -360 85 2,991 323 -1,258 -195 -1,442 331 -1,052 538
Percent of Open Interest Represented by Each Category of Trader
1.6 39.4 2.3 10.4 10.9 0.9 63.1 19.1 5.0 0.8 12.9 1.1 15.0 8.4
Number of Traders in Each Category Total Traders: 135
4 12 7 13 13 8 47 22 18 13 11 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 167,501
Positions
82,211 9,696 3,848 30,514 17,226 615 17,679 74,691 10,794 2,151 4,298 1,957 17,734 44,376
Changes from: June 17, 2014 Total Change is: -4,803
-3,499 1,152 -28 1,154 -1,237 22 -3,199 -4,962 414 13 1,149 -28 349 -1,285
Percent of Open Interest Represented by Each Category of Trader
49.1 5.8 2.3 18.2 10.3 0.4 10.6 44.6 6.4 1.3 2.6 1.2 10.6 26.5
Number of Traders in Each Category Total Traders: 115
11 8 9 9 14 4 21 40 23 4 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 336,523
Positions
129,938 16,952 10,014 48,208 72,076 7,553 44,557 92,006 25,612 24,191 29,651 8,588 37,863 74,071
Changes from: June 17, 2014 Total Change is: 1,429
2,345 -591 -1,570 64 1,203 -54 1,712 1,057 256 -175 -1,782 167 -1,315 2,744
Percent of Open Interest Represented by Each Category of Trader
38.6 5.0 3.0 14.3 21.4 2.2 13.2 27.3 7.6 7.2 8.8 2.6 11.3 22.0
Number of Traders in Each Category Total Traders: 212
19 11 12 17 28 19 27 53 34 20 37 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 115,970
Positions
1,445 38,046 3,578 2,565 2,493 284 64,877 27,677 6,944 530 8,872 3,107 32,639 24,968
Changes from: June 17, 2014 Total Change is: 4,308
-1,110 2,525 578 -40 -11 208 4,233 -1,816 468 18 376 666 -714 1,314
Percent of Open Interest Represented by Each Category of Trader
1.2 32.8 3.1 2.2 2.1 0.2 55.9 23.9 6.0 0.5 7.7 2.7 28.1 21.5
Number of Traders in Each Category Total Traders: 83
4 10 8 4 4 . 24 23 15 5 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 35,603
Positions
16,492 27,023 3,800 2,760 0 0 6,835 149 2,300 1,386 0 1,802 228 529
Changes from: June 17, 2014 Total Change is: 863
1,113 878 -34 -18 0 0 493 0 -56 -220 0 0 -415 74
Percent of Open Interest Represented by Each Category of Trader
46.3 75.9 10.7 7.8 0.0 0.0 19.2 0.4 6.5 3.9 0.0 5.1 0.6 1.5
Number of Traders in Each Category Total Traders: 24
7 10 7 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 128,396
Positions
30,670 78,054 144 5,412 1,319 0 81,557 42,459 512 3,068 3,969 0 7,033 1,939
Changes from: June 17, 2014 Total Change is: -6,663
-245 614 143 -29 0 0 -5,894 -7,391 14 -529 -111 0 -123 68
Percent of Open Interest Represented by Each Category of Trader
23.9 60.8 0.1 4.2 1.0 0.0 63.5 33.1 0.4 2.4 3.1 0.0 5.5 1.5
Number of Traders in Each Category Total Traders: 112
7 17 . 6 . 0 42 20 5 10 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 34,430
Positions
4,872 16,168 6,090 1,820 201 95 14,017 2,215 2,977 387 3,275 2,750 1,422 659
Changes from: June 17, 2014 Total Change is: 7,916
-314 4,191 -147 55 -95 95 5,431 1,200 2,683 20 0 0 93 -11
Percent of Open Interest Represented by Each Category of Trader
14.2 47.0 17.7 5.3 0.6 0.3 40.7 6.4 8.6 1.1 9.5 8.0 4.1 1.9
Number of Traders in Each Category Total Traders: 26
. 7 . . . . 6 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 31,422
Positions
1,580 6,040 0 1,996 509 0 23,543 17,601 345 475 4,174 0 3,483 2,753
Changes from: June 17, 2014 Total Change is: 2,944
-48 2,056 0 -43 -320 0 3,388 633 0 -41 361 0 -312 214
Percent of Open Interest Represented by Each Category of Trader
5.0 19.2 0.0 6.4 1.6 0.0 74.9 56.0 1.1 1.5 13.3 0.0 11.1 8.8
Number of Traders in Each Category Total Traders: 76
. 10 0 6 . 0 29 14 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 59,418
Positions
18,308 29,802 360 6,966 4,467 266 20,639 11,869 995 3,724 3,944 334 7,827 7,381
Changes from: June 17, 2014 Total Change is: -26,797
-2,517 -5,940 -16,595 471 95 -1 -2,440 428 -3,517 229 -328 -490 -1,937 -449
Percent of Open Interest Represented by Each Category of Trader
30.8 50.2 0.6 11.7 7.5 0.4 34.7 20.0 1.7 6.3 6.6 0.6 13.2 12.4
Number of Traders in Each Category Total Traders: 110
21 10 5 10 . 4 27 19 13 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 118,836
Positions
36,615 59,605 721 13,931 8,933 532 41,278 23,737 1,990 7,447 7,888 668 15,653 14,762
Changes from: June 17, 2014 Total Change is: -53,593
-5,034 -11,879 -33,190 942 190 -1 -4,879 856 -7,034 458 -655 -981 -3,874 -899
Percent of Open Interest Represented by Each Category of Trader
30.8 50.2 0.6 11.7 7.5 0.4 34.7 20.0 1.7 6.3 6.6 0.6 13.2 12.4
Number of Traders in Each Category Total Traders: 110
21 10 5 10 . 4 27 19 13 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 859,449
Positions
54,215 192,598 22,195 327,866 100,626 43,805 87,237 204,490 134,370 54,019 45,619 24,399 111,344 91,348
Changes from: June 17, 2014 Total Change is: -263,422
-7,341 -9,792 -98,135 12,033 4,986 -12,927 -26,005 -9,232 -82,895 -3,003 -9,787 -11,189 -33,961 -34,452
Percent of Open Interest Represented by Each Category of Trader
6.3 22.4 2.6 38.1 11.7 5.1 10.2 23.8 15.6 6.3 5.3 2.8 13.0 10.6
Number of Traders in Each Category Total Traders: 624
33 45 39 126 50 67 80 150 110 75 65 65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 187,888
Positions
12,887 53,831 4,438 57,783 21,208 2,415 9,683 11,506 36,041 9,100 8,599 9,971 45,570 39,880
Changes from: June 17, 2014 Total Change is: -88,822
-22,277 -3,575 -28,939 164 -651 -342 -1,959 -11,124 -16,168 -5,676 2,804 -2,466 -11,159 -28,360
Percent of Open Interest Represented by Each Category of Trader
6.9 28.7 2.4 30.8 11.3 1.3 5.2 6.1 19.2 4.8 4.6 5.3 24.3 21.2
Number of Traders in Each Category Total Traders: 98
6 13 6 17 7 8 12 23 31 13 7 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 3,357,809
Positions
257,349 744,547 38,070 1,356,893 403,566 200,473 416,739 993,893 462,676 224,620 185,123 72,119 328,871 257,342
Changes from: June 17, 2014 Total Change is: -873,002
-55,253 -161,022 -216,052 59,140 27,983 -62,719 -198,397 -68,708 -255,463 -1,345 -77,663 -28,902 -114,011 -30,457
Percent of Open Interest Represented by Each Category of Trader
7.7 22.2 1.1 40.4 12.0 6.0 12.4 29.6 13.8 6.7 5.5 2.1 9.8 7.7
Number of Traders in Each Category Total Traders: 591
35 41 32 119 47 62 78 145 105 66 60 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 83,237
Positions
5,655 35,893 3 42,603 35,093 1,883 21,937 5,435 999 739 401 0 9,418 3,529
Changes from: June 17, 2014 Total Change is: -20,535
-686 -3,160 -9,281 -986 -484 152 -1,715 -624 -538 0 -2,187 0 -7,482 -4,414
Percent of Open Interest Represented by Each Category of Trader
6.8 43.1 0.0 51.2 42.2 2.3 26.4 6.5 1.2 0.9 0.5 0.0 11.3 4.2
Number of Traders in Each Category Total Traders: 90
7 12 . 35 10 12 15 8 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 72,409
Positions
5,179 41,774 512 35,534 5,900 707 18,383 9,746 3,139 1,787 4,022 790 6,377 5,817
Changes from: June 17, 2014 Total Change is: -45,412
-1,863 -1,054 -23,634 3,451 252 -6,614 -1,314 -1,462 -9,742 -890 -208 -922 -3,884 -2,028
Percent of Open Interest Represented by Each Category of Trader
7.2 57.7 0.7 49.1 8.1 1.0 25.4 13.5 4.3 2.5 5.6 1.1 8.8 8.0
Number of Traders in Each Category Total Traders: 227
16 20 6 31 16 9 54 43 19 17 30 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 362,044
Positions
25,893 208,871 2,562 177,671 29,501 3,536 91,916 48,732 15,696 8,935 20,110 3,951 31,885 29,085
Changes from: June 17, 2014 Total Change is: -159,798
-12,926 5,013 -80,973 29,762 -4,410 -27,400 -13,370 -11,420 -37,359 -1,846 181 -4,610 -11,077 1,179
Percent of Open Interest Represented by Each Category of Trader
7.2 57.7 0.7 49.1 8.1 1.0 25.4 13.5 4.3 2.5 5.6 1.1 8.8 8.0
Number of Traders in Each Category Total Traders: 227
16 20 6 31 16 9 54 43 19 17 30 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 314,287
Positions
69,873 36,334 11,813 115,961 127,601 17,241 63,267 86,876 7,772 8,390 10,083 210 19,760 16,357
Changes from: June 17, 2014 Total Change is: -44,835
-26,433 -12,706 -19,622 726 5,312 2,513 13,731 -5,733 -6,830 -1,536 -1,070 -2,032 -5,352 -4,668
Percent of Open Interest Represented by Each Category of Trader
22.2 11.6 3.8 36.9 40.6 5.5 20.1 27.6 2.5 2.7 3.2 0.1 6.3 5.2
Number of Traders in Each Category Total Traders: 254
24 8 4 57 40 28 45 50 16 12 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 58,332
Positions
2,224 26,327 0 30,688 0 149 11,079 14,554 15 4,803 1,293 0 9,374 15,994
Changes from: June 17, 2014 Total Change is: -226
-105 328 0 377 0 -43 -16 -1,056 0 70 163 0 -509 382
Percent of Open Interest Represented by Each Category of Trader
3.8 45.1 0.0 52.6 0.0 0.3 19.0 25.0 0.0 8.2 2.2 0.0 16.1 27.4
Number of Traders in Each Category Total Traders: 68
6 8 0 20 0 . 14 11 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 96,348
Positions
24,296 6,569 2,256 18,302 1,064 619 32,765 3,016 3,145 4,313 1,946 0 10,652 77,733
Changes from: June 17, 2014 Total Change is: 9,115
2,833 631 250 749 -40 426 2,245 -1,006 1,895 -105 338 0 822 6,621
Percent of Open Interest Represented by Each Category of Trader
25.2 6.8 2.3 19.0 1.1 0.6 34.0 3.1 3.3 4.5 2.0 0.0 11.1 80.7
Number of Traders in Each Category Total Traders: 80
10 9 4 10 . . 34 6 8 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 106,599
Positions
5,216 67,991 945 61,479 18,925 4,767 21,488 6,103 4,477 2,308 628 0 5,919 2,763
Changes from: June 17, 2014 Total Change is: -12,727
-608 -2,733 -10,682 -9 2,464 223 -213 1,616 -403 1,358 0 0 -2,393 -3,212
Percent of Open Interest Represented by Each Category of Trader
4.9 63.8 0.9 57.7 17.8 4.5 20.2 5.7 4.2 2.2 0.6 0.0 5.6 2.6
Number of Traders in Each Category Total Traders: 96
5 12 . 31 18 13 18 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 322,720
Positions
26,688 171,623 3,774 103,164 52,609 48,059 93,133 33,541 1,768 23,881 6,091 558 21,695 4,697
Changes from: June 17, 2014 Total Change is: -24,508
2,142 8,683 -22,099 2,349 10,943 -76 -798 -7,219 -2,162 -2,424 -6,359 6 -1,446 -6,225
Percent of Open Interest Represented by Each Category of Trader
8.3 53.2 1.2 32.0 16.3 14.9 28.9 10.4 0.5 7.4 1.9 0.2 6.7 1.5
Number of Traders in Each Category Total Traders: 212
20 24 6 57 23 30 38 15 8 26 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 814,767
Positions
403 120,385 20,256 277,883 171,514 137,345 123,141 91,877 54,456 26,921 35,248 7,306 167,055 176,380
Changes from: June 17, 2014 Total Change is: -32,401
-2,095 3,099 -4,689 -10,670 -10,032 477 643 -4,995 -13,532 4,394 -2,275 103 -7,032 -556
Percent of Open Interest Represented by Each Category of Trader
0.0 14.8 2.5 34.1 21.1 16.9 15.1 11.3 6.7 3.3 4.3 0.9 20.5 21.6
Number of Traders in Each Category Total Traders: 176
. 23 13 34 42 44 36 22 35 9 9 5
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Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 483,308
Positions
21,654 83,046 3,277 240,495 25,380 75,752 21,414 188,508 8,127 10,493 8,882 60 102,037 90,278
Changes from: June 17, 2014 Total Change is: -6,881
3 -4,162 -824 -8,635 -2,092 3,102 -598 3,191 -1,118 2,063 -861 0 -874 -4,117
Percent of Open Interest Represented by Each Category of Trader
4.5 17.2 0.7 49.8 5.3 15.7 4.4 39.0 1.7 2.2 1.8 0.0 21.1 18.7
Number of Traders in Each Category Total Traders: 83
. 11 7 33 10 22 6 14 9 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,059,947
Positions
31,606 124,493 8,467 216,714 357,080 66,719 532,515 190,944 40,511 44,419 95,639 28,553 90,444 147,542
Changes from: June 17, 2014 Total Change is: -29,596
-15,839 -4,163 -604 -3,414 20,663 -5,974 65,239 7,177 -53,682 6,776 7,011 -5,572 -16,525 5,547
Percent of Open Interest Represented by Each Category of Trader
3.0 11.7 0.8 20.4 33.7 6.3 50.2 18.0 3.8 4.2 9.0 2.7 8.5 13.9
Number of Traders in Each Category Total Traders: 240
14 28 9 32 51 31 49 22 24 17 27 9
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Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,013,773
Positions
82,128 164,664 149,743 856,155 1,167,201 253,943 743,967 270,222 250,217 293,252 164,519 102,161 282,208 491,103
Changes from: June 17, 2014 Total Change is: -252,158
-29,454 31,306 -72,217 -1,388 -12,217 -20,344 30,600 -27,679 -97,566 9,139 4,150 -42,003 -28,924 -15,589
Percent of Open Interest Represented by Each Category of Trader
2.7 5.5 5.0 28.4 38.7 8.4 24.7 9.0 8.3 9.7 5.5 3.4 9.4 16.3
Number of Traders in Each Category Total Traders: 364
15 35 39 36 86 69 59 62 79 22 49 30
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Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 2,317,862
Positions
202,032 109,915 65,046 694,942 902,578 235,550 566,084 238,402 163,990 117,399 171,907 43,868 228,950 386,605
Changes from: June 17, 2014 Total Change is: -121,148
-5,395 1,507 -47,037 -21,376 -9,343 354 44,349 -17,836 -55,148 -15,998 9,054 -12,510 -8,388 9,811
Percent of Open Interest Represented by Each Category of Trader
8.7 4.7 2.8 30.0 38.9 10.2 24.4 10.3 7.1 5.1 7.4 1.9 9.9 16.7
Number of Traders in Each Category Total Traders: 277
16 24 21 29 64 50 53 43 44 21 27 18
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Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 418,500
Positions
189,420 118,250 73,953 0 7,873 7,534 34,967 66,816 57,235 2,319 8,690 25,173 27,899 52,976
Changes from: June 17, 2014 Total Change is: 13,887
3,002 2,061 3,761 0 0 512 5,371 9,232 -2,224 307 -1,998 3,802 -644 -1,258
Percent of Open Interest Represented by Each Category of Trader
45.3 28.3 17.7 0.0 1.9 1.8 8.4 16.0 13.7 0.6 2.1 6.0 6.7 12.7
Number of Traders in Each Category Total Traders: 81
15 24 31 0 4 . 14 12 16 . 5 6
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Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 is17,593,709
Positions
2,260,615 2,192,152 3,237,999 2,491,556 861,669 332,914 790,316 1,604,206 6,100,832 275,331 715,715 1,297,211 806,936 1,251,012
Changes from: June 17, 2014 Total Change is: 236,316
124,182 164,958 22,668 -59,022 -60,414 41,026 -20,571 19,858 58,612 75,525 31,503 -20,305 14,201 -21,590
Percent of Open Interest Represented by Each Category of Trader
12.8 12.5 18.4 14.2 4.9 1.9 4.5 9.1 34.7 1.6 4.1 7.4 4.6 7.1
Number of Traders in Each Category Total Traders: 318
32 57 79 10 30 28 48 78 107 12 41 41
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Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 50,974
Positions
30,832 1,318 0 6,992 14,471 4,859 7,844 20,381 331 25 9,456 16 75 142
Changes from: June 17, 2014 Total Change is: 125
600 0 0 3 1,134 0 -436 -1,033 3 -57 0 16 -4 5
Percent of Open Interest Represented by Each Category of Trader
60.5 2.6 0.0 13.7 28.4 9.5 15.4 40.0 0.6 0.0 18.6 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 46
8 5 0 4 7 . 5 10 . . 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 32,924
Positions
26,196 125 10 0 11,195 1,445 3,544 6,368 1,564 106 12,081 0 59 136
Changes from: June 17, 2014 Total Change is: 599
1,388 -141 0 0 792 -559 44 68 50 -261 397 0 -63 -8
Percent of Open Interest Represented by Each Category of Trader
79.6 0.4 0.0 0.0 34.0 4.4 10.8 19.3 4.8 0.3 36.7 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 43
7 . . 0 14 . 4 6 . . 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 59,073
Positions
10,783 29,773 764 8,757 1,184 238 14,469 22,144 2,318 13,960 547 11 7,773 2,094
Changes from: June 17, 2014 Total Change is: 3,292
-93 -80 41 -830 -37 9 722 1,910 607 1,887 229 1 949 613
Percent of Open Interest Represented by Each Category of Trader
18.3 50.4 1.3 14.8 2.0 0.4 24.5 37.5 3.9 23.6 0.9 0.0 13.2 3.5
Number of Traders in Each Category Total Traders: 145
7 . . 16 . . 32 20 16 55 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 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 424,966
Positions
87,179 15,828 46,173 57,165 27,404 26,758 76,985 178,592 58,873 12,626 12,067 32,419 26,788 26,852
Changes from: June 17, 2014 Total Change is: -31,346
-5,605 -4,078 -7,964 3,806 -785 -2,193 -14,679 -6,900 -3,082 1,367 -715 -5,508 2,512 -121
Percent of Open Interest Represented by Each Category of Trader
20.5 3.7 10.9 13.5 6.4 6.3 18.1 42.0 13.9 3.0 2.8 7.6 6.3 6.3
Number of Traders in Each Category Total Traders: 215
24 12 23 6 17 12 41 61 58 22 21 25
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Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 15,369
Positions
659 2,967 0 6,506 0 241 5,933 11,418 741 1,249 0 0 40 2
Changes from: June 17, 2014 Total Change is: -5,529
79 -4,583 0 574 0 34 -1,058 4,160 -5,138 3 0 0 -23 -2
Percent of Open Interest Represented by Each Category of Trader
4.3 19.3 0.0 42.3 0.0 1.6 38.6 74.3 4.8 8.1 0.0 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 24
. . 0 7 0 . 7 . . . 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 24, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 10,160
Positions
1,238 5,893 0 5,476 0 0 1,866 3,844 226 188 0 0 1,166 197
Changes from: June 17, 2014 Total Change is: 694
40 0 0 19 0 0 478 535 76 0 0 0 81 83
Percent of Open Interest Represented by Each Category of Trader
12.2 58.0 0.0 53.9 0.0 0.0 18.4 37.8 2.2 1.9 0.0 0.0 11.5 1.9
Number of Traders in Each Category Total Traders: 23
. . 0 7 0 0 7 4 . . 0 0
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Updated June 27, 2014