Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 123,127
Positions
39,304 44,647 2,008 20,979 8,732 3 17,758 23,645 7,685 13,820 3,528 24 21,546 32,855
Changes from: May 26, 2015 Total Change is: 1,219
613 -10,401 1,707 38 306 3 -1,647 7,136 1,657 1,959 -419 -286 -2,825 1,516
Percent of Open Interest Represented by Each Category of Trader
31.9 36.3 1.6 17.0 7.1 0.0 14.4 19.2 6.2 11.2 2.9 0.0 17.5 26.7
Number of Traders in Each Category Total Traders: 75
4 8 6 6 7 . 12 20 10 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 32,449
Positions
12,456 12,171 417 1,144 1,807 5 8,307 4,443 708 0 0 0 9,412 12,898
Changes from: May 26, 2015 Total Change is: 2,017
163 -1,148 -15 0 7 0 1,369 1,236 418 0 0 0 82 1,519
Percent of Open Interest Represented by Each Category of Trader
38.4 37.5 1.3 3.5 5.6 0.0 25.6 13.7 2.2 0.0 0.0 0.0 29.0 39.7
Number of Traders in Each Category Total Traders: 29
5 . 6 . . . 10 7 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 175,291
Positions
74,112 32,992 1,225 11,306 64,052 902 56,861 25,064 3,378 4,605 21,920 548 22,354 25,210
Changes from: May 26, 2015 Total Change is: -1,506
712 -4,895 231 -1,575 2,076 -46 -2,652 -1,847 1,462 136 -243 274 -48 1,482
Percent of Open Interest Represented by Each Category of Trader
42.3 18.8 0.7 6.4 36.5 0.5 32.4 14.3 1.9 2.6 12.5 0.3 12.8 14.4
Number of Traders in Each Category Total Traders: 110
9 8 6 7 18 6 25 22 13 6 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 260,104
Positions
126,916 3,232 932 22,776 41,761 3,308 27,561 125,816 3,774 58,478 9,769 39 16,320 71,473
Changes from: May 26, 2015 Total Change is: 8,360
12,197 -11,516 -2,158 -1,013 8,750 -399 -1,985 10,794 1,792 -293 1,459 0 219 -362
Percent of Open Interest Represented by Each Category of Trader
48.8 1.2 0.4 8.8 16.1 1.3 10.6 48.4 1.5 22.5 3.8 0.0 6.3 27.5
Number of Traders in Each Category Total Traders: 154
15 . 5 10 22 7 19 64 11 6 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 428,403
Positions
140,496 24,415 1,417 50,667 120,983 13,492 33,142 119,478 7,505 137,356 55,161 4,934 39,394 81,018
Changes from: May 26, 2015 Total Change is: -3,524
-10,543 -6,379 434 24 12,913 -544 1,594 -15,138 3,367 4,969 -273 -2,249 -576 4,345
Percent of Open Interest Represented by Each Category of Trader
32.8 5.7 0.3 11.8 28.2 3.1 7.7 27.9 1.8 32.1 12.9 1.2 9.2 18.9
Number of Traders in Each Category Total Traders: 241
19 12 9 20 34 20 30 55 22 32 39 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 156,474
Positions
112,886 23,434 286 1,359 31,579 482 19,205 39,504 1,903 4,710 23,388 92 15,551 35,806
Changes from: May 26, 2015 Total Change is: 11,979
13,852 -8,694 -467 -133 8,360 7 -1,606 8,867 1,187 -260 1,385 86 -687 1,248
Percent of Open Interest Represented by Each Category of Trader
72.1 15.0 0.2 0.9 20.2 0.3 12.3 25.2 1.2 3.0 14.9 0.1 9.9 22.9
Number of Traders in Each Category Total Traders: 86
10 6 . . 13 4 17 24 7 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 58,909
Positions
42,919 49,770 1,720 1,075 0 0 9,257 3,874 740 1,064 113 1,802 332 890
Changes from: May 26, 2015 Total Change is: -293
-1,008 330 0 27 0 0 910 5 -53 0 -794 -271 102 490
Percent of Open Interest Represented by Each Category of Trader
72.9 84.5 2.9 1.8 0.0 0.0 15.7 6.6 1.3 1.8 0.2 3.1 0.6 1.5
Number of Traders in Each Category Total Traders: 27
8 8 5 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 152,809
Positions
52,382 35,634 5,918 35,278 2,601 0 28,508 65,179 24,782 2,262 11,904 203 3,476 6,588
Changes from: May 26, 2015 Total Change is: 23,779
-560 7,535 -3,469 24,869 -168 0 9,123 24,581 -6,450 -677 1,232 203 740 315
Percent of Open Interest Represented by Each Category of Trader
34.3 23.3 3.9 23.1 1.7 0.0 18.7 42.7 16.2 1.5 7.8 0.1 2.3 4.3
Number of Traders in Each Category Total Traders: 117
7 8 . 5 6 0 22 39 11 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,770
Positions
5,346 4,025 2,975 792 0 0 3,859 5,767 6 200 224 2,746 846 1,027
Changes from: May 26, 2015 Total Change is: -1,353
1,184 -4,817 0 19 0 0 -2,337 3,751 -16 -123 0 0 -80 -271
Percent of Open Interest Represented by Each Category of Trader
31.9 24.0 17.7 4.7 0.0 0.0 23.0 34.4 0.0 1.2 1.3 16.4 5.0 6.1
Number of Traders in Each Category Total Traders: 20
4 . . . 0 0 5 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,005
Positions
18,969 3,831 66 1,232 3,249 0 7,789 16,173 2,071 0 2,089 0 2,878 5,526
Changes from: May 26, 2015 Total Change is: 4,491
3,211 -1,736 43 -141 759 0 199 3,321 1,342 -593 257 0 430 505
Percent of Open Interest Represented by Each Category of Trader
57.5 11.6 0.2 3.7 9.8 0.0 23.6 49.0 6.3 0.0 6.3 0.0 8.7 16.7
Number of Traders in Each Category Total Traders: 73
9 . . . 7 0 14 28 9 0 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 57,516
Positions
18,333 34,258 2,400 6,245 3,034 285 18,848 8,010 1,070 1,737 2,024 8 8,592 6,430
Changes from: May 26, 2015 Total Change is: 841
285 -200 1,460 1,169 -71 46 -2,490 53 386 -2 -240 0 -13 -592
Percent of Open Interest Represented by Each Category of Trader
31.9 59.6 4.2 10.9 5.3 0.5 32.8 13.9 1.9 3.0 3.5 0.0 14.9 11.2
Number of Traders in Each Category Total Traders: 106
12 19 7 11 5 4 26 18 . 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 115,032
Positions
36,666 68,516 4,800 12,489 6,067 569 37,695 16,019 2,139 3,474 4,047 16 17,184 12,859
Changes from: May 26, 2015 Total Change is: 1,681
569 -400 2,919 2,338 -142 91 -4,979 105 772 -4 -480 0 -25 -1,184
Percent of Open Interest Represented by Each Category of Trader
31.9 59.6 4.2 10.9 5.3 0.5 32.8 13.9 1.9 3.0 3.5 0.0 14.9 11.2
Number of Traders in Each Category Total Traders: 106
12 19 7 11 5 4 26 18 . 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 699,436
Positions
37,641 138,473 36,491 301,570 120,145 56,993 88,322 150,266 35,215 22,201 53,326 3,598 117,405 104,928
Changes from: May 26, 2015 Total Change is: 14,421
-96 6,997 4,321 1,541 2,326 224 6,175 9 -1,575 765 1,689 -192 3,260 623
Percent of Open Interest Represented by Each Category of Trader
5.4 19.8 5.2 43.1 17.2 8.1 12.6 21.5 5.0 3.2 7.6 0.5 16.8 15.0
Number of Traders in Each Category Total Traders: 571
34 38 30 117 73 79 72 132 72 46 59 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 129,592
Positions
17,008 32,906 600 60,034 22,665 2,684 7,455 9,747 726 3,422 6,194 146 37,517 53,924
Changes from: May 26, 2015 Total Change is: 1,040
461 -576 0 66 78 209 -705 669 -405 29 -51 73 1,312 1,043
Percent of Open Interest Represented by Each Category of Trader
13.1 25.4 0.5 46.3 17.5 2.1 5.8 7.5 0.6 2.6 4.8 0.1 29.0 41.6
Number of Traders in Each Category Total Traders: 69
. 11 . 18 5 7 12 13 5 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,849,220
Positions
206,661 631,331 75,961 1,258,847 538,566 220,381 443,017 741,280 133,762 96,517 238,281 14,636 399,438 255,022
Changes from: May 26, 2015 Total Change is: 66,906
432 41,084 18,385 13,767 17,631 -6,318 25,994 -11,706 2,554 3,340 8,364 -987 9,739 -2,101
Percent of Open Interest Represented by Each Category of Trader
7.3 22.2 2.7 44.2 18.9 7.7 15.5 26.0 4.7 3.4 8.4 0.5 14.0 9.0
Number of Traders in Each Category Total Traders: 557
35 37 27 108 71 74 76 127 64 45 58 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 91,272
Positions
2,541 27,432 948 50,010 44,154 1,371 23,599 11,092 1,367 288 265 0 11,148 4,643
Changes from: May 26, 2015 Total Change is: 1,885
-884 3,359 -38 1,938 6 -112 1,853 -2,307 -363 0 -237 0 -509 1,577
Percent of Open Interest Represented by Each Category of Trader
2.8 30.1 1.0 54.8 48.4 1.5 25.9 12.2 1.5 0.3 0.3 0.0 12.2 5.1
Number of Traders in Each Category Total Traders: 97
5 12 . 35 12 14 19 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 75,510
Positions
3,971 45,072 3,636 31,544 5,331 657 19,302 9,439 3,343 3,759 1,874 646 8,652 5,513
Changes from: May 26, 2015 Total Change is: 12,196
877 7,399 3,482 2,346 -52 -76 907 -1,918 1,901 -676 30 592 2,843 838
Percent of Open Interest Represented by Each Category of Trader
5.3 59.7 4.8 41.8 7.1 0.9 25.6 12.5 4.4 5.0 2.5 0.9 11.5 7.3
Number of Traders in Each Category Total Traders: 227
19 19 7 31 16 7 61 42 16 24 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 9,357
Positions
4,410 7,721 0 604 0 0 1,744 344 0 0 923 0 2,599 369
Changes from: May 26, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
47.1 82.5 0.0 6.5 0.0 0.0 18.6 3.7 0.0 0.0 9.9 0.0 27.8 3.9
Number of Traders in Each Category Total Traders: 21
5 8 0 . 0 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 330,764
Positions
15,254 204,206 727 154,700 26,654 3,286 98,000 55,684 6,505 21,795 7,753 230 30,267 25,719
Changes from: May 26, 2015 Total Change is: 14,193
-215 15,840 -42 8,711 -259 -380 6,021 -1,102 -703 -381 -1,467 -40 1,222 2,346
Percent of Open Interest Represented by Each Category of Trader
4.6 61.7 0.2 46.8 8.1 1.0 29.6 16.8 2.0 6.6 2.3 0.1 9.2 7.8
Number of Traders in Each Category Total Traders: 225
18 19 . 31 16 7 62 41 13 24 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 366,265
Positions
128,355 28,048 1,234 117,576 161,952 18,403 67,765 124,921 5,079 6,193 11,813 89 21,571 14,726
Changes from: May 26, 2015 Total Change is: 2,300
-2,633 -446 -85 3,202 -954 -51 1,988 4,831 -541 -844 431 50 1,214 -935
Percent of Open Interest Represented by Each Category of Trader
35.0 7.7 0.3 32.1 44.2 5.0 18.5 34.1 1.4 1.7 3.2 0.0 5.9 4.0
Number of Traders in Each Category Total Traders: 264
24 11 . 48 45 26 44 58 12 14 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 61,538
Positions
2,683 18,483 252 28,486 0 158 13,477 6,310 360 4,344 27,037 2 11,776 8,936
Changes from: May 26, 2015 Total Change is: -221
-20 208 252 -788 0 -9 -266 -962 360 354 -90 -463 359 483
Percent of Open Interest Represented by Each Category of Trader
4.4 30.0 0.4 46.3 0.0 0.3 21.9 10.3 0.6 7.1 43.9 0.0 19.1 14.5
Number of Traders in Each Category Total Traders: 64
4 8 . 20 0 . 15 7 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 122,561
Positions
32,820 7,664 3,916 26,053 1,170 1,405 29,103 14,807 2,601 15,721 0 485 10,457 90,513
Changes from: May 26, 2015 Total Change is: 5,867
-2,189 1,999 677 8,249 124 -129 -349 -1,616 349 7 -798 -41 -707 5,302
Percent of Open Interest Represented by Each Category of Trader
26.8 6.3 3.2 21.3 1.0 1.1 23.7 12.1 2.1 12.8 0.0 0.4 8.5 73.9
Number of Traders in Each Category Total Traders: 95
18 10 8 12 . 4 28 16 10 8 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 152,159
Positions
8,637 91,530 439 94,428 42,864 6,044 29,071 2,972 3,720 1,889 1,580 0 7,931 3,010
Changes from: May 26, 2015 Total Change is: -1,440
-962 -359 -14 1,125 -975 173 -2,435 -920 643 -115 50 0 145 -38
Percent of Open Interest Represented by Each Category of Trader
5.7 60.2 0.3 62.1 28.2 4.0 19.1 2.0 2.4 1.2 1.0 0.0 5.2 2.0
Number of Traders in Each Category Total Traders: 107
8 10 . 40 20 21 17 4 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 383,150
Positions
40,602 197,603 4,176 174,767 83,460 44,384 69,717 27,682 10,884 19,290 7,295 1,465 17,865 6,201
Changes from: May 26, 2015 Total Change is: -84
4,279 -9,075 961 -10,367 -559 7,520 -4,815 -993 1,482 1,982 -271 -72 -1,054 923
Percent of Open Interest Represented by Each Category of Trader
10.6 51.6 1.1 45.6 21.8 11.6 18.2 7.2 2.8 5.0 1.9 0.4 4.7 1.6
Number of Traders in Each Category Total Traders: 234
19 21 9 60 35 30 38 21 12 27 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 482,533
Positions
4,778 57,922 5,913 205,280 87,328 54,717 69,687 92,724 9,095 7,366 13,351 731 124,966 160,752
Changes from: May 26, 2015 Total Change is: -13,595
1,975 -5,857 -1,290 18,499 2,454 -2,499 8,218 8,619 -13,355 133 -2,951 536 -25,812 748
Percent of Open Interest Represented by Each Category of Trader
1.0 12.0 1.2 42.5 18.1 11.3 14.4 19.2 1.9 1.5 2.8 0.2 25.9 33.3
Number of Traders in Each Category Total Traders: 131
. 12 7 26 22 26 27 27 18 8 6 4
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Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 625,787
Positions
23,159 87,176 36,250 338,580 54,295 68,068 24,675 258,159 14,896 7,716 4,459 0 112,443 102,484
Changes from: May 26, 2015 Total Change is: 2,171
-2,540 501 32,256 12,507 1,551 -9,940 -218 -1,316 -12,335 66 0 -1,635 -15,990 -6,911
Percent of Open Interest Represented by Each Category of Trader
3.7 13.9 5.8 54.1 8.7 10.9 3.9 41.3 2.4 1.2 0.7 0.0 18.0 16.4
Number of Traders in Each Category Total Traders: 93
. 7 4 40 12 27 7 20 12 . . 0
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Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,175,522
Positions
21,696 101,907 8,367 219,834 409,425 120,279 488,094 176,641 70,558 123,626 133,890 5,796 117,272 148,659
Changes from: May 26, 2015 Total Change is: -259,031
-11,408 -67 -25,037 7,447 -24,859 -811 -67,089 -20,661 -137,530 -5,567 -11,305 -5,920 -13,116 -32,841
Percent of Open Interest Represented by Each Category of Trader
1.8 8.7 0.7 18.7 34.8 10.2 41.5 15.0 6.0 10.5 11.4 0.5 10.0 12.6
Number of Traders in Each Category Total Traders: 260
8 29 11 39 44 37 51 27 27 18 43 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,819,872
Positions
140,920 122,092 43,609 1,068,950 875,112 277,572 384,089 674,156 206,905 389,588 143,131 15,263 292,976 462,032
Changes from: May 26, 2015 Total Change is: -366,447
-24,827 -7,040 1,514 14,429 -26,703 -182,172 -45,156 -46,957 -50,478 441 -2,557 -25,110 -55,088 -26,944
Percent of Open Interest Represented by Each Category of Trader
5.0 4.3 1.5 37.9 31.0 9.8 13.6 23.9 7.3 13.8 5.1 0.5 10.4 16.4
Number of Traders in Each Category Total Traders: 377
18 29 20 45 85 68 45 81 50 33 41 11
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Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,093,561
Positions
84,153 163,695 40,729 744,253 519,629 274,753 465,022 399,512 83,956 121,665 206,403 34,794 244,236 370,090
Changes from: May 26, 2015 Total Change is: -160,353
3,273 13,861 -18,362 93,743 16,913 -26,685 -13,260 46,196 -127,232 18,297 6,086 -37,779 -52,348 -33,351
Percent of Open Interest Represented by Each Category of Trader
4.0 7.8 1.9 35.5 24.8 13.1 22.2 19.1 4.0 5.8 9.9 1.7 11.7 17.7
Number of Traders in Each Category Total Traders: 267
13 25 10 37 46 51 37 55 37 18 36 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 781,020
Positions
338,208 147,653 196,506 0 11,083 10,876 13,482 143,635 130,687 23,274 41,121 42,586 25,401 56,873
Changes from: May 26, 2015 Total Change is: -73,217
-14,623 1,949 -32,634 -1,021 3,437 3,330 -12,536 -24,574 -4,589 -14,871 -20,808 3,642 85 -2,970
Percent of Open Interest Represented by Each Category of Trader
43.3 18.9 25.2 0.0 1.4 1.4 1.7 18.4 16.7 3.0 5.3 5.5 3.3 7.3
Number of Traders in Each Category Total Traders: 131
20 33 44 0 5 4 15 35 30 4 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,694,909
Positions
2,360,431 1,261,803 3,154,008 201,326 1,751,599 406,145 2,212,816 1,113,270 1,762,473 437,086 627,845 389,253 771,371 1,228,513
Changes from: May 26, 2015 Total Change is: 131,248
37,644 39,421 -18,131 72,565 30,561 2,755 116,598 15,975 9,380 -26,396 64,188 23,187 -86,354 -36,088
Percent of Open Interest Represented by Each Category of Trader
20.2 10.8 27.0 1.7 15.0 3.5 18.9 9.5 15.1 3.7 5.4 3.3 6.6 10.5
Number of Traders in Each Category Total Traders: 312
34 52 79 8 29 25 46 81 88 12 40 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 49,392
Positions
6,755 2,372 0 475 20,645 61 40,139 18,439 0 1,840 7,742 21 101 112
Changes from: May 26, 2015 Total Change is: -312
83 459 0 0 116 0 -804 -615 0 432 -291 0 -23 19
Percent of Open Interest Represented by Each Category of Trader
13.7 4.8 0.0 1.0 41.8 0.1 81.3 37.3 0.0 3.7 15.7 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 45
. 7 0 . 9 . 5 9 0 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,739
Positions
4,793 2,926 38 0 17,107 12 32,211 7,912 247 309 9,330 31 98 136
Changes from: May 26, 2015 Total Change is: -208
217 459 38 0 -491 0 -569 -82 247 -149 -458 31 -23 48
Percent of Open Interest Represented by Each Category of Trader
12.7 7.8 0.1 0.0 45.3 0.0 85.4 21.0 0.7 0.8 24.7 0.1 0.3 0.4
Number of Traders in Each Category Total Traders: 43
. 4 . 0 14 . 6 5 . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 102,174
Positions
5,345 72,317 65 21,642 836 473 16,338 23,590 2,903 40,885 933 80 14,443 977
Changes from: May 26, 2015 Total Change is: -1,037
74 161 10 1,138 -723 -44 -1,281 3,028 -1,332 2,382 -291 -329 -1,655 -1,517
Percent of Open Interest Represented by Each Category of Trader
5.2 70.8 0.1 21.2 0.8 0.5 16.0 23.1 2.8 40.0 0.9 0.1 14.1 1.0
Number of Traders in Each Category Total Traders: 202
6 . . 17 . . 30 17 12 120 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 379,061
Positions
116,350 13,389 18,983 74,759 38,076 23,385 43,105 176,150 63,142 4,095 5,490 13,289 21,953 27,157
Changes from: May 26, 2015 Total Change is: -6,150
4,940 -1,979 -283 -2,392 -741 -2,586 -4,039 1,558 -536 621 -498 -1,229 -646 144
Percent of Open Interest Represented by Each Category of Trader
30.7 3.5 5.0 19.7 10.0 6.2 11.4 46.5 16.7 1.1 1.4 3.5 5.8 7.2
Number of Traders in Each Category Total Traders: 199
19 12 20 12 17 9 44 58 58 11 14 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 2, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,541
Positions
79 2,934 0 7,398 444 903 6,108 11,152 564 1,412 539 0 77 5
Changes from: May 26, 2015 Total Change is: -720
-58 0 0 -1,519 0 -55 -84 -675 0 1,002 5 0 -6 5
Percent of Open Interest Represented by Each Category of Trader
0.5 17.7 0.0 44.7 2.7 5.5 36.9 67.4 3.4 8.5 3.3 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 30
. . 0 5 . . 5 10 . 5 . 0
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Updated June 5, 2015