Traders in Financial Futures - Futures Only Positions as of June 16, 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 118,620
Positions
44,177 36,812 3,537 22,492 10,313 13 13,101 28,528 3,810 10,036 3,472 7 21,447 32,128
Changes from: June 9, 2015 Total Change is: -179
1,075 364 1,013 1,179 3,770 0 3,000 -2,059 -3,408 -1,366 65 -134 -1,538 210
Percent of Open Interest Represented by Each Category of Trader
37.2 31.0 3.0 19.0 8.7 0.0 11.0 24.0 3.2 8.5 2.9 0.0 18.1 27.1
Number of Traders in Each Category Total Traders: 78
6 7 7 7 9 . 13 20 9 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 19,852
Positions
2,411 2,333 0 1,144 1,750 5 7,877 3,500 25 0 0 0 8,390 12,239
Changes from: June 9, 2015 Total Change is: -13,961
-7,811 -8,905 -1,948 0 -56 0 -1,031 114 -2,297 -400 0 0 -474 -869
Percent of Open Interest Represented by Each Category of Trader
12.1 11.8 0.0 5.8 8.8 0.0 39.7 17.6 0.1 0.0 0.0 0.0 42.3 61.7
Number of Traders in Each Category Total Traders: 20
. . 0 . . . 8 4 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 146,635
Positions
45,321 8,762 543 15,111 60,824 850 55,162 33,901 1,434 4,725 16,719 54 23,435 23,548
Changes from: June 9, 2015 Total Change is: -34,414
-30,977 -23,159 -5,509 3,058 -2,156 -20 1,671 4,257 -4,621 735 -2,405 -88 1,337 -713
Percent of Open Interest Represented by Each Category of Trader
30.9 6.0 0.4 10.3 41.5 0.6 37.6 23.1 1.0 3.2 11.4 0.0 16.0 16.1
Number of Traders in Each Category Total Traders: 105
5 9 . 10 15 6 21 26 8 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 262,329
Positions
128,193 782 278 20,912 48,349 4,050 44,062 132,779 3,914 47,460 8,761 300 13,160 63,116
Changes from: June 9, 2015 Total Change is: -44,120
-30,390 -212 -8,297 -1,073 -1,131 259 20,329 -7,937 -11,621 -11,019 -4,638 64 -2,372 -10,607
Percent of Open Interest Represented by Each Category of Trader
48.9 0.3 0.1 8.0 18.4 1.5 16.8 50.6 1.5 18.1 3.3 0.1 5.0 24.1
Number of Traders in Each Category Total Traders: 136
9 . . 12 20 10 16 61 7 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 350,145
Positions
113,798 5,201 1,606 48,875 120,871 14,161 63,194 96,196 1,788 67,290 37,275 2,305 37,128 70,742
Changes from: June 9, 2015 Total Change is: -86,395
-16,253 -35,281 -827 -939 -613 782 29,597 -10,570 -20,115 -72,736 -8,740 -1,685 -4,219 -9,346
Percent of Open Interest Represented by Each Category of Trader
32.5 1.5 0.5 14.0 34.5 4.0 18.0 27.5 0.5 19.2 10.6 0.7 10.6 20.2
Number of Traders in Each Category Total Traders: 230
21 6 5 21 32 19 35 46 13 32 36 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 119,362
Positions
68,493 4,083 0 779 21,733 304 26,179 41,424 327 9,190 21,736 6 14,084 29,749
Changes from: June 9, 2015 Total Change is: -46,319
-40,013 -13,767 -945 -558 -9,540 -171 7,423 -1,745 -10,227 3,171 -607 -4,478 -521 -4,839
Percent of Open Interest Represented by Each Category of Trader
57.4 3.4 0.0 0.7 18.2 0.3 21.9 34.7 0.3 7.7 18.2 0.0 11.8 24.9
Number of Traders in Each Category Total Traders: 80
9 . 0 . 11 . 20 23 4 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 41,393
Positions
32,323 34,962 1,260 1,060 0 0 5,049 1,893 737 266 1,847 235 463 459
Changes from: June 9, 2015 Total Change is: -20,336
-11,172 -14,131 -3,872 -76 0 0 -2,639 -1,863 0 -1,051 1,734 -1,567 41 -637
Percent of Open Interest Represented by Each Category of Trader
78.1 84.5 3.0 2.6 0.0 0.0 12.2 4.6 1.8 0.6 4.5 0.6 1.1 1.1
Number of Traders in Each Category Total Traders: 27
8 7 4 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 133,660
Positions
50,830 45,884 0 50,959 2,657 17 23,957 66,608 1,016 2,441 11,106 0 4,440 6,372
Changes from: June 9, 2015 Total Change is: -45,366
-3,358 -3,422 -7,068 -2,726 -333 0 -323 148 -32,449 -293 -184 -590 1,441 -1,468
Percent of Open Interest Represented by Each Category of Trader
38.0 34.3 0.0 38.1 2.0 0.0 17.9 49.8 0.8 1.8 8.3 0.0 3.3 4.8
Number of Traders in Each Category Total Traders: 113
4 9 0 5 6 . 19 50 10 10 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 17,239
Positions
7,231 3,809 2,975 694 0 0 2,147 6,358 198 200 224 2,746 1,048 929
Changes from: June 9, 2015 Total Change is: -392
257 0 0 -32 0 0 -781 -549 195 0 0 0 -31 -38
Percent of Open Interest Represented by Each Category of Trader
41.9 22.1 17.3 4.0 0.0 0.0 12.5 36.9 1.1 1.2 1.3 15.9 6.1 5.4
Number of Traders in Each Category Total Traders: 21
4 . . . 0 0 . 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 37,169
Positions
17,926 0 0 1,528 3,580 1 14,244 22,974 650 320 3,934 0 2,500 6,030
Changes from: June 9, 2015 Total Change is: 258
-2,482 -2,641 -1,192 319 16 0 5,068 3,360 -1,820 320 2,197 0 45 338
Percent of Open Interest Represented by Each Category of Trader
48.2 0.0 0.0 4.1 9.6 0.0 38.3 61.8 1.7 0.9 10.6 0.0 6.7 16.2
Number of Traders in Each Category Total Traders: 83
9 0 0 5 8 . 17 30 4 . 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 55,316
Positions
18,944 32,043 5,524 4,947 2,129 240 13,824 5,078 2,126 1,838 1,973 4 7,871 6,202
Changes from: June 9, 2015 Total Change is: -2,750
-3,278 -427 49 -404 -533 -24 1,257 -3,562 216 72 719 -1 -637 814
Percent of Open Interest Represented by Each Category of Trader
34.2 57.9 10.0 8.9 3.8 0.4 25.0 9.2 3.8 3.3 3.6 0.0 14.2 11.2
Number of Traders in Each Category Total Traders: 91
13 15 15 8 4 . 21 12 4 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 110,632
Positions
37,888 64,085 11,047 9,894 4,257 480 27,647 10,155 4,251 3,676 3,946 7 15,742 12,404
Changes from: June 9, 2015 Total Change is: -5,500
-6,555 -854 97 -808 -1,066 -48 2,513 -7,124 431 144 1,438 -1 -1,273 1,627
Percent of Open Interest Represented by Each Category of Trader
34.2 57.9 10.0 8.9 3.8 0.4 25.0 9.2 3.8 3.3 3.6 0.0 14.2 11.2
Number of Traders in Each Category Total Traders: 91
13 15 15 8 4 . 21 12 4 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 #13874+ Open Interest is 818,130
Positions
52,408 124,755 82,382 280,807 118,910 83,510 89,149 162,960 45,808 21,395 46,528 6,238 156,432 147,038
Changes from: June 9, 2015 Total Change is: 73,238
-401 -4,374 26,481 -7,672 -2,721 17,911 2,121 286 8,382 620 -3,369 1,534 24,261 29,108
Percent of Open Interest Represented by Each Category of Trader
6.4 15.2 10.1 34.3 14.5 10.2 10.9 19.9 5.6 2.6 5.7 0.8 19.1 18.0
Number of Traders in Each Category Total Traders: 574
36 41 49 113 76 85 80 120 85 50 56 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 175,504
Positions
34,902 25,273 17,304 65,285 21,643 2,487 9,272 14,025 955 3,855 3,041 100 41,344 90,676
Changes from: June 9, 2015 Total Change is: 24,920
256 -11,433 14,308 5,546 -383 -184 1,214 1,497 147 1,351 -2,191 -48 2,330 23,207
Percent of Open Interest Represented by Each Category of Trader
19.9 14.4 9.9 37.2 12.3 1.4 5.3 8.0 0.5 2.2 1.7 0.1 23.6 51.7
Number of Traders in Each Category Total Traders: 70
6 10 9 15 5 7 13 14 12 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 3,213,131
Positions
238,184 648,064 174,737 1,150,918 559,646 331,806 467,464 812,754 156,189 92,253 221,986 26,140 575,440 281,809
Changes from: June 9, 2015 Total Change is: 241,590
12,980 51,556 44,603 -58,550 -4,148 82,932 16,146 5,557 29,565 -2,481 -4,720 6,740 109,655 29,505
Percent of Open Interest Represented by Each Category of Trader
7.4 20.2 5.4 35.8 17.4 10.3 14.5 25.3 4.9 2.9 6.9 0.8 17.9 8.8
Number of Traders in Each Category Total Traders: 564
35 42 43 106 75 81 82 118 78 49 55 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 108,083
Positions
1,930 24,028 15,957 50,696 42,397 1,573 23,614 10,431 1,552 440 263 0 12,321 11,882
Changes from: June 9, 2015 Total Change is: 19,539
-530 -1,743 15,008 2,098 -288 217 1,308 -822 856 152 -2 0 430 6,313
Percent of Open Interest Represented by Each Category of Trader
1.8 22.2 14.8 46.9 39.2 1.5 21.8 9.7 1.4 0.4 0.2 0.0 11.4 11.0
Number of Traders in Each Category Total Traders: 91
5 12 6 35 12 15 16 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 #20974+ Open Interest is 87,708
Positions
5,197 38,905 15,111 29,359 5,791 3,720 16,165 9,879 3,731 3,594 1,997 873 9,960 7,702
Changes from: June 9, 2015 Total Change is: 14,791
-135 -1,022 10,851 -234 80 2,889 -563 -919 195 -340 16 87 2,041 2,613
Percent of Open Interest Represented by Each Category of Trader
5.9 44.4 17.2 33.5 6.6 4.2 18.4 11.3 4.3 4.1 2.3 1.0 11.4 8.8
Number of Traders in Each Category Total Traders: 224
21 17 22 36 15 13 53 43 28 24 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 9,522
Positions
5,943 6,306 0 604 0 0 300 1,522 0 0 1,078 0 2,675 616
Changes from: June 9, 2015 Total Change is: 476
579 -306 0 0 0 0 -693 372 0 0 45 0 590 365
Percent of Open Interest Represented by Each Category of Trader
62.4 66.2 0.0 6.3 0.0 0.0 3.2 16.0 0.0 0.0 11.3 0.0 28.1 6.5
Number of Traders in Each Category Total Traders: 22
7 7 0 . 0 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 390,932
Positions
18,042 184,765 53,782 143,774 28,955 18,601 87,810 50,272 10,167 21,468 8,096 863 36,425 35,431
Changes from: June 9, 2015 Total Change is: 71,575
1,754 1,747 48,928 -1,170 402 14,445 -1,494 -8,599 3,122 -1,700 -145 436 7,254 11,239
Percent of Open Interest Represented by Each Category of Trader
4.6 47.3 13.8 36.8 7.4 4.8 22.5 12.9 2.6 5.5 2.1 0.2 9.3 9.1
Number of Traders in Each Category Total Traders: 223
22 16 17 36 15 13 55 41 28 24 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 401,067
Positions
95,457 44,405 28,203 119,149 162,411 17,233 71,208 103,438 10,895 33,068 14,855 1,286 24,568 18,341
Changes from: June 9, 2015 Total Change is: 36,889
-10,894 15,308 26,127 826 -1,074 -28 5,078 -14,760 5,846 5,013 1,275 1,250 3,671 2,945
Percent of Open Interest Represented by Each Category of Trader
23.8 11.1 7.0 29.7 40.5 4.3 17.8 25.8 2.7 8.2 3.7 0.3 6.1 4.6
Number of Traders in Each Category Total Traders: 286
23 15 20 54 44 28 48 59 18 18 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 52,618
Positions
2,175 11,809 12 29,777 0 81 7,521 12,918 45 3,388 22,221 0 9,619 5,532
Changes from: June 9, 2015 Total Change is: -17,843
-576 -6,678 -240 284 0 -21 -3,643 6,808 -8,054 -992 -5,260 -1,500 -3,101 -2,898
Percent of Open Interest Represented by Each Category of Trader
4.1 22.4 0.0 56.6 0.0 0.2 14.3 24.6 0.1 6.4 42.2 0.0 18.3 10.5
Number of Traders in Each Category Total Traders: 57
. 7 . 20 0 . 10 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 111,170
Positions
19,888 5,746 1,913 25,409 2,211 916 37,702 9,076 699 14,979 204 0 9,664 90,405
Changes from: June 9, 2015 Total Change is: -32,352
-9,076 -3,147 -8,184 -801 948 -447 10,456 -8,594 -8,008 -650 -489 -485 -15,157 -3,946
Percent of Open Interest Represented by Each Category of Trader
17.9 5.2 1.7 22.9 2.0 0.8 33.9 8.2 0.6 13.5 0.2 0.0 8.7 81.3
Number of Traders in Each Category Total Traders: 81
13 7 . 13 . . 27 9 4 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 156,207
Positions
5,516 86,209 6,867 91,237 35,208 5,787 29,160 5,829 6,412 1,370 3,747 2,596 7,262 3,552
Changes from: June 9, 2015 Total Change is: 8,665
-16 -303 5,145 -40 611 -71 64 -448 2,601 -55 -110 1,274 -237 -34
Percent of Open Interest Represented by Each Category of Trader
3.5 55.2 4.4 58.4 22.5 3.7 18.7 3.7 4.1 0.9 2.4 1.7 4.6 2.3
Number of Traders in Each Category Total Traders: 106
6 9 7 38 21 19 17 4 8 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 420,496
Positions
39,933 167,069 11,545 160,611 92,698 58,164 75,020 23,193 18,695 17,680 27,942 2,715 36,133 18,475
Changes from: June 9, 2015 Total Change is: 24,748
-2,516 -7,701 5,821 259 5,762 4,999 -5,847 1,301 4,299 233 -23 -159 17,659 10,449
Percent of Open Interest Represented by Each Category of Trader
9.5 39.7 2.7 38.2 22.0 13.8 17.8 5.5 4.4 4.2 6.6 0.6 8.6 4.4
Number of Traders in Each Category Total Traders: 230
18 20 12 59 34 30 38 19 20 25 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 483,880
Positions
1,847 67,741 3,235 215,295 102,369 49,731 69,531 78,063 9,633 7,317 21,446 477 126,814 151,185
Changes from: June 9, 2015 Total Change is: -7,962
-3,587 5,051 -4,885 6,021 7,422 -6,174 -4,312 -5,649 -2,872 1,143 3,422 -269 6,973 -4,008
Percent of Open Interest Represented by Each Category of Trader
0.4 14.0 0.7 44.5 21.2 10.3 14.4 16.1 2.0 1.5 4.4 0.1 26.2 31.2
Number of Traders in Each Category Total Traders: 148
5 17 4 29 26 29 30 24 19 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 610,253
Positions
24,434 93,225 11,148 351,143 56,537 67,889 15,289 265,865 12,306 11,699 4,459 0 116,345 98,824
Changes from: June 9, 2015 Total Change is: -5,991
215 -1,090 -9,068 7,762 -3,049 -2,600 -2,781 5,524 565 -2,499 0 0 2,415 3,727
Percent of Open Interest Represented by Each Category of Trader
4.0 15.3 1.8 57.5 9.3 11.1 2.5 43.6 2.0 1.9 0.7 0.0 19.1 16.2
Number of Traders in Each Category Total Traders: 94
. 7 4 41 12 29 6 20 12 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,206,050
Positions
47,745 136,888 1,505 205,500 430,674 114,473 499,839 164,024 65,327 159,936 139,873 5,458 106,267 147,828
Changes from: June 9, 2015 Total Change is: 53,779
13,072 51,764 -1,694 -6,322 15,490 1,392 -8,673 -21,831 -4,128 65,022 7,968 278 -5,168 4,540
Percent of Open Interest Represented by Each Category of Trader
4.0 11.4 0.1 17.0 35.7 9.5 41.4 13.6 5.4 13.3 11.6 0.5 8.8 12.3
Number of Traders in Each Category Total Traders: 268
8 27 4 37 49 38 50 35 26 19 43 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,670,001
Positions
135,156 138,649 17,994 1,071,959 824,677 291,091 395,964 670,922 119,392 347,323 159,098 14,866 276,256 433,312
Changes from: June 9, 2015 Total Change is: -107,577
-10,795 -48,811 -255 -10,007 -106,983 9,369 -38,685 96,600 -29,748 -38,009 -5,504 1,230 9,323 -23,475
Percent of Open Interest Represented by Each Category of Trader
5.1 5.2 0.7 40.1 30.9 10.9 14.8 25.1 4.5 13.0 6.0 0.6 10.3 16.2
Number of Traders in Each Category Total Traders: 383
19 33 14 46 83 70 54 78 44 29 41 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,091,340
Positions
97,190 191,668 39,322 749,039 525,943 268,201 423,084 361,295 100,859 154,252 205,325 34,806 224,587 363,921
Changes from: June 9, 2015 Total Change is: 13,891
4,009 -4,311 -13,516 -27,890 9,019 8,419 40,165 9,274 -3,545 4,988 9,116 -170 1,431 -395
Percent of Open Interest Represented by Each Category of Trader
4.6 9.2 1.9 35.8 25.1 12.8 20.2 17.3 4.8 7.4 9.8 1.7 10.7 17.4
Number of Traders in Each Category Total Traders: 278
16 28 6 34 50 46 42 52 31 16 40 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 868,620
Positions
373,094 188,407 224,645 0 13,429 15,721 17,130 154,944 129,943 46,032 44,585 39,419 22,636 57,527
Changes from: June 9, 2015 Total Change is: 51,338
26,920 39,393 10,330 0 1,795 -382 553 -1,554 -225 16,395 2,096 -2,738 485 2,623
Percent of Open Interest Represented by Each Category of Trader
43.0 21.7 25.9 0.0 1.5 1.8 2.0 17.8 15.0 5.3 5.1 4.5 2.6 6.6
Number of Traders in Each Category Total Traders: 132
19 32 39 0 6 4 10 40 30 4 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,784,947
Positions
2,318,831 1,180,680 2,856,139 233,929 1,861,387 337,004 1,903,342 819,193 1,655,998 336,652 477,584 353,382 789,670 1,243,580
Changes from: June 9, 2015 Total Change is: -972,350
-152,426 -62,853 -305,286 21,465 757 -61,853 -316,250 -319,690 -54,223 -87,684 -110,260 -38,082 21,989 -20,860
Percent of Open Interest Represented by Each Category of Trader
21.5 10.9 26.5 2.2 17.3 3.1 17.6 7.6 15.4 3.1 4.4 3.3 7.3 11.5
Number of Traders in Each Category Total Traders: 283
35 46 72 7 28 22 40 69 87 12 35 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 42,774
Positions
6,964 1,443 0 475 14,870 0 33,178 18,020 0 2,087 8,334 21 49 86
Changes from: June 9, 2015 Total Change is: -12,950
-1,420 -1,283 -699 0 -6,581 -61 -7,280 -1,066 -3,313 -116 24 0 -61 29
Percent of Open Interest Represented by Each Category of Trader
16.3 3.4 0.0 1.1 34.8 0.0 77.6 42.1 0.0 4.9 19.5 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 45
. 5 0 . 8 0 4 11 0 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 29,679
Positions
3,314 0 0 0 12,287 0 25,832 7,491 1 447 9,764 31 54 105
Changes from: June 9, 2015 Total Change is: -7,145
-2,526 -3,638 -338 0 -2,130 -12 -3,585 -260 -549 -120 -239 0 -15 21
Percent of Open Interest Represented by Each Category of Trader
11.2 0.0 0.0 0.0 41.4 0.0 87.0 25.2 0.0 1.5 32.9 0.1 0.2 0.4
Number of Traders in Each Category Total Traders: 35
5 0 0 0 9 0 5 5 . 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 86,281
Positions
1,841 54,289 65 21,409 134 550 14,119 28,644 480 34,386 271 175 13,256 1,673
Changes from: June 9, 2015 Total Change is: -19,182
-30 -17,871 -50 -1,429 -350 65 -8,609 4,003 -4,215 -3,361 -786 50 -1,603 -28
Percent of Open Interest Represented by Each Category of Trader
2.1 62.9 0.1 24.8 0.2 0.6 16.4 33.2 0.6 39.9 0.3 0.2 15.4 1.9
Number of Traders in Each Category Total Traders: 193
4 . . 12 . . 29 18 8 122 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 373,381
Positions
115,738 18,728 24,770 53,221 37,297 24,492 54,399 165,023 55,704 5,749 6,446 13,333 25,975 27,588
Changes from: June 9, 2015 Total Change is: 7,767
-1,998 2,536 5,445 -14,622 -1,218 104 13,014 -1,955 3,300 -585 -324 645 2,464 -766
Percent of Open Interest Represented by Each Category of Trader
31.0 5.0 6.6 14.3 10.0 6.6 14.6 44.2 14.9 1.5 1.7 3.6 7.0 7.4
Number of Traders in Each Category Total Traders: 195
19 9 19 12 18 11 46 52 53 10 17 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 16, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 19,721
Positions
97 2,934 0 8,941 1,574 973 6,490 11,975 1,694 1,372 539 0 154 32
Changes from: June 9, 2015 Total Change is: 3,505
48 0 0 2,013 1,141 70 447 1,369 923 -64 0 0 68 2
Percent of Open Interest Represented by Each Category of Trader
0.5 14.9 0.0 45.3 8.0 4.9 32.9 60.7 8.6 7.0 2.7 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 31
. . 0 5 . . 6 9 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
<hr
size=2 width="100%" align=center>
Updated June 16, 2015