Traders in Financial Futures - Options and Futures Combined 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 129,831
Positions
44,392 37,388 5,417 22,492 10,362 631 11,483 28,058 10,049 11,117 3,431 792 23,457 33,702
Changes from: June 9, 2015 Total Change is: 729
1,075 857 829 1,179 3,668 173 2,412 -2,540 -2,498 -797 80 -140 -1,504 299
Percent of Open Interest Represented by Each Category of Trader
34.2 28.8 4.2 17.3 8.0 0.5 8.8 21.6 7.7 8.6 2.6 0.6 18.1 26.0
Number of Traders in Each Category Total Traders: 83
5 8 11 7 9 . 14 21 14 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 22,130
Positions
2,411 2,333 0 1,144 1,750 5 7,314 2,693 2,389 0 0 0 8,867 12,959
Changes from: June 9, 2015 Total Change is: -14,164
-7,831 -8,893 -2,095 0 -56 0 -1,219 -144 -2,244 -400 0 0 -374 -732
Percent of Open Interest Represented by Each Category of Trader
10.9 10.5 0.0 5.2 7.9 0.0 33.0 12.2 10.8 0.0 0.0 0.0 40.1 58.6
Number of Traders in Each Category Total Traders: 20
. . 0 . . . 7 5 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 177,376
Positions
45,507 7,715 5,394 12,495 61,605 4,019 56,267 32,756 20,691 3,904 15,629 3,933 25,166 25,634
Changes from: June 9, 2015 Total Change is: -29,186
-32,081 -24,680 -3,545 331 -2,054 1,865 3,766 3,099 -1,624 -58 -3,044 948 1,212 -151
Percent of Open Interest Represented by Each Category of Trader
25.7 4.3 3.0 7.0 34.7 2.3 31.7 18.5 11.7 2.2 8.8 2.2 14.2 14.5
Number of Traders in Each Category Total Traders: 110
6 10 11 8 17 8 24 24 19 9 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 295,128
Positions
129,849 483 7,517 21,497 47,249 6,484 43,634 132,478 20,125 47,125 10,624 3,240 15,657 66,928
Changes from: June 9, 2015 Total Change is: -44,846
-30,201 -407 -8,261 -1,115 -841 214 20,103 -7,347 -11,942 -11,302 -5,139 85 -2,426 -11,207
Percent of Open Interest Represented by Each Category of Trader
44.0 0.2 2.5 7.3 16.0 2.2 14.8 44.9 6.8 16.0 3.6 1.1 5.3 22.7
Number of Traders in Each Category Total Traders: 142
10 . 6 12 21 12 17 61 19 6 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 437,602
Positions
115,688 6,837 20,573 48,586 119,742 17,532 58,668 91,378 53,713 67,556 36,603 12,428 42,857 78,795
Changes from: June 9, 2015 Total Change is: -86,796
-14,273 -31,772 -3,176 -951 -858 1,042 29,232 -12,548 -19,790 -73,794 -8,499 -1,489 -3,596 -9,706
Percent of Open Interest Represented by Each Category of Trader
26.4 1.6 4.7 11.1 27.4 4.0 13.4 20.9 12.3 15.4 8.4 2.8 9.8 18.0
Number of Traders in Each Category Total Traders: 245
20 8 13 21 32 23 36 51 40 32 45 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 133,363
Positions
68,951 4,123 3,469 779 21,799 843 26,445 41,974 5,970 8,928 21,552 2,171 15,806 31,461
Changes from: June 9, 2015 Total Change is: -47,362
-39,895 -13,939 -1,346 -558 -9,248 -346 7,799 -1,447 -10,925 3,292 -733 -4,692 -691 -4,686
Percent of Open Interest Represented by Each Category of Trader
51.7 3.1 2.6 0.6 16.3 0.6 19.8 31.5 4.5 6.7 16.2 1.6 11.9 23.6
Number of Traders in Each Category Total Traders: 87
8 4 6 . 11 . 21 24 12 10 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 133,959
Positions
50,852 45,770 135 50,959 2,657 17 23,957 66,657 1,125 2,408 11,106 33 4,473 6,459
Changes from: June 9, 2015 Total Change is: -45,302
-3,410 -3,536 -6,954 -2,726 -333 0 -323 118 -32,407 -319 -184 -579 1,417 -1,426
Percent of Open Interest Represented by Each Category of Trader
38.0 34.2 0.1 38.0 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
5 8 . 5 6 . 19 50 11 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 56,521
Positions
18,938 32,252 5,694 4,947 2,129 240 13,942 4,992 2,559 2,066 2,171 186 7,950 6,299
Changes from: June 9, 2015 Total Change is: -2,727
-3,285 -438 61 -404 -533 -24 1,207 -3,559 234 58 617 80 -654 835
Percent of Open Interest Represented by Each Category of Trader
33.5 57.1 10.1 8.8 3.8 0.4 24.7 8.8 4.5 3.7 3.8 0.3 14.1 11.1
Number of Traders in Each Category Total Traders: 92
12 16 15 8 4 . 22 11 9 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 113,041
Positions
37,875 64,503 11,388 9,894 4,257 480 27,883 9,984 5,118 4,132 4,342 372 15,899 12,597
Changes from: June 9, 2015 Total Change is: -5,454
-6,571 -875 121 -808 -1,066 -48 2,414 -7,118 468 117 1,233 161 -1,308 1,670
Percent of Open Interest Represented by Each Category of Trader
33.5 57.1 10.1 8.8 3.8 0.4 24.7 8.8 4.5 3.7 3.8 0.3 14.1 11.1
Number of Traders in Each Category Total Traders: 92
12 16 15 8 4 . 22 11 9 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 990,396
Positions
47,580 124,686 97,694 280,666 120,026 88,346 94,005 160,457 159,651 22,446 48,321 32,081 167,927 159,133
Changes from: June 9, 2015 Total Change is: 77,937
-1,538 -4,350 27,796 -8,143 -2,832 18,642 2,630 -1,096 14,595 399 -3,446 2,324 21,232 26,304
Percent of Open Interest Represented by Each Category of Trader
4.8 12.6 9.9 28.3 12.1 8.9 9.5 16.2 16.1 2.3 4.9 3.2 17.0 16.1
Number of Traders in Each Category Total Traders: 647
36 41 59 112 78 92 83 127 125 99 69 95
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 243,156
Positions
34,259 25,469 21,517 65,380 22,305 4,066 9,442 12,377 46,461 3,691 3,502 11,174 47,166 96,285
Changes from: June 9, 2015 Total Change is: 27,522
187 -11,465 14,866 5,543 -68 90 1,266 1,001 3,822 1,273 -2,246 477 -1 21,045
Percent of Open Interest Represented by Each Category of Trader
14.1 10.5 8.8 26.9 9.2 1.7 3.9 5.1 19.1 1.5 1.4 4.6 19.4 39.6
Number of Traders in Each Category Total Traders: 95
6 11 10 15 6 8 17 16 32 15 7 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,736,199
Positions
224,373 653,849 223,120 1,149,740 561,914 348,094 491,512 809,097 497,250 96,890 227,213 101,420 603,801 314,242
Changes from: June 9, 2015 Total Change is: 252,072
11,994 56,192 44,034 -60,888 -6,281 85,219 18,890 1,591 41,791 -3,575 -5,209 8,444 106,165 26,293
Percent of Open Interest Represented by Each Category of Trader
6.0 17.5 6.0 30.8 15.0 9.3 13.2 21.7 13.3 2.6 6.1 2.7 16.2 8.4
Number of Traders in Each Category Total Traders: 616
35 42 55 105 76 87 83 121 117 90 64 85
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 108,084
Positions
1,930 24,028 15,957 50,696 42,397 1,573 23,614 10,431 1,552 440 263 0 12,322 11,883
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 - Options and Futures Combined 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 89,562
Positions
5,034 38,894 15,411 29,359 5,791 3,720 16,570 9,967 4,526 3,388 1,983 1,396 10,158 7,874
Changes from: June 9, 2015 Total Change is: 14,800
-142 -1,015 10,869 -234 80 2,889 -518 -941 187 -350 21 61 2,038 2,649
Percent of Open Interest Represented by Each Category of Trader
5.6 43.4 17.2 32.8 6.5 4.2 18.5 11.1 5.1 3.8 2.2 1.6 11.3 8.8
Number of Traders in Each Category Total Traders: 227
21 17 23 36 15 13 53 45 31 26 14 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 9,529
Positions
5,943 6,306 0 604 0 0 300 1,522 0 0 1,078 0 2,682 623
Changes from: June 9, 2015 Total Change is: 478
579 -306 0 0 0 0 -693 372 0 0 45 0 592 367
Percent of Open Interest Represented by Each Category of Trader
62.4 66.2 0.0 6.3 0.0 0.0 3.1 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 - Options and Futures Combined 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 400,165
Positions
17,226 184,714 55,283 143,774 28,955 18,601 89,836 50,710 14,145 20,440 8,024 3,479 37,381 36,254
Changes from: June 9, 2015 Total Change is: 71,612
1,722 1,780 49,018 -1,170 402 14,445 -1,271 -8,712 3,080 -1,751 -120 306 7,232 11,412
Percent of Open Interest Represented by Each Category of Trader
4.3 46.2 13.8 35.9 7.2 4.6 22.4 12.7 3.5 5.1 2.0 0.9 9.3 9.1
Number of Traders in Each Category Total Traders: 226
22 16 19 36 15 13 55 43 31 26 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 401,938
Positions
95,457 44,405 28,203 119,149 162,489 17,246 71,305 103,365 11,067 32,924 14,655 1,893 24,695 18,616
Changes from: June 9, 2015 Total Change is: 36,971
-10,894 15,308 26,127 826 -1,016 -64 5,050 -14,750 5,862 4,991 1,108 1,398 3,675 2,998
Percent of Open Interest Represented by Each Category of Trader
23.7 11.0 7.0 29.6 40.4 4.3 17.7 25.7 2.8 8.2 3.6 0.5 6.1 4.6
Number of Traders in Each Category Total Traders: 287
23 15 20 54 44 29 48 59 19 17 26 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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
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Traders in Financial Futures - Options and Futures Combined 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 :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 610,906
Positions
2,456 67,209 25,976 217,436 106,028 60,766 64,871 74,595 75,429 6,003 18,589 17,820 140,150 164,494
Changes from: June 9, 2015 Total Change is: -2,962
-306 3,113 -5,085 1,735 10,114 -3,655 -2,721 -4,848 -1,317 337 3,113 1,422 6,628 -5,819
Percent of Open Interest Represented by Each Category of Trader
0.4 11.0 4.3 35.6 17.4 9.9 10.6 12.2 12.3 1.0 3.0 2.9 22.9 26.9
Number of Traders in Each Category Total Traders: 156
8 14 16 30 27 32 32 25 42 6 14 12
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Traders in Financial Futures - Options and Futures Combined 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 :
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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 610,860
Positions
24,434 93,225 11,148 351,143 56,537 67,889 15,289 265,874 12,306 11,699 4,459 0 116,952 99,422
Changes from: June 9, 2015 Total Change is: -6,167
215 -1,090 -9,068 7,762 -3,049 -2,600 -2,781 5,533 565 -2,499 0 0 2,239 3,542
Percent of Open Interest Represented by Each Category of Trader
4.0 15.3 1.8 57.5 9.3 11.1 2.5 43.5 2.0 1.9 0.7 0.0 19.1 16.3
Number of Traders in Each Category Total Traders: 94
. 7 4 41 12 29 6 20 12 4 . 0
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Traders in Financial Futures - Options and Futures Combined 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 :
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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 1,275,808
Positions
47,745 136,798 6,371 205,500 441,536 124,989 504,090 158,867 107,193 160,063 138,752 12,682 107,174 148,620
Changes from: June 9, 2015 Total Change is: 82,528
12,712 52,020 284 -6,322 18,864 2,505 -6,698 -18,650 17,323 65,149 8,189 738 -3,164 1,255
Percent of Open Interest Represented by Each Category of Trader
3.7 10.7 0.5 16.1 34.6 9.8 39.5 12.5 8.4 12.5 10.9 1.0 8.4 11.6
Number of Traders in Each Category Total Traders: 271
8 27 8 37 49 39 52 35 37 20 43 11
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Traders in Financial Futures - Options and Futures Combined 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 :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,385,626
Positions
117,033 156,834 207,472 1,055,547 818,759 378,858 392,516 630,143 483,907 347,293 151,680 99,397 303,603 458,575
Changes from: June 9, 2015 Total Change is: -172,947
-24,101 -45,347 -54,547 -36,730 -103,789 33,110 -35,389 82,361 -40,284 -25,147 -16,158 -871 11,011 -27,422
Percent of Open Interest Represented by Each Category of Trader
3.5 4.6 6.1 31.2 24.2 11.2 11.6 18.6 14.3 10.3 4.5 2.9 9.0 13.5
Number of Traders in Each Category Total Traders: 394
20 32 44 47 82 81 54 83 88 27 49 30
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Traders in Financial Futures - Options and Futures Combined 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 :
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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 2,295,407
Positions
102,686 188,154 77,660 750,841 527,251 278,734 415,264 354,684 223,289 148,620 203,587 61,221 237,093 380,828
Changes from: June 9, 2015 Total Change is: 15,061
7,800 -18,151 -12,089 -25,414 15,505 6,775 36,151 13,184 -3,638 -955 7,075 6,909 -478 -509
Percent of Open Interest Represented by Each Category of Trader
4.5 8.2 3.4 32.7 23.0 12.1 18.1 15.5 9.7 6.5 8.9 2.7 10.3 16.6
Number of Traders in Each Category Total Traders: 282
17 27 23 35 49 49 46 49 54 18 41 14
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Traders in Financial Futures - Options and Futures Combined 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 889,041
Positions
372,302 188,615 226,933 0 12,528 19,665 17,064 153,446 142,429 46,032 45,210 41,489 23,127 58,726
Changes from: June 9, 2015 Total Change is: 51,163
26,866 39,249 10,325 0 1,443 -375 653 -1,130 -636 16,395 2,185 -2,904 839 3,006
Percent of Open Interest Represented by Each Category of Trader
41.9 21.2 25.5 0.0 1.4 2.2 1.9 17.3 16.0 5.2 5.1 4.7 2.6 6.6
Number of Traders in Each Category Total Traders: 134
19 32 39 0 8 5 10 40 33 4 16 8
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Traders in Financial Futures - Options and Futures Combined 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is17,021,276
Positions
2,427,344 1,221,974 4,007,536 282,274 1,927,778 582,477 1,823,675 855,233 5,443,288 367,967 424,027 1,247,020 839,694 1,311,942
Changes from: June 9, 2015 Total Change is:-2,441,920
-120,404 -13,981 -620,240 11,563 -390 -96,240 -251,221 -285,295 -1,122,034 -75,947 -98,239 -184,723 17,326 -20,777
Percent of Open Interest Represented by Each Category of Trader
14.3 7.2 23.5 1.7 11.3 3.4 10.7 5.0 32.0 2.2 2.5 7.3 4.9 7.7
Number of Traders in Each Category Total Traders: 312
34 51 79 10 31 28 59 69 108 17 36 37
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Traders in Financial Futures - Options and Futures Combined 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 :
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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 - Options and Futures Combined 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 :
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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 - Options and Futures Combined 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 86,514
Positions
1,841 54,308 82 21,409 134 550 14,052 28,662 617 34,409 261 197 13,358 1,703
Changes from: June 9, 2015 Total Change is: -19,175
-30 -17,854 -55 -1,429 -350 65 -8,610 3,997 -4,214 -3,362 -785 50 -1,590 -29
Percent of Open Interest Represented by Each Category of Trader
2.1 62.8 0.1 24.7 0.2 0.6 16.2 33.1 0.7 39.8 0.3 0.2 15.4 2.0
Number of Traders in Each Category Total Traders: 194
4 . . 12 . . 29 19 11 123 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
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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 - Options and Futures Combined 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 :
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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
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Updated June 16, 2015