Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 92,404
Positions
13,863 4,524 2,654 22,387 12,204 687 7,874 27,506 9,513 10,389 3,886 772 24,265 30,658
Changes from: June 16, 2015 Total Change is: -37,427
-30,529 -32,864 -2,763 -105 1,842 56 -3,609 -552 -536 -728 455 -20 807 -3,045
Percent of Open Interest Represented by Each Category of Trader
15.0 4.9 2.9 24.2 13.2 0.7 8.5 29.8 10.3 11.2 4.2 0.8 26.3 33.2
Number of Traders in Each Category Total Traders: 77
4 6 9 7 10 . 16 18 13 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 24,098
Positions
2,363 4,370 164 1,144 1,500 5 8,407 2,049 2,333 0 0 0 9,682 13,676
Changes from: June 16, 2015 Total Change is: 1,968
-48 2,037 164 0 -250 0 1,093 -645 -56 0 0 0 815 717
Percent of Open Interest Represented by Each Category of Trader
9.8 18.1 0.7 4.7 6.2 0.0 34.9 8.5 9.7 0.0 0.0 0.0 40.2 56.8
Number of Traders in Each Category Total Traders: 22
. 4 . . . . 8 4 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 210,852
Positions
45,261 27,213 6,455 18,249 60,994 5,172 73,639 41,938 23,680 4,101 17,193 4,300 29,995 23,907
Changes from: June 16, 2015 Total Change is: 33,476
-246 19,497 1,061 5,754 -611 1,153 17,372 9,182 2,989 198 1,564 367 4,829 -1,727
Percent of Open Interest Represented by Each Category of Trader
21.5 12.9 3.1 8.7 28.9 2.5 34.9 19.9 11.2 1.9 8.2 2.0 14.2 11.3
Number of Traders in Each Category Total Traders: 123
7 10 12 10 15 7 31 28 20 10 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 282,724
Positions
137,973 5,062 11,436 20,189 30,195 6,900 18,645 129,116 20,216 47,338 10,857 3,327 16,699 65,614
Changes from: June 16, 2015 Total Change is: -12,404
8,124 4,579 3,919 -1,308 -17,054 416 -24,989 -3,363 91 212 233 88 1,043 -1,314
Percent of Open Interest Represented by Each Category of Trader
48.8 1.8 4.0 7.1 10.7 2.4 6.6 45.7 7.2 16.7 3.8 1.2 5.9 23.2
Number of Traders in Each Category Total Traders: 136
10 . 7 13 21 11 11 59 19 7 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 438,457
Positions
125,219 8,281 24,682 57,411 111,969 18,656 43,189 89,927 54,857 56,935 37,934 12,562 44,946 79,588
Changes from: June 16, 2015 Total Change is: 855
9,530 1,444 4,109 8,825 -7,773 1,125 -15,479 -1,451 1,143 -10,621 1,332 134 2,089 793
Percent of Open Interest Represented by Each Category of Trader
28.6 1.9 5.6 13.1 25.5 4.3 9.9 20.5 12.5 13.0 8.7 2.9 10.3 18.2
Number of Traders in Each Category Total Traders: 252
20 10 14 24 33 24 32 56 41 31 45 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 130,225
Positions
74,849 3,717 3,646 779 19,980 804 16,211 40,030 6,303 8,123 21,035 2,360 17,149 32,349
Changes from: June 16, 2015 Total Change is: -3,138
5,898 -405 177 0 -1,819 -39 -10,234 -1,944 333 -805 -517 189 1,343 888
Percent of Open Interest Represented by Each Category of Trader
57.5 2.9 2.8 0.6 15.3 0.6 12.4 30.7 4.8 6.2 16.2 1.8 13.2 24.8
Number of Traders in Each Category Total Traders: 75
10 . 7 . 11 . 15 21 11 11 4 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 42,254
Positions
32,819 34,962 1,260 1,106 0 0 5,424 2,598 737 266 2,012 235 407 450
Changes from: June 16, 2015 Total Change is: 861
496 0 0 46 0 0 375 705 0 0 165 0 -56 -9
Percent of Open Interest Represented by Each Category of Trader
77.7 82.7 3.0 2.6 0.0 0.0 12.8 6.1 1.7 0.6 4.8 0.6 1.0 1.1
Number of Traders in Each Category Total Traders: 28
8 7 4 . 0 0 . . . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 112,180
Positions
50,627 47,709 156 20,673 3,053 0 34,038 48,226 537 3,279 6,263 37 2,834 6,199
Changes from: June 16, 2015 Total Change is: -21,779
-225 1,939 21 -30,286 396 -17 10,081 -18,430 -588 871 -4,843 4 -1,640 -260
Percent of Open Interest Represented by Each Category of Trader
45.1 42.5 0.1 18.4 2.7 0.0 30.3 43.0 0.5 2.9 5.6 0.0 2.5 5.5
Number of Traders in Each Category Total Traders: 113
5 7 . 5 6 0 20 47 10 12 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 15,544
Positions
5,486 3,809 2,975 734 0 0 2,081 4,410 487 200 224 2,746 835 893
Changes from: June 16, 2015 Total Change is: -1,695
-1,745 0 0 40 0 0 -66 -1,948 289 0 0 0 -213 -36
Percent of Open Interest Represented by Each Category of Trader
35.3 24.5 19.1 4.7 0.0 0.0 13.4 28.4 3.1 1.3 1.4 17.7 5.4 5.7
Number of Traders in Each Category Total Traders: 22
4 . . . 0 0 4 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 42,911
Positions
23,254 263 0 1,856 5,114 1 13,536 25,145 708 843 5,024 0 2,713 6,656
Changes from: June 16, 2015 Total Change is: 5,742
5,328 263 0 328 1,534 0 -708 2,171 58 523 1,090 0 213 626
Percent of Open Interest Represented by Each Category of Trader
54.2 0.6 0.0 4.3 11.9 0.0 31.5 58.6 1.6 2.0 11.7 0.0 6.3 15.5
Number of Traders in Each Category Total Traders: 90
10 . 0 5 7 . 17 31 5 . 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 54,185
Positions
18,121 39,892 261 5,897 2,166 263 19,352 2,701 1,272 1,902 1,782 174 6,944 5,674
Changes from: June 16, 2015 Total Change is: -2,336
-817 7,640 -5,433 950 37 23 5,410 -2,291 -1,287 -164 -388 -12 -1,005 -624
Percent of Open Interest Represented by Each Category of Trader
33.4 73.6 0.5 10.9 4.0 0.5 35.7 5.0 2.3 3.5 3.3 0.3 12.8 10.5
Number of Traders in Each Category Total Traders: 95
13 20 . 11 4 5 21 9 4 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 108,370
Positions
36,241 79,784 522 11,794 4,331 526 38,703 5,402 2,544 3,804 3,565 348 13,888 11,349
Changes from: June 16, 2015 Total Change is: -4,671
-1,634 15,281 -10,866 1,900 74 46 10,820 -4,582 -2,573 -328 -777 -25 -2,011 -1,248
Percent of Open Interest Represented by Each Category of Trader
33.4 73.6 0.5 10.9 4.0 0.5 35.7 5.0 2.3 3.5 3.3 0.3 12.8 10.5
Number of Traders in Each Category Total Traders: 95
13 20 . 11 4 5 21 9 4 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 744,663
Positions
44,312 116,504 16,323 292,108 112,305 64,194 75,279 166,085 98,674 20,747 41,718 25,941 107,086 102,919
Changes from: June 16, 2015 Total Change is: -245,733
-3,269 -8,182 -81,372 11,443 -7,721 -24,153 -18,726 5,628 -60,976 -1,699 -6,603 -6,140 -60,841 -56,214
Percent of Open Interest Represented by Each Category of Trader
6.0 15.6 2.2 39.2 15.1 8.6 10.1 22.3 13.3 2.8 5.6 3.5 14.4 13.8
Number of Traders in Each Category Total Traders: 634
34 35 34 124 76 92 67 141 100 82 75 78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 145,200
Positions
1,692 24,809 4,038 48,243 18,117 5,105 5,204 4,845 27,994 3,460 3,374 10,339 39,125 46,579
Changes from: June 16, 2015 Total Change is: -97,956
-32,566 -661 -17,479 -17,137 -4,188 1,039 -4,239 -7,532 -18,467 -231 -128 -835 -8,041 -49,705
Percent of Open Interest Represented by Each Category of Trader
1.2 17.1 2.8 33.2 12.5 3.5 3.6 3.3 19.3 2.4 2.3 7.1 26.9 32.1
Number of Traders in Each Category Total Traders: 82
. 7 6 16 6 9 18 13 29 9 11 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,997,315
Positions
236,898 482,279 37,619 1,234,967 486,581 279,806 357,768 813,594 346,008 88,827 194,115 75,617 339,805 281,696
Changes from: June 16, 2015 Total Change is: -738,884
12,526 -171,570 -185,501 85,227 -75,333 -68,288 -133,744 4,496 -151,242 -8,063 -33,098 -25,803 -263,995 -32,545
Percent of Open Interest Represented by Each Category of Trader
7.9 16.1 1.3 41.2 16.2 9.3 11.9 27.1 11.5 3.0 6.5 2.5 11.3 9.4
Number of Traders in Each Category Total Traders: 607
33 36 32 117 73 86 66 136 96 79 67 70
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 91,736
Positions
1,568 34,768 854 47,183 41,541 1,543 27,856 8,472 1,009 0 263 0 11,723 3,286
Changes from: June 16, 2015 Total Change is: -16,348
-362 10,740 -15,103 -3,513 -856 -30 4,242 -1,959 -543 -440 0 0 -599 -8,597
Percent of Open Interest Represented by Each Category of Trader
1.7 37.9 0.9 51.4 45.3 1.7 30.4 9.2 1.1 0.0 0.3 0.0 12.8 3.6
Number of Traders in Each Category Total Traders: 92
4 14 . 34 12 14 19 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 70,618
Positions
3,281 48,866 168 33,699 5,139 773 20,605 7,578 2,002 3,593 1,948 329 6,168 3,816
Changes from: June 16, 2015 Total Change is: -18,944
-1,752 9,971 -15,243 4,340 -652 -2,947 4,035 -2,389 -2,525 205 -35 -1,067 -3,990 -4,058
Percent of Open Interest Represented by Each Category of Trader
4.6 69.2 0.2 47.7 7.3 1.1 29.2 10.7 2.8 5.1 2.8 0.5 8.7 5.4
Number of Traders in Each Category Total Traders: 224
15 23 4 35 17 7 56 39 22 23 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 353,090
Positions
16,407 244,329 841 168,494 25,695 3,864 103,024 37,890 10,008 17,966 9,738 1,644 30,841 19,080
Changes from: June 16, 2015 Total Change is: -47,075
-819 59,615 -54,442 24,720 -3,260 -14,737 13,189 -12,820 -4,137 -2,474 1,714 -1,835 -6,540 -17,173
Percent of Open Interest Represented by Each Category of Trader
4.6 69.2 0.2 47.7 7.3 1.1 29.2 10.7 2.8 5.1 2.8 0.5 8.7 5.4
Number of Traders in Each Category Total Traders: 224
15 23 4 35 17 7 56 39 22 23 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 347,950
Positions
103,334 56,062 134 119,166 152,723 16,129 70,809 90,219 4,393 11,980 12,656 194 21,810 15,439
Changes from: June 16, 2015 Total Change is: -53,988
7,877 11,657 -28,069 17 -9,766 -1,117 -496 -13,146 -6,673 -20,944 -1,998 -1,698 -2,885 -3,178
Percent of Open Interest Represented by Each Category of Trader
29.7 16.1 0.0 34.2 43.9 4.6 20.4 25.9 1.3 3.4 3.6 0.1 6.3 4.4
Number of Traders in Each Category Total Traders: 285
18 16 . 59 44 27 46 64 16 17 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 56,236
Positions
2,175 11,884 2 30,224 0 129 8,949 15,443 0 4,255 21,885 0 10,502 6,893
Changes from: June 16, 2015 Total Change is: 3,618
0 75 -10 447 0 48 1,428 2,525 -45 867 -336 0 883 1,361
Percent of Open Interest Represented by Each Category of Trader
3.9 21.1 0.0 53.7 0.0 0.2 15.9 27.5 0.0 7.6 38.9 0.0 18.7 12.3
Number of Traders in Each Category Total Traders: 63
. 7 . 20 0 . 12 12 0 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 113,918
Positions
19,005 4,145 1,343 25,535 2,088 918 42,581 10,337 684 14,646 432 40 9,166 93,931
Changes from: June 16, 2015 Total Change is: 2,748
-883 -1,601 -570 126 -123 2 4,879 1,261 -15 -333 228 40 -498 3,526
Percent of Open Interest Represented by Each Category of Trader
16.7 3.6 1.2 22.4 1.8 0.8 37.4 9.1 0.6 12.9 0.4 0.0 8.0 82.5
Number of Traders in Each Category Total Traders: 91
15 6 4 12 . . 33 12 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 146,411
Positions
4,198 86,471 508 90,495 33,443 5,559 30,457 10,803 3,202 5,610 2,636 0 6,382 3,789
Changes from: June 16, 2015 Total Change is: -9,796
-1,318 262 -6,359 -742 -1,765 -228 1,297 4,974 -3,210 4,240 -1,111 -2,596 -880 237
Percent of Open Interest Represented by Each Category of Trader
2.9 59.1 0.3 61.8 22.8 3.8 20.8 7.4 2.2 3.8 1.8 0.0 4.4 2.6
Number of Traders in Each Category Total Traders: 107
4 10 . 41 20 19 15 6 4 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 373,467
Positions
26,694 159,606 1,356 175,024 85,020 49,921 70,595 41,373 11,292 18,170 15,034 1,526 18,889 8,339
Changes from: June 16, 2015 Total Change is: -47,029
-13,239 -7,463 -10,189 14,413 -7,678 -8,243 -4,425 18,180 -7,403 490 -12,908 -1,189 -17,244 -10,136
Percent of Open Interest Represented by Each Category of Trader
7.1 42.7 0.4 46.9 22.8 13.4 18.9 11.1 3.0 4.9 4.0 0.4 5.1 2.2
Number of Traders in Each Category Total Traders: 234
16 23 5 64 33 30 36 24 11 24 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 626,174
Positions
995 73,580 31,640 233,492 96,782 56,053 58,912 80,326 81,230 5,848 15,917 23,972 134,031 166,673
Changes from: June 16, 2015 Total Change is: 15,268
-1,461 6,371 5,664 16,057 -9,246 -4,713 -5,959 5,731 5,801 -154 -2,671 6,152 -6,118 2,179
Percent of Open Interest Represented by Each Category of Trader
0.2 11.8 5.1 37.3 15.5 9.0 9.4 12.8 13.0 0.9 2.5 3.8 21.4 26.6
Number of Traders in Each Category Total Traders: 154
6 14 17 30 26 31 26 33 40 8 11 13
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Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 598,631
Positions
23,874 88,850 1,929 356,265 55,404 69,216 17,467 270,334 14,714 8,338 4,459 0 106,828 93,725
Changes from: June 16, 2015 Total Change is: -12,229
-560 -4,375 -9,219 5,122 -1,133 1,327 2,178 4,460 2,408 -3,361 0 0 -10,124 -5,697
Percent of Open Interest Represented by Each Category of Trader
4.0 14.8 0.3 59.5 9.3 11.6 2.9 45.2 2.5 1.4 0.7 0.0 17.8 15.7
Number of Traders in Each Category Total Traders: 100
. 7 . 43 13 33 6 23 11 4 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 1,278,572
Positions
34,752 111,450 7,971 212,670 433,119 134,947 516,365 168,906 116,203 120,926 147,652 16,494 118,244 141,829
Changes from: June 16, 2015 Total Change is: 2,764
-12,993 -25,348 1,600 7,170 -8,417 9,958 12,275 10,039 9,010 -39,137 8,901 3,812 11,070 -6,790
Percent of Open Interest Represented by Each Category of Trader
2.7 8.7 0.6 16.6 33.9 10.6 40.4 13.2 9.1 9.5 11.5 1.3 9.2 11.1
Number of Traders in Each Category Total Traders: 279
9 31 9 40 47 43 54 35 35 19 44 12
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Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 3,456,870
Positions
115,412 124,925 230,710 1,131,517 888,930 354,493 420,270 651,367 488,211 335,558 156,084 89,086 291,613 473,064
Changes from: June 16, 2015 Total Change is: 71,244
-1,622 -31,909 23,237 75,971 70,171 -24,364 27,754 21,223 4,304 -11,735 4,404 -10,310 -11,990 14,489
Percent of Open Interest Represented by Each Category of Trader
3.3 3.6 6.7 32.7 25.7 10.3 12.2 18.8 14.1 9.7 4.5 2.6 8.4 13.7
Number of Traders in Each Category Total Traders: 402
21 30 44 47 84 80 58 82 89 32 48 32
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Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 2,297,653
Positions
115,402 196,110 61,501 773,764 551,677 273,652 437,397 348,681 213,200 113,616 215,122 56,179 252,942 381,531
Changes from: June 16, 2015 Total Change is: 2,246
12,716 7,956 -16,159 22,923 24,427 -5,082 22,133 -6,003 -10,089 -35,004 11,535 -5,041 15,849 702
Percent of Open Interest Represented by Each Category of Trader
5.0 8.5 2.7 33.7 24.0 11.9 19.0 15.2 9.3 4.9 9.4 2.4 11.0 16.6
Number of Traders in Each Category Total Traders: 274
19 21 25 33 51 50 47 46 52 17 40 12
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Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 888,726
Positions
379,840 209,301 222,794 0 11,487 19,581 19,180 140,105 148,233 40,107 38,620 39,260 19,730 59,345
Changes from: June 16, 2015 Total Change is: -315
7,538 20,686 -4,138 0 -1,041 -85 2,116 -13,341 5,804 -5,925 -6,591 -2,228 -3,397 619
Percent of Open Interest Represented by Each Category of Trader
42.7 23.6 25.1 0.0 1.3 2.2 2.2 15.8 16.7 4.5 4.3 4.4 2.2 6.7
Number of Traders in Each Category Total Traders: 138
19 31 42 0 8 5 15 39 34 . 17 9
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Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 is17,215,924
Positions
2,549,416 1,263,880 4,074,827 304,913 1,894,588 537,774 1,787,988 856,928 5,484,039 392,483 550,872 1,223,414 861,070 1,329,601
Changes from: June 16, 2015 Total Change is: 194,648
122,072 41,906 67,291 22,639 -33,189 -44,703 -35,687 1,694 40,751 24,515 126,846 -23,606 21,376 17,659
Percent of Open Interest Represented by Each Category of Trader
14.8 7.3 23.7 1.8 11.0 3.1 10.4 5.0 31.9 2.3 3.2 7.1 5.0 7.7
Number of Traders in Each Category Total Traders: 313
34 50 80 11 31 29 48 81 104 14 40 36
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Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 43,995
Positions
7,321 1,347 0 475 14,607 0 34,465 19,391 0 1,644 8,565 21 69 64
Changes from: June 16, 2015 Total Change is: 1,221
357 -96 0 0 -263 0 1,287 1,371 0 -443 231 0 20 -22
Percent of Open Interest Represented by Each Category of Trader
16.6 3.1 0.0 1.1 33.2 0.0 78.3 44.1 0.0 3.7 19.5 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 45
. 5 0 . 8 0 5 11 0 . 11 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 31,275
Positions
3,554 628 97 0 12,815 0 27,332 7,822 1 201 9,764 31 59 117
Changes from: June 16, 2015 Total Change is: 1,596
240 628 97 0 528 0 1,500 331 0 -246 0 0 5 12
Percent of Open Interest Represented by Each Category of Trader
11.4 2.0 0.3 0.0 41.0 0.0 87.4 25.0 0.0 0.6 31.2 0.1 0.2 0.4
Number of Traders in Each Category Total Traders: 33
4 . . 0 8 0 5 6 . . 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 86,188
Positions
1,816 58,979 18 19,860 302 559 15,691 22,861 1,355 33,581 118 235 13,073 1,761
Changes from: June 16, 2015 Total Change is: -326
-25 4,671 -64 -1,549 168 9 1,640 -5,801 739 -828 -143 38 -285 57
Percent of Open Interest Represented by Each Category of Trader
2.1 68.4 0.0 23.0 0.4 0.6 18.2 26.5 1.6 39.0 0.1 0.3 15.2 2.0
Number of Traders in Each Category Total Traders: 182
4 . . 10 . . 32 17 12 112 . 4
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Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 366,536
Positions
94,427 15,790 22,263 81,860 40,959 23,064 51,730 160,122 49,715 4,408 6,761 16,970 22,099 30,892
Changes from: June 16, 2015 Total Change is: -6,845
-21,311 -2,938 -2,507 28,639 3,662 -1,428 -2,669 -4,901 -5,989 -1,341 315 3,637 -3,876 3,304
Percent of Open Interest Represented by Each Category of Trader
25.8 4.3 6.1 22.3 11.2 6.3 14.1 43.7 13.6 1.2 1.8 4.6 6.0 8.4
Number of Traders in Each Category Total Traders: 208
19 10 20 15 18 10 40 60 45 14 19 24
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Traders in Financial Futures - Options and Futures Combined Positions as of June 23, 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 17,182
Positions
80 2,934 0 6,393 1,574 870 8,460 10,682 549 622 541 0 208 32
Changes from: June 16, 2015 Total Change is: -2,539
-17 0 0 -2,548 0 -103 1,970 -1,293 -1,145 -750 2 0 54 0
Percent of Open Interest Represented by Each Category of Trader
0.5 17.1 0.0 37.2 9.2 5.1 49.2 62.2 3.2 3.6 3.1 0.0 1.2 0.2
Number of Traders in Each Category Total Traders: 29
. . 0 6 . . 7 8 . . . 0
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