Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 147,206
Positions
26,066 29,221 5,519 13,759 5,979 1,191 34,521 52,949 12,721 17,136 3,248 3,301 32,993 33,076
Changes from: May 20, 2014 Total Change is: 10,842
1,191 6,497 366 95 -66 255 5,909 2,343 1,243 -221 1,288 279 1,726 -1,362
Percent of Open Interest Represented by Each Category of Trader
17.7 19.9 3.7 9.3 4.1 0.8 23.5 36.0 8.6 11.6 2.2 2.2 22.4 22.5
Number of Traders in Each Category Total Traders: 80
4 9 9 . 6 . 17 22 15 12 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 52,774
Positions
20,460 8,387 853 900 2,229 0 11,485 20,574 2,850 613 1,528 0 15,614 16,354
Changes from: May 20, 2014 Total Change is: -350
5,575 -88 202 0 0 0 -5,804 -2,165 221 0 -163 0 -543 1,644
Percent of Open Interest Represented by Each Category of Trader
38.8 15.9 1.6 1.7 4.2 0.0 21.8 39.0 5.4 1.2 2.9 0.0 29.6 31.0
Number of Traders in Each Category Total Traders: 46
10 . . . . 0 11 16 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 256,695
Positions
14,192 120,368 8,778 25,011 30,458 2,254 152,594 35,007 11,749 1,178 22,830 2,815 38,125 22,437
Changes from: May 20, 2014 Total Change is: 1,523
-1,270 4,815 1,091 114 181 43 2,107 -2,189 -505 -6 -2,251 138 -190 200
Percent of Open Interest Represented by Each Category of Trader
5.5 46.9 3.4 9.7 11.9 0.9 59.4 13.6 4.6 0.5 8.9 1.1 14.9 8.7
Number of Traders in Each Category Total Traders: 127
7 11 9 11 13 9 41 27 20 5 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 183,653
Positions
82,350 21,400 9,490 23,432 16,630 2,980 25,023 68,171 11,764 3,037 5,105 3,719 21,861 44,395
Changes from: May 20, 2014 Total Change is: -2,197
1,514 -4,810 678 2,356 -992 -1,214 62 4,879 -222 -108 -1,758 -389 -4,874 1,631
Percent of Open Interest Represented by Each Category of Trader
44.8 11.7 5.2 12.8 9.1 1.6 13.6 37.1 6.4 1.7 2.8 2.0 11.9 24.2
Number of Traders in Each Category Total Traders: 119
8 12 10 10 12 10 23 38 25 8 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 334,587
Positions
94,379 24,356 19,888 47,896 66,871 8,602 50,306 62,483 32,739 22,583 35,326 11,640 46,555 72,682
Changes from: May 20, 2014 Total Change is: 17,800
15,318 417 2,574 316 831 611 -6,932 3,510 3,640 119 2,006 2,542 -388 1,670
Percent of Open Interest Represented by Each Category of Trader
28.2 7.3 5.9 14.3 20.0 2.6 15.0 18.7 9.8 6.7 10.6 3.5 13.9 21.7
Number of Traders in Each Category Total Traders: 221
19 14 17 18 29 19 32 54 35 21 34 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 123,272
Positions
21,170 44,783 4,896 3,924 3,490 515 53,977 25,577 7,204 499 6,544 2,860 28,226 27,403
Changes from: May 20, 2014 Total Change is: 1,918
1,443 -3,377 530 -377 146 55 1,676 5,156 -292 -848 285 561 -829 -1,147
Percent of Open Interest Represented by Each Category of Trader
17.2 36.3 4.0 3.2 2.8 0.4 43.8 20.7 5.8 0.4 5.3 2.3 22.9 22.2
Number of Traders in Each Category Total Traders: 85
6 10 8 . 7 . 23 23 17 4 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 36,733
Positions
15,945 22,888 6,280 2,822 0 0 5,268 2,182 2,450 1,185 0 2,286 498 648
Changes from: May 20, 2014 Total Change is: 221
-245 1,135 -73 379 0 0 111 -897 83 -77 0 13 30 -40
Percent of Open Interest Represented by Each Category of Trader
43.4 62.3 17.1 7.7 0.0 0.0 14.3 5.9 6.7 3.2 0.0 6.2 1.4 1.8
Number of Traders in Each Category Total Traders: 23
6 9 7 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 157,645
Positions
25,849 37,448 8,678 3,567 1,336 0 102,133 99,601 2,597 3,157 4,553 1,375 10,289 2,057
Changes from: May 20, 2014 Total Change is: 2,827
-2,235 733 1,165 1,124 -4 0 9,181 8,075 -8,282 522 112 1,011 341 17
Percent of Open Interest Represented by Each Category of Trader
16.4 23.8 5.5 2.3 0.8 0.0 64.8 63.2 1.6 2.0 2.9 0.9 6.5 1.3
Number of Traders in Each Category Total Traders: 131
10 11 . 6 . 0 51 23 7 17 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 21,599
Positions
4,292 11,440 3,297 1,465 103 0 10,384 2,288 645 120 3,055 0 1,396 771
Changes from: May 20, 2014 Total Change is: 792
17 39 121 33 -106 0 -42 -66 645 20 0 0 -2 159
Percent of Open Interest Represented by Each Category of Trader
19.9 53.0 15.3 6.8 0.5 0.0 48.1 10.6 3.0 0.6 14.1 0.0 6.5 3.6
Number of Traders in Each Category Total Traders: 23
4 6 5 . . 0 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 30,654
Positions
2,425 22,419 44 2,554 189 0 20,150 4,379 204 515 775 0 4,762 2,644
Changes from: May 20, 2014 Total Change is: 93
88 508 -9 10 -320 0 -449 95 -23 -3 -400 0 479 242
Percent of Open Interest Represented by Each Category of Trader
7.9 73.1 0.1 8.3 0.6 0.0 65.7 14.3 0.7 1.7 2.5 0.0 15.5 8.6
Number of Traders in Each Category Total Traders: 61
5 8 . 6 . 0 24 10 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 66,861
Positions
21,320 35,753 433 7,171 4,335 300 22,525 11,103 1,940 4,019 3,712 660 8,494 8,626
Changes from: May 20, 2014 Total Change is: 3,856
553 3,634 4 393 -50 -241 2,655 -1,180 154 -544 1,409 8 873 115
Percent of Open Interest Represented by Each Category of Trader
31.9 53.5 0.6 10.7 6.5 0.4 33.7 16.6 2.9 6.0 5.6 1.0 12.7 12.9
Number of Traders in Each Category Total Traders: 117
18 16 5 11 . . 30 15 9 10 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 133,721
Positions
42,640 71,505 865 14,341 8,670 599 45,050 22,205 3,881 8,038 7,424 1,320 16,988 17,252
Changes from: May 20, 2014 Total Change is: 7,711
1,106 7,268 8 786 -99 -481 5,309 -2,360 309 -1,088 2,819 17 1,746 230
Percent of Open Interest Represented by Each Category of Trader
31.9 53.5 0.6 10.7 6.5 0.4 33.7 16.6 2.9 6.0 5.6 1.0 12.7 12.9
Number of Traders in Each Category Total Traders: 117
18 16 5 11 . . 30 15 9 10 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 913,247
Positions
47,454 202,056 43,677 306,500 96,148 51,504 103,830 189,957 143,601 58,566 49,929 26,076 132,040 110,300
Changes from: May 20, 2014 Total Change is: 39,556
-2,681 6,054 6,675 4,590 -1,152 -2,164 12,458 -1,033 14,764 5,008 4,646 1,062 -156 10,704
Percent of Open Interest Represented by Each Category of Trader
5.2 22.1 4.8 33.6 10.5 5.6 11.4 20.8 15.7 6.4 5.5 2.9 14.5 12.1
Number of Traders in Each Category Total Traders: 627
41 40 47 126 52 68 87 141 112 70 70 63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 204,418
Positions
28,534 56,132 3,385 47,733 21,002 2,417 9,096 17,094 36,243 13,557 6,369 9,692 53,760 52,085
Changes from: May 20, 2014 Total Change is: 11,740
2,504 345 107 -1,308 -566 2 1,410 -3,469 10,246 1,268 701 286 -2,775 4,088
Percent of Open Interest Represented by Each Category of Trader
14.0 27.5 1.7 23.4 10.3 1.2 4.4 8.4 17.7 6.6 3.1 4.7 26.3 25.5
Number of Traders in Each Category Total Traders: 100
8 11 7 16 7 8 16 20 31 15 7 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,544,148
Positions
234,874 869,897 61,184 1,301,153 383,046 238,117 536,842 927,489 473,616 233,542 226,303 73,420 391,400 291,077
Changes from: May 20, 2014 Total Change is: 139,079
-6,407 48,065 13,321 29,167 -3,261 -10,501 25,357 -17,702 52,471 18,827 19,854 3,752 13,093 33,081
Percent of Open Interest Represented by Each Category of Trader
6.6 24.5 1.7 36.7 10.8 6.7 15.1 26.2 13.4 6.6 6.4 2.1 11.0 8.2
Number of Traders in Each Category Total Traders: 593
39 41 40 120 49 64 83 137 107 60 64 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 90,473
Positions
10,090 38,702 167 44,723 37,219 1,955 19,383 5,610 891 721 2,576 0 12,543 3,353
Changes from: May 20, 2014 Total Change is: -1,604
-1,203 1,798 155 -2,252 -1,504 -133 752 -718 -941 0 0 0 2,018 -261
Percent of Open Interest Represented by Each Category of Trader
11.2 42.8 0.2 49.4 41.1 2.2 21.4 6.2 1.0 0.8 2.8 0.0 13.9 3.7
Number of Traders in Each Category Total Traders: 87
7 12 . 36 10 13 12 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 93,043
Positions
6,551 33,351 12,769 32,295 6,258 871 17,629 16,420 7,658 2,663 3,598 979 11,627 11,138
Changes from: May 20, 2014 Total Change is: -4,348
-285 2,125 -112 1,191 -1,567 -153 3,408 1,676 -4,481 322 1,478 130 -4,367 -3,443
Percent of Open Interest Represented by Each Category of Trader
7.0 35.8 13.7 34.7 6.7 0.9 18.9 17.6 8.2 2.9 3.9 1.1 12.5 12.0
Number of Traders in Each Category Total Traders: 254
19 27 12 33 17 11 53 54 24 20 31 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 17,646
Positions
11,272 9,260 128 3,635 0 0 226 3,148 0 725 366 0 1,660 4,744
Changes from: May 20, 2014 Total Change is: -5,068
-522 0 128 -1 0 0 -4,558 -644 0 -14 0 0 -101 -4,552
Percent of Open Interest Represented by Each Category of Trader
63.9 52.5 0.7 20.6 0.0 0.0 1.3 17.8 0.0 4.1 2.1 0.0 9.4 26.9
Number of Traders in Each Category Total Traders: 22
9 4 . . 0 0 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 376,985
Positions
32,894 176,951 6,707 143,848 31,842 3,805 103,101 82,445 22,206 9,692 16,161 4,896 49,837 31,972
Changes from: May 20, 2014 Total Change is: 3,599
-2,706 6,737 2,688 5,244 -8,550 -52 13,307 -14,924 4,119 1,680 7,392 649 -21,329 5,541
Percent of Open Interest Represented by Each Category of Trader
8.7 46.9 1.8 38.2 8.4 1.0 27.3 21.9 5.9 2.6 4.3 1.3 13.2 8.5
Number of Traders in Each Category Total Traders: 252
20 26 6 32 18 11 55 52 23 18 31 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 326,063
Positions
111,245 45,500 12,489 115,095 134,891 15,651 35,355 83,395 6,523 10,431 9,445 590 18,685 17,581
Changes from: May 20, 2014 Total Change is: 3,419
6,206 14,327 1,320 1,925 -103 -855 -4,083 -11,065 -1,786 -436 495 -24 1,151 1,109
Percent of Open Interest Represented by Each Category of Trader
34.1 14.0 3.8 35.3 41.4 4.8 10.8 25.6 2.0 3.2 2.9 0.2 5.7 5.4
Number of Traders in Each Category Total Traders: 254
23 12 6 52 43 26 33 60 17 17 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 61,437
Positions
4,397 16,586 119 31,738 202 143 8,795 13,945 159 5,409 19,085 328 10,349 10,870
Changes from: May 20, 2014 Total Change is: 2,973
55 66 0 -243 202 -23 2,450 1,007 -104 5 108 328 505 1,389
Percent of Open Interest Represented by Each Category of Trader
7.2 27.0 0.2 51.7 0.3 0.2 14.3 22.7 0.3 8.8 31.1 0.5 16.8 17.7
Number of Traders in Each Category Total Traders: 67
6 8 . 19 . . 13 6 . 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 115,941
Positions
16,350 8,043 1,307 22,754 1,139 35 40,255 5,153 3,004 20,445 4,842 0 11,791 92,418
Changes from: May 20, 2014 Total Change is: 5,754
-1,399 1,060 -310 -816 -60 -10 6,153 1,261 975 459 -112 0 702 2,950
Percent of Open Interest Represented by Each Category of Trader
14.1 6.9 1.1 19.6 1.0 0.0 34.7 4.4 2.6 17.6 4.2 0.0 10.2 79.7
Number of Traders in Each Category Total Traders: 84
12 10 7 9 . . 28 10 7 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 113,111
Positions
5,003 73,763 2,700 69,648 16,428 4,751 17,604 5,976 5,977 1,593 279 0 5,835 3,237
Changes from: May 20, 2014 Total Change is: 590
-2,082 2,419 -108 1,478 -605 -87 1,526 -497 -612 570 0 0 -95 80
Percent of Open Interest Represented by Each Category of Trader
4.4 65.2 2.4 61.6 14.5 4.2 15.6 5.3 5.3 1.4 0.2 0.0 5.2 2.9
Number of Traders in Each Category Total Traders: 97
6 12 . 36 16 13 15 7 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 304,900
Positions
22,692 138,298 5,900 108,582 40,680 50,157 78,994 50,294 2,582 18,750 10,969 226 17,017 5,794
Changes from: May 20, 2014 Total Change is: 8,958
-42 12,239 1,208 1,062 961 -1,718 6,877 -1,980 -602 2,727 -129 0 -554 -1,021
Percent of Open Interest Represented by Each Category of Trader
7.4 45.4 1.9 35.6 13.3 16.5 25.9 16.5 0.8 6.1 3.6 0.1 5.6 1.9
Number of Traders in Each Category Total Traders: 212
19 21 5 57 25 30 35 21 11 25 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 893,254
Positions
8,012 123,888 24,147 276,204 156,679 131,322 123,322 77,639 121,486 14,662 35,612 5,033 189,067 217,447
Changes from: May 20, 2014 Total Change is: -54,733
7,464 4,643 -13,159 -15,057 -13,497 -8,221 -4,399 -18,501 15,178 -4,831 1,681 -5,123 -26,584 -17,733
Percent of Open Interest Represented by Each Category of Trader
0.9 13.9 2.7 30.9 17.5 14.7 13.8 8.7 13.6 1.6 4.0 0.6 21.2 24.3
Number of Traders in Each Category Total Traders: 168
7 20 17 33 35 41 37 20 37 5 11 7
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Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 526,252
Positions
21,439 80,026 16,453 256,800 20,711 77,898 22,357 197,748 14,926 9,338 12,167 0 107,040 106,323
Changes from: May 20, 2014 Total Change is: 21,010
-2,503 -2,001 9,771 -2,919 -10,655 3,370 1,974 -2,219 9,025 2,189 -2,936 -1,526 1,629 18,181
Percent of Open Interest Represented by Each Category of Trader
4.1 15.2 3.1 48.8 3.9 14.8 4.2 37.6 2.8 1.8 2.3 0.0 20.3 20.2
Number of Traders in Each Category Total Traders: 82
. 8 6 33 11 21 6 14 14 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,224,230
Positions
47,342 168,565 33,144 238,304 352,781 67,651 519,247 193,655 126,715 31,550 92,083 44,047 116,230 145,589
Changes from: May 20, 2014 Total Change is: -51,270
-7,188 8,727 -4,633 -1,928 -17,511 -25,480 9,566 13,651 -8,339 -4,696 -14,883 1,378 -9,949 -4,181
Percent of Open Interest Represented by Each Category of Trader
3.9 13.8 2.7 19.5 28.8 5.5 42.4 15.8 10.4 2.6 7.5 3.6 9.5 11.9
Number of Traders in Each Category Total Traders: 253
14 29 22 40 46 30 55 29 41 17 21 15
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Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 75,410
Positions
6,203 21,938 13,647 0 2,730 1,792 40,131 21,478 13,637 0 0 0 0 188
Changes from: May 20, 2014 Total Change is: 1,611
-294 1,196 -359 0 1,356 -150 3,077 4,096 -663 0 0 0 0 -3,865
Percent of Open Interest Represented by Each Category of Trader
8.2 29.1 18.1 0.0 3.6 2.4 53.2 28.5 18.1 0.0 0.0 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 36
5 10 9 0 . . 4 15 9 0 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,241,032
Positions
125,910 199,602 232,071 829,585 1,185,077 264,038 785,330 245,143 295,382 220,633 156,266 93,320 394,763 570,133
Changes from: May 20, 2014 Total Change is: -317,191
-22,068 -18,506 -74,262 19,437 23,185 -57,128 -7,238 -365 -146,376 17,913 -10,422 -67,117 19,647 33,800
Percent of Open Interest Represented by Each Category of Trader
3.9 6.2 7.2 25.6 36.6 8.1 24.2 7.6 9.1 6.8 4.8 2.9 12.2 17.6
Number of Traders in Each Category Total Traders: 355
23 36 47 34 84 69 65 48 76 24 41 26
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Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,356,893
Positions
136,263 163,341 81,237 782,476 811,686 226,982 499,898 238,740 204,328 93,242 172,383 39,319 293,148 418,878
Changes from: May 20, 2014 Total Change is: -130,864
-9,881 -35,654 -14,180 -65,409 -28,633 1,619 13,370 -273 -36,316 -8,852 -11,864 -14,039 2,823 8,477
Percent of Open Interest Represented by Each Category of Trader
5.8 6.9 3.4 33.2 34.4 9.6 21.2 10.1 8.7 4.0 7.3 1.7 12.4 17.8
Number of Traders in Each Category Total Traders: 268
12 34 25 31 58 50 41 47 50 14 30 15
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Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 368,565
Positions
169,375 106,861 69,456 0 5,754 9,097 22,371 39,917 50,150 1,278 12,828 17,595 29,243 56,907
Changes from: May 20, 2014 Total Change is: 6,113
4,579 3,561 -2,805 0 1,601 0 376 3,642 1,553 403 -88 1,744 262 -3,095
Percent of Open Interest Represented by Each Category of Trader
46.0 29.0 18.8 0.0 1.6 2.5 6.1 10.8 13.6 0.3 3.5 4.8 7.9 15.4
Number of Traders in Each Category Total Traders: 80
12 26 31 0 4 . 14 13 16 . 6 6
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Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is18,021,255
Positions
2,141,584 2,312,179 3,517,698 2,867,031 809,340 320,226 670,847 1,664,612 6,249,466 286,612 723,222 1,027,002 940,789 1,397,510
Changes from: May 20, 2014 Total Change is: 408,682
26,747 -77,141 42,286 45,605 37,704 -10,373 24,887 69,045 186,281 -25,420 704 49,896 68,772 110,281
Percent of Open Interest Represented by Each Category of Trader
11.9 12.8 19.5 15.9 4.5 1.8 3.7 9.2 34.7 1.6 4.0 5.7 5.2 7.8
Number of Traders in Each Category Total Traders: 317
26 64 83 10 26 25 47 91 110 11 36 34
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Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 54,786
Positions
40,661 1,068 0 6,956 16,850 4,872 1,881 21,914 375 0 9,558 0 41 149
Changes from: May 20, 2014 Total Change is: -2,728
-525 0 0 0 -1,414 0 -2,200 -1,350 0 0 0 0 -3 36
Percent of Open Interest Represented by Each Category of Trader
74.2 1.9 0.0 12.7 30.8 8.9 3.4 40.0 0.7 0.0 17.4 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 42
8 4 0 4 8 . 4 8 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 43,604
Positions
41,107 356 0 150 16,930 2,054 224 10,566 0 0 13,643 0 69 55
Changes from: May 20, 2014 Total Change is: -1,366
-1,214 -1,121 -50 0 -222 0 -43 6 -57 0 430 0 -2 -352
Percent of Open Interest Represented by Each Category of Trader
94.3 0.8 0.0 0.3 38.8 4.7 0.5 24.2 0.0 0.0 31.3 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 43
7 . 0 . 12 . . 9 0 0 11 0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 49,932
Positions
10,213 7,205 1,008 7,532 1,206 145 6,849 34,798 2,682 13,711 651 0 7,791 2,236
Changes from: May 20, 2014 Total Change is: 1,865
80 322 6 1,064 -576 -222 24 2,339 229 580 -47 -2 107 -183
Percent of Open Interest Represented by Each Category of Trader
20.5 14.4 2.0 15.1 2.4 0.3 13.7 69.7 5.4 27.5 1.3 0.0 15.6 4.5
Number of Traders in Each Category Total Traders: 139
7 . . 13 5 . 23 22 12 59 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 420,366
Positions
89,325 24,706 47,673 56,748 27,160 28,538 82,267 177,679 45,071 13,268 12,392 30,319 27,157 26,828
Changes from: May 20, 2014 Total Change is: -4,785
1,129 -2,968 -7,696 -3,703 -2,215 3,156 -3,914 3,071 1,945 2,591 -132 -868 2,575 922
Percent of Open Interest Represented by Each Category of Trader
21.2 5.9 11.3 13.5 6.5 6.8 19.6 42.3 10.7 3.2 2.9 7.2 6.5 6.4
Number of Traders in Each Category Total Traders: 208
21 11 22 8 17 11 44 56 56 21 21 25
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Traders in Financial Futures - Options and Futures Combined Positions as of May 27, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,523
Positions
452 7,598 0 7,294 233 284 7,406 7,634 756 276 0 0 55 18
Changes from: May 20, 2014 Total Change is: -53
-294 48 0 -125 156 -16 390 -242 0 0 0 0 -8 1
Percent of Open Interest Represented by Each Category of Trader
2.7 46.0 0.0 44.1 1.4 1.7 44.8 46.2 4.6 1.7 0.0 0.0 0.3 0.1
Number of Traders in Each Category Total Traders: 23
. . 0 5 . . 9 . . . 0 0
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Updated May 30, 2014