Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 135,352
Positions
22,677 22,942 3,804 13,579 4,528 2,057 33,510 53,760 10,107 16,841 2,008 1,449 31,329 34,698
Changes from: June 3, 2014 Total Change is: -13,302
-2,150 -5,890 -3,282 -199 -260 322 -523 -498 -2,478 -1,869 490 -2,182 -943 476
Percent of Open Interest Represented by Each Category of Trader
16.8 16.9 2.8 10.0 3.3 1.5 24.8 39.7 7.5 12.4 1.5 1.1 23.1 25.6
Number of Traders in Each Category Total Traders: 73
4 8 10 . 5 . 17 18 16 14 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 55,040
Positions
23,643 8,754 905 900 2,139 0 9,711 17,205 6,918 613 1,751 0 12,349 17,368
Changes from: June 3, 2014 Total Change is: 1,691
617 -605 -109 0 -90 0 -2,258 -1,585 3,478 0 203 0 -38 398
Percent of Open Interest Represented by Each Category of Trader
43.0 15.9 1.6 1.6 3.9 0.0 17.6 31.3 12.6 1.1 3.2 0.0 22.4 31.6
Number of Traders in Each Category Total Traders: 44
9 . 6 . . 0 13 12 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 284,673
Positions
16,170 121,654 4,804 28,476 30,074 2,045 158,595 47,187 32,232 1,664 21,913 2,493 38,194 22,271
Changes from: June 3, 2014 Total Change is: 26,550
924 4,995 -5,967 413 -452 -343 8,325 11,894 20,295 -593 -2,125 -618 4,114 -1,129
Percent of Open Interest Represented by Each Category of Trader
5.7 42.7 1.7 10.0 10.6 0.7 55.7 16.6 11.3 0.6 7.7 0.9 13.4 7.8
Number of Traders in Each Category Total Traders: 120
7 11 9 11 13 7 36 23 23 7 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 218,945
Positions
99,077 16,179 17,700 28,644 18,373 2,045 25,815 86,043 20,532 3,508 3,728 3,275 18,351 51,071
Changes from: June 3, 2014 Total Change is: 21,204
4,432 872 9,199 2,780 814 1,058 -917 7,723 5,590 256 -1,736 -1,021 -173 -1,295
Percent of Open Interest Represented by Each Category of Trader
45.3 7.4 8.1 13.1 8.4 0.9 11.8 39.3 9.4 1.6 1.7 1.5 8.4 23.3
Number of Traders in Each Category Total Traders: 117
11 10 12 9 15 8 18 42 27 . 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 378,483
Positions
138,211 24,534 33,076 47,548 68,995 7,263 29,198 78,797 45,723 22,565 32,932 8,838 46,060 78,325
Changes from: June 3, 2014 Total Change is: 36,132
26,724 1,229 11,486 646 1,852 -1,318 -9,037 13,806 9,420 223 -1,159 -2,895 883 3,711
Percent of Open Interest Represented by Each Category of Trader
36.5 6.5 8.7 12.6 18.2 1.9 7.7 20.8 12.1 6.0 8.7 2.3 12.2 20.7
Number of Traders in Each Category Total Traders: 204
15 15 16 18 28 17 23 50 40 21 30 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 24,503
Positions
9,603 3,676 0 3,855 2,753 565 1,073 7,540 3,792 0 425 0 5,615 5,752
Changes from: June 3, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
39.2 15.0 0.0 15.7 11.2 2.3 4.4 30.8 15.5 0.0 1.7 0.0 22.9 23.5
Number of Traders in Each Category Total Traders: 21
4 . 0 5 . 4 . 4 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 139,333
Positions
20,837 59,722 3,495 2,101 3,095 100 63,345 24,096 10,933 2,242 6,256 3,906 32,374 27,730
Changes from: June 3, 2014 Total Change is: 12,925
430 11,144 -1,368 -1,563 -211 -217 4,458 -1,106 3,529 1,741 -646 602 5,314 1,199
Percent of Open Interest Represented by Each Category of Trader
15.0 42.9 2.5 1.5 2.2 0.1 45.5 17.3 7.8 1.6 4.5 2.8 23.2 19.9
Number of Traders in Each Category Total Traders: 84
6 11 11 . 5 . 22 22 18 . 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 43,784
Positions
15,596 22,210 12,473 2,827 0 0 4,695 2,122 4,007 1,283 0 2,283 620 690
Changes from: June 3, 2014 Total Change is: 5,193
-307 -237 5,147 -242 0 0 -119 -171 427 112 0 44 131 -17
Percent of Open Interest Represented by Each Category of Trader
35.6 50.7 28.5 6.5 0.0 0.0 10.7 4.8 9.2 2.9 0.0 5.2 1.4 1.6
Number of Traders in Each Category Total Traders: 24
7 8 9 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 200,239
Positions
23,142 51,148 19,571 5,374 1,301 0 105,566 88,073 33,355 3,481 4,130 741 9,008 1,920
Changes from: June 3, 2014 Total Change is: 37,561
-2,637 9,450 10,894 321 -100 0 1,862 -12,166 30,533 -1,395 -175 -793 -1,225 -82
Percent of Open Interest Represented by Each Category of Trader
11.6 25.5 9.8 2.7 0.6 0.0 52.7 44.0 16.7 1.7 2.1 0.4 4.5 1.0
Number of Traders in Each Category Total Traders: 126
10 10 8 6 . 0 49 23 14 11 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 26,258
Positions
5,253 11,865 6,090 1,467 106 190 8,798 1,014 280 120 3,275 2,750 1,310 688
Changes from: June 3, 2014 Total Change is: 120
1,051 -247 60 -162 106 190 -1,160 56 45 0 0 0 96 -90
Percent of Open Interest Represented by Each Category of Trader
20.0 45.2 23.2 5.6 0.4 0.7 33.5 3.9 1.1 0.5 12.5 10.5 5.0 2.6
Number of Traders in Each Category Total Traders: 23
. 7 . . . . 6 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 32,946
Positions
1,282 19,549 2,561 1,876 189 0 19,049 4,157 3,170 1,064 604 0 3,944 2,716
Changes from: June 3, 2014 Total Change is: 2,861
-253 -1,022 2,561 -57 0 0 -1,544 -766 2,522 -261 -190 0 -107 -244
Percent of Open Interest Represented by Each Category of Trader
3.9 59.3 7.8 5.7 0.6 0.0 57.8 12.6 9.6 3.2 1.8 0.0 12.0 8.2
Number of Traders in Each Category Total Traders: 63
5 7 4 5 . 0 24 10 . 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 5,936
Positions
3,198 1,824 28 230 194 168 1,413 2,325 275 0 0 0 624 1,122
Changes from: June 3, 2014 Total Change is: 182
223 -250 26 -37 0 37 -217 -13 275 -100 0 0 -25 107
Percent of Open Interest Represented by Each Category of Trader
53.9 30.7 0.5 3.9 3.3 2.8 23.8 39.2 4.6 0.0 0.0 0.0 10.5 18.9
Number of Traders in Each Category Total Traders: 21
5 5 . . . . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 68,280
Positions
20,617 31,382 1,512 7,099 4,271 275 23,927 13,432 1,735 3,601 5,363 783 8,732 9,529
Changes from: June 3, 2014 Total Change is: 1,893
-94 -1,771 1,057 627 -7 -70 378 1,302 -41 683 989 31 -678 403
Percent of Open Interest Represented by Each Category of Trader
30.2 46.0 2.2 10.4 6.3 0.4 35.0 19.7 2.5 5.3 7.9 1.1 12.8 14.0
Number of Traders in Each Category Total Traders: 122
21 12 8 11 . 4 32 17 9 9 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 136,561
Positions
41,235 62,764 3,025 14,197 8,541 549 47,854 26,863 3,469 7,202 10,726 1,566 17,464 19,057
Changes from: June 3, 2014 Total Change is: 3,786
-189 -3,543 2,113 1,254 -14 -139 756 2,604 -81 1,365 1,977 62 -1,355 806
Percent of Open Interest Represented by Each Category of Trader
30.2 46.0 2.2 10.4 6.3 0.4 35.0 19.7 2.5 5.3 7.9 1.1 12.8 14.0
Number of Traders in Each Category Total Traders: 122
21 12 8 11 . 4 32 17 9 9 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 1,029,019
Positions
55,998 202,386 65,423 313,697 91,967 44,888 110,381 203,938 203,093 59,395 57,423 31,551 144,592 128,350
Changes from: June 3, 2014 Total Change is: 82,859
6,737 -1,242 15,965 -1,612 -4,013 1,375 5,722 7,973 39,021 4,257 3,531 3,544 7,850 16,705
Percent of Open Interest Represented by Each Category of Trader
5.4 19.7 6.4 30.5 8.9 4.4 10.7 19.8 19.7 5.8 5.6 3.1 14.1 12.5
Number of Traders in Each Category Total Traders: 631
40 42 47 122 50 65 86 142 115 66 83 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 249,769
Positions
34,151 54,434 11,613 48,142 20,323 2,751 16,236 21,494 56,324 14,144 6,196 11,363 55,047 65,272
Changes from: June 3, 2014 Total Change is: 32,674
2,885 676 6,254 340 -835 234 4,917 -1,025 14,324 3,005 9 973 -256 12,065
Percent of Open Interest Represented by Each Category of Trader
13.7 21.8 4.6 19.3 8.1 1.1 6.5 8.6 22.6 5.7 2.5 4.5 22.0 26.1
Number of Traders in Each Category Total Traders: 103
9 11 8 16 7 8 18 20 34 15 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 3,896,251
Positions
278,095 908,622 100,191 1,334,593 365,034 203,871 573,773 1,015,263 630,805 237,983 267,865 89,214 447,727 315,388
Changes from: June 3, 2014 Total Change is: 250,923
34,419 5,567 33,400 -10,237 -16,368 6,185 17,046 58,012 110,465 8,595 19,943 10,521 40,529 23,198
Percent of Open Interest Represented by Each Category of Trader
7.1 23.3 2.6 34.3 9.4 5.2 14.7 26.1 16.2 6.1 6.9 2.3 11.5 8.1
Number of Traders in Each Category Total Traders: 598
40 41 41 116 47 61 84 137 108 56 77 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 89,591
Positions
8,774 39,524 567 42,959 34,812 1,977 21,369 5,312 1,026 739 2,588 0 12,180 3,785
Changes from: June 3, 2014 Total Change is: -2,520
-997 -958 169 -1,653 -1,952 -25 188 -15 72 0 0 0 -274 189
Percent of Open Interest Represented by Each Category of Trader
9.8 44.1 0.6 47.9 38.9 2.2 23.9 5.9 1.1 0.8 2.9 0.0 13.6 4.2
Number of Traders in Each Category Total Traders: 86
7 12 . 34 10 12 13 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 97,440
Positions
6,324 37,003 14,200 31,888 5,527 1,792 17,538 12,041 9,519 2,464 4,786 1,296 12,419 11,277
Changes from: June 3, 2014 Total Change is: 1,173
-48 245 1,639 56 -125 77 -1,507 -3,659 1,410 1,020 1,051 224 -1,700 311
Percent of Open Interest Represented by Each Category of Trader
6.5 38.0 14.6 32.7 5.7 1.8 18.0 12.4 9.8 2.5 4.9 1.3 12.7 11.6
Number of Traders in Each Category Total Traders: 254
19 26 15 35 16 11 63 46 25 20 29 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 16,210
Positions
9,155 8,412 358 3,633 0 0 500 2,248 0 521 366 0 2,043 4,826
Changes from: June 3, 2014 Total Change is: -345
-627 -180 200 -2 0 0 14 -400 0 286 0 0 -216 35
Percent of Open Interest Represented by Each Category of Trader
56.5 51.9 2.2 22.4 0.0 0.0 3.1 13.9 0.0 3.2 2.3 0.0 12.6 29.8
Number of Traders in Each Category Total Traders: 21
9 4 . . 0 0 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 406,154
Positions
34,407 191,518 20,646 146,690 33,050 3,544 98,932 62,704 33,854 9,717 22,098 6,482 51,883 32,257
Changes from: June 3, 2014 Total Change is: 7,588
3,456 2,683 6,634 924 8 -248 -9,533 -18,224 8,980 3,672 5,254 1,121 -7,418 1,380
Percent of Open Interest Represented by Each Category of Trader
8.5 47.2 5.1 36.1 8.1 0.9 24.4 15.4 8.3 2.4 5.4 1.6 12.8 7.9
Number of Traders in Each Category Total Traders: 253
19 26 10 34 17 11 63 46 25 19 29 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 324,927
Positions
99,617 45,641 12,670 115,591 124,281 15,116 42,227 91,099 8,419 9,807 9,716 1,515 19,964 16,469
Changes from: June 3, 2014 Total Change is: -125
-8,075 3,101 -219 1,849 -9,220 -2,171 6,542 5,693 1,099 -450 -1,306 675 626 2,224
Percent of Open Interest Represented by Each Category of Trader
30.7 14.0 3.9 35.6 38.2 4.7 13.0 28.0 2.6 3.0 3.0 0.5 6.1 5.1
Number of Traders in Each Category Total Traders: 265
19 11 7 54 43 27 42 64 26 13 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 82,345
Positions
5,084 16,581 6,521 31,557 0 360 10,807 15,198 2,878 4,887 19,854 1,570 18,681 19,383
Changes from: June 3, 2014 Total Change is: 21,108
756 -47 6,402 -130 0 190 2,180 729 2,594 2,429 1,369 1,270 5,417 8,601
Percent of Open Interest Represented by Each Category of Trader
6.2 20.1 7.9 38.3 0.0 0.4 13.1 18.5 3.5 5.9 24.1 1.9 22.7 23.5
Number of Traders in Each Category Total Traders: 78
8 8 . 19 0 . 13 12 6 6 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 135,104
Positions
18,602 8,818 7,048 19,773 1,109 192 42,676 5,846 5,503 21,038 3,922 1,127 19,145 101,539
Changes from: June 3, 2014 Total Change is: 20,739
3,736 -940 5,386 -3,065 30 148 1,759 762 1,955 1,295 -488 1,127 8,398 12,759
Percent of Open Interest Represented by Each Category of Trader
13.8 6.5 5.2 14.6 0.8 0.1 31.6 4.3 4.1 15.6 2.9 0.8 14.2 75.2
Number of Traders in Each Category Total Traders: 95
14 10 8 9 . . 36 10 11 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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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MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 109,898
Positions
5,637 71,517 2,802 61,547 15,989 4,875 21,084 4,551 6,305 1,430 630 0 6,218 3,229
Changes from: June 3, 2014 Total Change is: -2,302
-87 -2,434 -60 -6,444 -223 270 2,365 -1,299 1,351 88 0 0 215 93
Percent of Open Interest Represented by Each Category of Trader
5.1 65.1 2.5 56.0 14.5 4.4 19.2 4.1 5.7 1.3 0.6 0.0 5.7 2.9
Number of Traders in Each Category Total Traders: 94
7 10 . 33 16 14 18 5 6 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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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MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 321,134
Positions
23,425 151,525 9,882 106,091 45,338 43,781 92,346 46,207 5,109 21,757 12,811 394 18,349 6,087
Changes from: June 3, 2014 Total Change is: 21,420
1,255 6,564 5,551 6,994 483 -364 5,478 7,369 1,651 3,345 1,510 73 -2,563 -1,417
Percent of Open Interest Represented by Each Category of Trader
7.3 47.2 3.1 33.0 14.1 13.6 28.8 14.4 1.6 6.8 4.0 0.1 5.7 1.9
Number of Traders in Each Category Total Traders: 216
19 25 9 56 25 30 36 17 12 26 11 6
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Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 827,413
Positions
359 98,331 28,779 264,695 185,967 134,966 123,727 83,222 63,473 18,318 36,326 9,249 183,846 187,100
Changes from: June 3, 2014 Total Change is: 18,643
-7,965 338 247 29,837 20,567 5,919 5,052 8,239 -9,567 906 -2,805 65 -5,851 -4,360
Percent of Open Interest Represented by Each Category of Trader
0.0 11.9 3.5 32.0 22.5 16.3 15.0 10.1 7.7 2.2 4.4 1.1 22.2 22.6
Number of Traders in Each Category Total Traders: 167
. 18 15 32 40 41 31 25 38 9 9 7
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Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 512,831
Positions
21,733 83,803 11,782 248,166 26,323 73,830 18,215 181,367 29,602 10,135 11,431 60 99,307 94,632
Changes from: June 3, 2014 Total Change is: -34,384
302 9,561 -17,803 -7,611 -2,592 216 -1,101 -10,428 -5,643 2,998 -3,521 -2,800 -2,942 -1,374
Percent of Open Interest Represented by Each Category of Trader
4.2 16.3 2.3 48.4 5.1 14.4 3.6 35.4 5.8 2.0 2.2 0.0 19.4 18.5
Number of Traders in Each Category Total Traders: 82
. 11 7 34 10 23 5 12 11 4 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,074,659
Positions
48,082 167,898 10,323 235,563 338,584 60,897 458,648 158,757 84,326 31,953 74,279 42,098 102,769 137,496
Changes from: June 3, 2014 Total Change is: -48,814
4,477 29,989 -9,202 -6,347 -17,577 -2,674 -17,045 -15,044 -20,611 1,909 -17,306 10,319 -9,640 -6,709
Percent of Open Interest Represented by Each Category of Trader
4.5 15.6 1.0 21.9 31.5 5.7 42.7 14.8 7.8 3.0 6.9 3.9 9.6 12.8
Number of Traders in Each Category Total Traders: 245
9 30 12 39 45 30 52 28 30 19 23 11
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Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 3,294,763
Positions
126,958 155,996 234,724 807,596 1,195,347 252,750 744,611 273,598 352,297 264,582 178,185 153,976 357,269 497,890
Changes from: June 3, 2014 Total Change is: 100,173
1,440 16,847 -5,002 34,191 20,594 6,096 -6,205 22,285 24,251 49,457 6,423 4,012 -8,067 4,668
Percent of Open Interest Represented by Each Category of Trader
3.9 4.7 7.1 24.5 36.3 7.7 22.6 8.3 10.7 8.0 5.4 4.7 10.8 15.1
Number of Traders in Each Category Total Traders: 372
22 35 50 33 86 67 58 62 82 26 50 35
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Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 2,355,810
Positions
201,463 134,013 101,812 693,595 850,451 237,768 518,090 270,984 186,200 116,884 161,051 48,844 251,154 364,686
Changes from: June 3, 2014 Total Change is: 76,349
27,009 -12,392 34,510 -21,793 30,393 7,274 15,830 19,981 -1,577 11,173 -1,867 -3,928 7,849 3,955
Percent of Open Interest Represented by Each Category of Trader
8.6 5.7 4.3 29.4 36.1 10.1 22.0 11.5 7.9 5.0 6.8 2.1 10.7 15.5
Number of Traders in Each Category Total Traders: 291
18 31 30 31 60 50 51 55 55 17 28 17
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Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 373,931
Positions
178,177 101,666 62,336 0 7,883 6,772 21,914 58,168 54,504 1,206 11,304 19,488 29,533 51,810
Changes from: June 3, 2014 Total Change is: 27,108
9,027 5,524 1,620 0 799 -614 5,647 12,023 7,782 336 -658 2,807 502 -2,175
Percent of Open Interest Represented by Each Category of Trader
47.6 27.2 16.7 0.0 2.1 1.8 5.9 15.6 14.6 0.3 3.0 5.2 7.9 13.9
Number of Traders in Each Category Total Traders: 83
13 25 30 0 4 . 15 15 16 . 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 is18,675,904
Positions
2,212,683 2,205,574 3,608,230 2,641,400 859,639 328,116 799,046 1,678,908 6,682,251 258,789 718,109 1,238,913 906,475 1,356,163
Changes from: June 3, 2014 Total Change is: 243,857
41,776 10,727 64,318 -110,835 -8,520 -24,526 89,718 8,289 177,193 4,333 -21,932 72,053 -70,173 -33,745
Percent of Open Interest Represented by Each Category of Trader
11.8 11.8 19.3 14.1 4.6 1.8 4.3 9.0 35.8 1.4 3.8 6.6 4.9 7.3
Number of Traders in Each Category Total Traders: 322
29 61 80 10 28 26 49 93 113 10 35 37
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Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 57,509
Positions
40,154 1,068 0 6,937 16,652 4,859 1,458 21,489 3,694 357 9,591 0 50 156
Changes from: June 3, 2014 Total Change is: 2,965
330 0 0 -18 820 0 -556 54 3,302 332 -12 0 -425 -1,199
Percent of Open Interest Represented by Each Category of Trader
69.8 1.9 0.0 12.1 29.0 8.4 2.5 37.4 6.4 0.6 16.7 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 42
8 4 0 4 8 . 4 7 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 45,070
Positions
39,136 79 0 0 18,747 2,004 463 9,240 3,341 39 11,572 0 87 87
Changes from: June 3, 2014 Total Change is: 770
-945 79 0 -150 2,457 -115 -22 -1,651 1,960 39 -1,894 -10 13 -56
Percent of Open Interest Represented by Each Category of Trader
86.8 0.2 0.0 0.0 41.6 4.4 1.0 20.5 7.4 0.1 25.7 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 41
7 . 0 0 14 . . 8 . . 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 54,424
Positions
9,837 7,485 741 9,880 1,093 126 11,654 36,885 5,318 9,086 769 0 7,783 2,009
Changes from: June 3, 2014 Total Change is: -316
-366 25 -272 582 125 -11 1,795 -2,147 2,300 -3,607 -77 -202 -535 -57
Percent of Open Interest Represented by Each Category of Trader
18.1 13.8 1.4 18.2 2.0 0.2 21.4 67.8 9.8 16.7 1.4 0.0 14.3 3.7
Number of Traders in Each Category Total Traders: 130
7 . . 15 . . 31 17 16 44 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 457,503
Positions
87,384 20,311 49,328 55,070 35,766 32,435 102,089 192,832 52,953 15,394 14,371 32,311 30,539 27,196
Changes from: June 3, 2014 Total Change is: 8,577
3,069 -2,743 6,831 -6,597 4,764 1,226 2,090 868 45 2,770 1,448 -2,141 1,284 -1,721
Percent of Open Interest Represented by Each Category of Trader
19.1 4.4 10.8 12.0 7.8 7.1 22.3 42.1 11.6 3.4 3.1 7.1 6.7 5.9
Number of Traders in Each Category Total Traders: 221
25 11 27 6 19 13 40 62 54 29 19 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 10, 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 14,182
Positions
497 7,550 0 5,195 146 173 7,454 5,551 758 26 0 0 79 4
Changes from: June 3, 2014 Total Change is: -1,537
-67 0 0 -1,014 0 -65 -412 -1,456 0 0 0 0 21 -16
Percent of Open Interest Represented by Each Category of Trader
3.5 53.2 0.0 36.6 1.0 1.2 52.6 39.1 5.3 0.2 0.0 0.0 0.6 0.0
Number of Traders in Each Category Total Traders: 21
. . 0 5 . . 9 . . . 0 0
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Updated June 13, 2014