Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 142,886
Positions
21,068 26,602 6,128 13,609 3,930 2,598 22,276 53,632 13,779 16,656 2,368 1,553 45,219 32,297
Changes from: June 10, 2014 Total Change is: 7,534
-1,609 3,660 2,324 30 -599 541 -11,234 -128 3,672 -184 360 104 13,890 -2,401
Percent of Open Interest Represented by Each Category of Trader
14.7 18.6 4.3 9.5 2.8 1.8 15.6 37.5 9.6 11.7 1.7 1.1 31.6 22.6
Number of Traders in Each Category Total Traders: 74
4 10 12 . 5 . 18 17 17 11 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 35,354
Positions
5,244 2,222 601 900 2,139 0 15,638 11,798 1,701 613 0 0 10,656 16,892
Changes from: June 10, 2014 Total Change is: -19,686
-18,399 -6,532 -305 0 0 0 5,927 -5,406 -5,217 0 -1,751 0 -1,693 -475
Percent of Open Interest Represented by Each Category of Trader
14.8 6.3 1.7 2.5 6.1 0.0 44.2 33.4 4.8 1.7 0.0 0.0 30.1 47.8
Number of Traders in Each Category Total Traders: 34
4 4 4 . . 0 10 11 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 272,707
Positions
1,878 103,784 5,722 28,421 30,571 2,387 171,631 52,617 15,034 2,492 37,135 2,607 42,535 22,851
Changes from: June 10, 2014 Total Change is: -11,966
-14,292 -17,871 919 -54 497 342 13,035 5,429 -17,198 828 15,222 114 4,341 580
Percent of Open Interest Represented by Each Category of Trader
0.7 38.1 2.1 10.4 11.2 0.9 62.9 19.3 5.5 0.9 13.6 1.0 15.6 8.4
Number of Traders in Each Category Total Traders: 132
4 11 7 11 14 7 44 23 17 12 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 172,304
Positions
85,710 8,544 3,876 29,360 18,464 593 20,878 79,653 10,380 2,138 3,149 1,985 17,384 45,661
Changes from: June 10, 2014 Total Change is: -46,641
-13,367 -7,635 -13,824 716 91 -1,452 -4,937 -6,391 -10,152 -1,370 -579 -1,290 -966 -5,410
Percent of Open Interest Represented by Each Category of Trader
49.7 5.0 2.2 17.0 10.7 0.3 12.1 46.2 6.0 1.2 1.8 1.2 10.1 26.5
Number of Traders in Each Category Total Traders: 110
9 8 7 9 14 5 19 40 21 6 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 335,094
Positions
127,593 17,543 11,584 48,144 70,873 7,607 42,845 90,949 25,357 24,365 31,434 8,421 39,178 71,327
Changes from: June 10, 2014 Total Change is: -43,389
-10,618 -6,991 -21,492 596 1,878 344 13,647 12,152 -20,366 1,801 -1,498 -417 -6,882 -6,998
Percent of Open Interest Represented by Each Category of Trader
38.1 5.2 3.5 14.4 21.2 2.3 12.8 27.1 7.6 7.3 9.4 2.5 11.7 21.3
Number of Traders in Each Category Total Traders: 213
16 12 12 17 29 19 27 53 32 23 36 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 111,662
Positions
2,555 35,521 3,000 2,605 2,504 76 60,644 29,493 6,476 512 8,496 2,441 33,352 23,654
Changes from: June 10, 2014 Total Change is: -27,671
-18,282 -24,201 -495 504 -591 -24 -2,701 5,397 -4,457 -1,729 2,240 -1,465 979 -4,075
Percent of Open Interest Represented by Each Category of Trader
2.3 31.8 2.7 2.3 2.2 0.1 54.3 26.4 5.8 0.5 7.6 2.2 29.9 21.2
Number of Traders in Each Category Total Traders: 80
4 11 8 . 4 . 23 23 16 . 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 34,740
Positions
15,379 26,145 3,833 2,778 0 0 6,342 149 2,356 1,606 0 1,802 643 455
Changes from: June 10, 2014 Total Change is: -9,044
-217 3,935 -8,640 -49 0 0 1,647 -1,973 -1,651 323 0 -481 23 -235
Percent of Open Interest Represented by Each Category of Trader
44.3 75.3 11.0 8.0 0.0 0.0 18.3 0.4 6.8 4.6 0.0 5.2 1.9 1.3
Number of Traders in Each Category Total Traders: 22
5 9 7 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 135,059
Positions
30,915 77,440 1 5,441 1,319 0 87,451 49,850 498 3,597 4,080 0 7,156 1,871
Changes from: June 10, 2014 Total Change is: -65,180
7,773 26,292 -19,570 67 18 0 -18,115 -38,223 -32,857 116 -50 -741 -1,853 -49
Percent of Open Interest Represented by Each Category of Trader
22.9 57.3 0.0 4.0 1.0 0.0 64.8 36.9 0.4 2.7 3.0 0.0 5.3 1.4
Number of Traders in Each Category Total Traders: 117
8 15 . 6 . 0 43 24 4 11 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 26,514
Positions
5,186 11,977 6,237 1,765 296 0 8,586 1,015 294 367 3,275 2,750 1,329 670
Changes from: June 10, 2014 Total Change is: 256
-67 112 147 298 190 -190 -212 1 14 247 0 0 19 -18
Percent of Open Interest Represented by Each Category of Trader
19.6 45.2 23.5 6.7 1.1 0.0 32.4 3.8 1.1 1.4 12.4 10.4 5.0 2.5
Number of Traders in Each Category Total Traders: 25
. 7 . . . 0 7 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 28,477
Positions
1,628 3,984 0 2,039 829 0 20,155 16,968 345 516 3,813 0 3,794 2,538
Changes from: June 10, 2014 Total Change is: -4,469
346 -15,565 -2,561 163 640 0 1,106 12,811 -2,825 -548 3,209 0 -150 -178
Percent of Open Interest Represented by Each Category of Trader
5.7 14.0 0.0 7.2 2.9 0.0 70.8 59.6 1.2 1.8 13.4 0.0 13.3 8.9
Number of Traders in Each Category Total Traders: 66
4 7 0 6 . 0 26 11 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 86,215
Positions
20,825 35,742 16,955 6,495 4,372 267 23,079 11,441 4,512 3,495 4,272 825 9,763 7,830
Changes from: June 10, 2014 Total Change is: 17,934
207 4,360 15,443 -604 101 -8 -848 -1,991 2,777 -106 -1,091 42 1,032 -1,699
Percent of Open Interest Represented by Each Category of Trader
24.2 41.5 19.7 7.5 5.1 0.3 26.8 13.3 5.2 4.1 5.0 1.0 11.3 9.1
Number of Traders in Each Category Total Traders: 119
21 15 16 8 . . 33 15 12 7 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 172,429
Positions
41,650 71,484 33,910 12,989 8,743 533 46,157 22,882 9,024 6,990 8,543 1,649 19,527 15,660
Changes from: June 10, 2014 Total Change is: 35,869
415 8,720 30,886 -1,208 202 -16 -1,697 -3,982 5,555 -213 -2,182 83 2,063 -3,397
Percent of Open Interest Represented by Each Category of Trader
24.2 41.5 19.7 7.5 5.1 0.3 26.8 13.3 5.2 4.1 5.0 1.0 11.3 9.1
Number of Traders in Each Category Total Traders: 119
21 15 16 8 . . 33 15 12 7 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 1,122,871
Positions
61,556 202,390 120,330 315,833 95,639 56,732 113,241 213,722 217,265 57,022 55,406 35,588 145,305 125,800
Changes from: June 10, 2014 Total Change is: 93,852
5,558 4 54,907 2,136 3,673 11,844 2,860 9,783 14,171 -2,373 -2,017 4,036 713 -2,550
Percent of Open Interest Represented by Each Category of Trader
5.5 18.0 10.7 28.1 8.5 5.1 10.1 19.0 19.3 5.1 4.9 3.2 12.9 11.2
Number of Traders in Each Category Total Traders: 658
40 45 56 127 54 70 92 141 118 78 80 79
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 276,709
Positions
35,164 57,405 33,377 57,619 21,859 2,757 11,642 22,630 52,209 14,776 5,795 12,437 56,729 68,240
Changes from: June 10, 2014 Total Change is: 26,940
1,013 2,972 21,764 9,477 1,536 7 -4,593 1,135 -4,115 632 -400 1,074 1,682 2,968
Percent of Open Interest Represented by Each Category of Trader
12.7 20.7 12.1 20.8 7.9 1.0 4.2 8.2 18.9 5.3 2.1 4.5 20.5 24.7
Number of Traders in Each Category Total Traders: 106
8 13 15 16 7 8 18 21 35 17 6 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 4,230,811
Positions
312,602 905,569 254,122 1,297,753 375,583 263,192 615,136 1,062,601 718,139 225,965 262,786 101,021 442,882 287,799
Changes from: June 10, 2014 Total Change is: 334,560
34,506 -3,053 153,931 -36,839 10,549 59,321 41,363 47,338 87,334 -12,018 -5,079 11,807 -4,845 -27,589
Percent of Open Interest Represented by Each Category of Trader
7.4 21.4 6.0 30.7 8.9 6.2 14.5 25.1 17.0 5.3 6.2 2.4 10.5 6.8
Number of Traders in Each Category Total Traders: 624
41 43 52 121 51 66 89 137 112 65 76 69
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 103,772
Positions
6,341 39,053 9,284 43,589 35,577 1,731 23,652 6,059 1,537 739 2,588 0 16,899 7,943
Changes from: June 10, 2014 Total Change is: 14,181
-2,433 -471 8,717 630 765 -246 2,283 747 511 0 0 0 4,719 4,158
Percent of Open Interest Represented by Each Category of Trader
6.1 37.6 8.9 42.0 34.3 1.7 22.8 5.8 1.5 0.7 2.5 0.0 16.3 7.7
Number of Traders in Each Category Total Traders: 91
8 12 9 34 10 12 15 8 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 117,820
Positions
7,042 42,828 24,146 32,083 5,648 7,321 19,697 11,208 12,881 2,677 4,230 1,712 10,261 7,845
Changes from: June 10, 2014 Total Change is: 20,380
718 5,825 9,946 195 121 5,529 2,159 -833 3,363 213 -556 416 -2,158 -3,432
Percent of Open Interest Represented by Each Category of Trader
6.0 36.4 20.5 27.2 4.8 6.2 16.7 9.5 10.9 2.3 3.6 1.5 8.7 6.7
Number of Traders in Each Category Total Traders: 256
17 28 21 33 16 10 67 39 31 25 30 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 13,452
Positions
6,032 8,811 685 3,635 0 0 910 1,448 0 521 244 0 1,669 2,264
Changes from: June 10, 2014 Total Change is: -2,758
-3,123 399 327 2 0 0 410 -800 0 0 -122 0 -374 -2,562
Percent of Open Interest Represented by Each Category of Trader
44.8 65.5 5.1 27.0 0.0 0.0 6.8 10.8 0.0 3.9 1.8 0.0 12.4 16.8
Number of Traders in Each Category Total Traders: 20
8 5 4 . 0 0 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 521,843
Positions
38,819 203,858 83,535 147,909 33,911 30,936 105,286 60,152 53,055 10,781 19,929 8,560 42,962 27,906
Changes from: June 10, 2014 Total Change is: 115,689
4,412 12,340 62,889 1,219 861 27,392 6,354 -2,552 19,202 1,064 -2,169 2,078 -8,921 -4,351
Percent of Open Interest Represented by Each Category of Trader
7.4 39.1 16.0 28.3 6.5 5.9 20.2 11.5 10.2 2.1 3.8 1.6 8.2 5.3
Number of Traders in Each Category Total Traders: 255
18 27 16 32 17 10 66 40 30 24 30 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 359,122
Positions
96,306 49,040 31,435 115,235 122,289 14,728 49,536 92,609 14,601 9,926 11,153 2,243 25,112 21,024
Changes from: June 10, 2014 Total Change is: 34,195
-3,311 3,399 18,765 -356 -1,992 -388 7,309 1,510 6,182 119 1,437 727 5,148 4,555
Percent of Open Interest Represented by Each Category of Trader
26.8 13.7 8.8 32.1 34.1 4.1 13.8 25.8 4.1 2.8 3.1 0.6 7.0 5.9
Number of Traders in Each Category Total Traders: 273
22 13 17 56 41 28 47 62 29 14 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 58,558
Positions
2,329 25,999 0 30,311 0 192 11,095 15,610 15 4,733 1,130 0 9,883 15,612
Changes from: June 10, 2014 Total Change is: -23,787
-2,755 9,418 -6,521 -1,246 0 -168 288 412 -2,863 -154 -18,724 -1,570 -8,798 -3,771
Percent of Open Interest Represented by Each Category of Trader
4.0 44.4 0.0 51.8 0.0 0.3 18.9 26.7 0.0 8.1 1.9 0.0 16.9 26.7
Number of Traders in Each Category Total Traders: 64
7 8 0 19 0 . 13 9 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 87,233
Positions
21,463 5,938 2,006 17,553 1,104 193 30,520 4,022 1,250 4,418 1,608 0 9,830 71,112
Changes from: June 10, 2014 Total Change is: -47,871
2,861 -2,880 -5,042 -2,220 -5 1 -12,156 -1,824 -4,253 -16,620 -2,314 -1,127 -9,315 -30,427
Percent of Open Interest Represented by Each Category of Trader
24.6 6.8 2.3 20.1 1.3 0.2 35.0 4.6 1.4 5.1 1.8 0.0 11.3 81.5
Number of Traders in Each Category Total Traders: 75
13 8 . 9 . . 27 7 5 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 119,326
Positions
5,824 70,724 11,627 61,488 16,461 4,544 21,701 4,487 4,880 950 628 0 8,312 5,975
Changes from: June 10, 2014 Total Change is: 9,428
187 -793 8,825 -59 472 -331 617 -64 -1,425 -480 -2 0 2,094 2,746
Percent of Open Interest Represented by Each Category of Trader
4.9 59.3 9.7 51.5 13.8 3.8 18.2 3.8 4.1 0.8 0.5 0.0 7.0 5.0
Number of Traders in Each Category Total Traders: 88
6 11 7 31 16 14 16 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 347,228
Positions
24,546 162,940 25,873 100,815 41,666 48,135 93,931 40,760 3,930 26,305 12,450 552 23,141 10,922
Changes from: June 10, 2014 Total Change is: 26,094
1,121 11,415 15,991 -5,276 -3,672 4,354 1,585 -5,447 -1,179 4,548 -361 158 4,792 4,835
Percent of Open Interest Represented by Each Category of Trader
7.1 46.9 7.5 29.0 12.0 13.9 27.1 11.7 1.1 7.6 3.6 0.2 6.7 3.1
Number of Traders in Each Category Total Traders: 213
18 22 17 58 24 29 33 20 14 27 10 6
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Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 847,168
Positions
2,499 117,286 24,945 288,553 181,546 136,869 122,498 96,871 67,988 22,527 37,523 7,203 174,087 176,937
Changes from: June 10, 2014 Total Change is: 19,754
2,140 18,956 -3,834 23,858 -4,421 1,902 -1,229 13,649 4,515 4,208 1,197 -2,047 -9,760 -10,163
Percent of Open Interest Represented by Each Category of Trader
0.3 13.8 2.9 34.1 21.4 16.2 14.5 11.4 8.0 2.7 4.4 0.9 20.5 20.9
Number of Traders in Each Category Total Traders: 179
. 23 17 35 41 44 30 28 40 7 12 7
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Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 490,189
Positions
21,651 87,207 4,100 249,130 27,472 72,650 22,012 185,316 9,245 8,430 9,743 60 102,911 94,395
Changes from: June 10, 2014 Total Change is: -22,642
-82 3,404 -7,681 964 1,149 -1,180 3,797 3,949 -20,358 -1,705 -1,688 0 3,603 -237
Percent of Open Interest Represented by Each Category of Trader
4.4 17.8 0.8 50.8 5.6 14.8 4.5 37.8 1.9 1.7 2.0 0.0 21.0 19.3
Number of Traders in Each Category Total Traders: 81
. 11 8 33 11 23 6 12 9 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 1,089,544
Positions
47,445 128,655 9,071 220,128 336,417 72,693 467,276 183,767 94,193 37,643 88,627 34,125 106,970 141,995
Changes from: June 10, 2014 Total Change is: 14,884
-637 -39,243 -1,252 -15,435 -2,167 11,796 8,628 25,010 9,866 5,690 14,348 -7,973 4,200 4,499
Percent of Open Interest Represented by Each Category of Trader
4.4 11.8 0.8 20.2 30.9 6.7 42.9 16.9 8.6 3.5 8.1 3.1 9.8 13.0
Number of Traders in Each Category Total Traders: 251
12 30 13 35 49 31 53 28 31 19 25 12
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Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 3,265,931
Positions
111,581 133,358 221,961 857,543 1,179,418 274,287 713,367 297,901 347,783 284,113 160,368 144,163 311,133 506,692
Changes from: June 10, 2014 Total Change is: -28,832
-15,377 -22,638 -12,763 49,947 -15,929 21,537 -31,244 24,303 -4,515 19,532 -17,817 -9,813 -46,136 8,802
Percent of Open Interest Represented by Each Category of Trader
3.4 4.1 6.8 26.3 36.1 8.4 21.8 9.1 10.6 8.7 4.9 4.4 9.5 15.5
Number of Traders in Each Category Total Traders: 380
23 37 49 34 87 68 58 66 82 26 49 34
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Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 2,439,009
Positions
207,427 108,409 112,083 716,318 911,921 235,196 521,735 256,238 219,138 133,397 162,853 56,378 237,338 376,794
Changes from: June 10, 2014 Total Change is: 83,200
5,964 -25,605 10,272 22,723 61,470 -2,572 3,645 -14,746 32,938 16,513 1,802 7,533 -13,816 12,108
Percent of Open Interest Represented by Each Category of Trader
8.5 4.4 4.6 29.4 37.4 9.6 21.4 10.5 9.0 5.5 6.7 2.3 9.7 15.4
Number of Traders in Each Category Total Traders: 289
22 25 31 31 65 51 46 53 54 17 30 18
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Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 404,613
Positions
186,418 116,189 70,192 0 7,873 7,022 29,596 57,584 59,459 2,012 10,688 21,371 28,543 54,234
Changes from: June 10, 2014 Total Change is: 30,683
8,241 14,523 7,857 0 -10 250 7,682 -583 4,955 806 -616 1,883 -991 2,424
Percent of Open Interest Represented by Each Category of Trader
46.1 28.7 17.3 0.0 1.9 1.7 7.3 14.2 14.7 0.5 2.6 5.3 7.1 13.4
Number of Traders in Each Category Total Traders: 82
15 24 31 0 4 . 14 13 16 . 6 8
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Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 is17,357,393
Positions
2,136,433 2,027,194 3,215,331 2,550,578 922,083 291,888 810,887 1,584,349 6,042,220 199,806 684,212 1,317,516 792,735 1,272,601
Changes from: June 10, 2014 Total Change is:-1,318,510
-76,250 -178,381 -392,899 -90,822 62,444 -36,228 11,841 -94,559 -640,031 -58,984 -33,898 78,603 -113,740 -83,562
Percent of Open Interest Represented by Each Category of Trader
12.3 11.7 18.5 14.7 5.3 1.7 4.7 9.1 34.8 1.2 3.9 7.6 4.6 7.3
Number of Traders in Each Category Total Traders: 320
28 63 81 9 30 27 49 81 108 9 42 38
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Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 50,849
Positions
30,232 1,318 0 6,989 13,337 4,859 8,280 21,414 328 82 9,456 0 79 137
Changes from: June 10, 2014 Total Change is: -6,660
-9,922 250 0 52 -3,315 0 6,822 -75 -3,366 -275 -135 0 29 -19
Percent of Open Interest Represented by Each Category of Trader
59.5 2.6 0.0 13.7 26.2 9.6 16.3 42.1 0.6 0.2 18.6 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 44
7 5 0 4 7 . 5 9 . . 6 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 32,325
Positions
24,808 266 10 0 10,403 2,004 3,500 6,300 1,514 367 11,684 0 122 144
Changes from: June 10, 2014 Total Change is: -12,745
-14,328 187 10 0 -8,344 0 3,037 -2,940 -1,827 328 112 0 35 57
Percent of Open Interest Represented by Each Category of Trader
76.7 0.8 0.0 0.0 32.2 6.2 10.8 19.5 4.7 1.1 36.1 0.0 0.4 0.4
Number of Traders in Each Category Total Traders: 40
6 . . 0 13 . . 6 . . 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 55,781
Positions
10,876 29,853 723 9,587 1,221 229 13,747 20,234 1,711 12,073 318 10 6,825 1,481
Changes from: June 10, 2014 Total Change is: 1,357
1,039 22,369 -18 -293 128 103 2,093 -16,651 -3,606 2,987 -451 10 -958 -528
Percent of Open Interest Represented by Each Category of Trader
19.5 53.5 1.3 17.2 2.2 0.4 24.6 36.3 3.1 21.6 0.6 0.0 12.2 2.7
Number of Traders in Each Category Total Traders: 131
7 . . 15 . . 33 18 11 47 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 456,312
Positions
92,784 19,906 54,137 53,359 28,189 28,951 91,664 185,492 61,955 11,259 12,782 37,927 24,276 26,973
Changes from: June 10, 2014 Total Change is: -1,191
5,400 -405 4,809 -1,711 -7,577 -3,484 -10,425 -7,340 9,002 -4,135 -1,589 5,616 -6,263 -223
Percent of Open Interest Represented by Each Category of Trader
20.3 4.4 11.9 11.7 6.2 6.3 20.1 40.7 13.6 2.5 2.8 8.3 5.3 5.9
Number of Traders in Each Category Total Traders: 219
26 10 27 9 15 12 43 60 54 23 22 26
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Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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 20,898
Positions
580 7,550 0 5,932 0 207 6,991 7,258 5,879 1,246 0 0 63 4
Changes from: June 10, 2014 Total Change is: 6,716
83 0 0 737 -146 34 -463 1,707 5,121 1,220 0 0 -16 0
Percent of Open Interest Represented by Each Category of Trader
2.8 36.1 0.0 28.4 0.0 1.0 33.5 34.7 28.1 6.0 0.0 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 22
. . 0 6 0 . 8 . . . 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 17, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 9,466
Positions
1,198 5,893 0 5,457 0 0 1,388 3,309 150 188 0 0 1,085 114
Changes from: June 10, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
12.7 62.3 0.0 57.6 0.0 0.0 14.7 35.0 1.6 2.0 0.0 0.0 11.5 1.2
Number of Traders in Each Category Total Traders: 22
. . 0 7 0 0 6 4 . . 0 0
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Updated June 20, 2014