Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 131,365
Positions
13,728 31,040 4,717 13,513 2,170 2,890 28,505 37,157 13,238 14,343 4,957 3,953 36,478 31,243
Changes from: June 24, 2014 Total Change is: 12,938
2,269 14,774 462 177 -334 -432 4,697 -4,412 2,161 -1,643 258 1,612 3,635 -1,151
Percent of Open Interest Represented by Each Category of Trader
10.5 23.6 3.6 10.3 1.7 2.2 21.7 28.3 10.1 10.9 3.8 3.0 27.8 23.8
Number of Traders in Each Category Total Traders: 76
4 7 9 . . . 20 17 15 12 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 38,750
Positions
12,322 1,219 805 900 2,139 0 10,045 17,051 1,563 613 0 0 12,503 15,974
Changes from: June 24, 2014 Total Change is: 2,301
312 -1,433 133 0 0 0 654 2,676 108 0 0 0 1,093 816
Percent of Open Interest Represented by Each Category of Trader
31.8 3.1 2.1 2.3 5.5 0.0 25.9 44.0 4.0 1.6 0.0 0.0 32.3 41.2
Number of Traders in Each Category Total Traders: 39
6 . 4 . . 0 11 15 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 290,554
Positions
10,287 107,934 6,788 27,836 30,053 1,743 173,405 54,019 19,568 2,273 37,561 4,782 43,874 28,107
Changes from: June 24, 2014 Total Change is: 13,657
5,935 -1,295 537 -871 -158 -729 -1,217 1,079 5,792 -24 1,869 1,844 2,390 4,719
Percent of Open Interest Represented by Each Category of Trader
3.5 37.1 2.3 9.6 10.3 0.6 59.7 18.6 6.7 0.8 12.9 1.6 15.1 9.7
Number of Traders in Each Category Total Traders: 131
4 10 8 10 13 5 46 21 16 8 19 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 177,828
Positions
75,977 22,486 5,589 30,855 17,140 181 19,680 71,335 14,253 3,108 3,422 2,766 25,419 40,657
Changes from: June 24, 2014 Total Change is: 10,327
-6,233 12,790 1,742 341 -87 -434 2,001 -3,356 3,458 957 -876 809 7,686 -3,719
Percent of Open Interest Represented by Each Category of Trader
42.7 12.6 3.1 17.4 9.6 0.1 11.1 40.1 8.0 1.7 1.9 1.6 14.3 22.9
Number of Traders in Each Category Total Traders: 120
8 11 9 8 14 . 18 46 29 7 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 339,147
Positions
129,235 16,704 9,537 48,541 71,271 7,135 42,257 91,891 27,181 25,618 30,210 9,332 40,311 75,887
Changes from: June 24, 2014 Total Change is: 2,624
-703 -249 -477 333 -806 -418 -2,300 -114 1,569 1,428 558 744 2,448 1,816
Percent of Open Interest Represented by Each Category of Trader
38.1 4.9 2.8 14.3 21.0 2.1 12.5 27.1 8.0 7.6 8.9 2.8 11.9 22.4
Number of Traders in Each Category Total Traders: 214
19 10 10 16 26 17 29 54 31 20 40 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 131,654
Positions
2,274 45,662 4,256 3,324 2,465 123 75,423 32,753 7,099 525 9,311 4,227 34,404 25,758
Changes from: June 24, 2014 Total Change is: 15,685
829 7,617 678 759 -28 -161 10,546 5,077 154 -5 439 1,120 1,765 790
Percent of Open Interest Represented by Each Category of Trader
1.7 34.7 3.2 2.5 1.9 0.1 57.3 24.9 5.4 0.4 7.1 3.2 26.1 19.6
Number of Traders in Each Category Total Traders: 96
5 14 8 4 4 . 30 22 16 5 12 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 36,164
Positions
15,798 26,897 3,801 2,742 0 0 7,864 151 2,250 1,386 0 1,802 522 1,264
Changes from: June 24, 2014 Total Change is: 561
-695 -126 1 -18 0 0 1,030 2 -51 0 0 0 294 735
Percent of Open Interest Represented by Each Category of Trader
43.7 74.4 10.5 7.6 0.0 0.0 21.7 0.4 6.2 3.8 0.0 5.0 1.4 3.5
Number of Traders in Each Category Total Traders: 22
6 9 7 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 129,474
Positions
30,600 79,480 138 5,491 1,319 0 82,158 42,433 568 2,915 3,861 0 7,604 1,675
Changes from: June 24, 2014 Total Change is: 1,079
-70 1,426 -6 79 0 0 601 -26 56 -153 -108 0 572 -263
Percent of Open Interest Represented by Each Category of Trader
23.6 61.4 0.1 4.2 1.0 0.0 63.5 32.8 0.4 2.3 3.0 0.0 5.9 1.3
Number of Traders in Each Category Total Traders: 116
7 16 . 6 . 0 46 21 4 10 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 38,539
Positions
4,786 17,560 6,090 1,648 391 0 18,332 4,615 3,109 375 3,275 2,750 1,449 749
Changes from: June 24, 2014 Total Change is: 4,109
-86 1,392 0 -172 190 -95 4,315 2,400 132 -12 0 0 27 90
Percent of Open Interest Represented by Each Category of Trader
12.4 45.6 15.8 4.3 1.0 0.0 47.6 12.0 8.1 1.0 8.5 7.1 3.8 1.9
Number of Traders in Each Category Total Traders: 27
. 7 . . . 0 6 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 33,461
Positions
1,625 9,156 0 2,048 509 0 25,260 16,330 200 520 4,342 0 3,808 2,924
Changes from: June 24, 2014 Total Change is: 2,040
45 3,116 0 52 0 0 1,717 -1,271 -145 45 168 0 326 172
Percent of Open Interest Represented by Each Category of Trader
4.9 27.4 0.0 6.1 1.5 0.0 75.5 48.8 0.6 1.6 13.0 0.0 11.4 8.7
Number of Traders in Each Category Total Traders: 75
. 12 0 6 . 0 30 10 . . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 66,448
Positions
17,791 36,821 368 6,948 4,555 227 27,077 12,252 1,010 3,792 4,203 355 8,881 6,658
Changes from: June 24, 2014 Total Change is: 7,030
-517 7,019 8 -18 88 -40 6,438 383 16 68 259 20 1,054 -723
Percent of Open Interest Represented by Each Category of Trader
26.8 55.4 0.6 10.5 6.9 0.3 40.7 18.4 1.5 5.7 6.3 0.5 13.4 10.0
Number of Traders in Each Category Total Traders: 119
18 15 5 9 . . 37 16 11 9 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 132,897
Positions
35,581 73,642 737 13,896 9,109 453 54,154 24,504 2,021 7,583 8,405 709 17,762 13,316
Changes from: June 24, 2014 Total Change is: 14,061
-1,034 14,037 16 -35 176 -79 12,876 767 31 136 517 41 2,109 -1,445
Percent of Open Interest Represented by Each Category of Trader
26.8 55.4 0.6 10.5 6.9 0.3 40.7 18.4 1.5 5.7 6.3 0.5 13.4 10.0
Number of Traders in Each Category Total Traders: 119
18 15 5 9 . . 37 16 11 9 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 898,106
Positions
54,891 194,827 28,273 325,449 106,338 44,615 91,493 198,221 151,288 55,549 50,262 28,521 118,026 95,760
Changes from: June 24, 2014 Total Change is: 38,656
676 2,229 6,078 -2,416 5,712 810 4,256 -6,269 16,919 1,530 4,644 4,122 6,681 4,412
Percent of Open Interest Represented by Each Category of Trader
6.1 21.7 3.1 36.2 11.8 5.0 10.2 22.1 16.8 6.2 5.6 3.2 13.1 10.7
Number of Traders in Each Category Total Traders: 624
32 45 40 124 52 66 85 131 103 77 78 68
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 206,850
Positions
17,827 53,077 5,062 57,012 23,008 2,724 11,164 12,649 43,808 9,324 10,204 13,125 46,804 43,195
Changes from: June 24, 2014 Total Change is: 18,963
4,940 -754 623 -770 1,800 308 1,481 1,143 7,767 225 1,605 3,154 1,234 3,316
Percent of Open Interest Represented by Each Category of Trader
8.6 25.7 2.4 27.6 11.1 1.3 5.4 6.1 21.2 4.5 4.9 6.3 22.6 20.9
Number of Traders in Each Category Total Traders: 104
7 13 6 17 8 7 17 18 31 12 12 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 3,456,278
Positions
255,291 778,725 46,083 1,352,251 426,717 199,390 453,635 979,851 485,412 231,632 200,801 76,476 356,107 262,823
Changes from: June 24, 2014 Total Change is: 98,469
-2,058 34,177 8,013 -4,641 23,151 -1,083 36,896 -14,042 22,737 7,012 15,678 4,357 27,236 5,481
Percent of Open Interest Represented by Each Category of Trader
7.4 22.5 1.3 39.1 12.3 5.8 13.1 28.3 14.0 6.7 5.8 2.2 10.3 7.6
Number of Traders in Each Category Total Traders: 587
33 42 35 118 48 62 85 123 97 70 68 57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 87,564
Positions
2,940 38,988 0 46,460 34,319 1,939 24,364 6,275 787 739 401 0 10,335 4,855
Changes from: June 24, 2014 Total Change is: 4,327
-2,715 3,095 -3 3,857 -774 56 2,427 839 -212 0 0 0 917 1,326
Percent of Open Interest Represented by Each Category of Trader
3.4 44.5 0.0 53.1 39.2 2.2 27.8 7.2 0.9 0.8 0.5 0.0 11.8 5.5
Number of Traders in Each Category Total Traders: 90
5 12 0 37 10 13 15 8 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 76,816
Positions
5,097 40,989 821 36,330 5,920 512 18,724 12,493 4,067 3,672 4,756 1,020 6,573 6,239
Changes from: June 24, 2014 Total Change is: 4,407
-82 -786 308 796 20 -195 341 2,746 927 1,885 734 229 196 422
Percent of Open Interest Represented by Each Category of Trader
6.6 53.4 1.1 47.3 7.7 0.7 24.4 16.3 5.3 4.8 6.2 1.3 8.6 8.1
Number of Traders in Each Category Total Traders: 249
20 22 6 33 16 8 60 46 18 23 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 384,078
Positions
25,485 204,943 4,103 181,652 29,601 2,562 93,620 62,463 20,333 18,361 23,778 5,098 32,865 31,197
Changes from: June 24, 2014 Total Change is: 22,034
-408 -3,929 1,542 3,981 100 -974 1,704 13,731 4,637 9,427 3,668 1,147 979 2,112
Percent of Open Interest Represented by Each Category of Trader
6.6 53.4 1.1 47.3 7.7 0.7 24.4 16.3 5.3 4.8 6.2 1.3 8.6 8.1
Number of Traders in Each Category Total Traders: 249
20 22 6 33 16 8 60 46 18 23 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 333,013
Positions
75,777 40,408 15,622 124,271 127,977 17,666 65,547 98,947 6,827 9,152 10,098 419 17,731 15,049
Changes from: June 24, 2014 Total Change is: 18,726
5,904 4,074 3,809 8,310 376 425 2,280 12,071 -945 762 14 209 -2,029 -1,308
Percent of Open Interest Represented by Each Category of Trader
22.8 12.1 4.7 37.3 38.4 5.3 19.7 29.7 2.1 2.7 3.0 0.1 5.3 4.5
Number of Traders in Each Category Total Traders: 255
19 9 . 58 40 27 43 57 16 12 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 57,925
Positions
2,389 26,357 0 30,993 0 49 10,446 14,079 15 4,619 1,280 0 9,414 16,145
Changes from: June 24, 2014 Total Change is: -407
165 30 0 305 0 -100 -633 -475 0 -184 -13 0 40 151
Percent of Open Interest Represented by Each Category of Trader
4.1 45.5 0.0 53.5 0.0 0.1 18.0 24.3 0.0 8.0 2.2 0.0 16.3 27.9
Number of Traders in Each Category Total Traders: 69
6 8 0 21 0 . 15 10 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 88,590
Positions
26,119 6,722 2,343 14,050 1,049 816 27,986 4,249 2,006 4,397 2,383 0 10,873 69,022
Changes from: June 24, 2014 Total Change is: -7,758
1,823 153 87 -4,252 -15 197 -4,779 1,233 -1,139 84 437 0 221 -8,711
Percent of Open Interest Represented by Each Category of Trader
29.5 7.6 2.6 15.9 1.2 0.9 31.6 4.8 2.3 5.0 2.7 0.0 12.3 77.9
Number of Traders in Each Category Total Traders: 82
13 8 . 10 . . 29 9 8 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 110,241
Positions
6,297 71,761 815 62,770 18,368 5,085 23,202 4,996 5,026 2,338 541 0 4,708 3,649
Changes from: June 24, 2014 Total Change is: 3,642
1,081 3,770 -130 1,291 -557 318 1,714 -1,107 549 30 -87 0 -1,211 886
Percent of Open Interest Represented by Each Category of Trader
5.7 65.1 0.7 56.9 16.7 4.6 21.0 4.5 4.6 2.1 0.5 0.0 4.3 3.3
Number of Traders in Each Category Total Traders: 98
8 11 . 33 16 14 20 7 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 327,077
Positions
25,769 171,019 2,079 103,017 53,483 44,641 95,603 34,108 1,917 22,747 5,697 615 30,689 13,518
Changes from: June 24, 2014 Total Change is: 4,357
-919 -604 -1,695 -147 874 -3,418 2,470 567 149 -1,134 -394 57 8,994 8,821
Percent of Open Interest Represented by Each Category of Trader
7.9 52.3 0.6 31.5 16.4 13.6 29.2 10.4 0.6 7.0 1.7 0.2 9.4 4.1
Number of Traders in Each Category Total Traders: 209
19 22 4 55 22 28 40 17 8 26 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 819,949
Positions
736 103,719 24,150 293,979 184,178 126,412 116,773 96,605 57,457 26,965 36,371 7,997 165,481 183,061
Changes from: June 24, 2014 Total Change is: 5,182
332 -16,666 3,894 16,096 12,664 -10,933 -6,368 4,728 3,000 45 1,123 691 -1,574 6,681
Percent of Open Interest Represented by Each Category of Trader
0.1 12.6 2.9 35.9 22.5 15.4 14.2 11.8 7.0 3.3 4.4 1.0 20.2 22.3
Number of Traders in Each Category Total Traders: 175
. 19 13 35 40 44 33 24 33 11 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 488,789
Positions
25,978 79,632 1,440 242,769 41,819 76,598 21,979 180,144 6,899 9,858 8,675 60 103,208 93,521
Changes from: June 24, 2014 Total Change is: 5,480
4,324 -3,414 -1,837 2,274 16,439 846 565 -8,363 -1,228 -635 -207 0 1,171 3,244
Percent of Open Interest Represented by Each Category of Trader
5.3 16.3 0.3 49.7 8.6 15.7 4.5 36.9 1.4 2.0 1.8 0.0 21.1 19.1
Number of Traders in Each Category Total Traders: 83
. 10 5 34 10 23 6 13 9 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,122,949
Positions
42,030 140,065 7,316 201,507 377,752 81,078 576,100 175,912 47,558 38,294 127,321 27,069 101,997 138,879
Changes from: June 24, 2014 Total Change is: 63,002
10,424 15,572 -1,152 -15,207 20,671 14,360 43,585 -15,032 7,048 -6,125 31,682 -1,484 11,553 -8,663
Percent of Open Interest Represented by Each Category of Trader
3.7 12.5 0.7 17.9 33.6 7.2 51.3 15.7 4.2 3.4 11.3 2.4 9.1 12.4
Number of Traders in Each Category Total Traders: 237
10 27 8 35 51 32 47 26 25 13 28 9
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Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,069,414
Positions
74,837 171,149 156,254 884,339 1,109,205 260,061 703,055 302,799 283,750 289,358 172,313 109,659 308,100 504,224
Changes from: June 24, 2014 Total Change is: 55,641
-7,290 6,485 6,510 28,184 -57,997 6,118 -40,911 32,577 33,533 -3,894 7,795 7,498 25,892 13,121
Percent of Open Interest Represented by Each Category of Trader
2.4 5.6 5.1 28.8 36.1 8.5 22.9 9.9 9.2 9.4 5.6 3.6 10.0 16.4
Number of Traders in Each Category Total Traders: 379
17 38 41 38 88 70 61 62 81 24 51 30
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Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 2,269,533
Positions
173,130 115,641 76,082 705,503 825,444 254,615 512,636 235,758 167,193 101,307 175,293 46,295 232,772 373,210
Changes from: June 24, 2014 Total Change is: -48,329
-28,902 5,726 11,036 10,561 -77,133 19,064 -53,448 -2,644 3,203 -16,092 3,387 2,427 3,821 -13,394
Percent of Open Interest Represented by Each Category of Trader
7.6 5.1 3.4 31.1 36.4 11.2 22.6 10.4 7.4 4.5 7.7 2.0 10.3 16.4
Number of Traders in Each Category Total Traders: 276
11 26 23 33 61 50 51 47 47 16 31 18
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Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 412,690
Positions
179,145 97,963 79,317 0 8,093 8,070 31,661 79,374 59,445 4,025 9,226 23,325 27,701 47,877
Changes from: June 24, 2014 Total Change is: -5,810
-10,275 -20,287 5,364 0 220 536 -3,306 12,558 2,211 1,706 536 -1,848 -198 -5,099
Percent of Open Interest Represented by Each Category of Trader
43.4 23.7 19.2 0.0 2.0 2.0 7.7 19.2 14.4 1.0 2.2 5.7 6.7 11.6
Number of Traders in Each Category Total Traders: 81
14 22 29 0 4 . 15 14 18 . 5 6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 is17,777,369
Positions
2,308,723 2,335,664 3,320,088 2,532,037 879,604 314,775 765,183 1,625,718 6,135,663 318,264 662,215 1,254,338 828,298 1,249,305
Changes from: June 24, 2014 Total Change is: 183,660
48,108 143,512 82,089 40,481 17,935 -18,139 -25,133 21,511 34,831 42,933 -53,500 -42,872 21,362 -1,707
Percent of Open Interest Represented by Each Category of Trader
13.0 13.1 18.7 14.2 4.9 1.8 4.3 9.1 34.5 1.8 3.7 7.1 4.7 7.0
Number of Traders in Each Category Total Traders: 326
31 61 83 8 32 28 45 81 105 13 45 45
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Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 51,584
Positions
31,624 1,448 0 7,000 15,058 4,863 7,675 20,461 331 0 9,273 0 91 150
Changes from: June 24, 2014 Total Change is: 610
792 130 0 8 587 4 -169 80 0 -25 -183 -16 16 8
Percent of Open Interest Represented by Each Category of Trader
61.3 2.8 0.0 13.6 29.2 9.4 14.9 39.7 0.6 0.0 18.0 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 44
8 5 0 4 7 . 5 9 . 0 6 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 33,415
Positions
26,363 501 0 0 11,233 1,445 3,979 6,295 1,223 305 12,546 0 100 172
Changes from: June 24, 2014 Total Change is: 491
167 376 -10 0 38 0 435 -73 -341 199 465 0 41 36
Percent of Open Interest Represented by Each Category of Trader
78.9 1.5 0.0 0.0 33.6 4.3 11.9 18.8 3.7 0.9 37.5 0.0 0.3 0.5
Number of Traders in Each Category Total Traders: 43
6 . 0 0 14 . 5 6 . . 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 58,866
Positions
10,574 28,815 732 6,990 1,494 141 17,461 21,679 2,515 12,063 1,169 8 8,383 2,314
Changes from: June 24, 2014 Total Change is: -207
-209 -958 -32 -1,767 310 -97 2,992 -465 197 -1,896 623 -4 610 220
Percent of Open Interest Represented by Each Category of Trader
18.0 48.9 1.2 11.9 2.5 0.2 29.7 36.8 4.3 20.5 2.0 0.0 14.2 3.9
Number of Traders in Each Category Total Traders: 143
6 . . 13 4 . 31 21 12 56 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 449,836
Positions
101,413 20,157 43,453 50,347 28,466 26,601 85,636 187,273 66,688 11,929 11,670 33,781 29,988 31,747
Changes from: June 24, 2014 Total Change is: 24,870
14,234 4,329 -2,720 -6,818 1,062 -157 8,651 8,681 7,815 -697 -397 1,362 3,200 4,895
Percent of Open Interest Represented by Each Category of Trader
22.5 4.5 9.7 11.2 6.3 5.9 19.0 41.6 14.8 2.7 2.6 7.5 6.7 7.1
Number of Traders in Each Category Total Traders: 211
25 8 23 7 17 13 45 56 53 25 17 24
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Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 15,070
Positions
986 2,900 0 7,148 0 248 5,949 11,278 638 29 0 0 72 6
Changes from: June 24, 2014 Total Change is: -299
327 -67 0 642 0 7 16 -140 -103 -1,220 0 0 32 4
Percent of Open Interest Represented by Each Category of Trader
6.5 19.2 0.0 47.4 0.0 1.6 39.5 74.8 4.2 0.2 0.0 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 22
. . 0 7 0 . 7 . . . 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 1, 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 10,231
Positions
1,264 5,790 0 5,532 0 0 1,622 3,897 407 188 0 0 1,218 137
Changes from: June 24, 2014 Total Change is: 71
26 -103 0 56 0 0 -244 53 181 0 0 0 52 -60
Percent of Open Interest Represented by Each Category of Trader
12.4 56.6 0.0 54.1 0.0 0.0 15.9 38.1 4.0 1.8 0.0 0.0 11.9 1.3
Number of Traders in Each Category Total Traders: 23
. . 0 7 0 0 7 5 . . 0 0
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Updated July 4, 2014