Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 143,516
Positions
12,670 44,270 5,327 14,020 2,152 2,911 43,195 43,028 11,876 13,940 4,639 1,605 37,972 27,707
Changes from: July 1, 2014 Total Change is: 12,151
-1,059 13,230 610 507 -18 21 14,690 5,871 -1,362 -402 -318 -2,348 1,494 -3,536
Percent of Open Interest Represented by Each Category of Trader
8.8 30.8 3.7 9.8 1.5 2.0 30.1 30.0 8.3 9.7 3.2 1.1 26.5 19.3
Number of Traders in Each Category Total Traders: 81
. 8 10 4 . . 25 17 16 12 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 37,070
Positions
12,160 1,775 504 900 2,189 0 9,473 15,968 857 613 0 0 12,563 15,777
Changes from: July 1, 2014 Total Change is: -1,680
-162 556 -300 0 50 0 -571 -1,084 -706 0 0 0 60 -196
Percent of Open Interest Represented by Each Category of Trader
32.8 4.8 1.4 2.4 5.9 0.0 25.6 43.1 2.3 1.7 0.0 0.0 33.9 42.6
Number of Traders in Each Category Total Traders: 35
4 . . . . 0 11 12 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 274,032
Positions
9,044 108,254 5,450 28,139 30,282 1,898 166,684 51,259 12,147 2,569 36,206 3,767 44,335 24,770
Changes from: July 1, 2014 Total Change is: -16,522
-1,243 320 -1,338 303 229 155 -6,720 -2,760 -7,421 297 -1,355 -1,015 461 -3,337
Percent of Open Interest Represented by Each Category of Trader
3.3 39.5 2.0 10.3 11.1 0.7 60.8 18.7 4.4 0.9 13.2 1.4 16.2 9.0
Number of Traders in Each Category Total Traders: 126
5 10 8 10 15 5 41 24 18 9 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 175,183
Positions
84,283 20,860 4,986 31,766 17,512 266 15,916 74,178 11,218 2,691 2,696 1,468 22,589 41,999
Changes from: July 1, 2014 Total Change is: -2,646
8,305 -1,625 -603 911 372 85 -3,764 2,843 -3,034 -417 -726 -1,298 -2,831 1,342
Percent of Open Interest Represented by Each Category of Trader
48.1 11.9 2.8 18.1 10.0 0.2 9.1 42.3 6.4 1.5 1.5 0.8 12.9 24.0
Number of Traders in Each Category Total Traders: 108
8 12 11 8 14 4 12 44 25 . 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 333,197
Positions
134,674 15,954 8,930 47,866 72,406 7,782 40,906 91,697 24,522 26,332 29,894 4,910 37,273 77,101
Changes from: July 1, 2014 Total Change is: -5,950
5,438 -750 -607 -675 1,135 647 -1,350 -195 -2,659 714 -316 -4,421 -3,038 1,214
Percent of Open Interest Represented by Each Category of Trader
40.4 4.8 2.7 14.4 21.7 2.3 12.3 27.5 7.4 7.9 9.0 1.5 11.2 23.1
Number of Traders in Each Category Total Traders: 199
19 9 11 15 28 18 26 46 28 23 33 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 113,382
Positions
2,080 38,281 3,355 2,673 3,306 978 65,882 25,446 4,771 45 9,228 2,682 30,916 25,336
Changes from: July 1, 2014 Total Change is: -18,272
-193 -7,382 -900 -651 841 855 -9,541 -7,307 -2,328 -480 -83 -1,546 -3,488 -422
Percent of Open Interest Represented by Each Category of Trader
1.8 33.8 3.0 2.4 2.9 0.9 58.1 22.4 4.2 0.0 8.1 2.4 27.3 22.3
Number of Traders in Each Category Total Traders: 84
5 11 9 . 7 . 29 15 11 . 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 35,053
Positions
16,909 26,666 3,803 2,502 0 0 5,718 151 2,262 1,386 0 1,802 671 369
Changes from: July 1, 2014 Total Change is: -1,111
1,112 -231 2 -240 0 0 -2,147 0 13 0 0 0 149 -895
Percent of Open Interest Represented by Each Category of Trader
48.2 76.1 10.8 7.1 0.0 0.0 16.3 0.4 6.5 4.0 0.0 5.1 1.9 1.1
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 8, 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 126,262
Positions
30,560 78,622 274 5,525 1,319 0 79,685 39,359 386 2,713 4,102 0 7,119 2,200
Changes from: July 1, 2014 Total Change is: -3,212
-40 -858 136 34 0 0 -2,473 -3,074 -182 -202 241 0 -485 525
Percent of Open Interest Represented by Each Category of Trader
24.2 62.3 0.2 4.4 1.0 0.0 63.1 31.2 0.3 2.1 3.2 0.0 5.6 1.7
Number of Traders in Each Category Total Traders: 114
7 15 . 6 . 0 47 18 . 9 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 35,751
Positions
3,345 15,663 6,030 1,651 201 95 20,040 6,895 141 375 3,275 2,750 1,324 701
Changes from: July 1, 2014 Total Change is: -2,788
-1,441 -1,897 -60 3 -190 95 1,708 2,280 -2,968 0 0 0 -125 -48
Percent of Open Interest Represented by Each Category of Trader
9.4 43.8 16.9 4.6 0.6 0.3 56.1 19.3 0.4 1.0 9.2 7.7 3.7 2.0
Number of Traders in Each Category Total Traders: 26
. 8 . . . . 5 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 36,142
Positions
625 11,103 14 1,917 509 0 25,637 12,960 3,200 519 4,588 0 4,229 3,768
Changes from: July 1, 2014 Total Change is: 2,681
-1,000 1,947 14 -131 0 0 377 -3,370 3,000 -1 246 0 421 843
Percent of Open Interest Represented by Each Category of Trader
1.7 30.7 0.0 5.3 1.4 0.0 70.9 35.9 8.9 1.4 12.7 0.0 11.7 10.4
Number of Traders in Each Category Total Traders: 71
. 12 . 5 . 0 29 10 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 60,005
Positions
17,952 32,841 353 6,859 4,607 294 22,088 9,597 890 3,689 3,578 480 7,400 7,365
Changes from: July 1, 2014 Total Change is: -6,443
161 -3,980 -15 -89 53 67 -4,989 -2,655 -120 -103 -624 125 -1,481 707
Percent of Open Interest Represented by Each Category of Trader
29.9 54.7 0.6 11.4 7.7 0.5 36.8 16.0 1.5 6.1 6.0 0.8 12.3 12.3
Number of Traders in Each Category Total Traders: 114
19 13 4 10 . 4 34 13 9 9 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 120,011
Positions
35,904 65,681 706 13,718 9,214 587 44,176 19,195 1,781 7,378 7,157 959 14,801 14,730
Changes from: July 1, 2014 Total Change is: -12,886
323 -7,961 -31 -178 105 134 -9,978 -5,309 -240 -205 -1,248 250 -2,961 1,414
Percent of Open Interest Represented by Each Category of Trader
29.9 54.7 0.6 11.4 7.7 0.5 36.8 16.0 1.5 6.1 6.0 0.8 12.3 12.3
Number of Traders in Each Category Total Traders: 114
19 13 4 10 . 4 34 13 9 9 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 897,688
Positions
57,162 192,139 29,515 324,931 103,323 47,286 87,709 198,304 154,110 53,416 48,049 27,739 115,820 97,223
Changes from: July 1, 2014 Total Change is: -418
2,271 -2,688 1,243 -519 -3,015 2,670 -3,784 84 2,821 -2,133 -2,213 -783 -2,205 1,463
Percent of Open Interest Represented by Each Category of Trader
6.4 21.4 3.3 36.2 11.5 5.3 9.8 22.1 17.2 6.0 5.4 3.1 12.9 10.8
Number of Traders in Each Category Total Traders: 615
35 41 41 124 51 70 81 136 109 80 67 70
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 202,838
Positions
19,419 53,422 4,657 58,173 24,048 2,268 10,797 11,591 41,514 9,359 9,958 11,414 45,237 43,966
Changes from: July 1, 2014 Total Change is: -4,012
1,592 345 -404 1,160 1,040 -456 -367 -1,058 -2,294 35 -246 -1,711 -1,567 771
Percent of Open Interest Represented by Each Category of Trader
9.6 26.3 2.3 28.7 11.9 1.1 5.3 5.7 20.5 4.6 4.9 5.6 22.3 21.7
Number of Traders in Each Category Total Traders: 105
7 13 6 17 8 8 15 20 33 14 11 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 3,474,250
Positions
256,701 761,574 56,304 1,344,172 406,754 214,706 438,725 987,732 508,817 220,860 191,028 81,049 352,917 266,286
Changes from: July 1, 2014 Total Change is: 17,972
1,410 -17,150 10,221 -8,079 -19,963 15,316 -14,910 7,881 23,404 -10,772 -9,773 4,573 -3,190 3,463
Percent of Open Interest Represented by Each Category of Trader
7.4 21.9 1.6 38.7 11.7 6.2 12.6 28.4 14.6 6.4 5.5 2.3 10.2 7.7
Number of Traders in Each Category Total Traders: 581
37 38 37 118 47 66 79 131 102 70 61 59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 89,759
Positions
3,031 41,576 5 47,329 34,856 2,180 24,311 6,529 968 739 401 0 11,196 3,243
Changes from: July 1, 2014 Total Change is: 2,195
91 2,588 5 869 537 241 -53 254 182 0 0 0 861 -1,611
Percent of Open Interest Represented by Each Category of Trader
3.4 46.3 0.0 52.7 38.8 2.4 27.1 7.3 1.1 0.8 0.4 0.0 12.5 3.6
Number of Traders in Each Category Total Traders: 91
5 12 . 38 10 14 15 8 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 77,329
Positions
4,987 42,901 859 38,014 5,658 709 18,075 12,391 3,902 2,430 4,588 925 7,428 5,396
Changes from: July 1, 2014 Total Change is: 514
-110 1,913 39 1,684 -262 197 -649 -102 -165 -1,242 -168 -95 856 -843
Percent of Open Interest Represented by Each Category of Trader
6.4 55.5 1.1 49.2 7.3 0.9 23.4 16.0 5.0 3.1 5.9 1.2 9.6 7.0
Number of Traders in Each Category Total Traders: 259
19 24 7 33 16 9 60 55 20 25 27 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 386,647
Positions
24,933 214,506 4,296 190,072 28,291 3,545 90,373 61,954 19,510 12,151 22,940 4,624 37,142 26,981
Changes from: July 1, 2014 Total Change is: 2,569
-552 9,563 193 8,420 -1,310 983 -3,247 -510 -823 -6,210 -838 -473 4,278 -4,216
Percent of Open Interest Represented by Each Category of Trader
6.4 55.5 1.1 49.2 7.3 0.9 23.4 16.0 5.0 3.1 5.9 1.2 9.6 7.0
Number of Traders in Each Category Total Traders: 259
19 24 7 33 16 9 60 55 20 25 27 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 333,531
Positions
76,614 41,059 11,536 125,526 129,417 18,884 63,700 99,391 6,878 9,422 9,585 226 20,744 16,555
Changes from: July 1, 2014 Total Change is: 518
837 651 -4,086 1,255 1,440 1,218 -1,847 444 51 270 -513 -193 3,013 1,506
Percent of Open Interest Represented by Each Category of Trader
23.0 12.3 3.5 37.6 38.8 5.7 19.1 29.8 2.1 2.8 2.9 0.1 6.2 5.0
Number of Traders in Each Category Total Traders: 253
18 9 . 58 40 27 44 55 18 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 61,196
Positions
2,651 26,444 0 30,553 0 143 14,245 15,745 15 4,965 1,680 0 8,624 17,169
Changes from: July 1, 2014 Total Change is: 3,271
262 87 0 -440 0 94 3,799 1,666 0 346 400 0 -790 1,024
Percent of Open Interest Represented by Each Category of Trader
4.3 43.2 0.0 49.9 0.0 0.2 23.3 25.7 0.0 8.1 2.7 0.0 14.1 28.1
Number of Traders in Each Category Total Traders: 66
6 8 0 20 0 . 13 9 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 92,441
Positions
27,600 7,848 2,397 12,954 1,049 784 30,211 5,242 1,501 4,857 1,843 49 12,088 71,728
Changes from: July 1, 2014 Total Change is: 3,851
1,481 1,126 54 -1,096 0 -32 2,225 993 -505 460 -540 49 1,215 2,706
Percent of Open Interest Represented by Each Category of Trader
29.9 8.5 2.6 14.0 1.1 0.8 32.7 5.7 1.6 5.3 2.0 0.1 13.1 77.6
Number of Traders in Each Category Total Traders: 81
16 7 . 9 . . 26 10 6 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 107,943
Positions
5,953 71,920 815 62,622 17,755 5,109 21,992 4,919 4,004 2,438 541 0 5,010 2,880
Changes from: July 1, 2014 Total Change is: -2,298
-344 159 0 -148 -613 24 -1,210 -77 -1,022 100 0 0 302 -769
Percent of Open Interest Represented by Each Category of Trader
5.5 66.6 0.8 58.0 16.4 4.7 20.4 4.6 3.7 2.3 0.5 0.0 4.6 2.7
Number of Traders in Each Category Total Traders: 93
7 11 . 33 15 14 18 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 322,246
Positions
25,913 176,476 2,254 103,388 46,323 48,423 95,000 36,285 1,930 23,828 5,494 595 20,915 4,466
Changes from: July 1, 2014 Total Change is: -4,831
144 5,457 175 371 -7,160 3,782 -603 2,177 13 1,081 -203 -20 -9,774 -9,052
Percent of Open Interest Represented by Each Category of Trader
8.0 54.8 0.7 32.1 14.4 15.0 29.5 11.3 0.6 7.4 1.7 0.2 6.5 1.4
Number of Traders in Each Category Total Traders: 209
19 21 6 56 22 26 37 17 8 30 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 807,679
Positions
6,800 86,298 20,637 282,063 181,209 122,406 103,737 97,372 63,332 26,955 33,657 10,759 170,990 192,010
Changes from: July 1, 2014 Total Change is: -12,270
6,065 -17,421 -3,512 -11,916 -2,969 -4,006 -13,036 767 5,875 -10 -2,714 2,762 5,509 8,949
Percent of Open Interest Represented by Each Category of Trader
0.8 10.7 2.6 34.9 22.4 15.2 12.8 12.1 7.8 3.3 4.2 1.3 21.2 23.8
Number of Traders in Each Category Total Traders: 175
. 20 13 33 40 42 29 28 33 10 12 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 492,536
Positions
24,721 70,457 1,865 246,410 46,003 75,329 20,210 180,231 7,072 7,919 11,976 599 108,411 99,004
Changes from: July 1, 2014 Total Change is: 3,747
-1,257 -9,175 425 3,641 4,184 -1,269 -1,769 87 173 -1,939 3,301 539 5,203 5,482
Percent of Open Interest Represented by Each Category of Trader
5.0 14.3 0.4 50.0 9.3 15.3 4.1 36.6 1.4 1.6 2.4 0.1 22.0 20.1
Number of Traders in Each Category Total Traders: 81
. 11 6 32 10 22 5 13 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,122,944
Positions
47,795 141,203 5,510 204,130 377,635 83,753 558,326 176,195 44,662 53,577 117,708 29,297 95,894 146,980
Changes from: July 1, 2014 Total Change is: -5
5,765 1,138 -1,806 2,623 -116 2,674 -17,774 284 -2,896 15,283 -9,613 2,229 -6,103 8,101
Percent of Open Interest Represented by Each Category of Trader
4.3 12.6 0.5 18.2 33.6 7.5 49.7 15.7 4.0 4.8 10.5 2.6 8.5 13.1
Number of Traders in Each Category Total Traders: 244
13 26 9 35 50 35 50 25 28 18 27 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,152,717
Positions
94,380 199,080 158,336 910,394 1,097,149 267,519 727,246 323,737 286,323 277,844 166,002 136,890 293,785 517,681
Changes from: July 1, 2014 Total Change is: 83,303
19,543 27,931 2,083 26,055 -12,056 7,458 24,190 20,938 2,572 -11,514 -6,312 27,231 -14,315 13,457
Percent of Open Interest Represented by Each Category of Trader
3.0 6.3 5.0 28.9 34.8 8.5 23.1 10.3 9.1 8.8 5.3 4.3 9.3 16.4
Number of Traders in Each Category Total Traders: 401
18 45 46 36 89 71 57 77 84 26 53 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,315,561
Positions
175,097 128,556 83,725 677,109 859,073 256,658 565,105 247,556 139,467 123,863 173,011 47,461 247,076 380,053
Changes from: July 1, 2014 Total Change is: 46,028
1,967 12,916 7,643 -28,393 33,629 2,043 52,469 11,798 -27,726 22,556 -2,283 1,165 14,304 6,843
Percent of Open Interest Represented by Each Category of Trader
7.6 5.6 3.6 29.2 37.1 11.1 24.4 10.7 6.0 5.3 7.5 2.0 10.7 16.4
Number of Traders in Each Category Total Traders: 287
15 29 25 31 60 49 51 52 52 19 30 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 416,447
Positions
180,310 98,858 83,590 0 7,839 8,057 31,444 80,946 56,261 5,678 10,875 23,723 27,384 46,298
Changes from: July 1, 2014 Total Change is: 3,757
1,165 895 4,273 0 -254 -13 -217 1,572 -3,185 1,653 1,649 398 -317 -1,579
Percent of Open Interest Represented by Each Category of Trader
43.3 23.7 20.1 0.0 1.9 1.9 7.6 19.4 13.5 1.4 2.6 5.7 6.6 11.1
Number of Traders in Each Category Total Traders: 84
15 23 31 0 4 . 15 14 17 4 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is18,482,671
Positions
2,355,776 2,371,795 3,396,355 2,665,428 907,315 326,781 877,342 1,719,473 6,346,211 316,730 786,167 1,386,407 811,642 1,242,168
Changes from: July 1, 2014 Total Change is: 705,302
47,053 36,131 76,267 133,391 27,710 12,007 112,159 93,756 210,548 -1,534 123,952 132,068 -16,656 -7,137
Percent of Open Interest Represented by Each Category of Trader
12.7 12.8 18.4 14.4 4.9 1.8 4.7 9.3 34.3 1.7 4.3 7.5 4.4 6.7
Number of Traders in Each Category Total Traders: 338
26 65 83 9 34 32 43 90 112 14 45 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 52,063
Positions
31,971 1,532 0 7,000 15,219 4,863 7,801 20,686 315 0 9,273 0 113 175
Changes from: July 1, 2014 Total Change is: 479
347 84 0 0 161 0 126 225 -16 0 0 0 22 25
Percent of Open Interest Represented by Each Category of Trader
61.4 2.9 0.0 13.4 29.2 9.3 15.0 39.7 0.6 0.0 17.8 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 45
7 6 0 4 8 . 5 9 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 33,792
Positions
26,860 555 40 0 11,304 1,445 3,826 6,449 1,200 343 12,617 0 78 182
Changes from: July 1, 2014 Total Change is: 377
497 54 40 0 71 0 -153 154 -23 38 71 0 -22 10
Percent of Open Interest Represented by Each Category of Trader
79.5 1.6 0.1 0.0 33.5 4.3 11.3 19.1 3.6 1.0 37.3 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 45
6 4 . 0 14 . 4 8 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 54,447
Positions
10,574 28,470 752 6,836 1,463 141 13,790 18,021 2,742 11,729 625 14 7,869 2,219
Changes from: July 1, 2014 Total Change is: -4,419
0 -345 21 -154 -31 0 -3,671 -3,658 228 -335 -544 6 -514 -96
Percent of Open Interest Represented by Each Category of Trader
19.4 52.3 1.4 12.6 2.7 0.3 25.3 33.1 5.0 21.5 1.1 0.0 14.5 4.1
Number of Traders in Each Category Total Traders: 140
6 . . 13 4 . 27 23 14 56 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 457,197
Positions
104,640 22,021 42,936 48,533 29,528 25,420 88,100 187,222 70,134 12,131 12,800 33,591 31,712 33,545
Changes from: July 1, 2014 Total Change is: 7,361
3,227 1,864 -517 -1,814 1,062 -1,181 2,464 -51 3,446 202 1,130 -190 1,724 1,798
Percent of Open Interest Represented by Each Category of Trader
22.9 4.8 9.4 10.6 6.5 5.6 19.3 40.9 15.3 2.7 2.8 7.3 6.9 7.3
Number of Traders in Each Category Total Traders: 211
27 8 20 7 17 12 44 55 50 22 21 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 8, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 14,949
Positions
960 2,900 0 7,338 0 255 6,005 11,132 307 29 350 0 55 5
Changes from: July 1, 2014 Total Change is: -121
-26 0 0 190 0 7 56 -146 -331 0 350 0 -17 -1
Percent of Open Interest Represented by Each Category of Trader
6.4 19.4 0.0 49.1 0.0 1.7 40.2 74.5 2.1 0.2 2.3 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 25
4 . 0 7 0 . 9 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 11, 2014