Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 146,662
Positions
13,381 49,135 5,782 14,025 2,061 3,003 44,760 40,844 12,321 14,485 3,516 1,873 37,033 28,128
Changes from: July 8, 2014 Total Change is: 3,147
711 4,865 455 5 -91 92 1,565 -2,184 444 544 -1,123 268 -938 421
Percent of Open Interest Represented by Each Category of Trader
9.1 33.5 3.9 9.6 1.4 2.0 30.5 27.8 8.4 9.9 2.4 1.3 25.3 19.2
Number of Traders in Each Category Total Traders: 81
4 8 9 5 . . 18 22 16 12 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 37,052
Positions
12,128 985 426 900 2,189 0 9,173 15,109 1,330 613 0 0 12,482 17,014
Changes from: July 8, 2014 Total Change is: -18
-32 -790 -78 0 0 0 -300 -859 473 0 0 0 -81 1,236
Percent of Open Interest Represented by Each Category of Trader
32.7 2.7 1.2 2.4 5.9 0.0 24.8 40.8 3.6 1.7 0.0 0.0 33.7 45.9
Number of Traders in Each Category Total Traders: 36
4 . . . . 0 10 15 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 278,615
Positions
10,357 108,843 5,934 28,137 30,313 1,897 167,021 53,770 13,651 1,963 34,913 4,184 45,472 25,111
Changes from: July 8, 2014 Total Change is: 4,583
1,313 588 484 -2 32 -1 337 2,511 1,504 -607 -1,293 417 1,137 341
Percent of Open Interest Represented by Each Category of Trader
3.7 39.1 2.1 10.1 10.9 0.7 59.9 19.3 4.9 0.7 12.5 1.5 16.3 9.0
Number of Traders in Each Category Total Traders: 127
. 11 8 10 15 5 44 23 17 10 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 175,306
Positions
84,776 26,254 5,428 32,485 17,609 540 13,879 67,617 12,241 2,627 2,796 2,156 21,175 40,666
Changes from: July 8, 2014 Total Change is: 124
493 5,393 443 719 97 274 -2,037 -6,560 1,022 -64 100 687 -1,414 -1,333
Percent of Open Interest Represented by Each Category of Trader
48.4 15.0 3.1 18.5 10.0 0.3 7.9 38.6 7.0 1.5 1.6 1.2 12.1 23.2
Number of Traders in Each Category Total Traders: 110
7 12 10 9 14 5 15 41 23 6 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 354,323
Positions
136,322 15,438 9,559 47,836 75,122 8,296 53,674 102,784 27,552 27,456 30,085 5,208 38,419 80,279
Changes from: July 8, 2014 Total Change is: 21,126
1,649 -515 629 -30 2,716 514 12,767 11,087 3,029 1,124 191 298 1,146 3,177
Percent of Open Interest Represented by Each Category of Trader
38.5 4.4 2.7 13.5 21.2 2.3 15.1 29.0 7.8 7.7 8.5 1.5 10.8 22.7
Number of Traders in Each Category Total Traders: 210
20 10 11 16 28 19 27 50 31 26 33 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 117,511
Positions
1,427 39,433 4,079 2,702 3,305 1,120 69,929 26,356 5,354 26 8,556 3,089 29,784 26,217
Changes from: July 8, 2014 Total Change is: 4,129
-653 1,153 724 29 -1 142 4,047 910 583 -20 -672 408 -1,132 881
Percent of Open Interest Represented by Each Category of Trader
1.2 33.6 3.5 2.3 2.8 1.0 59.5 22.4 4.6 0.0 7.3 2.6 25.3 22.3
Number of Traders in Each Category Total Traders: 85
4 12 9 4 6 . 26 20 13 . 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 35,898
Positions
16,922 27,140 3,792 2,906 0 0 6,165 503 2,253 1,386 0 1,802 672 408
Changes from: July 8, 2014 Total Change is: 845
12 474 -10 404 0 0 448 352 -10 0 0 0 1 39
Percent of Open Interest Represented by Each Category of Trader
47.1 75.6 10.6 8.1 0.0 0.0 17.2 1.4 6.3 3.9 0.0 5.0 1.9 1.1
Number of Traders in Each Category Total Traders: 23
6 9 7 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 131,134
Positions
30,511 79,367 268 5,546 1,319 0 83,799 42,970 436 3,175 4,180 0 7,399 2,594
Changes from: July 8, 2014 Total Change is: 4,873
-49 745 -6 21 0 0 4,114 3,611 50 462 78 0 281 395
Percent of Open Interest Represented by Each Category of Trader
23.3 60.5 0.2 4.2 1.0 0.0 63.9 32.8 0.3 2.4 3.2 0.0 5.6 2.0
Number of Traders in Each Category Total Traders: 123
8 14 . 6 . 0 45 25 4 12 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 35,431
Positions
3,345 15,751 6,030 1,662 201 95 19,797 6,615 133 375 3,275 2,750 1,244 581
Changes from: July 8, 2014 Total Change is: -320
0 88 0 11 0 0 -243 -280 -8 0 0 0 -80 -120
Percent of Open Interest Represented by Each Category of Trader
9.4 44.5 17.0 4.7 0.6 0.3 55.9 18.7 0.4 1.1 9.2 7.8 3.5 1.6
Number of Traders in Each Category Total Traders: 26
. 8 . . . . 5 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 32,901
Positions
747 11,352 18 1,860 509 0 25,571 12,609 200 517 4,061 0 3,988 4,152
Changes from: July 8, 2014 Total Change is: -3,241
122 249 4 -57 0 0 -66 -351 -3,000 -2 -527 0 -241 385
Percent of Open Interest Represented by Each Category of Trader
2.3 34.5 0.1 5.7 1.5 0.0 77.7 38.3 0.6 1.6 12.3 0.0 12.1 12.6
Number of Traders in Each Category Total Traders: 69
. 10 . 5 . 0 27 11 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 63,816
Positions
17,546 33,356 377 6,832 4,618 256 25,086 12,521 755 3,977 4,199 520 8,467 7,214
Changes from: July 8, 2014 Total Change is: 3,810
-406 515 24 -28 11 -38 2,997 2,923 -135 288 621 40 1,067 -151
Percent of Open Interest Represented by Each Category of Trader
27.5 52.3 0.6 10.7 7.2 0.4 39.3 19.6 1.2 6.2 6.6 0.8 13.3 11.3
Number of Traders in Each Category Total Traders: 117
20 13 4 10 . 4 33 15 6 10 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 127,632
Positions
35,093 66,711 754 13,663 9,236 512 50,171 25,042 1,511 7,954 8,398 1,040 16,934 14,428
Changes from: July 8, 2014 Total Change is: 7,621
-812 1,030 48 -55 22 -75 5,995 5,847 -270 576 1,241 80 2,134 -302
Percent of Open Interest Represented by Each Category of Trader
27.5 52.3 0.6 10.7 7.2 0.4 39.3 19.6 1.2 6.2 6.6 0.8 13.3 11.3
Number of Traders in Each Category Total Traders: 117
20 13 4 10 . 4 33 15 6 10 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 906,534
Positions
47,072 196,249 36,438 323,432 102,857 52,330 92,310 189,125 160,741 52,342 48,955 30,681 111,188 89,158
Changes from: July 8, 2014 Total Change is: 8,846
-10,090 4,110 6,923 -1,499 -466 5,044 4,600 -9,179 6,631 -1,074 906 2,943 -4,632 -8,065
Percent of Open Interest Represented by Each Category of Trader
5.2 21.6 4.0 35.7 11.3 5.8 10.2 20.9 17.7 5.8 5.4 3.4 12.3 9.8
Number of Traders in Each Category Total Traders: 631
33 45 43 123 53 72 83 138 112 82 74 76
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 203,438
Positions
18,598 55,044 6,669 57,408 24,877 3,179 6,698 10,920 42,497 9,419 12,561 11,345 47,626 36,346
Changes from: July 8, 2014 Total Change is: 600
-822 1,622 2,011 -765 829 911 -4,098 -671 984 60 2,603 -69 2,389 -7,620
Percent of Open Interest Represented by Each Category of Trader
9.1 27.1 3.3 28.2 12.2 1.6 3.3 5.4 20.9 4.6 6.2 5.6 23.4 17.9
Number of Traders in Each Category Total Traders: 108
5 16 7 17 8 8 15 20 34 12 15 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 3,515,480
Positions
225,531 789,183 65,689 1,343,320 403,097 232,556 457,706 920,675 561,564 220,856 188,210 90,442 317,815 264,063
Changes from: July 8, 2014 Total Change is: 41,229
-31,170 27,609 9,385 -852 -3,657 17,850 18,982 -67,057 52,747 -4 -2,819 9,393 -35,102 -2,223
Percent of Open Interest Represented by Each Category of Trader
6.4 22.4 1.9 38.2 11.5 6.6 13.0 26.2 16.0 6.3 5.4 2.6 9.0 7.5
Number of Traders in Each Category Total Traders: 595
33 44 37 117 49 68 80 133 104 74 65 65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 91,425
Positions
2,707 41,545 39 49,875 35,259 2,069 25,264 7,666 801 742 740 0 9,928 3,306
Changes from: July 8, 2014 Total Change is: 1,666
-324 -31 34 2,546 403 -111 953 1,137 -167 3 339 0 -1,268 63
Percent of Open Interest Represented by Each Category of Trader
3.0 45.4 0.0 54.6 38.6 2.3 27.6 8.4 0.9 0.8 0.8 0.0 10.9 3.6
Number of Traders in Each Category Total Traders: 94
4 13 . 38 10 14 15 10 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 77,882
Positions
5,245 42,285 899 38,766 5,267 672 17,530 12,451 5,157 2,361 4,543 914 6,338 5,694
Changes from: July 8, 2014 Total Change is: 553
258 -616 40 752 -391 -37 -544 60 1,255 -69 -45 -11 -1,090 298
Percent of Open Interest Represented by Each Category of Trader
6.7 54.3 1.2 49.8 6.8 0.9 22.5 16.0 6.6 3.0 5.8 1.2 8.1 7.3
Number of Traders in Each Category Total Traders: 261
20 25 7 34 15 11 58 56 20 26 27 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 389,411
Positions
26,224 211,427 4,495 193,831 26,336 3,358 87,652 62,253 25,785 11,806 22,716 4,569 31,691 28,472
Changes from: July 8, 2014 Total Change is: 2,763
1,291 -3,079 199 3,759 -1,955 -187 -2,721 299 6,275 -345 -224 -55 -5,452 1,490
Percent of Open Interest Represented by Each Category of Trader
6.7 54.3 1.2 49.8 6.8 0.9 22.5 16.0 6.6 3.0 5.8 1.2 8.1 7.3
Number of Traders in Each Category Total Traders: 261
20 25 7 34 15 11 58 56 20 26 27 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 343,611
Positions
79,773 38,845 14,690 130,904 135,862 18,996 61,690 100,333 7,032 9,598 9,529 248 20,681 18,077
Changes from: July 8, 2014 Total Change is: 10,080
3,159 -2,214 3,154 5,378 6,445 112 -2,010 942 153 176 -56 21 -63 1,522
Percent of Open Interest Represented by Each Category of Trader
23.2 11.3 4.3 38.1 39.5 5.5 18.0 29.2 2.0 2.8 2.8 0.1 6.0 5.3
Number of Traders in Each Category Total Traders: 257
21 7 . 57 42 27 43 57 19 12 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 61,457
Positions
2,383 26,519 0 32,386 0 156 12,727 17,077 21 5,004 1,754 0 8,780 15,930
Changes from: July 8, 2014 Total Change is: 261
-268 75 0 1,833 0 13 -1,518 1,332 6 39 74 0 156 -1,239
Percent of Open Interest Represented by Each Category of Trader
3.9 43.2 0.0 52.7 0.0 0.3 20.7 27.8 0.0 8.1 2.9 0.0 14.3 25.9
Number of Traders in Each Category Total Traders: 67
6 8 0 22 0 . 12 9 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 91,998
Positions
27,873 7,714 2,574 12,656 1,085 955 32,248 5,151 1,302 4,505 1,650 49 9,836 71,518
Changes from: July 8, 2014 Total Change is: -443
273 -134 177 -298 36 171 2,037 -91 -199 -352 -193 0 -2,252 -210
Percent of Open Interest Represented by Each Category of Trader
30.3 8.4 2.8 13.8 1.2 1.0 35.1 5.6 1.4 4.9 1.8 0.1 10.7 77.7
Number of Traders in Each Category Total Traders: 79
15 7 4 8 . . 25 10 7 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 109,050
Positions
5,831 71,177 951 62,669 19,618 5,206 22,469 4,964 3,763 2,632 541 0 5,529 2,830
Changes from: July 8, 2014 Total Change is: 1,107
-122 -743 136 47 1,863 97 477 45 -241 194 0 0 519 -50
Percent of Open Interest Represented by Each Category of Trader
5.3 65.3 0.9 57.5 18.0 4.8 20.6 4.6 3.5 2.4 0.5 0.0 5.1 2.6
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 15, 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 333,544
Positions
27,833 180,964 2,023 108,083 38,113 57,725 95,183 41,381 1,935 22,986 5,146 1,585 16,191 4,672
Changes from: July 8, 2014 Total Change is: 11,298
1,920 4,488 -231 4,695 -8,210 9,302 183 5,096 5 -842 -348 990 -4,724 206
Percent of Open Interest Represented by Each Category of Trader
8.3 54.3 0.6 32.4 11.4 17.3 28.5 12.4 0.6 6.9 1.5 0.5 4.9 1.4
Number of Traders in Each Category Total Traders: 219
21 22 5 57 24 27 36 21 8 31 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 847,266
Positions
125 93,225 24,096 312,190 171,352 126,627 106,182 136,771 66,227 29,393 33,911 10,250 172,177 184,808
Changes from: July 8, 2014 Total Change is: 39,587
-6,675 6,927 3,459 30,128 -9,857 4,221 2,444 39,399 2,895 2,437 254 -509 1,187 -7,202
Percent of Open Interest Represented by Each Category of Trader
0.0 11.0 2.8 36.8 20.2 14.9 12.5 16.1 7.8 3.5 4.0 1.2 20.3 21.8
Number of Traders in Each Category Total Traders: 184
. 20 11 35 43 45 35 25 36 13 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 494,238
Positions
24,611 76,989 1,280 250,984 48,515 73,536 21,000 178,253 6,743 7,594 13,247 60 108,429 95,614
Changes from: July 8, 2014 Total Change is: 1,702
-110 6,532 -584 4,574 2,512 -1,793 790 -1,978 -328 -325 1,271 -539 18 -3,390
Percent of Open Interest Represented by Each Category of Trader
5.0 15.6 0.3 50.8 9.8 14.9 4.2 36.1 1.4 1.5 2.7 0.0 21.9 19.3
Number of Traders in Each Category Total Traders: 82
4 9 6 32 10 22 5 15 11 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,178,831
Positions
53,772 142,739 8,777 211,356 391,558 84,699 587,071 193,381 47,050 62,604 134,208 29,943 93,560 146,475
Changes from: July 8, 2014 Total Change is: 55,888
5,977 1,536 3,267 7,226 13,923 946 28,745 17,186 2,388 9,027 16,501 646 -2,334 -504
Percent of Open Interest Represented by Each Category of Trader
4.6 12.1 0.7 17.9 33.2 7.2 49.8 16.4 4.0 5.3 11.4 2.5 7.9 12.4
Number of Traders in Each Category Total Traders: 257
15 31 12 38 50 34 46 29 29 18 30 10
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Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,117,808
Positions
93,279 173,572 167,323 886,663 1,047,637 277,023 671,579 321,570 316,526 285,498 182,256 128,825 291,093 503,076
Changes from: July 8, 2014 Total Change is: -34,909
-1,101 -25,508 8,986 -23,731 -49,512 9,504 -55,667 -2,167 30,203 7,654 16,255 -8,065 -2,692 -14,605
Percent of Open Interest Represented by Each Category of Trader
3.0 5.6 5.4 28.4 33.6 8.9 21.5 10.3 10.2 9.2 5.8 4.1 9.3 16.1
Number of Traders in Each Category Total Traders: 407
20 51 51 37 84 69 63 69 84 27 56 37
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Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 2,411,727
Positions
196,814 125,538 80,886 694,124 867,021 244,032 584,767 269,018 173,356 119,045 204,327 60,890 257,813 386,659
Changes from: July 8, 2014 Total Change is: 96,166
21,717 -3,019 -2,839 17,015 7,948 -12,625 19,662 21,461 33,888 -4,818 31,317 13,429 10,738 6,606
Percent of Open Interest Represented by Each Category of Trader
8.2 5.2 3.4 28.8 36.0 10.1 24.2 11.2 7.2 4.9 8.5 2.5 10.7 16.0
Number of Traders in Each Category Total Traders: 299
14 27 24 30 65 52 53 58 56 21 31 19
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Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 445,369
Positions
195,498 107,730 88,662 0 9,944 6,751 19,745 74,034 67,590 7,623 11,672 26,064 33,437 52,922
Changes from: July 8, 2014 Total Change is: 28,922
15,188 8,872 5,072 0 2,105 -1,306 -11,700 -6,912 11,329 1,945 797 2,341 6,053 6,624
Percent of Open Interest Represented by Each Category of Trader
43.9 24.2 19.9 0.0 2.2 1.5 4.4 16.6 15.2 1.7 2.6 5.9 7.5 11.9
Number of Traders in Each Category Total Traders: 88
14 24 30 0 4 . 11 20 18 5 5 8
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Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is18,314,738
Positions
2,060,358 2,478,274 3,486,161 2,775,143 949,095 348,390 911,251 1,609,491 6,218,514 300,583 584,385 1,384,068 830,271 1,256,360
Changes from: July 8, 2014 Total Change is: -167,932
-295,418 106,480 89,806 109,714 41,780 21,609 33,910 -109,982 -127,697 -16,147 -201,782 -2,339 18,629 14,192
Percent of Open Interest Represented by Each Category of Trader
11.2 13.5 19.0 15.2 5.2 1.9 5.0 8.8 34.0 1.6 3.2 7.6 4.5 6.9
Number of Traders in Each Category Total Traders: 335
26 67 85 10 34 32 40 91 112 13 44 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 52,301
Positions
31,935 1,522 0 7,056 14,728 4,863 7,953 21,396 312 94 9,330 0 88 150
Changes from: July 8, 2014 Total Change is: 238
-36 -10 0 56 -491 0 152 710 -3 94 57 0 -25 -25
Percent of Open Interest Represented by Each Category of Trader
61.1 2.9 0.0 13.5 28.2 9.3 15.2 40.9 0.6 0.2 17.8 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 46
7 6 0 4 8 . 5 9 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 33,282
Positions
25,132 296 0 0 11,503 1,445 5,035 6,541 1,265 322 12,065 0 83 167
Changes from: July 8, 2014 Total Change is: -510
-1,728 -259 -40 0 199 0 1,209 92 65 -21 -552 0 5 -15
Percent of Open Interest Represented by Each Category of Trader
75.5 0.9 0.0 0.0 34.6 4.3 15.1 19.7 3.8 1.0 36.3 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 44
8 . 0 0 14 . 4 6 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 54,442
Positions
10,937 28,434 799 7,165 1,190 132 12,674 18,486 2,633 11,572 594 16 8,515 2,159
Changes from: July 8, 2014 Total Change is: -5
363 -36 47 329 -273 -9 -1,116 465 -110 -157 -31 2 646 -59
Percent of Open Interest Represented by Each Category of Trader
20.1 52.2 1.5 13.2 2.2 0.2 23.3 34.0 4.8 21.3 1.1 0.0 15.6 4.0
Number of Traders in Each Category Total Traders: 140
7 . . 13 4 . 31 19 13 55 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 435,001
Positions
103,979 28,088 43,356 41,792 29,049 25,734 79,750 163,173 65,839 10,426 15,086 36,935 27,190 27,741
Changes from: July 8, 2014 Total Change is: -22,196
-661 6,067 420 -6,741 -479 314 -8,350 -24,049 -4,295 -1,705 2,286 3,344 -4,522 -5,804
Percent of Open Interest Represented by Each Category of Trader
23.9 6.5 10.0 9.6 6.7 5.9 18.3 37.5 15.1 2.4 3.5 8.5 6.3 6.4
Number of Traders in Each Category Total Traders: 217
23 13 22 7 18 11 44 60 55 21 19 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 15, 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 13,759
Positions
680 2,900 0 5,826 0 186 6,656 10,011 307 29 350 0 75 5
Changes from: July 8, 2014 Total Change is: -1,190
-280 0 0 -1,512 0 -69 651 -1,121 0 0 0 0 20 0
Percent of Open Interest Represented by Each Category of Trader
4.9 21.1 0.0 42.3 0.0 1.4 48.4 72.8 2.2 0.2 2.5 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 24
4 . 0 6 0 . 9 . . . . 0
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Updated July 18, 2014