Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 145,885
Positions
13,936 51,854 5,276 13,571 2,096 3,159 43,849 38,244 12,068 16,741 1,875 2,583 34,702 28,730
Changes from: July 15, 2014 Total Change is: -777
555 2,719 -506 -454 35 156 -911 -2,600 -253 2,256 -1,641 711 -2,331 602
Percent of Open Interest Represented by Each Category of Trader
9.6 35.5 3.6 9.3 1.4 2.2 30.1 26.2 8.3 11.5 1.3 1.8 23.8 19.7
Number of Traders in Each Category Total Traders: 79
4 7 8 4 . . 20 21 14 13 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 41,300
Positions
15,256 443 901 1,559 2,203 0 10,102 17,104 1,085 613 0 0 11,784 19,564
Changes from: July 15, 2014 Total Change is: 4,248
3,128 -542 474 659 14 0 928 1,995 -245 0 0 0 -697 2,551
Percent of Open Interest Represented by Each Category of Trader
36.9 1.1 2.2 3.8 5.3 0.0 24.5 41.4 2.6 1.5 0.0 0.0 28.5 47.4
Number of Traders in Each Category Total Traders: 34
4 . . . . 0 9 14 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 265,654
Positions
8,970 96,906 8,411 28,278 30,346 2,045 152,463 49,894 14,795 4,118 33,964 4,259 42,316 25,035
Changes from: July 15, 2014 Total Change is: -12,961
-1,387 -11,937 2,477 141 32 148 -14,559 -3,876 1,144 2,155 -949 75 -3,156 -76
Percent of Open Interest Represented by Each Category of Trader
3.4 36.5 3.2 10.6 11.4 0.8 57.4 18.8 5.6 1.5 12.8 1.6 15.9 9.4
Number of Traders in Each Category Total Traders: 131
5 10 9 11 14 5 48 20 18 13 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 184,969
Positions
84,749 35,509 6,242 33,479 17,179 535 17,032 62,232 14,892 2,345 2,938 2,650 23,045 42,792
Changes from: July 15, 2014 Total Change is: 9,663
-27 9,256 814 994 -430 -5 3,153 -5,386 2,651 -282 142 495 1,870 2,126
Percent of Open Interest Represented by Each Category of Trader
45.8 19.2 3.4 18.1 9.3 0.3 9.2 33.6 8.1 1.3 1.6 1.4 12.5 23.1
Number of Traders in Each Category Total Traders: 116
7 13 9 9 14 5 18 40 26 6 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 396,788
Positions
157,763 15,388 11,668 47,198 75,085 10,264 60,216 128,370 32,605 26,223 30,762 6,648 44,204 85,999
Changes from: July 15, 2014 Total Change is: 42,464
21,441 -51 2,108 -638 -37 1,968 6,542 25,586 5,053 -1,233 677 1,439 5,784 5,720
Percent of Open Interest Represented by Each Category of Trader
39.8 3.9 2.9 11.9 18.9 2.6 15.2 32.4 8.2 6.6 7.8 1.7 11.1 21.7
Number of Traders in Each Category Total Traders: 215
19 10 12 15 28 19 25 59 31 26 33 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 122,401
Positions
1,724 43,062 4,105 2,484 3,733 1,063 71,562 27,895 5,566 455 9,297 3,214 32,228 24,466
Changes from: July 15, 2014 Total Change is: 4,890
297 3,628 25 -218 428 -57 1,633 1,539 212 429 741 125 2,444 -1,751
Percent of Open Interest Represented by Each Category of Trader
1.4 35.2 3.4 2.0 3.0 0.9 58.5 22.8 4.5 0.4 7.6 2.6 26.3 20.0
Number of Traders in Each Category Total Traders: 87
4 13 8 . 7 . 25 20 12 4 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 37,968
Positions
18,166 29,459 3,674 3,044 0 0 7,524 597 1,636 1,386 0 1,802 736 800
Changes from: July 15, 2014 Total Change is: 2,070
1,244 2,319 -118 138 0 0 1,359 94 -617 0 0 0 64 392
Percent of Open Interest Represented by Each Category of Trader
47.8 77.6 9.7 8.0 0.0 0.0 19.8 1.6 4.3 3.7 0.0 4.7 1.9 2.1
Number of Traders in Each Category Total Traders: 21
5 9 7 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 142,277
Positions
30,283 87,721 263 5,180 1,319 0 95,500 46,421 546 3,489 3,912 0 7,016 2,095
Changes from: July 15, 2014 Total Change is: 11,143
-228 8,354 -5 -366 0 0 11,701 3,451 110 314 -268 0 -383 -499
Percent of Open Interest Represented by Each Category of Trader
21.3 61.7 0.2 3.6 0.9 0.0 67.1 32.6 0.4 2.5 2.7 0.0 4.9 1.5
Number of Traders in Each Category Total Traders: 119
7 16 . 7 . 0 46 21 5 12 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 36,572
Positions
6,249 16,446 6,030 1,669 201 95 18,090 6,763 42 375 3,275 2,750 1,272 970
Changes from: July 15, 2014 Total Change is: 1,141
2,904 695 0 7 0 0 -1,707 148 -91 0 0 0 28 389
Percent of Open Interest Represented by Each Category of Trader
17.1 45.0 16.5 4.6 0.5 0.3 49.5 18.5 0.1 1.0 9.0 7.5 3.5 2.7
Number of Traders in Each Category Total Traders: 28
. 7 . . . . 6 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 32,777
Positions
1,011 12,842 48 1,916 509 0 25,013 12,656 200 622 3,347 0 3,967 3,175
Changes from: July 15, 2014 Total Change is: -124
264 1,490 30 56 0 0 -558 47 0 105 -714 0 -21 -977
Percent of Open Interest Represented by Each Category of Trader
3.1 39.2 0.1 5.8 1.6 0.0 76.3 38.6 0.6 1.9 10.2 0.0 12.1 9.7
Number of Traders in Each Category Total Traders: 67
4 10 . 5 . 0 24 13 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 65,112
Positions
17,741 36,720 374 4,815 4,566 253 28,325 9,331 675 3,673 5,084 538 8,717 7,572
Changes from: July 15, 2014 Total Change is: 1,297
195 3,364 -3 -2,017 -53 -3 3,240 -3,190 -81 -304 884 19 250 358
Percent of Open Interest Represented by Each Category of Trader
27.2 56.4 0.6 7.4 7.0 0.4 43.5 14.3 1.0 5.6 7.8 0.8 13.4 11.6
Number of Traders in Each Category Total Traders: 121
21 14 4 8 . . 35 13 9 10 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 130,225
Positions
35,483 73,440 748 9,630 9,131 506 56,650 18,661 1,350 7,346 10,167 1,077 17,434 15,145
Changes from: July 15, 2014 Total Change is: 2,593
390 6,728 -6 -4,033 -105 -6 6,479 -6,381 -161 -608 1,769 37 500 717
Percent of Open Interest Represented by Each Category of Trader
27.2 56.4 0.6 7.4 7.0 0.4 43.5 14.3 1.0 5.6 7.8 0.8 13.4 11.6
Number of Traders in Each Category Total Traders: 121
21 14 4 8 . . 35 13 9 10 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 889,092
Positions
43,095 190,894 38,710 323,509 104,270 52,596 97,327 188,885 140,977 50,142 48,605 28,375 114,360 95,780
Changes from: July 15, 2014 Total Change is: -17,443
-3,978 -5,356 2,273 77 1,413 266 5,017 -240 -19,763 -2,200 -351 -2,306 3,172 6,622
Percent of Open Interest Represented by Each Category of Trader
4.8 21.5 4.4 36.4 11.7 5.9 10.9 21.2 15.9 5.6 5.5 3.2 12.9 10.8
Number of Traders in Each Category Total Traders: 602
30 41 33 125 53 75 82 133 107 74 64 62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 199,851
Positions
19,559 51,106 8,130 57,879 26,203 3,127 9,473 12,558 34,908 9,299 11,745 10,835 46,642 41,240
Changes from: July 15, 2014 Total Change is: -3,587
962 -3,938 1,461 471 1,326 -52 2,775 1,638 -7,590 -120 -817 -510 -984 4,894
Percent of Open Interest Represented by Each Category of Trader
9.8 25.6 4.1 29.0 13.1 1.6 4.7 6.3 17.5 4.7 5.9 5.4 23.3 20.6
Number of Traders in Each Category Total Traders: 100
6 14 7 17 9 8 11 22 29 9 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 3,446,201
Positions
211,573 792,832 59,009 1,343,905 406,087 231,590 488,583 930,950 481,032 209,369 189,453 82,548 338,592 272,699
Changes from: July 15, 2014 Total Change is: -69,279
-13,958 3,649 -6,680 585 2,990 -966 30,876 10,275 -80,532 -11,487 1,243 -7,894 20,777 8,636
Percent of Open Interest Represented by Each Category of Trader
6.1 23.0 1.7 39.0 11.8 6.7 14.2 27.0 14.0 6.1 5.5 2.4 9.8 7.9
Number of Traders in Each Category Total Traders: 571
30 39 29 120 48 70 85 124 101 69 56 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 90,972
Positions
2,963 41,059 27 49,678 35,591 2,287 24,330 7,421 824 742 740 0 10,121 3,024
Changes from: July 15, 2014 Total Change is: -453
256 -486 -12 -197 332 218 -934 -246 23 0 0 0 193 -282
Percent of Open Interest Represented by Each Category of Trader
3.3 45.1 0.0 54.6 39.1 2.5 26.7 8.2 0.9 0.8 0.8 0.0 11.1 3.3
Number of Traders in Each Category Total Traders: 95
5 13 . 39 10 14 14 10 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 76,464
Positions
5,582 44,362 728 37,614 5,183 861 19,444 11,556 2,975 2,446 4,479 717 6,098 5,602
Changes from: July 15, 2014 Total Change is: -1,418
337 2,077 -171 -1,153 -84 189 1,914 -894 -2,182 84 -64 -197 -240 -92
Percent of Open Interest Represented by Each Category of Trader
7.3 58.0 1.0 49.2 6.8 1.1 25.4 15.1 3.9 3.2 5.9 0.9 8.0 7.3
Number of Traders in Each Category Total Traders: 246
20 25 7 33 14 12 62 42 15 21 29 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 382,321
Positions
27,910 221,811 3,640 188,068 25,917 4,305 97,221 57,782 14,875 12,228 22,396 3,586 30,488 28,010
Changes from: July 15, 2014 Total Change is: -7,089
1,687 10,383 -856 -5,763 -419 947 9,569 -4,471 -10,909 422 -320 -983 -1,202 -462
Percent of Open Interest Represented by Each Category of Trader
7.3 58.0 1.0 49.2 6.8 1.1 25.4 15.1 3.9 3.2 5.9 0.9 8.0 7.3
Number of Traders in Each Category Total Traders: 246
20 25 7 33 14 12 62 42 15 21 29 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 337,736
Positions
70,231 29,733 21,563 130,226 134,449 17,105 61,576 99,572 7,687 9,657 9,680 245 19,447 17,702
Changes from: July 15, 2014 Total Change is: -5,875
-9,542 -9,112 6,873 -678 -1,413 -1,891 -115 -761 655 59 151 -3 -1,234 -374
Percent of Open Interest Represented by Each Category of Trader
20.8 8.8 6.4 38.6 39.8 5.1 18.2 29.5 2.3 2.9 2.9 0.1 5.8 5.2
Number of Traders in Each Category Total Traders: 245
20 9 . 55 40 26 36 57 19 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 62,315
Positions
2,734 26,544 0 33,554 0 168 11,775 17,748 15 5,581 1,699 0 8,488 16,141
Changes from: July 15, 2014 Total Change is: 858
351 25 0 1,168 0 12 -952 671 -6 577 -55 0 -292 211
Percent of Open Interest Represented by Each Category of Trader
4.4 42.6 0.0 53.8 0.0 0.3 18.9 28.5 0.0 9.0 2.7 0.0 13.6 25.9
Number of Traders in Each Category Total Traders: 65
6 8 0 22 0 . 10 9 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 97,530
Positions
28,887 6,407 3,113 13,209 2,721 1,070 33,803 5,523 1,169 4,909 1,701 104 11,266 75,722
Changes from: July 15, 2014 Total Change is: 5,532
1,014 -1,307 539 553 1,636 115 1,555 372 -133 404 51 55 1,430 4,204
Percent of Open Interest Represented by Each Category of Trader
29.6 6.6 3.2 13.5 2.8 1.1 34.7 5.7 1.2 5.0 1.7 0.1 11.6 77.6
Number of Traders in Each Category Total Traders: 84
16 6 4 9 . . 26 12 8 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 111,446
Positions
5,929 71,616 1,054 65,560 19,512 5,241 21,866 6,638 3,654 2,632 541 0 5,510 3,190
Changes from: July 15, 2014 Total Change is: 2,396
98 439 103 2,891 -106 35 -603 1,674 -109 0 0 0 -19 360
Percent of Open Interest Represented by Each Category of Trader
5.3 64.3 0.9 58.8 17.5 4.7 19.6 6.0 3.3 2.4 0.5 0.0 4.9 2.9
Number of Traders in Each Category Total Traders: 90
7 11 . 34 14 14 15 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 345,053
Positions
29,897 190,449 2,196 109,737 40,228 57,510 103,114 41,340 2,062 19,357 5,146 1,581 19,599 4,541
Changes from: July 15, 2014 Total Change is: 11,509
2,064 9,485 173 1,654 2,115 -215 7,931 -41 127 -3,629 0 -4 3,408 -131
Percent of Open Interest Represented by Each Category of Trader
8.7 55.2 0.6 31.8 11.7 16.7 29.9 12.0 0.6 5.6 1.5 0.5 5.7 1.3
Number of Traders in Each Category Total Traders: 215
19 25 6 58 22 26 39 18 7 27 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 908,282
Positions
2,390 96,548 27,507 328,403 176,336 125,275 119,614 158,452 80,195 28,675 35,563 12,271 183,952 196,136
Changes from: July 15, 2014 Total Change is: 61,016
2,265 3,323 3,411 16,212 4,983 -1,352 13,432 21,681 13,968 -717 1,651 2,021 11,775 11,329
Percent of Open Interest Represented by Each Category of Trader
0.3 10.6 3.0 36.2 19.4 13.8 13.2 17.4 8.8 3.2 3.9 1.4 20.3 21.6
Number of Traders in Each Category Total Traders: 190
. 20 12 34 41 44 31 33 39 12 16 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 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 501,482
Positions
25,186 70,428 1,169 252,740 50,864 74,214 23,334 179,061 6,872 7,594 20,645 60 110,313 98,169
Changes from: July 15, 2014 Total Change is: 7,244
575 -6,561 -111 1,756 2,349 678 2,334 807 128 0 7,398 0 1,884 2,556
Percent of Open Interest Represented by Each Category of Trader
5.0 14.0 0.2 50.4 10.1 14.8 4.7 35.7 1.4 1.5 4.1 0.0 22.0 19.6
Number of Traders in Each Category Total Traders: 84
4 9 6 33 11 23 5 14 9 . 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,212,995
Positions
49,111 146,988 7,046 217,141 404,549 84,877 598,873 203,907 54,756 68,118 132,823 36,778 96,296 141,271
Changes from: July 15, 2014 Total Change is: 34,164
-4,660 4,249 -1,731 5,785 12,991 178 11,802 10,526 7,705 5,515 -1,386 6,835 2,736 -5,204
Percent of Open Interest Represented by Each Category of Trader
4.0 12.1 0.6 17.9 33.4 7.0 49.4 16.8 4.5 5.6 10.9 3.0 7.9 11.6
Number of Traders in Each Category Total Traders: 259
14 29 10 38 49 35 45 33 29 19 31 12
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Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,247,974
Positions
113,752 204,025 176,902 902,986 1,087,991 271,714 695,489 311,235 353,928 263,867 177,352 154,663 314,674 510,165
Changes from: July 15, 2014 Total Change is: 130,167
20,473 30,453 9,579 16,323 40,354 -5,309 23,910 -10,335 37,402 -21,631 -4,904 25,839 23,580 7,089
Percent of Open Interest Represented by Each Category of Trader
3.5 6.3 5.4 27.8 33.5 8.4 21.4 9.6 10.9 8.1 5.5 4.8 9.7 15.7
Number of Traders in Each Category Total Traders: 410
23 50 57 37 84 64 63 68 89 27 58 40
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Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,420,212
Positions
177,168 126,903 83,226 668,762 875,871 265,035 625,797 259,806 163,673 121,040 195,408 60,258 255,253 390,032
Changes from: July 15, 2014 Total Change is: 8,485
-19,645 1,366 2,340 -25,362 8,850 21,003 41,030 -9,211 -9,683 1,994 -8,920 -632 -2,560 3,372
Percent of Open Interest Represented by Each Category of Trader
7.3 5.2 3.4 27.6 36.2 11.0 25.9 10.7 6.8 5.0 8.1 2.5 10.5 16.1
Number of Traders in Each Category Total Traders: 295
15 27 28 33 63 52 53 54 52 16 34 19
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Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 452,604
Positions
198,513 115,497 89,805 0 9,944 6,751 22,458 70,931 68,442 8,596 12,131 25,543 32,497 53,560
Changes from: July 15, 2014 Total Change is: 7,235
3,015 7,767 1,143 0 0 0 2,713 -3,103 852 973 459 -521 -940 638
Percent of Open Interest Represented by Each Category of Trader
43.9 25.5 19.8 0.0 2.2 1.5 5.0 15.7 15.1 1.9 2.7 5.6 7.2 11.8
Number of Traders in Each Category Total Traders: 89
15 24 31 0 4 . 12 19 18 4 6 8
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Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is18,807,920
Positions
2,188,198 2,291,435 3,559,626 2,728,155 979,467 366,582 949,931 1,770,183 6,501,653 310,351 682,482 1,409,781 793,644 1,246,713
Changes from: July 15, 2014 Total Change is: 493,182
127,840 -186,840 73,465 -46,988 30,372 18,192 38,680 160,692 283,139 9,768 98,097 25,713 -36,626 -9,647
Percent of Open Interest Represented by Each Category of Trader
11.6 12.2 18.9 14.5 5.2 1.9 5.1 9.4 34.6 1.7 3.6 7.5 4.2 6.6
Number of Traders in Each Category Total Traders: 342
28 67 86 9 35 32 39 97 113 17 41 47
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Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 52,433
Positions
32,760 1,650 0 7,056 14,382 4,859 7,358 21,740 305 0 9,326 24 71 147
Changes from: July 15, 2014 Total Change is: 132
825 128 0 0 -346 -4 -595 344 -7 -94 -4 24 -17 -3
Percent of Open Interest Represented by Each Category of Trader
62.5 3.1 0.0 13.5 27.4 9.3 14.0 41.5 0.6 0.0 17.8 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 46
7 7 0 4 8 . 4 9 . 0 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 33,321
Positions
24,806 873 0 0 10,387 1,473 4,158 7,068 1,265 1,514 12,084 0 105 171
Changes from: July 15, 2014 Total Change is: 39
-326 577 0 0 -1,116 28 -877 527 0 1,192 19 0 22 4
Percent of Open Interest Represented by Each Category of Trader
74.4 2.6 0.0 0.0 31.2 4.4 12.5 21.2 3.8 4.5 36.3 0.0 0.3 0.5
Number of Traders in Each Category Total Traders: 43
6 . 0 0 12 . 4 7 . . 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 58,285
Positions
11,328 28,904 841 7,671 1,124 171 16,033 22,334 2,429 11,840 486 23 7,949 1,974
Changes from: July 15, 2014 Total Change is: 3,842
391 470 42 506 -66 39 3,359 3,848 -204 268 -108 7 -566 -185
Percent of Open Interest Represented by Each Category of Trader
19.4 49.6 1.4 13.2 1.9 0.3 27.5 38.3 4.2 20.3 0.8 0.0 13.6 3.4
Number of Traders in Each Category Total Traders: 146
7 . . 12 4 . 35 21 12 56 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 414,392
Positions
91,073 28,454 32,001 43,537 30,649 29,905 80,909 151,421 70,582 10,829 10,914 31,940 23,616 28,526
Changes from: July 15, 2014 Total Change is: -20,609
-12,906 366 -11,355 1,745 1,600 4,171 1,159 -11,752 4,743 403 -4,172 -4,995 -3,574 785
Percent of Open Interest Represented by Each Category of Trader
22.0 6.9 7.7 10.5 7.4 7.2 19.5 36.5 17.0 2.6 2.6 7.7 5.7 6.9
Number of Traders in Each Category Total Traders: 204
25 9 22 8 19 11 45 51 53 18 16 26
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Traders in Financial Futures - Options and Futures Combined Positions as of July 22, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 13,276
Positions
643 2,939 0 5,089 0 417 6,720 9,258 307 30 350 0 70 5
Changes from: July 15, 2014 Total Change is: -483
-37 39 0 -737 0 231 64 -753 0 1 0 0 -5 0
Percent of Open Interest Represented by Each Category of Trader
4.8 22.1 0.0 38.3 0.0 3.1 50.6 69.7 2.3 0.2 2.6 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 25
. . 0 7 0 . 9 . . . . 0
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Updated July 25, 2014