Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 141,382
Positions
14,012 56,085 5,638 16,360 2,988 400 38,772 30,835 12,228 17,052 2,036 2,659 34,260 28,512
Changes from: July 22, 2014 Total Change is: -4,503
76 4,231 362 2,789 892 -2,758 -5,077 -7,409 160 311 161 76 -442 -218
Percent of Open Interest Represented by Each Category of Trader
9.9 39.7 4.0 11.6 2.1 0.3 27.4 21.8 8.6 12.1 1.4 1.9 24.2 20.2
Number of Traders in Each Category Total Traders: 77
5 6 8 5 . . 18 20 15 15 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 47,300
Positions
20,742 713 947 1,559 2,192 0 11,091 20,494 1,404 613 0 0 10,943 21,550
Changes from: July 22, 2014 Total Change is: 6,000
5,487 270 46 0 -11 0 989 3,390 320 0 0 0 -841 1,985
Percent of Open Interest Represented by Each Category of Trader
43.9 1.5 2.0 3.3 4.6 0.0 23.4 43.3 3.0 1.3 0.0 0.0 23.1 45.6
Number of Traders in Each Category Total Traders: 40
6 . 4 . . 0 10 17 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 267,345
Positions
4,250 87,851 10,761 27,327 30,245 2,255 154,447 53,259 17,911 6,324 34,841 4,642 39,429 25,581
Changes from: July 22, 2014 Total Change is: 1,691
-4,719 -9,054 2,350 -951 -101 209 1,984 3,366 3,116 2,207 877 383 -2,887 545
Percent of Open Interest Represented by Each Category of Trader
1.6 32.9 4.0 10.2 11.3 0.8 57.8 19.9 6.7 2.4 13.0 1.7 14.7 9.6
Number of Traders in Each Category Total Traders: 133
. 13 9 10 13 5 48 20 20 14 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 201,126
Positions
95,344 24,127 8,532 34,034 19,282 908 18,184 76,196 17,050 2,932 4,626 3,394 20,748 47,012
Changes from: July 22, 2014 Total Change is: 16,157
10,595 -11,382 2,290 556 2,103 373 1,152 13,964 2,158 587 1,688 744 -2,298 4,220
Percent of Open Interest Represented by Each Category of Trader
47.4 12.0 4.2 16.9 9.6 0.5 9.0 37.9 8.5 1.5 2.3 1.7 10.3 23.4
Number of Traders in Each Category Total Traders: 117
7 13 8 10 15 7 15 42 26 6 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 420,808
Positions
174,846 16,326 12,816 47,656 67,555 11,157 62,848 147,910 34,866 24,909 31,586 8,269 43,441 90,323
Changes from: July 22, 2014 Total Change is: 24,020
17,083 939 1,148 458 -7,530 893 2,632 19,540 2,262 -1,315 825 1,621 -762 4,324
Percent of Open Interest Represented by Each Category of Trader
41.6 3.9 3.0 11.3 16.1 2.7 14.9 35.1 8.3 5.9 7.5 2.0 10.3 21.5
Number of Traders in Each Category Total Traders: 227
19 10 12 16 29 19 25 65 37 26 37 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 120,176
Positions
2,945 41,735 4,488 2,870 5,390 1,259 67,909 23,646 6,141 1,001 9,750 3,415 30,149 24,354
Changes from: July 22, 2014 Total Change is: -2,225
1,221 -1,327 383 386 1,657 195 -3,653 -4,249 575 546 453 200 -2,079 -112
Percent of Open Interest Represented by Each Category of Trader
2.5 34.7 3.7 2.4 4.5 1.0 56.5 19.7 5.1 0.8 8.1 2.8 25.1 20.3
Number of Traders in Each Category Total Traders: 91
6 12 8 4 6 . 26 21 13 4 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 39,478
Positions
19,040 29,508 3,908 3,088 0 0 7,992 2,138 1,671 1,426 0 1,802 550 450
Changes from: July 22, 2014 Total Change is: 1,510
874 49 234 44 0 0 468 1,541 35 40 0 0 -186 -350
Percent of Open Interest Represented by Each Category of Trader
48.2 74.7 9.9 7.8 0.0 0.0 20.2 5.4 4.2 3.6 0.0 4.6 1.4 1.1
Number of Traders in Each Category Total Traders: 25
7 9 7 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 145,212
Positions
30,440 87,596 1 5,640 1,319 0 96,979 48,551 884 4,150 4,511 0 7,118 2,350
Changes from: July 22, 2014 Total Change is: 2,935
157 -125 -262 460 0 0 1,479 2,130 338 661 599 0 102 255
Percent of Open Interest Represented by Each Category of Trader
21.0 60.3 0.0 3.9 0.9 0.0 66.8 33.4 0.6 2.9 3.1 0.0 4.9 1.6
Number of Traders in Each Category Total Traders: 121
7 15 . 6 . 0 45 26 7 9 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 38,522
Positions
6,631 18,276 6,541 1,821 201 95 18,888 6,415 111 375 3,275 2,750 1,310 858
Changes from: July 22, 2014 Total Change is: 1,950
382 1,830 511 152 0 0 798 -348 69 0 0 0 38 -112
Percent of Open Interest Represented by Each Category of Trader
17.2 47.4 17.0 4.7 0.5 0.2 49.0 16.7 0.3 1.0 8.5 7.1 3.4 2.2
Number of Traders in Each Category Total Traders: 30
4 9 . . . . 5 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 30,689
Positions
1,747 13,804 114 1,886 189 0 22,164 10,433 225 525 3,319 0 4,027 2,604
Changes from: July 22, 2014 Total Change is: -2,088
736 962 66 -30 -320 0 -2,849 -2,223 25 -97 -28 0 61 -571
Percent of Open Interest Represented by Each Category of Trader
5.7 45.0 0.4 6.1 0.6 0.0 72.2 34.0 0.7 1.7 10.8 0.0 13.1 8.5
Number of Traders in Each Category Total Traders: 67
4 11 . 5 . 0 23 15 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 64,953
Positions
17,749 41,461 397 4,770 4,721 241 27,040 5,828 1,587 3,852 2,783 620 8,698 7,317
Changes from: July 22, 2014 Total Change is: -159
8 4,741 23 -45 156 -13 -1,285 -3,503 912 179 -2,301 81 -19 -255
Percent of Open Interest Represented by Each Category of Trader
27.3 63.8 0.6 7.3 7.3 0.4 41.6 9.0 2.4 5.9 4.3 1.0 13.4 11.3
Number of Traders in Each Category Total Traders: 116
18 14 4 9 . 4 32 15 11 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 129,907
Positions
35,499 82,922 793 9,540 9,442 481 54,080 11,656 3,174 7,703 5,565 1,239 17,397 14,634
Changes from: July 22, 2014 Total Change is: -318
16 9,482 45 -90 311 -25 -2,570 -7,005 1,824 358 -4,602 162 -38 -510
Percent of Open Interest Represented by Each Category of Trader
27.3 63.8 0.6 7.3 7.3 0.4 41.6 9.0 2.4 5.9 4.3 1.0 13.4 11.3
Number of Traders in Each Category Total Traders: 116
18 14 4 9 . 4 32 15 11 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 906,042
Positions
43,102 186,433 43,739 325,431 105,132 52,015 92,912 193,820 151,619 51,164 50,096 27,534 118,527 95,655
Changes from: July 22, 2014 Total Change is: 16,950
7 -4,461 5,028 1,922 863 -581 -4,415 4,935 10,641 1,023 1,492 -842 4,167 -125
Percent of Open Interest Represented by Each Category of Trader
4.8 20.6 4.8 35.9 11.6 5.7 10.3 21.4 16.7 5.6 5.5 3.0 13.1 10.6
Number of Traders in Each Category Total Traders: 620
31 43 36 125 54 77 84 138 111 83 62 65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 203,816
Positions
21,431 54,686 8,251 58,540 26,515 3,052 10,927 12,517 34,317 9,182 11,848 10,327 47,789 42,303
Changes from: July 22, 2014 Total Change is: 3,964
1,872 3,579 121 661 312 -75 1,453 -41 -591 -117 103 -507 1,147 1,063
Percent of Open Interest Represented by Each Category of Trader
10.5 26.8 4.0 28.7 13.0 1.5 5.4 6.1 16.8 4.5 5.8 5.1 23.4 20.8
Number of Traders in Each Category Total Traders: 100
5 15 7 17 9 8 12 21 29 10 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 3,511,129
Positions
214,609 764,991 71,183 1,351,674 410,305 227,593 471,009 967,597 525,425 215,302 196,632 80,643 353,691 266,760
Changes from: July 22, 2014 Total Change is: 64,929
3,036 -27,841 12,174 7,769 4,218 -3,997 -17,573 36,647 44,393 5,932 7,179 -1,906 15,100 -5,939
Percent of Open Interest Represented by Each Category of Trader
6.1 21.8 2.0 38.5 11.7 6.5 13.4 27.6 15.0 6.1 5.6 2.3 10.1 7.6
Number of Traders in Each Category Total Traders: 591
33 39 32 120 50 72 87 130 105 75 57 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 89,562
Positions
3,364 40,127 46 48,483 35,558 2,088 24,197 6,943 823 742 740 0 9,818 3,236
Changes from: July 22, 2014 Total Change is: -1,410
401 -932 19 -1,195 -33 -199 -133 -478 -0 0 0 0 -303 213
Percent of Open Interest Represented by Each Category of Trader
3.8 44.8 0.1 54.1 39.7 2.3 27.0 7.8 0.9 0.8 0.8 0.0 11.0 3.6
Number of Traders in Each Category Total Traders: 94
6 12 . 37 10 14 16 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 78,958
Positions
5,956 45,226 790 38,812 5,313 662 20,098 12,423 3,566 2,147 4,520 720 6,206 5,737
Changes from: July 22, 2014 Total Change is: 2,494
374 863 62 1,199 130 -199 654 866 591 -298 41 3 108 135
Percent of Open Interest Represented by Each Category of Trader
7.5 57.3 1.0 49.2 6.7 0.8 25.5 15.7 4.5 2.7 5.7 0.9 7.9 7.3
Number of Traders in Each Category Total Traders: 252
20 23 7 34 14 12 62 51 19 23 25 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 394,790
Positions
29,780 226,128 3,951 194,061 26,566 3,311 100,488 62,113 17,832 10,736 22,602 3,602 31,029 28,685
Changes from: July 22, 2014 Total Change is: 12,468
1,869 4,317 311 5,993 649 -994 3,268 4,332 2,957 -1,492 206 16 540 675
Percent of Open Interest Represented by Each Category of Trader
7.5 57.3 1.0 49.2 6.7 0.8 25.5 15.7 4.5 2.7 5.7 0.9 7.9 7.3
Number of Traders in Each Category Total Traders: 252
20 23 7 34 14 12 62 51 19 23 25 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 347,488
Positions
79,207 29,169 26,536 128,906 137,678 16,652 60,138 103,703 6,727 9,614 8,772 248 19,461 18,005
Changes from: July 22, 2014 Total Change is: 9,752
8,976 -564 4,973 -1,320 3,229 -453 -1,437 4,131 -960 -43 -908 3 14 302
Percent of Open Interest Represented by Each Category of Trader
22.8 8.4 7.6 37.1 39.6 4.8 17.3 29.8 1.9 2.8 2.5 0.1 5.6 5.2
Number of Traders in Each Category Total Traders: 250
22 8 . 54 42 26 32 64 14 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 62,526
Positions
2,548 26,801 0 33,285 0 47 12,051 17,225 15 5,733 1,772 0 8,847 16,666
Changes from: July 22, 2014 Total Change is: 211
-186 257 0 -269 0 -121 276 -523 0 152 73 0 359 525
Percent of Open Interest Represented by Each Category of Trader
4.1 42.9 0.0 53.2 0.0 0.1 19.3 27.5 0.0 9.2 2.8 0.0 14.1 26.7
Number of Traders in Each Category Total Traders: 66
5 9 0 20 0 . 10 10 . 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 94,955
Positions
24,272 7,459 2,494 13,123 3,074 1,354 35,649 5,514 2,060 4,361 2,402 74 11,568 70,524
Changes from: July 22, 2014 Total Change is: -2,575
-4,615 1,052 -619 -86 353 284 1,846 -9 891 -548 701 -30 302 -5,198
Percent of Open Interest Represented by Each Category of Trader
25.6 7.9 2.6 13.8 3.2 1.4 37.5 5.8 2.2 4.6 2.5 0.1 12.2 74.3
Number of Traders in Each Category Total Traders: 84
12 8 4 8 . . 30 10 7 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 113,770
Positions
5,991 72,275 1,054 67,688 19,781 5,306 21,933 8,396 3,664 2,848 541 0 5,286 2,753
Changes from: July 22, 2014 Total Change is: 2,324
62 659 0 2,128 269 65 67 1,758 10 216 0 0 -224 -437
Percent of Open Interest Represented by Each Category of Trader
5.3 63.5 0.9 59.5 17.4 4.7 19.3 7.4 3.2 2.5 0.5 0.0 4.6 2.4
Number of Traders in Each Category Total Traders: 94
7 13 . 33 14 15 16 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 360,005
Positions
40,261 202,009 2,250 117,193 39,285 55,976 102,588 47,914 2,421 18,873 4,079 1,583 18,860 4,488
Changes from: July 22, 2014 Total Change is: 14,952
10,364 11,560 54 7,456 -943 -1,534 -526 6,574 359 -484 -1,067 2 -739 -53
Percent of Open Interest Represented by Each Category of Trader
11.2 56.1 0.6 32.6 10.9 15.5 28.5 13.3 0.7 5.2 1.1 0.4 5.2 1.2
Number of Traders in Each Category Total Traders: 215
19 25 6 61 21 27 40 17 8 26 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 890,098
Positions
2,316 101,505 24,176 327,087 179,000 115,879 119,637 162,833 66,378 25,256 34,972 8,754 200,616 196,602
Changes from: July 22, 2014 Total Change is: -18,184
-74 4,956 -3,331 -1,315 2,665 -9,396 23 4,381 -13,817 -3,420 -590 -3,518 16,664 466
Percent of Open Interest Represented by Each Category of Trader
0.3 11.4 2.7 36.7 20.1 13.0 13.4 18.3 7.5 2.8 3.9 1.0 22.5 22.1
Number of Traders in Each Category Total Traders: 174
4 22 13 33 37 40 32 24 32 9 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 490,500
Positions
22,759 62,180 629 250,194 47,674 75,399 21,166 177,189 6,665 6,947 24,620 60 106,681 96,085
Changes from: July 22, 2014 Total Change is: -10,982
-2,427 -8,248 -541 -2,546 -3,190 1,185 -2,168 -1,872 -207 -647 3,975 0 -3,632 -2,084
Percent of Open Interest Represented by Each Category of Trader
4.6 12.7 0.1 51.0 9.7 15.4 4.3 36.1 1.4 1.4 5.0 0.0 21.7 19.6
Number of Traders in Each Category Total Traders: 84
. 9 5 33 11 23 6 13 10 . 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 1,296,855
Positions
45,240 203,831 8,037 217,952 437,858 85,871 611,449 198,690 57,632 142,851 139,821 26,131 101,691 138,983
Changes from: July 22, 2014 Total Change is: 83,860
-3,871 56,843 991 811 33,309 994 12,576 -5,217 2,877 74,733 6,999 -10,646 5,396 -2,288
Percent of Open Interest Represented by Each Category of Trader
3.5 15.7 0.6 16.8 33.8 6.6 47.1 15.3 4.4 11.0 10.8 2.0 7.8 10.7
Number of Traders in Each Category Total Traders: 262
17 30 8 38 50 35 45 31 27 18 33 11
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Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 3,225,100
Positions
88,812 233,486 156,608 968,525 1,076,381 265,243 708,715 340,425 310,808 267,435 181,146 131,542 327,413 529,462
Changes from: July 22, 2014 Total Change is: -22,874
-24,939 29,461 -20,294 65,539 -11,610 -6,472 13,226 29,190 -43,120 3,568 3,794 -23,122 12,739 19,297
Percent of Open Interest Represented by Each Category of Trader
2.8 7.2 4.9 30.0 33.4 8.2 22.0 10.6 9.6 8.3 5.6 4.1 10.2 16.4
Number of Traders in Each Category Total Traders: 391
19 49 45 37 80 61 57 69 83 24 56 32
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Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 2,361,681
Positions
185,424 132,484 79,597 616,931 877,616 251,173 612,280 244,698 145,535 141,450 185,768 69,483 259,809 375,328
Changes from: July 22, 2014 Total Change is: -58,530
8,255 5,581 -3,629 -51,831 1,745 -13,862 -13,517 -15,109 -18,138 20,411 -9,640 9,225 4,556 -14,704
Percent of Open Interest Represented by Each Category of Trader
7.9 5.6 3.4 26.1 37.2 10.6 25.9 10.4 6.2 6.0 7.9 2.9 11.0 15.9
Number of Traders in Each Category Total Traders: 292
16 27 25 32 65 51 53 49 50 17 33 18
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Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 466,281
Positions
207,113 118,552 92,827 0 9,644 6,251 22,823 72,399 72,881 7,184 13,291 24,599 32,604 55,838
Changes from: July 22, 2014 Total Change is: 13,677
8,600 3,055 3,022 0 -300 -500 365 1,467 4,439 -1,412 1,160 -944 108 2,278
Percent of Open Interest Represented by Each Category of Trader
44.4 25.4 19.9 0.0 2.1 1.3 4.9 15.5 15.6 1.5 2.9 5.3 7.0 12.0
Number of Traders in Each Category Total Traders: 92
13 26 31 0 4 . 12 21 18 4 7 8
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Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 is19,394,631
Positions
2,233,391 2,135,548 3,696,654 2,735,863 1,051,060 429,026 924,807 1,790,162 6,760,043 324,351 748,961 1,491,242 799,254 1,291,935
Changes from: July 22, 2014 Total Change is: 586,711
45,193 -155,886 137,028 7,708 71,593 62,444 -25,124 19,980 258,390 14,000 66,479 81,462 5,609 45,222
Percent of Open Interest Represented by Each Category of Trader
11.5 11.0 19.1 14.1 5.4 2.2 4.8 9.2 34.9 1.7 3.9 7.7 4.1 6.7
Number of Traders in Each Category Total Traders: 341
27 68 87 9 35 32 44 90 112 18 41 47
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Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 53,243
Positions
33,208 1,560 0 7,058 14,349 4,859 7,460 22,679 305 270 9,319 0 83 172
Changes from: July 22, 2014 Total Change is: 810
448 -90 0 2 -33 0 102 939 0 270 -7 -24 12 25
Percent of Open Interest Represented by Each Category of Trader
62.4 2.9 0.0 13.3 27.0 9.1 14.0 42.6 0.6 0.5 17.5 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 48
7 7 0 4 9 . . 10 . . 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 34,615
Positions
26,566 1,957 0 0 10,518 1,406 4,469 7,106 1,305 786 12,143 0 83 180
Changes from: July 22, 2014 Total Change is: 1,294
1,760 1,084 0 0 131 -67 311 38 40 -728 59 0 -22 9
Percent of Open Interest Represented by Each Category of Trader
76.7 5.7 0.0 0.0 30.4 4.1 12.9 20.5 3.8 2.3 35.1 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 43
5 4 0 0 12 . 4 8 . . 9 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 74,776
Positions
12,031 30,064 906 9,051 156 142 28,451 38,814 2,408 13,190 288 139 8,458 1,859
Changes from: July 22, 2014 Total Change is: 16,491
703 1,160 65 1,380 -968 -29 12,418 16,480 -20 1,350 -198 117 509 -115
Percent of Open Interest Represented by Each Category of Trader
16.1 40.2 1.2 12.1 0.2 0.2 38.0 51.9 3.2 17.6 0.4 0.2 11.3 2.5
Number of Traders in Each Category Total Traders: 152
7 . . 17 . . 41 17 14 61 5 4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 419,946
Positions
97,843 27,924 31,641 45,403 32,393 30,184 74,143 154,811 68,556 12,266 11,033 34,253 25,657 29,151
Changes from: July 22, 2014 Total Change is: 5,554
6,770 -530 -360 1,866 1,744 279 -6,766 3,390 -2,026 1,437 119 2,313 2,041 625
Percent of Open Interest Represented by Each Category of Trader
23.3 6.6 7.5 10.8 7.7 7.2 17.7 36.9 16.3 2.9 2.6 8.2 6.1 6.9
Number of Traders in Each Category Total Traders: 205
26 8 22 6 20 11 48 49 55 18 17 26
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Traders in Financial Futures - Options and Futures Combined Positions as of July 29, 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 10,758
Positions
647 2,931 0 4,738 0 399 4,565 7,116 307 30 0 0 72 5
Changes from: July 22, 2014 Total Change is: -2,518
4 -8 0 -351 0 -18 -2,155 -2,142 0 0 -350 0 2 0
Percent of Open Interest Represented by Each Category of Trader
6.0 27.2 0.0 44.0 0.0 3.7 42.4 66.1 2.9 0.3 0.0 0.0 0.7 0.0
Number of Traders in Each Category Total Traders: 23
. . 0 7 0 . 8 . . . 0 0
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Updated August 1, 2014