Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 118,799
Positions
43,102 36,448 2,524 21,313 6,543 13 10,101 30,587 7,218 11,402 3,407 141 22,985 31,918
Changes from: June 2, 2015 Total Change is: -4,328
3,798 -8,199 516 334 -2,189 10 -7,657 6,942 -467 -2,418 -121 117 1,439 -937
Percent of Open Interest Represented by Each Category of Trader
36.3 30.7 2.1 17.9 5.5 0.0 8.5 25.7 6.1 9.6 2.9 0.1 19.3 26.9
Number of Traders in Each Category Total Traders: 77
6 7 6 6 7 . 11 24 12 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,813
Positions
10,222 11,238 1,948 1,144 1,806 5 8,908 3,386 2,322 400 0 0 8,864 13,108
Changes from: June 2, 2015 Total Change is: 1,364
-2,234 -933 1,531 0 -1 0 601 -1,057 1,614 400 0 0 -548 210
Percent of Open Interest Represented by Each Category of Trader
30.2 33.2 5.8 3.4 5.3 0.0 26.3 10.0 6.9 1.2 0.0 0.0 26.2 38.8
Number of Traders in Each Category Total Traders: 27
6 . 5 . . . 10 4 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 181,049
Positions
76,298 31,921 6,052 12,053 62,980 870 53,491 29,644 6,055 3,990 19,124 142 22,098 24,261
Changes from: June 2, 2015 Total Change is: 5,758
2,186 -1,071 4,827 747 -1,072 -32 -3,370 4,580 2,677 -615 -2,796 -406 -256 -949
Percent of Open Interest Represented by Each Category of Trader
42.1 17.6 3.3 6.7 34.8 0.5 29.5 16.4 3.3 2.2 10.6 0.1 12.2 13.4
Number of Traders in Each Category Total Traders: 112
10 8 6 9 16 5 29 20 17 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 306,449
Positions
158,583 994 8,575 21,985 49,480 3,791 23,733 140,716 15,535 58,479 13,399 236 15,532 73,723
Changes from: June 2, 2015 Total Change is: 46,345
31,667 -2,238 7,643 -791 7,719 483 -3,828 14,900 11,761 1 3,630 197 -788 2,250
Percent of Open Interest Represented by Each Category of Trader
51.7 0.3 2.8 7.2 16.1 1.2 7.7 45.9 5.1 19.1 4.4 0.1 5.1 24.1
Number of Traders in Each Category Total Traders: 147
15 . 5 11 22 8 17 60 13 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 436,540
Positions
130,051 40,482 2,433 49,814 121,484 13,379 33,597 106,766 21,903 140,026 46,015 3,990 41,347 80,088
Changes from: June 2, 2015 Total Change is: 8,137
-10,445 16,067 1,016 -853 501 -113 455 -12,712 14,398 2,670 -9,146 -944 1,953 -930
Percent of Open Interest Represented by Each Category of Trader
29.8 9.3 0.6 11.4 27.8 3.1 7.7 24.5 5.0 32.1 10.5 0.9 9.5 18.3
Number of Traders in Each Category Total Traders: 241
19 12 14 21 31 19 29 53 29 32 39 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 165,681
Positions
108,506 17,850 945 1,337 31,273 475 18,756 43,169 10,554 6,019 22,343 4,484 14,605 34,588
Changes from: June 2, 2015 Total Change is: 9,207
-4,380 -5,584 659 -22 -306 -7 -449 3,665 8,651 1,309 -1,045 4,392 -946 -1,218
Percent of Open Interest Represented by Each Category of Trader
65.5 10.8 0.6 0.8 18.9 0.3 11.3 26.1 6.4 3.6 13.5 2.7 8.8 20.9
Number of Traders in Each Category Total Traders: 86
11 . . . 13 . 18 24 12 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 61,729
Positions
43,495 49,093 5,132 1,136 0 0 7,688 3,756 737 1,317 113 1,802 422 1,096
Changes from: June 2, 2015 Total Change is: 2,820
576 -677 3,412 61 0 0 -1,569 -118 -3 253 0 0 90 206
Percent of Open Interest Represented by Each Category of Trader
70.5 79.5 8.3 1.8 0.0 0.0 12.5 6.1 1.2 2.1 0.2 2.9 0.7 1.8
Number of Traders in Each Category Total Traders: 29
8 8 7 . 0 0 4 . . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 179,026
Positions
54,188 49,306 7,068 53,685 2,990 17 24,280 66,460 33,465 2,734 11,290 590 2,999 7,840
Changes from: June 2, 2015 Total Change is: 26,217
1,806 13,672 1,150 18,407 389 17 -4,228 1,281 8,683 472 -614 387 -477 1,252
Percent of Open Interest Represented by Each Category of Trader
30.3 27.5 3.9 30.0 1.7 0.0 13.6 37.1 18.7 1.5 6.3 0.3 1.7 4.4
Number of Traders in Each Category Total Traders: 127
7 8 . 5 6 . 18 56 15 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 17,631
Positions
6,974 3,809 2,975 726 0 0 2,928 6,907 3 200 224 2,746 1,079 967
Changes from: June 2, 2015 Total Change is: 861
1,628 -216 0 -66 0 0 -931 1,140 -3 0 0 0 233 -60
Percent of Open Interest Represented by Each Category of Trader
39.6 21.6 16.9 4.1 0.0 0.0 16.6 39.2 0.0 1.1 1.3 15.6 6.1 5.5
Number of Traders in Each Category Total Traders: 21
4 . . . 0 0 4 8 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 36,911
Positions
20,408 2,641 1,192 1,209 3,564 1 9,176 19,614 2,470 0 1,737 0 2,455 5,692
Changes from: June 2, 2015 Total Change is: 3,906
1,439 -1,190 1,126 -23 315 1 1,387 3,441 399 0 -352 0 -423 166
Percent of Open Interest Represented by Each Category of Trader
55.3 7.2 3.2 3.3 9.7 0.0 24.9 53.1 6.7 0.0 4.7 0.0 6.7 15.4
Number of Traders in Each Category Total Traders: 76
9 . . . 7 . 16 30 10 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 9,805
Positions
4,266 0 870 0 3,134 48 2,905 2,476 1,204 0 600 0 512 1,473
Changes from: June 2, 2015 Total Change is: 3,175
1,022 0 870 -347 1,957 -399 841 -711 1,197 -157 -244 0 148 505
Percent of Open Interest Represented by Each Category of Trader
43.5 0.0 8.9 0.0 32.0 0.5 29.6 25.3 12.3 0.0 6.1 0.0 5.2 15.0
Number of Traders in Each Category Total Traders: 20
4 0 . 0 . . . 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 58,066
Positions
22,222 32,470 5,475 5,351 2,662 264 12,567 8,640 1,910 1,766 1,254 4 8,508 5,389
Changes from: June 2, 2015 Total Change is: 550
3,889 -1,789 3,075 -894 -372 -21 -6,281 630 841 29 -770 -4 -85 -1,041
Percent of Open Interest Represented by Each Category of Trader
38.3 55.9 9.4 9.2 4.6 0.5 21.6 14.9 3.3 3.0 2.2 0.0 14.7 9.3
Number of Traders in Each Category Total Traders: 93
13 16 6 11 4 4 20 15 4 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 116,132
Positions
44,443 64,939 10,950 10,702 5,323 528 25,134 17,279 3,820 3,532 2,508 8 17,015 10,777
Changes from: June 2, 2015 Total Change is: 1,100
7,777 -3,577 6,150 -1,787 -744 -41 -12,561 1,260 1,681 58 -1,539 -8 -169 -2,082
Percent of Open Interest Represented by Each Category of Trader
38.3 55.9 9.4 9.2 4.6 0.5 21.6 14.9 3.3 3.0 2.2 0.0 14.7 9.3
Number of Traders in Each Category Total Traders: 93
13 16 6 11 4 4 20 15 4 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 744,892
Positions
52,809 129,130 55,901 288,479 121,631 65,600 87,028 162,674 37,426 20,775 49,897 4,704 132,171 117,930
Changes from: June 2, 2015 Total Change is: 45,456
15,168 -9,343 19,409 -13,091 1,486 8,606 -1,294 12,408 2,211 -1,426 -3,428 1,106 14,766 13,001
Percent of Open Interest Represented by Each Category of Trader
7.1 17.3 7.5 38.7 16.3 8.8 11.7 21.8 5.0 2.8 6.7 0.6 17.7 15.8
Number of Traders in Each Category Total Traders: 585
37 37 35 120 80 81 79 127 78 47 56 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 150,584
Positions
34,646 36,706 2,996 59,739 22,026 2,671 8,058 12,528 808 2,504 5,232 148 39,014 67,469
Changes from: June 2, 2015 Total Change is: 20,992
17,638 3,800 2,396 -295 -639 -13 603 2,781 82 -918 -962 2 1,497 13,545
Percent of Open Interest Represented by Each Category of Trader
23.0 24.4 2.0 39.7 14.6 1.8 5.4 8.3 0.5 1.7 3.5 0.1 25.9 44.8
Number of Traders in Each Category Total Traders: 72
5 10 . 17 5 7 11 17 6 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,971,541
Positions
225,204 596,508 130,134 1,209,468 563,794 248,874 451,318 807,197 126,624 94,734 226,706 19,400 465,785 252,304
Changes from: June 2, 2015 Total Change is: 122,321
18,543 -34,823 54,173 -49,379 25,228 28,493 8,301 65,917 -7,138 -1,783 -11,575 4,764 66,347 -2,718
Percent of Open Interest Represented by Each Category of Trader
7.6 20.1 4.4 40.7 19.0 8.4 15.2 27.2 4.3 3.2 7.6 0.7 15.7 8.5
Number of Traders in Each Category Total Traders: 571
37 37 33 111 79 76 79 125 71 47 54 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 88,544
Positions
2,460 25,771 949 48,598 42,685 1,356 22,306 11,253 696 288 265 0 11,891 5,569
Changes from: June 2, 2015 Total Change is: -2,728
-81 -1,661 1 -1,412 -1,469 -15 -1,293 161 -671 0 0 0 743 926
Percent of Open Interest Represented by Each Category of Trader
2.8 29.1 1.1 54.9 48.2 1.5 25.2 12.7 0.8 0.3 0.3 0.0 13.4 6.3
Number of Traders in Each Category Total Traders: 90
5 12 . 34 12 15 14 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 72,917
Positions
5,332 39,926 4,260 29,593 5,711 831 16,727 10,798 3,535 3,934 1,981 785 7,919 5,089
Changes from: June 2, 2015 Total Change is: -2,592
1,362 -5,146 624 -1,951 380 174 -2,575 1,359 193 175 108 139 -733 -423
Percent of Open Interest Represented by Each Category of Trader
7.3 54.8 5.8 40.6 7.8 1.1 22.9 14.8 4.8 5.4 2.7 1.1 10.9 7.0
Number of Traders in Each Category Total Traders: 221
19 17 9 32 15 6 62 38 17 23 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 9,046
Positions
5,364 6,612 0 604 0 0 993 1,150 0 0 1,033 0 2,085 251
Changes from: June 2, 2015 Total Change is: -311
954 -1,109 0 0 0 0 -751 806 0 0 110 0 -514 -118
Percent of Open Interest Represented by Each Category of Trader
59.3 73.1 0.0 6.7 0.0 0.0 11.0 12.7 0.0 0.0 11.4 0.0 23.0 2.8
Number of Traders in Each Category Total Traders: 21
5 8 0 . 0 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 319,357
Positions
16,288 183,018 4,854 144,944 28,553 4,156 89,304 58,871 7,045 23,168 8,241 427 29,171 24,192
Changes from: June 2, 2015 Total Change is: -11,407
1,034 -21,188 4,127 -9,756 1,899 870 -8,696 3,187 540 1,373 488 197 -1,096 -1,527
Percent of Open Interest Represented by Each Category of Trader
5.1 57.3 1.5 45.4 8.9 1.3 28.0 18.4 2.2 7.3 2.6 0.1 9.1 7.6
Number of Traders in Each Category Total Traders: 219
18 17 4 32 15 6 63 37 16 23 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 364,178
Positions
106,351 29,097 2,076 118,323 163,485 17,261 66,130 118,198 5,049 28,055 13,580 36 20,897 15,396
Changes from: June 2, 2015 Total Change is: -2,087
-22,004 1,049 842 747 1,533 -1,142 -1,635 -6,723 -30 21,862 1,767 -53 -674 670
Percent of Open Interest Represented by Each Category of Trader
29.2 8.0 0.6 32.5 44.9 4.7 18.2 32.5 1.4 7.7 3.7 0.0 5.7 4.2
Number of Traders in Each Category Total Traders: 275
20 12 5 53 45 26 43 62 12 18 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 70,461
Positions
2,751 18,487 252 29,493 0 102 11,164 6,110 8,099 4,380 27,481 1,500 12,720 8,430
Changes from: June 2, 2015 Total Change is: 8,923
68 4 0 1,007 0 -56 -2,313 -200 7,739 36 444 1,498 944 -506
Percent of Open Interest Represented by Each Category of Trader
3.9 26.2 0.4 41.9 0.0 0.1 15.8 8.7 11.5 6.2 39.0 2.1 18.1 12.0
Number of Traders in Each Category Total Traders: 72
4 9 . 20 0 . 14 10 10 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 143,522
Positions
28,964 8,893 10,097 26,210 1,263 1,363 27,246 17,670 8,707 15,629 693 485 24,821 94,351
Changes from: June 2, 2015 Total Change is: 20,961
-3,856 1,229 6,181 157 93 -42 -1,857 2,863 6,106 -92 693 0 14,364 3,838
Percent of Open Interest Represented by Each Category of Trader
20.2 6.2 7.0 18.3 0.9 0.9 19.0 12.3 6.1 10.9 0.5 0.3 17.3 65.7
Number of Traders in Each Category Total Traders: 102
19 11 12 12 . 4 30 16 15 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 147,542
Positions
5,532 86,512 1,722 91,277 34,597 5,858 29,096 6,277 3,811 1,425 3,857 1,322 7,499 3,586
Changes from: June 2, 2015 Total Change is: -4,617
-3,105 -5,018 1,283 -3,151 -8,267 -186 25 3,305 91 -464 2,277 1,322 -432 576
Percent of Open Interest Represented by Each Category of Trader
3.7 58.6 1.2 61.9 23.4 4.0 19.7 4.3 2.6 1.0 2.6 0.9 5.1 2.4
Number of Traders in Each Category Total Traders: 106
6 10 4 40 18 18 18 4 5 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 395,748
Positions
42,449 174,770 5,724 160,352 86,936 53,165 80,867 21,892 14,396 17,447 27,965 2,874 18,474 8,026
Changes from: June 2, 2015 Total Change is: 12,598
1,847 -22,833 1,548 -14,415 3,476 8,781 11,150 -5,790 3,512 -1,843 20,670 1,409 609 1,825
Percent of Open Interest Represented by Each Category of Trader
10.7 44.2 1.4 40.5 22.0 13.4 20.4 5.5 3.6 4.4 7.1 0.7 4.7 2.0
Number of Traders in Each Category Total Traders: 230
18 20 6 58 33 28 41 19 16 24 17 7
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Traders in Financial Futures - Futures Only Positions as of June 9, 2015
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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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 491,842
Positions
5,434 62,690 8,120 209,274 94,947 55,905 73,843 83,712 12,505 6,174 18,024 746 119,841 155,193
Changes from: June 2, 2015 Total Change is: 9,309
656 4,768 2,207 3,994 7,619 1,188 4,156 -9,012 3,410 -1,192 4,673 15 -5,125 -5,559
Percent of Open Interest Represented by Each Category of Trader
1.1 12.7 1.7 42.5 19.3 11.4 15.0 17.0 2.5 1.3 3.7 0.2 24.4 31.6
Number of Traders in Each Category Total Traders: 133
4 12 6 28 26 29 31 20 17 4 8 .
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Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 616,244
Positions
24,219 94,315 20,216 343,381 59,586 70,489 18,070 260,341 11,741 14,198 4,459 0 113,930 95,097
Changes from: June 2, 2015 Total Change is: -9,543
1,060 7,139 -16,034 4,801 5,291 2,421 -6,605 2,182 -3,155 6,482 0 0 1,487 -7,387
Percent of Open Interest Represented by Each Category of Trader
3.9 15.3 3.3 55.7 9.7 11.4 2.9 42.2 1.9 2.3 0.7 0.0 18.5 15.4
Number of Traders in Each Category Total Traders: 98
. 9 4 41 13 28 6 20 10 5 . 0
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Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,152,271
Positions
34,673 85,124 3,199 211,822 415,184 113,081 508,512 185,855 69,455 94,914 131,905 5,180 111,435 143,288
Changes from: June 2, 2015 Total Change is: -23,251
12,977 -16,783 -5,168 -8,012 5,759 -7,198 20,418 9,214 -1,103 -28,712 -1,985 -616 -5,837 -5,371
Percent of Open Interest Represented by Each Category of Trader
3.0 7.4 0.3 18.4 36.0 9.8 44.1 16.1 6.0 8.2 11.4 0.4 9.7 12.4
Number of Traders in Each Category Total Traders: 269
8 28 7 37 49 39 49 35 25 19 43 10
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Traders in Financial Futures - Futures Only Positions as of June 9, 2015
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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 2,777,578
Positions
145,951 187,460 18,249 1,081,966 931,660 281,722 434,649 574,322 149,140 385,332 164,602 13,636 266,933 456,787
Changes from: June 2, 2015 Total Change is: -42,294
5,031 65,368 -25,360 13,016 56,548 4,150 50,560 -99,834 -57,765 -4,256 21,471 -1,627 -26,043 -5,245
Percent of Open Interest Represented by Each Category of Trader
5.3 6.7 0.7 39.0 33.5 10.1 15.6 20.7 5.4 13.9 5.9 0.5 9.6 16.4
Number of Traders in Each Category Total Traders: 385
17 34 12 46 86 71 60 72 52 31 39 9
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Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,077,449
Positions
93,181 195,979 52,838 776,929 516,924 259,782 382,919 352,021 104,404 149,264 196,209 34,976 223,156 364,316
Changes from: June 2, 2015 Total Change is: -16,112
9,028 32,284 12,109 32,676 -2,705 -14,971 -82,103 -47,491 20,448 27,599 -10,194 182 -21,080 -5,774
Percent of Open Interest Represented by Each Category of Trader
4.5 9.4 2.5 37.4 24.9 12.5 18.4 16.9 5.0 7.2 9.4 1.7 10.7 17.5
Number of Traders in Each Category Total Traders: 269
15 26 7 36 48 46 38 51 30 16 39 8
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Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 817,282
Positions
346,174 149,014 214,315 0 11,634 16,103 16,577 156,498 130,168 29,637 42,489 42,157 22,151 54,904
Changes from: June 2, 2015 Total Change is: 36,262
7,966 1,361 17,809 0 551 5,227 3,095 12,863 -519 6,363 1,368 -429 -3,250 -1,969
Percent of Open Interest Represented by Each Category of Trader
42.4 18.2 26.2 0.0 1.4 2.0 2.0 19.1 15.9 3.6 5.2 5.2 2.7 6.7
Number of Traders in Each Category Total Traders: 130
20 31 41 0 5 4 12 37 28 4 15 7
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Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is11,757,297
Positions
2,471,257 1,243,533 3,161,425 212,464 1,860,630 398,857 2,219,592 1,138,883 1,710,221 424,336 587,844 391,464 767,681 1,264,440
Changes from: June 2, 2015 Total Change is: 62,388
110,826 -18,270 7,417 11,138 109,031 -7,288 6,776 25,613 -52,252 -12,750 -40,001 2,211 -3,690 35,927
Percent of Open Interest Represented by Each Category of Trader
21.0 10.6 26.9 1.8 15.8 3.4 18.9 9.7 14.5 3.6 5.0 3.3 6.5 10.8
Number of Traders in Each Category Total Traders: 297
36 50 77 7 29 23 39 75 89 12 37 27
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Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 55,724
Positions
8,384 2,726 699 475 21,451 61 40,458 19,086 3,313 2,203 8,310 21 110 57
Changes from: June 2, 2015 Total Change is: 6,332
1,629 354 699 0 806 0 319 647 3,313 363 568 0 9 -55
Percent of Open Interest Represented by Each Category of Trader
15.0 4.9 1.3 0.9 38.5 0.1 72.6 34.3 5.9 4.0 14.9 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 48
. 7 . . 9 . 5 9 . 4 9 .
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Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 36,824
Positions
5,840 3,638 338 0 14,417 12 29,417 7,751 550 567 10,003 31 69 84
Changes from: June 2, 2015 Total Change is: -915
1,047 712 300 0 -2,690 0 -2,794 -161 303 258 673 0 -29 -52
Percent of Open Interest Represented by Each Category of Trader
15.9 9.9 0.9 0.0 39.2 0.0 79.9 21.0 1.5 1.5 27.2 0.1 0.2 0.2
Number of Traders in Each Category Total Traders: 40
4 4 . 0 10 . 6 5 . 4 7 .
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Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 105,463
Positions
1,871 72,160 115 22,838 484 485 22,728 24,641 4,695 37,747 1,057 125 14,859 1,701
Changes from: June 2, 2015 Total Change is: 3,289
-3,474 -157 50 1,196 -352 12 6,390 1,051 1,792 -3,138 124 45 416 724
Percent of Open Interest Represented by Each Category of Trader
1.8 68.4 0.1 21.7 0.5 0.5 21.6 23.4 4.5 35.8 1.0 0.1 14.1 1.6
Number of Traders in Each Category Total Traders: 195
4 . . 15 . . 31 14 15 116 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 365,614
Positions
117,736 16,192 19,325 67,843 38,515 24,388 41,385 166,978 52,404 6,334 6,770 12,688 23,511 28,354
Changes from: June 2, 2015 Total Change is: -13,447
1,386 2,803 342 -6,916 439 1,003 -1,720 -9,172 -10,738 2,239 1,280 -601 1,558 1,197
Percent of Open Interest Represented by Each Category of Trader
32.2 4.4 5.3 18.6 10.5 6.7 11.3 45.7 14.3 1.7 1.9 3.5 6.4 7.8
Number of Traders in Each Category Total Traders: 198
20 10 18 13 15 10 40 57 56 15 17 18
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Traders in Financial Futures - Futures Only Positions as of June 9, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,216
Positions
49 2,934 0 6,928 433 903 6,043 10,606 771 1,436 539 0 86 30
Changes from: June 2, 2015 Total Change is: -325
-30 0 0 -470 -11 0 -65 -546 207 24 0 0 9 25
Percent of Open Interest Represented by Each Category of Trader
0.3 18.1 0.0 42.7 2.7 5.6 37.3 65.4 4.8 8.9 3.3 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 29
. . 0 5 . . 5 10 . 5 . 0
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Updated June 12, 2015