Traders in Financial Futures - Futures Only Positions as of June 23, 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 81,380
Positions
14,237 4,314 141 22,387 12,157 187 9,197 28,139 3,320 9,611 3,995 7 22,293 29,120
Changes from: June 16, 2015 Total Change is: -37,240
-29,940 -32,498 -3,396 -105 1,844 174 -3,904 -389 -490 -425 523 0 846 -3,008
Percent of Open Interest Represented by Each Category of Trader
17.5 5.3 0.2 27.5 14.9 0.2 11.3 34.6 4.1 11.8 4.9 0.0 27.4 35.8
Number of Traders in Each Category Total Traders: 72
6 4 . 7 10 . 12 20 9 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 21,869
Positions
2,363 4,419 8 1,144 1,500 5 8,974 2,838 14 0 0 0 9,361 13,085
Changes from: June 16, 2015 Total Change is: 2,017
-48 2,086 8 0 -250 0 1,097 -662 -11 0 0 0 971 846
Percent of Open Interest Represented by Each Category of Trader
10.8 20.2 0.0 5.2 6.9 0.0 41.0 13.0 0.1 0.0 0.0 0.0 42.8 59.8
Number of Traders in Each Category Total Traders: 22
. 4 . . . . 8 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 178,641
Positions
44,580 28,376 651 22,477 60,743 792 74,604 46,387 1,294 5,687 18,449 164 28,392 21,785
Changes from: June 16, 2015 Total Change is: 32,006
-741 19,614 108 7,366 -81 -58 19,442 12,486 -140 962 1,730 110 4,957 -1,763
Percent of Open Interest Represented by Each Category of Trader
25.0 15.9 0.4 12.6 34.0 0.4 41.8 26.0 0.7 3.2 10.3 0.1 15.9 12.2
Number of Traders in Each Category Total Traders: 119
6 10 4 10 15 5 27 31 5 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 247,839
Positions
139,345 6,292 342 20,006 31,701 4,489 18,657 130,586 3,236 47,182 9,004 389 14,193 61,800
Changes from: June 16, 2015 Total Change is: -14,490
11,152 5,510 64 -906 -16,648 439 -25,405 -2,193 -678 -278 243 89 1,033 -1,316
Percent of Open Interest Represented by Each Category of Trader
56.2 2.5 0.1 8.1 12.8 1.8 7.5 52.7 1.3 19.0 3.6 0.2 5.7 24.9
Number of Traders in Each Category Total Traders: 129
10 . . 12 21 9 12 57 6 5 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 345,427
Positions
124,562 6,721 1,408 57,914 114,558 13,956 47,174 92,842 2,193 56,852 39,778 1,992 39,376 71,979
Changes from: June 16, 2015 Total Change is: -4,718
10,764 1,520 -198 9,039 -6,313 -205 -16,020 -3,354 405 -10,438 2,503 -313 2,248 1,237
Percent of Open Interest Represented by Each Category of Trader
36.1 1.9 0.4 16.8 33.2 4.0 13.7 26.9 0.6 16.5 11.5 0.6 11.4 20.8
Number of Traders in Each Category Total Traders: 238
22 8 5 24 33 20 32 51 17 27 40 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 116,184
Positions
74,462 3,918 3 779 19,923 364 16,323 39,332 356 8,354 21,322 6 15,537 30,960
Changes from: June 16, 2015 Total Change is: -3,178
5,969 -165 3 0 -1,810 60 -9,856 -2,092 29 -836 -414 0 1,453 1,211
Percent of Open Interest Represented by Each Category of Trader
64.1 3.4 0.0 0.7 17.1 0.3 14.0 33.9 0.3 7.2 18.4 0.0 13.4 26.6
Number of Traders in Each Category Total Traders: 69
9 . . . 11 . 15 20 5 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 42,254
Positions
32,819 34,962 1,260 1,106 0 0 5,424 2,598 737 266 2,012 235 407 450
Changes from: June 16, 2015 Total Change is: 861
496 0 0 46 0 0 375 705 0 0 165 0 -56 -9
Percent of Open Interest Represented by Each Category of Trader
77.7 82.7 3.0 2.6 0.0 0.0 12.8 6.1 1.7 0.6 4.8 0.6 1.0 1.1
Number of Traders in Each Category Total Traders: 28
8 7 4 . 0 0 . . . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 111,876
Positions
50,615 47,851 0 20,673 3,053 0 34,038 48,170 427 3,316 6,263 0 2,807 6,112
Changes from: June 16, 2015 Total Change is: -21,784
-215 1,967 0 -30,286 396 -17 10,081 -18,438 -589 875 -4,843 0 -1,633 -260
Percent of Open Interest Represented by Each Category of Trader
45.2 42.8 0.0 18.5 2.7 0.0 30.4 43.1 0.4 3.0 5.6 0.0 2.5 5.5
Number of Traders in Each Category Total Traders: 113
4 8 0 5 6 0 20 47 9 12 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 15,544
Positions
5,486 3,809 2,975 734 0 0 2,081 4,410 487 200 224 2,746 835 893
Changes from: June 16, 2015 Total Change is: -1,695
-1,745 0 0 40 0 0 -66 -1,948 289 0 0 0 -213 -36
Percent of Open Interest Represented by Each Category of Trader
35.3 24.5 19.1 4.7 0.0 0.0 13.4 28.4 3.1 1.3 1.4 17.7 5.4 5.7
Number of Traders in Each Category Total Traders: 22
4 . . . 0 0 4 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 42,911
Positions
23,254 263 0 1,856 5,114 1 13,536 25,145 708 843 5,024 0 2,713 6,656
Changes from: June 16, 2015 Total Change is: 5,742
5,328 263 0 328 1,534 0 -708 2,171 58 523 1,090 0 213 626
Percent of Open Interest Represented by Each Category of Trader
54.2 0.6 0.0 4.3 11.9 0.0 31.5 58.6 1.6 2.0 11.7 0.0 6.3 15.5
Number of Traders in Each Category Total Traders: 90
10 . 0 5 7 . 17 31 5 . 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 53,299
Positions
18,121 39,789 97 5,897 2,166 263 19,296 2,701 990 1,732 1,739 0 6,904 5,556
Changes from: June 16, 2015 Total Change is: -2,018
-824 7,746 -5,427 950 37 23 5,473 -2,377 -1,136 -107 -235 -4 -967 -647
Percent of Open Interest Represented by Each Category of Trader
34.0 74.7 0.2 11.1 4.1 0.5 36.2 5.1 1.9 3.2 3.3 0.0 13.0 10.4
Number of Traders in Each Category Total Traders: 93
13 20 . 11 4 5 20 9 . 7 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 106,597
Positions
36,241 79,577 193 11,794 4,331 526 38,592 5,402 1,980 3,463 3,477 0 13,808 11,111
Changes from: June 16, 2015 Total Change is: -4,035
-1,647 15,492 -10,854 1,900 74 46 10,945 -4,753 -2,271 -213 -469 -7 -1,934 -1,293
Percent of Open Interest Represented by Each Category of Trader
34.0 74.7 0.2 11.1 4.1 0.5 36.2 5.1 1.9 3.2 3.3 0.0 13.0 10.4
Number of Traders in Each Category Total Traders: 93
13 20 . 11 4 5 20 9 . 7 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 #13874+ Open Interest is 608,957
Positions
44,819 117,121 6,534 292,469 111,267 58,498 70,110 164,459 16,046 19,807 39,696 3,159 97,515 92,177
Changes from: June 16, 2015 Total Change is: -209,173
-7,589 -7,634 -75,848 11,662 -7,643 -25,012 -19,039 1,499 -29,762 -1,589 -6,832 -3,079 -58,917 -54,861
Percent of Open Interest Represented by Each Category of Trader
7.4 19.2 1.1 48.0 18.3 9.6 11.5 27.0 2.6 3.3 6.5 0.5 16.0 15.1
Number of Traders in Each Category Total Traders: 556
33 35 21 125 74 84 61 134 63 41 53 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 93,876
Positions
1,386 24,741 1,140 48,157 17,356 2,776 2,816 3,177 95 3,409 2,785 100 33,997 41,706
Changes from: June 16, 2015 Total Change is: -81,628
-33,516 -532 -16,164 -17,128 -4,287 289 -6,456 -10,848 -860 -446 -256 0 -7,347 -48,970
Percent of Open Interest Represented by Each Category of Trader
1.5 26.4 1.2 51.3 18.5 3.0 3.0 3.4 0.1 3.6 3.0 0.1 36.2 44.4
Number of Traders in Each Category Total Traders: 59
. 5 . 16 5 8 12 11 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 2,575,407
Positions
239,030 483,766 5,106 1,237,200 485,196 262,969 342,256 812,196 73,971 84,636 187,200 12,648 317,591 252,355
Changes from: June 16, 2015 Total Change is: -637,724
846 -164,298 -169,631 86,282 -74,450 -68,837 -125,208 -558 -82,218 -7,617 -34,786 -13,492 -257,849 -29,454
Percent of Open Interest Represented by Each Category of Trader
9.3 18.8 0.2 48.0 18.8 10.2 13.3 31.5 2.9 3.3 7.3 0.5 12.3 9.8
Number of Traders in Each Category Total Traders: 545
32 36 18 118 72 79 61 134 56 40 52 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 91,736
Positions
1,568 34,768 854 47,183 41,541 1,543 27,856 8,472 1,009 0 263 0 11,723 3,286
Changes from: June 16, 2015 Total Change is: -16,347
-362 10,740 -15,103 -3,513 -856 -30 4,242 -1,959 -543 -440 0 0 -598 -8,596
Percent of Open Interest Represented by Each Category of Trader
1.7 37.9 0.9 51.4 45.3 1.7 30.4 9.2 1.1 0.0 0.3 0.0 12.8 3.6
Number of Traders in Each Category Total Traders: 92
4 14 . 34 12 14 19 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 #20974+ Open Interest is 69,325
Positions
3,281 48,790 81 33,699 5,139 773 20,588 7,755 1,145 3,732 1,940 0 6,025 3,702
Changes from: June 16, 2015 Total Change is: -18,384
-1,916 9,885 -15,030 4,340 -652 -2,947 4,423 -2,124 -2,585 139 -57 -873 -3,935 -4,000
Percent of Open Interest Represented by Each Category of Trader
4.7 70.4 0.1 48.6 7.4 1.1 29.7 11.2 1.7 5.4 2.8 0.0 8.7 5.3
Number of Traders in Each Category Total Traders: 223
15 23 . 35 17 7 55 39 12 25 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 346,623
Positions
16,407 243,949 404 168,494 25,695 3,864 102,938 38,773 5,727 18,662 9,701 0 30,127 18,510
Changes from: June 16, 2015 Total Change is: -44,309
-1,635 59,184 -53,378 24,720 -3,260 -14,737 15,128 -11,499 -4,440 -2,806 1,605 -863 -6,298 -16,921
Percent of Open Interest Represented by Each Category of Trader
4.7 70.4 0.1 48.6 7.4 1.1 29.7 11.2 1.7 5.4 2.8 0.0 8.7 5.3
Number of Traders in Each Category Total Traders: 223
15 23 . 35 17 7 55 39 12 25 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 347,737
Positions
103,334 56,062 134 119,166 152,723 16,129 70,737 90,208 4,377 11,980 12,651 118 21,762 15,335
Changes from: June 16, 2015 Total Change is: -53,330
7,877 11,657 -28,069 17 -9,688 -1,104 -471 -13,230 -6,518 -21,088 -2,204 -1,168 -2,806 -3,006
Percent of Open Interest Represented by Each Category of Trader
29.7 16.1 0.0 34.3 43.9 4.6 20.3 25.9 1.3 3.4 3.6 0.0 6.3 4.4
Number of Traders in Each Category Total Traders: 285
18 16 . 59 44 27 46 64 14 17 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 56,236
Positions
2,175 11,884 2 30,224 0 129 8,949 15,443 0 4,255 21,885 0 10,502 6,893
Changes from: June 16, 2015 Total Change is: 3,618
0 75 -10 447 0 48 1,428 2,525 -45 867 -336 0 883 1,361
Percent of Open Interest Represented by Each Category of Trader
3.9 21.1 0.0 53.7 0.0 0.2 15.9 27.5 0.0 7.6 38.9 0.0 18.7 12.3
Number of Traders in Each Category Total Traders: 63
. 7 . 20 0 . 12 12 0 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 113,918
Positions
19,005 4,145 1,343 25,535 2,088 918 42,581 10,337 684 14,646 432 40 9,166 93,931
Changes from: June 16, 2015 Total Change is: 2,748
-883 -1,601 -570 126 -123 2 4,879 1,261 -15 -333 228 40 -498 3,526
Percent of Open Interest Represented by Each Category of Trader
16.7 3.6 1.2 22.4 1.8 0.8 37.4 9.1 0.6 12.9 0.4 0.0 8.0 82.5
Number of Traders in Each Category Total Traders: 91
15 6 4 12 . . 33 12 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 146,411
Positions
4,198 86,471 508 90,495 33,443 5,559 30,457 10,803 3,202 5,610 2,636 0 6,382 3,789
Changes from: June 16, 2015 Total Change is: -9,796
-1,318 262 -6,359 -742 -1,765 -228 1,297 4,974 -3,210 4,240 -1,111 -2,596 -880 237
Percent of Open Interest Represented by Each Category of Trader
2.9 59.1 0.3 61.8 22.8 3.8 20.8 7.4 2.2 3.8 1.8 0.0 4.4 2.6
Number of Traders in Each Category Total Traders: 107
4 10 . 41 20 19 15 6 4 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 373,467
Positions
26,694 159,606 1,356 175,024 85,020 49,921 70,595 41,373 11,292 18,170 15,034 1,526 18,889 8,339
Changes from: June 16, 2015 Total Change is: -47,029
-13,239 -7,463 -10,189 14,413 -7,678 -8,243 -4,425 18,180 -7,403 490 -12,908 -1,189 -17,244 -10,136
Percent of Open Interest Represented by Each Category of Trader
7.1 42.7 0.4 46.9 22.8 13.4 18.9 11.1 3.0 4.9 4.0 0.4 5.1 2.2
Number of Traders in Each Category Total Traders: 234
16 23 5 64 33 30 36 24 11 24 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 484,453
Positions
3,776 73,757 4,136 222,709 93,015 46,441 70,284 83,163 9,103 6,390 20,695 820 120,794 153,323
Changes from: June 16, 2015 Total Change is: 573
1,929 6,016 901 7,414 -9,354 -3,290 753 5,100 -530 -927 -751 343 -6,020 2,138
Percent of Open Interest Represented by Each Category of Trader
0.8 15.2 0.9 46.0 19.2 9.6 14.5 17.2 1.9 1.3 4.3 0.2 24.9 31.6
Number of Traders in Each Category Total Traders: 147
4 16 . 28 26 26 32 25 14 7 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 597,597
Positions
23,874 88,850 1,929 356,265 55,404 69,216 17,467 270,302 14,714 7,716 4,459 0 106,416 92,723
Changes from: June 16, 2015 Total Change is: -12,656
-560 -4,375 -9,219 5,122 -1,133 1,327 2,178 4,437 2,408 -3,983 0 0 -9,929 -6,101
Percent of Open Interest Represented by Each Category of Trader
4.0 14.9 0.3 59.6 9.3 11.6 2.9 45.2 2.5 1.3 0.7 0.0 17.8 15.5
Number of Traders in Each Category Total Traders: 99
. 7 . 43 13 33 6 23 11 . . 0
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Traders in Financial Futures - Futures Only Positions as of June 23, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,203,020
Positions
34,742 109,863 3,038 212,670 424,066 122,859 515,314 176,518 66,781 120,860 149,536 9,347 117,409 141,012
Changes from: June 16, 2015 Total Change is: -3,030
-13,003 -27,025 1,533 7,170 -6,608 8,386 15,475 12,494 1,454 -39,076 9,663 3,889 11,142 -6,816
Percent of Open Interest Represented by Each Category of Trader
2.9 9.1 0.3 17.7 35.3 10.2 42.8 14.7 5.6 10.0 12.4 0.8 9.8 11.7
Number of Traders in Each Category Total Traders: 276
8 32 5 40 47 43 50 37 22 18 44 10
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Traders in Financial Futures - Futures Only Positions as of June 23, 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,718,883
Positions
134,322 125,789 19,723 1,117,068 891,095 283,273 427,154 668,923 121,080 335,859 151,829 13,304 267,100 443,867
Changes from: June 16, 2015 Total Change is: 48,882
-834 -12,860 1,729 45,109 66,418 -7,818 31,190 -1,999 1,688 -11,464 -7,269 -1,562 -9,156 10,555
Percent of Open Interest Represented by Each Category of Trader
4.9 4.6 0.7 41.1 32.8 10.4 15.7 24.6 4.5 12.4 5.6 0.5 9.8 16.3
Number of Traders in Each Category Total Traders: 387
25 26 10 44 86 72 59 77 42 27 43 12
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Traders in Financial Futures - Futures Only Positions as of June 23, 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 2,104,953
Positions
115,029 202,602 22,816 772,303 549,485 267,161 438,536 351,247 95,040 118,915 217,725 32,069 243,084 366,808
Changes from: June 16, 2015 Total Change is: 13,613
17,839 10,934 -16,506 23,264 23,542 -1,040 15,452 -10,048 -5,819 -35,337 12,400 -2,737 18,497 2,887
Percent of Open Interest Represented by Each Category of Trader
5.5 9.6 1.1 36.7 26.1 12.7 20.8 16.7 4.5 5.6 10.3 1.5 11.5 17.4
Number of Traders in Each Category Total Traders: 269
17 22 7 33 51 48 46 46 30 15 39 8
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Traders in Financial Futures - Futures Only Positions as of June 23, 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 871,840
Positions
380,776 209,194 221,242 0 13,096 15,684 18,905 140,454 138,204 40,107 37,929 37,625 19,297 58,412
Changes from: June 16, 2015 Total Change is: 3,220
7,682 20,787 -3,403 0 -333 -37 1,775 -14,490 8,261 -5,925 -6,656 -1,794 -3,339 885
Percent of Open Interest Represented by Each Category of Trader
43.7 24.0 25.4 0.0 1.5 1.8 2.2 16.1 15.9 4.6 4.4 4.3 2.2 6.7
Number of Traders in Each Category Total Traders: 135
19 31 42 0 6 4 17 36 31 . 16 9
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Traders in Financial Futures - Futures Only Positions as of June 23, 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 is10,993,368
Positions
2,420,227 1,242,765 2,912,864 273,126 1,795,065 337,521 1,847,076 829,481 1,694,311 362,085 582,022 327,611 818,547 1,271,728
Changes from: June 16, 2015 Total Change is: 208,421
101,396 62,085 56,725 39,197 -66,322 517 -56,266 10,288 38,313 25,433 104,438 -25,771 28,877 28,148
Percent of Open Interest Represented by Each Category of Trader
22.0 11.3 26.5 2.5 16.3 3.1 16.8 7.5 15.4 3.3 5.3 3.0 7.4 11.6
Number of Traders in Each Category Total Traders: 287
33 49 74 7 29 24 35 76 87 9 40 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 43,995
Positions
7,321 1,347 0 475 14,607 0 34,465 19,391 0 1,644 8,565 21 69 64
Changes from: June 16, 2015 Total Change is: 1,221
357 -96 0 0 -263 0 1,287 1,371 0 -443 231 0 20 -22
Percent of Open Interest Represented by Each Category of Trader
16.6 3.1 0.0 1.1 33.2 0.0 78.3 44.1 0.0 3.7 19.5 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 45
. 5 0 . 8 0 5 11 0 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 31,275
Positions
3,554 628 97 0 12,815 0 27,332 7,822 1 201 9,764 31 59 117
Changes from: June 16, 2015 Total Change is: 1,596
240 628 97 0 528 0 1,500 331 0 -246 0 0 5 12
Percent of Open Interest Represented by Each Category of Trader
11.4 2.0 0.3 0.0 41.0 0.0 87.4 25.0 0.0 0.6 31.2 0.1 0.2 0.4
Number of Traders in Each Category Total Traders: 33
4 . . 0 8 0 5 6 . . 7 .
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Traders in Financial Futures - Futures Only Positions as of June 23, 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 85,932
Positions
1,816 58,924 0 19,860 302 559 15,745 22,830 1,252 33,552 125 208 12,940 1,732
Changes from: June 16, 2015 Total Change is: -349
-25 4,635 -65 -1,549 168 9 1,626 -5,814 772 -834 -146 33 -316 59
Percent of Open Interest Represented by Each Category of Trader
2.1 68.6 0.0 23.1 0.4 0.7 18.3 26.6 1.5 39.0 0.1 0.2 15.1 2.0
Number of Traders in Each Category Total Traders: 181
4 . 0 10 . . 32 16 9 111 . .
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Traders in Financial Futures - Futures Only Positions as of June 23, 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 366,536
Positions
94,427 15,790 22,263 81,860 40,959 23,064 51,730 160,122 49,715 4,408 6,761 16,970 22,099 30,892
Changes from: June 16, 2015 Total Change is: -6,845
-21,311 -2,938 -2,507 28,639 3,662 -1,428 -2,669 -4,901 -5,989 -1,341 315 3,637 -3,876 3,304
Percent of Open Interest Represented by Each Category of Trader
25.8 4.3 6.1 22.3 11.2 6.3 14.1 43.7 13.6 1.2 1.8 4.6 6.0 8.4
Number of Traders in Each Category Total Traders: 208
19 10 20 15 18 10 40 60 45 14 19 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 17,182
Positions
80 2,934 0 6,393 1,574 870 8,460 10,682 549 622 541 0 208 32
Changes from: June 16, 2015 Total Change is: -2,539
-17 0 0 -2,548 0 -103 1,970 -1,293 -1,145 -750 2 0 54 0
Percent of Open Interest Represented by Each Category of Trader
0.5 17.1 0.0 37.2 9.2 5.1 49.2 62.2 3.2 3.6 3.1 0.0 1.2 0.2
Number of Traders in Each Category Total Traders: 29
. . 0 6 . . 7 8 . . . 0
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Updated July 26, 2015