Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 143,826
Positions
39,746 46,384 6,466 20,976 6,878 2,271 15,453 23,669 18,259 14,070 3,014 1,718 24,866 35,165
Changes from: May 26, 2015 Total Change is: 1,576
1,032 -10,103 1,316 44 314 288 -2,465 6,667 2,324 2,120 -704 -452 -2,631 1,926
Percent of Open Interest Represented by Each Category of Trader
27.6 32.3 4.5 14.6 4.8 1.6 10.7 16.5 12.7 9.8 2.1 1.2 17.3 24.4
Number of Traders in Each Category Total Traders: 80
5 7 10 6 7 . 14 21 15 13 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 37,088
Positions
12,168 12,045 1,568 1,144 1,807 5 7,868 3,663 4,600 0 0 0 9,736 13,401
Changes from: May 26, 2015 Total Change is: 1,909
309 -1,292 -114 0 7 0 1,270 1,416 362 0 0 0 83 1,531
Percent of Open Interest Represented by Each Category of Trader
32.8 32.5 4.2 3.1 4.9 0.0 21.2 9.9 12.4 0.0 0.0 0.0 26.3 36.1
Number of Traders in Each Category Total Traders: 29
5 . 7 . . . 10 7 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 217,629
Positions
76,907 36,960 6,534 12,004 62,633 3,686 54,043 25,285 30,053 4,703 20,600 5,161 24,540 26,717
Changes from: May 26, 2015 Total Change is: 621
846 -4,672 239 -1,213 1,841 348 -4,593 -2,652 4,474 356 -391 343 -178 1,091
Percent of Open Interest Represented by Each Category of Trader
35.3 17.0 3.0 5.5 28.8 1.7 24.8 11.6 13.8 2.2 9.5 2.4 11.3 12.3
Number of Traders in Each Category Total Traders: 116
11 7 12 7 18 8 23 24 22 8 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 314,519
Positions
125,978 3,000 16,650 23,159 35,306 10,392 26,126 126,663 29,188 58,721 11,098 4,890 19,415 77,331
Changes from: May 26, 2015 Total Change is: 18,112
14,072 -10,890 47 -662 7,000 1,813 -4,024 9,917 6,983 -800 2,915 372 311 -45
Percent of Open Interest Represented by Each Category of Trader
40.1 1.0 5.3 7.4 11.2 3.3 8.3 40.3 9.3 18.7 3.5 1.6 6.2 24.6
Number of Traders in Each Category Total Traders: 164
16 . 10 12 21 10 19 67 23 6 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 560,961
Positions
137,701 14,961 40,629 50,174 122,454 16,923 32,348 116,308 79,931 137,761 56,082 19,400 46,094 94,273
Changes from: May 26, 2015 Total Change is: -6,585
-5,801 -7,974 -1,853 206 17,181 -4,147 833 -21,719 6,699 4,772 4,314 -5,107 -2,187 6,020
Percent of Open Interest Represented by Each Category of Trader
24.5 2.7 7.2 8.9 21.8 3.0 5.8 20.7 14.2 24.6 10.0 3.5 8.2 16.8
Number of Traders in Each Category Total Traders: 259
18 13 16 20 34 25 32 58 42 31 52 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 180,020
Positions
111,884 23,345 7,693 1,302 30,487 2,231 18,923 39,658 11,496 4,378 22,666 4,128 17,986 38,317
Changes from: May 26, 2015 Total Change is: 13,285
14,833 -8,721 -666 -131 8,946 -46 -1,289 9,308 1,754 -984 1,115 976 -1,162 619
Percent of Open Interest Represented by Each Category of Trader
62.2 13.0 4.3 0.7 16.9 1.2 10.5 22.0 6.4 2.4 12.6 2.3 10.0 21.3
Number of Traders in Each Category Total Traders: 92
10 6 8 . 13 6 19 24 13 8 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 58,909
Positions
42,919 49,770 1,720 1,075 0 0 9,257 3,874 740 1,064 113 1,802 332 890
Changes from: May 26, 2015 Total Change is: -293
-1,008 330 0 27 0 0 910 5 -53 0 -794 -271 102 490
Percent of Open Interest Represented by Each Category of Trader
72.9 84.5 2.9 1.8 0.0 0.0 15.7 6.6 1.3 1.8 0.2 3.1 0.6 1.5
Number of Traders in Each Category Total Traders: 27
8 8 5 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 153,194
Positions
52,476 35,634 5,954 35,278 2,601 0 28,508 65,321 24,918 2,289 11,880 227 3,544 6,659
Changes from: May 26, 2015 Total Change is: 23,753
-518 7,535 -3,495 24,869 -168 0 9,123 24,575 -6,457 -693 1,264 170 755 329
Percent of Open Interest Represented by Each Category of Trader
34.3 23.3 3.9 23.0 1.7 0.0 18.6 42.6 16.3 1.5 7.8 0.1 2.3 4.3
Number of Traders in Each Category Total Traders: 117
7 8 . 5 6 0 22 39 13 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 16,770
Positions
5,346 4,025 2,975 792 0 0 3,859 5,767 6 200 224 2,746 846 1,027
Changes from: May 26, 2015 Total Change is: -1,353
1,184 -4,817 0 19 0 0 -2,337 3,751 -16 -123 0 0 -80 -271
Percent of Open Interest Represented by Each Category of Trader
31.9 24.0 17.7 4.7 0.0 0.0 23.0 34.4 0.0 1.2 1.3 16.4 5.0 6.1
Number of Traders in Each Category Total Traders: 20
4 . . . 0 0 5 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 33,005
Positions
18,969 3,831 66 1,232 3,249 0 7,789 16,173 2,071 0 2,089 0 2,878 5,526
Changes from: May 26, 2015 Total Change is: 4,491
3,211 -1,736 43 -141 759 0 199 3,321 1,342 -593 257 0 430 505
Percent of Open Interest Represented by Each Category of Trader
57.5 11.6 0.2 3.7 9.8 0.0 23.6 49.0 6.3 0.0 6.3 0.0 8.7 16.7
Number of Traders in Each Category Total Traders: 73
9 . . . 7 0 14 28 9 0 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 58,580
Positions
18,333 34,435 2,572 6,245 3,034 285 19,002 7,916 1,441 1,932 2,262 115 8,657 6,522
Changes from: May 26, 2015 Total Change is: 847
285 -205 1,464 1,169 -71 46 -2,526 34 417 13 -203 -6 -14 -629
Percent of Open Interest Represented by Each Category of Trader
31.3 58.8 4.4 10.7 5.2 0.5 32.4 13.5 2.5 3.3 3.9 0.2 14.8 11.1
Number of Traders in Each Category Total Traders: 109
12 19 9 11 5 4 27 17 8 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 117,160
Positions
36,666 68,870 5,144 12,489 6,067 569 38,005 15,833 2,881 3,864 4,523 229 17,314 13,044
Changes from: May 26, 2015 Total Change is: 1,694
569 -410 2,928 2,338 -142 91 -5,052 67 835 25 -405 -11 -28 -1,258
Percent of Open Interest Represented by Each Category of Trader
31.3 58.8 4.4 10.7 5.2 0.5 32.4 13.5 2.5 3.3 3.9 0.2 14.8 11.1
Number of Traders in Each Category Total Traders: 109
12 19 9 11 5 4 27 17 8 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 863,654
Positions
34,630 137,810 50,716 301,633 121,634 61,863 91,800 148,740 138,417 23,056 54,505 29,451 132,088 120,519
Changes from: May 26, 2015 Total Change is: 13,052
-645 6,760 4,438 1,578 1,945 1,245 5,267 -1,781 -3,534 514 2,242 -37 4,225 1,774
Percent of Open Interest Represented by Each Category of Trader
4.0 16.0 5.9 34.9 14.1 7.2 10.6 17.2 16.0 2.7 6.3 3.4 15.3 14.0
Number of Traders in Each Category Total Traders: 640
34 38 45 116 75 84 76 139 107 95 66 85
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 193,198
Positions
16,973 32,645 4,405 60,133 23,224 4,855 7,275 9,377 38,907 3,529 6,464 10,476 46,645 62,846
Changes from: May 26, 2015 Total Change is: -1,871
27 -695 -108 64 15 137 -1,189 83 -2,368 43 -91 -541 2,064 1,697
Percent of Open Interest Represented by Each Category of Trader
8.8 16.9 2.3 31.1 12.0 2.5 3.8 4.9 20.1 1.8 3.3 5.4 24.1 32.5
Number of Traders in Each Category Total Traders: 87
. 12 5 18 6 8 13 17 27 10 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 3,352,277
Positions
200,937 638,479 118,901 1,258,668 543,218 233,875 461,885 736,074 458,288 100,344 242,914 92,166 427,213 288,361
Changes from: May 26, 2015 Total Change is: 74,614
330 40,964 19,039 13,962 16,043 -852 25,372 -16,233 1,081 1,832 11,143 3,043 10,807 386
Percent of Open Interest Represented by Each Category of Trader
6.0 19.0 3.5 37.5 16.2 7.0 13.8 22.0 13.7 3.0 7.2 2.7 12.7 8.6
Number of Traders in Each Category Total Traders: 611
35 37 43 107 72 78 79 131 102 89 61 78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 91,272
Positions
2,541 27,432 948 50,010 44,154 1,371 23,599 11,092 1,367 288 265 0 11,148 4,643
Changes from: May 26, 2015 Total Change is: 1,885
-884 3,359 -38 1,938 6 -112 1,853 -2,307 -363 0 -237 0 -509 1,577
Percent of Open Interest Represented by Each Category of Trader
2.8 30.1 1.0 54.8 48.4 1.5 25.9 12.2 1.5 0.3 0.3 0.0 12.2 5.1
Number of Traders in Each Category Total Traders: 97
5 12 . 35 12 14 19 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 77,290
Positions
3,914 45,060 3,863 31,544 5,331 657 19,608 9,491 4,085 3,527 1,875 1,250 8,841 5,677
Changes from: May 26, 2015 Total Change is: 12,348
872 7,406 3,503 2,346 -52 -76 899 -1,990 2,122 -636 63 505 2,813 866
Percent of Open Interest Represented by Each Category of Trader
5.1 58.3 5.0 40.8 6.9 0.9 25.4 12.3 5.3 4.6 2.4 1.6 11.4 7.3
Number of Traders in Each Category Total Traders: 230
19 19 8 31 16 7 62 43 24 25 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 9,364
Positions
4,410 7,721 0 604 0 0 1,744 344 0 0 923 0 2,606 376
Changes from: May 26, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
47.1 82.5 0.0 6.5 0.0 0.0 18.6 3.7 0.0 0.0 9.9 0.0 27.8 4.0
Number of Traders in Each Category Total Traders: 21
5 8 0 . 0 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 339,629
Positions
14,971 204,148 1,866 154,700 26,654 3,286 98,408 54,823 11,339 20,637 7,759 3,248 31,176 26,507
Changes from: May 26, 2015 Total Change is: 14,918
-241 15,877 63 8,711 -259 -380 4,861 -2,584 1,523 -180 -1,298 -474 1,034 2,449
Percent of Open Interest Represented by Each Category of Trader
4.4 60.1 0.5 45.5 7.8 1.0 29.0 16.1 3.3 6.1 2.3 1.0 9.2 7.8
Number of Traders in Each Category Total Traders: 228
18 19 5 31 16 7 62 43 22 25 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 367,053
Positions
128,355 28,048 1,234 117,576 161,962 18,462 67,900 124,853 5,219 6,077 11,787 546 21,684 14,941
Changes from: May 26, 2015 Total Change is: 2,399
-2,633 -446 -85 3,202 -974 -11 1,961 4,803 -494 -960 398 222 1,198 -1,014
Percent of Open Interest Represented by Each Category of Trader
35.0 7.6 0.3 32.0 44.1 5.0 18.5 34.0 1.4 1.7 3.2 0.1 5.9 4.1
Number of Traders in Each Category Total Traders: 265
24 11 . 48 45 27 44 58 15 14 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 61,538
Positions
2,683 18,483 252 28,486 0 158 13,477 6,310 360 4,344 27,037 2 11,776 8,936
Changes from: May 26, 2015 Total Change is: -221
-20 208 252 -788 0 -9 -266 -962 360 354 -90 -463 359 483
Percent of Open Interest Represented by Each Category of Trader
4.4 30.0 0.4 46.3 0.0 0.3 21.9 10.3 0.6 7.1 43.9 0.0 19.1 14.5
Number of Traders in Each Category Total Traders: 64
4 8 . 20 0 . 15 7 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 122,561
Positions
32,820 7,664 3,916 26,053 1,170 1,405 29,103 14,807 2,601 15,721 0 485 10,457 90,513
Changes from: May 26, 2015 Total Change is: 5,867
-2,189 1,999 677 8,249 124 -129 -349 -1,616 349 7 -798 -41 -707 5,302
Percent of Open Interest Represented by Each Category of Trader
26.8 6.3 3.2 21.3 1.0 1.1 23.7 12.1 2.1 12.8 0.0 0.4 8.5 73.9
Number of Traders in Each Category Total Traders: 95
18 10 8 12 . 4 28 16 10 8 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 152,159
Positions
8,637 91,530 439 94,428 42,864 6,044 29,071 2,972 3,720 1,889 1,580 0 7,931 3,010
Changes from: May 26, 2015 Total Change is: -1,440
-962 -359 -14 1,125 -975 173 -2,435 -920 643 -115 50 0 145 -38
Percent of Open Interest Represented by Each Category of Trader
5.7 60.2 0.3 62.1 28.2 4.0 19.1 2.0 2.4 1.2 1.0 0.0 5.2 2.0
Number of Traders in Each Category Total Traders: 107
8 10 . 40 20 21 17 4 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 383,150
Positions
40,602 197,603 4,176 174,767 83,460 44,384 69,717 27,682 10,884 19,290 7,295 1,465 17,865 6,201
Changes from: May 26, 2015 Total Change is: -84
4,279 -9,075 961 -10,367 -559 7,520 -4,815 -993 1,482 1,982 -271 -72 -1,054 923
Percent of Open Interest Represented by Each Category of Trader
10.6 51.6 1.1 45.6 21.8 11.6 18.2 7.2 2.8 5.0 1.9 0.4 4.7 1.6
Number of Traders in Each Category Total Traders: 234
19 21 9 60 35 30 38 21 12 27 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 582,314
Positions
1,487 59,321 23,574 208,092 87,107 64,421 63,608 86,020 62,379 6,687 12,883 13,993 138,074 172,617
Changes from: May 26, 2015 Total Change is: -13,909
89 -3,495 3,370 23,657 362 -6,671 6,882 11,531 -22,277 793 -2,925 6,356 -26,107 -160
Percent of Open Interest Represented by Each Category of Trader
0.3 10.2 4.0 35.7 15.0 11.1 10.9 14.8 10.7 1.1 2.2 2.4 23.7 29.6
Number of Traders in Each Category Total Traders: 136
. 12 12 29 21 30 25 30 37 6 10 11
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 626,327
Positions
23,159 87,176 36,250 338,580 54,295 68,068 24,675 258,159 14,896 7,716 4,459 0 112,983 103,024
Changes from: May 26, 2015 Total Change is: 2,237
-2,540 501 32,256 12,507 1,551 -9,940 -177 -1,310 -12,405 66 0 -1,635 -15,895 -6,781
Percent of Open Interest Represented by Each Category of Trader
3.7 13.9 5.8 54.1 8.7 10.9 3.9 41.2 2.4 1.2 0.7 0.0 18.0 16.4
Number of Traders in Each Category Total Traders: 93
. 7 4 40 12 27 7 20 12 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 1,187,958
Positions
21,841 101,728 8,546 219,834 414,621 120,279 490,849 174,742 76,723 123,652 133,721 8,304 117,930 149,295
Changes from: May 26, 2015 Total Change is: -258,041
-11,263 -246 -24,858 7,447 -24,829 -811 -66,868 -20,774 -137,169 -5,541 -10,888 -5,837 -13,142 -32,628
Percent of Open Interest Represented by Each Category of Trader
1.8 8.6 0.7 18.5 34.9 10.1 41.3 14.7 6.5 10.4 11.3 0.7 9.9 12.6
Number of Traders in Each Category Total Traders: 262
9 28 12 39 44 37 55 24 32 19 43 10
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 3,437,458
Positions
141,389 148,068 193,523 1,079,470 866,417 327,560 375,681 651,631 516,120 386,426 145,220 97,155 320,134 491,765
Changes from: May 26, 2015 Total Change is: -244,381
-10,190 -12,309 22,587 10,146 -26,278 -174,282 -44,743 -40,057 2,907 -129 1,540 218 -50,895 -18,708
Percent of Open Interest Represented by Each Category of Trader
4.1 4.3 5.6 31.4 25.2 9.5 10.9 19.0 15.0 11.2 4.2 2.8 9.3 14.3
Number of Traders in Each Category Total Traders: 389
20 27 41 48 83 77 61 69 86 37 44 28
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 2,229,894
Positions
87,555 175,027 63,963 744,127 519,124 280,815 463,440 383,479 166,033 121,040 206,229 50,649 252,273 384,576
Changes from: May 26, 2015 Total Change is: -111,742
4,713 18,940 -10,083 97,344 16,175 -25,562 -13,765 43,709 -100,200 16,882 7,139 -29,887 -51,185 -31,974
Percent of Open Interest Represented by Each Category of Trader
3.9 7.8 2.9 33.4 23.3 12.6 20.8 17.2 7.4 5.4 9.2 2.3 11.3 17.2
Number of Traders in Each Category Total Traders: 271
16 23 18 37 46 53 45 47 54 20 37 14
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 800,823
Positions
337,710 148,251 198,753 0 10,545 14,799 13,372 141,820 142,739 23,274 41,588 44,639 25,538 57,690
Changes from: May 26, 2015 Total Change is: -74,531
-15,362 2,000 -32,246 -1,021 2,674 3,406 -13,093 -25,257 -4,774 -14,871 -20,823 3,441 -12 -2,954
Percent of Open Interest Represented by Each Category of Trader
42.2 18.5 24.8 0.0 1.3 1.8 1.7 17.7 17.8 2.9 5.2 5.6 3.2 7.2
Number of Traders in Each Category Total Traders: 133
20 33 44 0 7 5 15 35 33 4 15 7
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 is19,131,243
Positions
2,462,703 1,267,702 4,564,511 254,397 1,820,562 661,373 2,033,318 1,062,336 6,474,708 457,910 601,216 1,373,667 848,657 1,305,168
Changes from: May 26, 2015 Total Change is: 372,885
12,169 15,832 42,166 49,776 38,187 2,853 110,403 -18,605 206,403 -27,933 60,322 49,315 -72,267 -23,589
Percent of Open Interest Represented by Each Category of Trader
12.9 6.6 23.9 1.3 9.5 3.5 10.6 5.6 33.8 2.4 3.1 7.2 4.4 6.8
Number of Traders in Each Category Total Traders: 340
36 53 85 12 30 32 59 87 118 15 43 44
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 49,392
Positions
6,755 2,372 0 475 20,645 61 40,139 18,439 0 1,840 7,742 21 101 112
Changes from: May 26, 2015 Total Change is: -312
83 459 0 0 116 0 -804 -615 0 432 -291 0 -23 19
Percent of Open Interest Represented by Each Category of Trader
13.7 4.8 0.0 1.0 41.8 0.1 81.3 37.3 0.0 3.7 15.7 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 45
. 7 0 . 9 . 5 9 0 . 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 37,739
Positions
4,793 2,926 38 0 17,107 12 32,211 7,912 247 309 9,330 31 98 136
Changes from: May 26, 2015 Total Change is: -208
217 459 38 0 -491 0 -569 -82 247 -149 -458 31 -23 48
Percent of Open Interest Represented by Each Category of Trader
12.7 7.8 0.1 0.0 45.3 0.0 85.4 21.0 0.7 0.8 24.7 0.1 0.3 0.4
Number of Traders in Each Category Total Traders: 43
. 4 . 0 14 . 6 5 . . 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 102,725
Positions
5,345 72,416 93 21,642 836 473 16,338 23,674 3,103 40,980 926 148 14,604 1,056
Changes from: May 26, 2015 Total Change is: -1,099
74 140 13 1,138 -723 -44 -1,281 2,983 -1,329 2,318 -298 -306 -1,682 -1,535
Percent of Open Interest Represented by Each Category of Trader
5.2 70.5 0.1 21.1 0.8 0.5 15.9 23.0 3.0 39.9 0.9 0.1 14.2 1.0
Number of Traders in Each Category Total Traders: 206
6 . . 17 . . 30 18 14 123 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 379,061
Positions
116,350 13,389 18,983 74,759 38,076 23,385 43,105 176,150 63,142 4,095 5,490 13,289 21,953 27,157
Changes from: May 26, 2015 Total Change is: -6,150
4,940 -1,979 -283 -2,392 -741 -2,586 -4,039 1,558 -536 621 -498 -1,229 -646 144
Percent of Open Interest Represented by Each Category of Trader
30.7 3.5 5.0 19.7 10.0 6.2 11.4 46.5 16.7 1.1 1.4 3.5 5.8 7.2
Number of Traders in Each Category Total Traders: 199
19 12 20 12 17 9 44 58 58 11 14 14
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 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 16,541
Positions
79 2,934 0 7,398 444 903 6,108 11,152 564 1,412 539 0 77 5
Changes from: May 26, 2015 Total Change is: -720
-58 0 0 -1,519 0 -55 -84 -675 0 1,002 5 0 -6 5
Percent of Open Interest Represented by Each Category of Trader
0.5 17.7 0.0 44.7 2.7 5.5 36.9 67.4 3.4 8.5 3.3 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 30
. . 0 5 . . 5 10 . 5 . 0
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Updated June 5, 2015