Traders in Financial Futures - Options and Futures Combined 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 129,102
Positions
43,317 36,530 4,588 21,313 6,694 458 9,072 30,599 12,547 11,914 3,351 932 24,961 33,403
Changes from: June 2, 2015 Total Change is: -14,723
3,570 -9,854 -1,878 337 -184 -1,813 -6,382 6,929 -5,712 -2,155 337 -786 96 -1,762
Percent of Open Interest Represented by Each Category of Trader
33.6 28.3 3.6 16.5 5.2 0.4 7.0 23.7 9.7 9.2 2.6 0.7 19.3 25.9
Number of Traders in Each Category Total Traders: 81
5 8 10 6 7 . 12 26 14 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 36,294
Positions
10,242 11,226 2,095 1,144 1,806 5 8,533 2,837 4,634 400 0 0 9,241 13,691
Changes from: June 2, 2015 Total Change is: -794
-1,925 -819 527 0 -1 0 665 -826 34 400 0 0 -495 290
Percent of Open Interest Represented by Each Category of Trader
28.2 30.9 5.8 3.2 5.0 0.0 23.5 7.8 12.8 1.1 0.0 0.0 25.5 37.7
Number of Traders in Each Category Total Traders: 27
6 . 6 . . . 9 5 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 206,562
Positions
77,589 32,395 8,939 12,164 63,659 2,155 52,501 29,657 22,315 3,961 18,673 2,985 23,954 25,785
Changes from: June 2, 2015 Total Change is: -11,066
681 -4,564 2,405 161 1,025 -1,531 -1,542 4,372 -7,738 -741 -1,928 -2,176 -586 -933
Percent of Open Interest Represented by Each Category of Trader
37.6 15.7 4.3 5.9 30.8 1.0 25.4 14.4 10.8 1.9 9.0 1.4 11.6 12.5
Number of Traders in Each Category Total Traders: 116
10 9 11 7 18 7 25 24 22 7 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 339,974
Positions
160,050 890 15,779 22,612 48,090 6,271 23,531 139,825 32,068 58,427 15,763 3,154 18,083 78,135
Changes from: June 2, 2015 Total Change is: 25,455
34,073 -2,110 -872 -547 12,783 -4,121 -2,595 13,162 2,880 -295 4,665 -1,735 -1,332 804
Percent of Open Interest Represented by Each Category of Trader
47.1 0.3 4.6 6.7 14.1 1.8 6.9 41.1 9.4 17.2 4.6 0.9 5.3 23.0
Number of Traders in Each Category Total Traders: 154
15 . 10 12 22 11 19 59 24 5 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 524,398
Positions
129,962 38,609 23,749 49,536 120,600 16,490 29,436 103,926 73,504 141,350 45,102 13,918 46,453 88,501
Changes from: June 2, 2015 Total Change is: -36,563
-7,740 23,648 -16,880 -637 -1,853 -433 -2,913 -12,382 -6,427 3,590 -10,981 -5,483 359 -5,772
Percent of Open Interest Represented by Each Category of Trader
24.8 7.4 4.5 9.4 23.0 3.1 5.6 19.8 14.0 27.0 8.6 2.7 8.9 16.9
Number of Traders in Each Category Total Traders: 255
18 13 19 21 32 22 27 61 45 30 48 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 180,725
Positions
108,846 18,062 4,815 1,337 31,047 1,190 18,646 43,421 16,895 5,636 22,285 6,863 16,497 36,148
Changes from: June 2, 2015 Total Change is: 705
-3,037 -5,283 -2,878 35 560 -1,041 -277 3,763 5,400 1,257 -381 2,735 -1,489 -2,170
Percent of Open Interest Represented by Each Category of Trader
60.2 10.0 2.7 0.7 17.2 0.7 10.3 24.0 9.3 3.1 12.3 3.8 9.1 20.0
Number of Traders in Each Category Total Traders: 92
10 4 8 . 13 4 18 26 15 8 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 179,261
Positions
54,262 49,306 7,089 53,685 2,990 17 24,280 66,539 33,532 2,727 11,290 612 3,057 7,885
Changes from: June 2, 2015 Total Change is: 26,066
1,785 13,672 1,135 18,407 389 17 -4,228 1,218 8,614 438 -590 386 -488 1,226
Percent of Open Interest Represented by Each Category of Trader
30.3 27.5 4.0 29.9 1.7 0.0 13.5 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 17 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 59,247
Positions
22,223 32,689 5,633 5,351 2,662 264 12,734 8,551 2,325 2,008 1,554 106 8,603 5,464
Changes from: June 2, 2015 Total Change is: 667
3,890 -1,746 3,061 -894 -372 -21 -6,268 635 884 76 -708 -9 -53 -1,058
Percent of Open Interest Represented by Each Category of Trader
37.5 55.2 9.5 9.0 4.5 0.4 21.5 14.4 3.9 3.4 2.6 0.2 14.5 9.2
Number of Traders in Each Category Total Traders: 94
13 16 8 11 4 4 21 14 9 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 118,495
Positions
44,446 65,378 11,266 10,702 5,323 528 25,469 17,102 4,650 4,015 3,108 212 17,207 10,928
Changes from: June 2, 2015 Total Change is: 1,334
7,780 -3,492 6,123 -1,787 -744 -41 -12,536 1,269 1,768 152 -1,415 -18 -107 -2,116
Percent of Open Interest Represented by Each Category of Trader
37.5 55.2 9.5 9.0 4.5 0.4 21.5 14.4 3.9 3.4 2.6 0.2 14.5 9.2
Number of Traders in Each Category Total Traders: 94
13 16 8 11 4 4 21 14 9 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 912,459
Positions
49,118 129,036 69,898 288,809 122,858 69,705 91,375 161,553 145,056 22,047 51,767 29,757 146,695 132,830
Changes from: June 2, 2015 Total Change is: 48,805
14,489 -8,773 19,182 -12,825 1,224 7,842 -425 12,813 6,639 -1,010 -2,738 306 14,607 12,311
Percent of Open Interest Represented by Each Category of Trader
5.4 14.1 7.7 31.7 13.5 7.6 10.0 17.7 15.9 2.4 5.7 3.3 16.1 14.6
Number of Traders in Each Category Total Traders: 660
36 38 50 120 81 88 87 132 112 102 62 87
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 215,634
Positions
34,072 36,935 6,651 59,837 22,373 3,976 8,176 11,377 42,639 2,418 5,748 10,696 47,168 75,240
Changes from: June 2, 2015 Total Change is: 22,435
17,099 4,290 2,246 -296 -851 -879 901 1,999 3,732 -1,111 -716 221 522 12,393
Percent of Open Interest Represented by Each Category of Trader
15.8 17.1 3.1 27.7 10.4 1.8 3.8 5.3 19.8 1.1 2.7 5.0 21.9 34.9
Number of Traders in Each Category Total Traders: 95
5 11 6 17 6 8 14 20 29 12 9 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,484,127
Positions
212,379 597,657 179,086 1,210,628 568,196 262,875 472,622 807,506 455,459 100,465 232,422 92,977 497,636 287,949
Changes from: June 2, 2015 Total Change is: 131,850
11,442 -40,822 60,185 -48,039 24,977 28,999 10,737 71,432 -2,829 122 -10,492 810 70,423 -412
Percent of Open Interest Represented by Each Category of Trader
6.1 17.2 5.1 34.7 16.3 7.5 13.6 23.2 13.1 2.9 6.7 2.7 14.3 8.3
Number of Traders in Each Category Total Traders: 626
36 38 49 111 79 82 85 126 105 94 56 77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 88,545
Positions
2,460 25,771 949 48,598 42,685 1,356 22,306 11,253 696 288 265 0 11,892 5,570
Changes from: June 2, 2015 Total Change is: -2,727
-81 -1,661 1 -1,412 -1,469 -15 -1,293 161 -671 0 0 0 744 927
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 - Options and Futures Combined 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 74,762
Positions
5,176 39,910 4,542 29,593 5,711 831 17,088 10,908 4,339 3,738 1,962 1,335 8,120 5,224
Changes from: June 2, 2015 Total Change is: -2,528
1,262 -5,151 679 -1,951 380 174 -2,520 1,417 254 211 87 85 -721 -453
Percent of Open Interest Represented by Each Category of Trader
6.9 53.4 6.1 39.6 7.6 1.1 22.9 14.6 5.8 5.0 2.6 1.8 10.9 7.0
Number of Traders in Each Category Total Traders: 223
19 17 10 32 15 6 62 39 26 25 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 9,051
Positions
5,364 6,612 0 604 0 0 993 1,150 0 0 1,033 0 2,090 256
Changes from: June 2, 2015 Total Change is: -313
954 -1,109 0 0 0 0 -751 806 0 0 110 0 -516 -120
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 23.1 2.8
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 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 328,553
Positions
15,504 182,934 6,265 144,944 28,553 4,156 91,107 59,422 11,064 22,190 8,144 3,173 30,150 24,842
Changes from: June 2, 2015 Total Change is: -11,076
533 -21,214 4,399 -9,756 1,899 870 -7,301 4,599 -274 1,554 385 -75 -1,026 -1,665
Percent of Open Interest Represented by Each Category of Trader
4.7 55.7 1.9 44.1 8.7 1.3 27.7 18.1 3.4 6.8 2.5 1.0 9.2 7.6
Number of Traders in Each Category Total Traders: 221
18 17 6 32 15 6 63 38 25 25 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 364,967
Positions
106,351 29,097 2,076 118,323 163,505 17,310 66,254 118,115 5,205 27,933 13,546 495 21,020 15,618
Changes from: June 2, 2015 Total Change is: -2,086
-22,004 1,049 842 747 1,543 -1,153 -1,645 -6,738 -15 21,857 1,759 -51 -664 677
Percent of Open Interest Represented by Each Category of Trader
29.1 8.0 0.6 32.4 44.8 4.7 18.2 32.4 1.4 7.7 3.7 0.1 5.8 4.3
Number of Traders in Each Category Total Traders: 276
20 12 5 53 45 27 43 62 15 18 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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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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 - Options and Futures Combined 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 613,868
Positions
2,762 64,096 31,061 215,701 95,914 64,421 67,592 79,443 76,746 5,665 15,476 16,399 133,521 170,313
Changes from: June 2, 2015 Total Change is: 31,553
1,275 4,774 7,487 7,609 8,808 0 3,984 -6,577 14,367 -1,021 2,593 2,406 -4,553 -2,304
Percent of Open Interest Represented by Each Category of Trader
0.4 10.4 5.1 35.1 15.6 10.5 11.0 12.9 12.5 0.9 2.5 2.7 21.8 27.7
Number of Traders in Each Category Total Traders: 138
4 13 12 30 25 34 28 24 39 6 8 9
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Traders in Financial Futures - Options and Futures Combined 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 617,027
Positions
24,219 94,315 20,216 343,381 59,586 70,489 18,070 260,341 11,741 14,198 4,459 0 114,713 95,879
Changes from: June 2, 2015 Total Change is: -9,300
1,060 7,139 -16,034 4,801 5,291 2,421 -6,605 2,182 -3,155 6,482 0 0 1,730 -7,144
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 18.6 15.5
Number of Traders in Each Category Total Traders: 98
. 9 4 41 13 28 6 20 10 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,193,280
Positions
35,033 84,779 6,087 211,822 422,672 122,484 510,788 177,517 89,870 94,914 130,563 11,944 110,338 147,365
Changes from: June 2, 2015 Total Change is: 5,322
13,192 -16,949 -2,459 -8,012 8,050 2,205 19,939 2,775 13,148 -28,738 -3,158 3,640 -7,592 -1,930
Percent of Open Interest Represented by Each Category of Trader
2.9 7.1 0.5 17.8 35.4 10.3 42.8 14.9 7.5 8.0 10.9 1.0 9.2 12.3
Number of Traders in Each Category Total Traders: 271
10 26 11 37 49 40 54 31 34 19 44 12
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Traders in Financial Futures - Options and Futures Combined 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,558,573
Positions
141,134 202,182 262,019 1,092,277 922,548 345,747 427,905 547,782 524,191 372,440 167,838 100,268 292,592 485,998
Changes from: June 2, 2015 Total Change is: 121,115
-255 54,114 68,496 12,806 56,131 18,188 52,224 -103,848 8,071 -13,986 22,618 3,113 -27,542 -5,768
Percent of Open Interest Represented by Each Category of Trader
4.0 5.7 7.4 30.7 25.9 9.7 12.0 15.4 14.7 10.5 4.7 2.8 8.2 13.7
Number of Traders in Each Category Total Traders: 395
20 31 42 48 84 81 59 77 94 34 42 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,280,346
Positions
94,885 206,304 89,749 776,256 511,746 271,959 379,113 341,500 226,927 149,575 196,513 54,312 237,571 381,337
Changes from: June 2, 2015 Total Change is: 50,452
7,330 31,278 25,786 32,128 -7,378 -8,856 -84,326 -41,979 60,894 28,534 -9,717 3,663 -14,702 -3,239
Percent of Open Interest Represented by Each Category of Trader
4.2 9.0 3.9 34.0 22.4 11.9 16.6 15.0 10.0 6.6 8.6 2.4 10.4 16.7
Number of Traders in Each Category Total Traders: 272
17 24 23 37 47 48 42 47 51 19 39 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 837,878
Positions
345,437 149,366 216,607 0 11,084 20,040 16,412 154,577 143,064 29,637 43,026 44,393 22,288 55,720
Changes from: June 2, 2015 Total Change is: 37,055
7,727 1,115 17,854 0 540 5,242 3,040 12,757 326 6,363 1,438 -246 -3,250 -1,970
Percent of Open Interest Represented by Each Category of Trader
41.2 17.8 25.9 0.0 1.3 2.4 2.0 18.4 17.1 3.5 5.1 5.3 2.7 6.7
Number of Traders in Each Category Total Traders: 132
20 31 41 0 7 5 13 36 32 4 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is19,463,196
Positions
2,547,747 1,235,955 4,627,775 270,712 1,928,168 678,717 2,074,897 1,140,529 6,565,323 443,914 522,266 1,431,743 822,368 1,332,720
Changes from: June 2, 2015 Total Change is: 331,953
85,045 -31,747 63,264 16,315 107,606 17,345 41,579 78,192 90,615 -13,996 -78,951 58,076 -26,289 27,552
Percent of Open Interest Represented by Each Category of Trader
13.1 6.4 23.8 1.4 9.9 3.5 10.7 5.9 33.7 2.3 2.7 7.4 4.2 6.8
Number of Traders in Each Category Total Traders: 331
33 56 85 12 30 30 57 80 113 16 40 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 105,689
Positions
1,871 72,162 137 22,838 484 485 22,662 24,665 4,831 37,771 1,046 147 14,948 1,732
Changes from: June 2, 2015 Total Change is: 2,964
-3,474 -255 44 1,196 -352 12 6,324 991 1,728 -3,209 120 -2 344 677
Percent of Open Interest Represented by Each Category of Trader
1.8 68.3 0.1 21.6 0.5 0.5 21.4 23.3 4.6 35.7 1.0 0.1 14.1 1.6
Number of Traders in Each Category Total Traders: 196
4 . . 15 . . 31 15 16 117 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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