Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 100,245
Positions
9,431 56,174 1,781 11,101 11,025 42 28,978 8,009 2,706 7,179 3,987 0 39,027 16,521
Changes from: November 23, 2010 Total Change is: -5,197
-1,084 -2,100 -442 270 -413 -194 -5,834 -2,110 1,598 -294 0 0 783 -1,536
Percent of Open Interest Represented by Each Category of Trader
9.4 56.0 1.8 11.1 11.0 0.0 28.9 8.0 2.7 7.2 4.0 0.0 38.9 16.5
Number of Traders in Each Category Total Traders: 80
8 13 5 4 . . 30 11 6 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 43,600
Positions
7,030 18,548 2,015 2,255 917 287 16,152 11,044 162 0 500 0 15,699 10,127
Changes from: November 23, 2010 Total Change is: 3,535
547 217 1,053 591 -25 -61 1,299 2,927 161 0 0 0 -55 -737
Percent of Open Interest Represented by Each Category of Trader
16.1 42.5 4.6 5.2 2.1 0.7 37.0 25.3 0.4 0.0 1.1 0.0 36.0 23.2
Number of Traders in Each Category Total Traders: 46
6 8 4 . . . 15 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 85,587
Positions
22,359 10,563 2,931 10,751 20,667 1,020 26,372 18,090 851 2,170 10,267 0 19,133 21,198
Changes from: November 23, 2010 Total Change is: -8,327
5,245 -10,218 1,120 3,262 -529 -199 -13,658 2,285 -175 268 -1,000 0 -4,190 389
Percent of Open Interest Represented by Each Category of Trader
26.1 12.3 3.4 12.6 24.1 1.2 30.8 21.1 1.0 2.5 12.0 0.0 22.4 24.8
Number of Traders in Each Category Total Traders: 85
12 9 6 5 11 5 20 21 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 133,069
Positions
16,145 66,213 4,780 34,651 5,536 1,087 31,861 20,030 1,034 18,851 3,788 0 24,660 30,601
Changes from: November 23, 2010 Total Change is: 3,449
-915 1,203 -23 1,473 35 -149 2,651 1,464 -27 2,000 499 0 -1,561 447
Percent of Open Interest Represented by Each Category of Trader
12.1 49.8 3.6 26.0 4.2 0.8 23.9 15.1 0.8 14.2 2.8 0.0 18.5 23.0
Number of Traders in Each Category Total Traders: 102
12 15 8 11 6 4 25 24 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 203,930
Positions
64,873 55,860 4,752 26,106 21,679 3,155 31,464 50,009 3,593 13,832 13,977 207 55,948 50,698
Changes from: November 23, 2010 Total Change is: 16,741
3,442 783 -552 957 1,565 562 10,316 2,076 -918 -4,565 1,727 -210 7,709 11,708
Percent of Open Interest Represented by Each Category of Trader
31.8 27.4 2.3 12.8 10.6 1.5 15.4 24.5 1.8 6.8 6.9 0.1 27.4 24.9
Number of Traders in Each Category Total Traders: 159
21 16 8 18 16 10 25 43 17 7 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 117,302
Positions
21,408 78,101 4,899 18,859 2,826 154 38,334 12,856 720 2,270 1,959 13 30,645 15,774
Changes from: November 23, 2010 Total Change is: -696
2,236 -3,625 1,554 -838 9 -100 -5,155 833 714 1,051 43 0 -158 -124
Percent of Open Interest Represented by Each Category of Trader
18.3 66.6 4.2 16.1 2.4 0.1 32.7 11.0 0.6 1.9 1.7 0.0 26.1 13.4
Number of Traders in Each Category Total Traders: 69
9 12 5 4 . . 22 11 4 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 43,401
Positions
7,592 23,867 11,186 0 0 0 14,517 7,248 627 1,255 5 137 8,087 331
Changes from: November 23, 2010 Total Change is: 1,528
-651 -596 2,198 0 0 0 -42 6 -126 0 0 0 149 46
Percent of Open Interest Represented by Each Category of Trader
17.5 55.0 25.8 0.0 0.0 0.0 33.4 16.7 1.4 2.9 0.0 0.3 18.6 0.8
Number of Traders in Each Category Total Traders: 22
5 10 9 0 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 134,618
Positions
8,444 111,320 392 21,825 150 0 95,337 3,815 714 1,816 16,315 0 6,090 1,912
Changes from: November 23, 2010 Total Change is: -16,164
1,002 -9,498 -355 1,506 0 -187 -15,606 -4,742 226 -906 -213 -102 -1,742 -1,293
Percent of Open Interest Represented by Each Category of Trader
6.3 82.7 0.3 16.2 0.1 0.0 70.8 2.8 0.5 1.3 12.1 0.0 4.5 1.4
Number of Traders in Each Category Total Traders: 94
6 14 . 7 . 0 42 11 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,575
Positions
1,910 20,022 95 125 0 0 21,567 6,072 0 586 150 0 3,292 1,236
Changes from: November 23, 2010 Total Change is: -3,394
-101 -3,274 36 -254 0 0 -3,137 -354 0 0 -255 0 62 453
Percent of Open Interest Represented by Each Category of Trader
6.9 72.6 0.3 0.5 0.0 0.0 78.2 22.0 0.0 2.1 0.5 0.0 11.9 4.5
Number of Traders in Each Category Total Traders: 37
4 11 . . 0 0 11 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 48,594
Positions
22,012 23,721 501 3,283 3,935 359 14,749 12,800 427 515 840 8 6,742 6,005
Changes from: November 23, 2010 Total Change is: -2,073
751 -280 -64 -387 145 -347 -2,023 -2,499 -85 140 209 8 -67 840
Percent of Open Interest Represented by Each Category of Trader
45.3 48.8 1.0 6.8 8.1 0.7 30.4 26.3 0.9 1.1 1.7 0.0 13.9 12.4
Number of Traders in Each Category Total Traders: 95
17 14 . 4 7 . 29 18 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 97,188
Positions
44,024 47,441 1,001 6,565 7,870 717 29,498 25,599 854 1,030 1,680 16 13,483 12,010
Changes from: November 23, 2010 Total Change is: -4,145
1,502 -560 -127 -773 290 -694 -4,046 -4,997 -170 280 417 16 -133 1,680
Percent of Open Interest Represented by Each Category of Trader
45.3 48.8 1.0 6.8 8.1 0.7 30.4 26.3 0.9 1.1 1.7 0.0 13.9 12.4
Number of Traders in Each Category Total Traders: 95
17 14 . 4 7 . 29 18 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 941,143
Positions
43,891 299,748 85,076 423,682 141,570 66,123 100,714 151,491 64,380 16,569 24,062 4,646 136,063 104,048
Changes from: November 23, 2010 Total Change is: 4,262
1,231 4,184 4,986 300 1,826 1,473 -2,568 -10,752 1,130 -798 -1,870 2,190 -3,682 1,095
Percent of Open Interest Represented by Each Category of Trader
4.7 31.8 9.0 45.0 15.0 7.0 10.7 16.1 6.8 1.8 2.6 0.5 14.5 11.1
Number of Traders in Each Category Total Traders: 533
32 47 23 122 63 65 108 121 67 23 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 364,644
Positions
44,285 202,462 14,607 144,772 47,321 7,224 56,749 40,913 1,852 6,090 6,631 4,018 85,047 39,616
Changes from: November 23, 2010 Total Change is: -4,959
-189 -2,623 2,132 -1,276 -1,504 -53 -2,549 878 183 -1,646 -2,192 3,106 -4,667 -4,886
Percent of Open Interest Represented by Each Category of Trader
12.1 55.5 4.0 39.7 13.0 2.0 15.6 11.2 0.5 1.7 1.8 1.1 23.3 10.9
Number of Traders in Each Category Total Traders: 133
11 26 8 32 16 14 15 28 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,882,495
Positions
184,781 673,180 165,591 1,424,205 500,899 264,841 484,593 817,661 47,868 52,394 87,154 3,140 255,082 322,161
Changes from: November 23, 2010 Total Change is: 46,106
-6,569 20,367 27,941 10,556 19,323 4,957 -245 -58,298 4,883 -1,629 -4,262 1,288 4,924 29,907
Percent of Open Interest Represented by Each Category of Trader
6.4 23.4 5.7 49.4 17.4 9.2 16.8 28.4 1.7 1.8 3.0 0.1 8.8 11.2
Number of Traders in Each Category Total Traders: 491
30 42 11 102 57 55 106 118 46 21 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 107,572
Positions
17,612 27,184 9,871 47,904 38,717 4,703 13,605 23,062 1,066 1,759 0 0 11,052 2,969
Changes from: November 23, 2010 Total Change is: 437
-264 -1,456 278 -353 337 -170 -829 1,465 739 -148 0 0 1,184 -756
Percent of Open Interest Represented by Each Category of Trader
16.4 25.3 9.2 44.5 36.0 4.4 12.6 21.4 1.0 1.6 0.0 0.0 10.3 2.8
Number of Traders in Each Category Total Traders: 89
6 8 . 33 14 10 13 11 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 107,048
Positions
14,361 37,393 17,518 20,983 16,362 2,591 26,829 10,100 11,985 2,218 4,419 19 10,544 6,663
Changes from: November 23, 2010 Total Change is: -3,723
2,062 1,132 -4,830 -1,256 -414 -277 -715 -1,837 -795 138 572 0 1,949 2,726
Percent of Open Interest Represented by Each Category of Trader
13.4 34.9 16.4 19.6 15.3 2.4 25.1 9.4 11.2 2.1 4.1 0.0 9.9 6.2
Number of Traders in Each Category Total Traders: 243
22 28 12 37 17 10 72 37 21 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 26,647
Positions
10,951 19,399 638 210 280 0 7,920 4,371 0 492 889 0 6,436 1,070
Changes from: November 23, 2010 Total Change is: -1,459
-2,605 -1,881 -159 -11 0 0 -1,560 618 0 0 0 0 2,876 -37
Percent of Open Interest Represented by Each Category of Trader
41.1 72.8 2.4 0.8 1.1 0.0 29.7 16.4 0.0 1.8 3.3 0.0 24.2 4.0
Number of Traders in Each Category Total Traders: 29
6 10 . . . 0 4 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 402,007
Positions
93,712 166,632 7,735 103,865 80,410 12,957 146,907 81,003 7,563 8,631 17,648 95 20,542 27,964
Changes from: November 23, 2010 Total Change is: -11,320
-581 -8,852 562 -6,223 -2,072 -1,383 -1,356 -17,857 1,608 688 2,859 0 -4,635 13,815
Percent of Open Interest Represented by Each Category of Trader
23.3 41.5 1.9 25.8 20.0 3.2 36.5 20.1 1.9 2.1 4.4 0.0 5.1 7.0
Number of Traders in Each Category Total Traders: 236
21 25 4 36 16 10 72 39 14 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 400,520
Positions
160,132 73,402 7,414 119,915 146,668 21,920 67,366 117,431 4,898 1,260 15,462 0 17,615 13,325
Changes from: November 23, 2010 Total Change is: -4,927
-4,626 3,247 1,785 -765 581 83 3,693 -5,466 -2,089 -118 -1,053 0 -2,890 -2,015
Percent of Open Interest Represented by Each Category of Trader
40.0 18.3 1.9 29.9 36.6 5.5 16.8 29.3 1.2 0.3 3.9 0.0 4.4 3.3
Number of Traders in Each Category Total Traders: 254
18 21 . 62 38 25 43 60 18 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 45,596
Positions
12,991 7,715 1,347 14,372 729 73 2,524 15,710 18 2,438 623 0 11,833 19,381
Changes from: November 23, 2010 Total Change is: 452
1,482 903 -37 -1,382 -20 -31 -712 512 -141 672 0 0 601 -734
Percent of Open Interest Represented by Each Category of Trader
28.5 16.9 3.0 31.5 1.6 0.2 5.5 34.5 0.0 5.3 1.4 0.0 26.0 42.5
Number of Traders in Each Category Total Traders: 58
14 12 5 11 . . 4 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 53,021
Positions
10,645 28,760 3,611 5,926 1,822 419 15,200 4,283 1,552 1,440 225 0 14,228 12,349
Changes from: November 23, 2010 Total Change is: 2,703
-973 6,703 231 386 -825 0 114 -2,527 228 -215 -14 0 2,932 -1,093
Percent of Open Interest Represented by Each Category of Trader
20.1 54.2 6.8 11.2 3.4 0.8 28.7 8.1 2.9 2.7 0.4 0.0 26.8 23.3
Number of Traders in Each Category Total Traders: 54
7 20 . 5 . . 10 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 29,013
Positions
0 2,110 0 17,291 16,619 3,783 2,743 4,694 0 495 0 0 4,701 1,807
Changes from: November 23, 2010 Total Change is: -1,189
0 -1,088 0 -1,289 1 -23 238 -174 0 0 0 0 -115 95
Percent of Open Interest Represented by Each Category of Trader
0.0 7.3 0.0 59.6 57.3 13.0 9.5 16.2 0.0 1.7 0.0 0.0 16.2 6.2
Number of Traders in Each Category Total Traders: 42
0 . 0 16 16 8 . 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 37,512
Positions
3,035 13,927 117 15,512 5,458 630 7,186 15,537 19 4,387 0 0 6,626 1,824
Changes from: November 23, 2010 Total Change is: 296
372 508 -20 633 -233 -61 144 -464 11 36 0 0 -819 555
Percent of Open Interest Represented by Each Category of Trader
8.1 37.1 0.3 41.4 14.6 1.7 19.2 41.4 0.1 11.7 0.0 0.0 17.7 4.9
Number of Traders in Each Category Total Traders: 51
5 7 . 13 7 4 10 . . 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 634,661
Positions
21,453 97,213 53,949 297,029 151,325 40,652 46,797 110,094 15,879 22,285 24,815 50 136,567 140,684
Changes from: November 23, 2010 Total Change is: 7,779
-13,049 -10,840 32,780 -2,342 -4,016 -359 -3,065 -3,671 -4,615 -1,230 4,215 -4,394 4,053 -1,321
Percent of Open Interest Represented by Each Category of Trader
3.4 15.3 8.5 46.8 23.8 6.4 7.4 17.3 2.5 3.5 3.9 0.0 21.5 22.2
Number of Traders in Each Category Total Traders: 144
6 17 15 40 26 31 17 29 16 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 332,705
Positions
0 119,358 33,063 227,183 0 12,564 0 119,326 356 0 0 0 59,539 48,038
Changes from: November 23, 2010 Total Change is: -9,358
-826 10,783 3,447 -462 -2,572 1,396 0 -18,825 -3,319 0 0 0 -9,594 -268
Percent of Open Interest Represented by Each Category of Trader
0.0 35.9 9.9 68.3 0.0 3.8 0.0 35.9 0.1 0.0 0.0 0.0 17.9 14.4
Number of Traders in Each Category Total Traders: 49
0 11 6 27 0 12 0 11 . 0 0 0
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 678,768
Positions
45,026 53,544 13,555 285,516 238,752 69,755 98,166 78,386 35,661 26,050 80,224 3,497 101,542 105,394
Changes from: November 23, 2010 Total Change is: -63,391
-8,388 -5,617 -16,764 9,883 2,667 -4,756 -20,090 -4,618 -24,728 7,509 -4,337 1,072 -7,129 -6,310
Percent of Open Interest Represented by Each Category of Trader
6.6 7.9 2.0 42.1 35.2 10.3 14.5 11.5 5.3 3.8 11.8 0.5 15.0 15.5
Number of Traders in Each Category Total Traders: 181
12 19 13 35 37 36 30 26 19 5 16 .
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,353,052
Positions
116,371 202,875 77,869 469,804 333,390 142,312 107,782 184,330 54,244 72,671 29,513 7,611 304,388 320,908
Changes from: November 23, 2010 Total Change is: -123,754
-28,147 -60,232 -24,488 42,167 2,657 -32,449 -90,579 -18,224 5,495 -20,622 4,216 -9,506 34,375 8,777
Percent of Open Interest Represented by Each Category of Trader
8.6 15.0 5.8 34.7 24.6 10.5 8.0 13.6 4.0 5.4 2.2 0.6 22.5 23.7
Number of Traders in Each Category Total Traders: 233
30 24 14 36 43 43 39 42 29 12 7 .
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,036,706
Positions
39,500 110,481 30,035 232,427 353,982 156,987 308,849 61,257 30,757 42,785 51,654 2,664 192,702 238,889
Changes from: November 23, 2010 Total Change is: -110,772
-10,805 -8,428 4,195 48,717 -29,760 -3,277 -114,332 -24,770 -23,006 -10,914 4,424 -6,295 4,945 -23,855
Percent of Open Interest Represented by Each Category of Trader
3.8 10.7 2.9 22.4 34.1 15.1 29.8 5.9 3.0 4.1 5.0 0.3 18.6 23.0
Number of Traders in Each Category Total Traders: 151
13 18 18 19 36 33 27 20 20 8 10 .
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 626,706
Positions
105,846 233,815 230,192 3,000 1,202 953 157,327 23,987 69,301 20,474 10,438 2,543 37,070 54,275
Changes from: November 23, 2010 Total Change is: 28,790
-4,283 18,581 4,473 0 -122 0 24,518 -3,861 1,512 4,028 6,905 443 -1,901 859
Percent of Open Interest Represented by Each Category of Trader
16.9 37.3 36.7 0.5 0.2 0.2 25.1 3.8 11.1 3.3 1.7 0.4 5.9 8.7
Number of Traders in Each Category Total Traders: 108
30 23 39 . 4 . 30 13 25 . . .
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is 8,083,590
Positions
2,175,969 2,795,109 1,608,866 1,296,878 448,411 69,409 633,817 648,235 1,101,109 239,208 400,602 124,450 833,884 887,399
Changes from: November 23, 2010 Total Change is: -120,561
181,545 -21,044 -77,182 29,695 -80,793 -39,172 -205,877 106,333 41,323 22,603 -13,916 -10,642 -62,854 -25,468
Percent of Open Interest Represented by Each Category of Trader
26.9 34.6 19.9 16.0 5.5 0.9 7.8 8.0 13.6 3.0 5.0 1.5 10.3 11.0
Number of Traders in Each Category Total Traders: 253
47 44 81 11 10 12 54 53 85 12 16 18
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 19,105
Positions
9,762 13,517 1,312 1,022 960 63 766 1,552 1,257 4,800 265 0 123 179
Changes from: November 23, 2010 Total Change is: 1,842
983 866 11 117 -15 -4 -52 105 808 0 60 0 -21 11
Percent of Open Interest Represented by Each Category of Trader
51.1 70.8 6.9 5.3 5.0 0.3 4.0 8.1 6.6 25.1 1.4 0.0 0.6 0.9
Number of Traders in Each Category Total Traders: 30
4 4 . . 5 . . 7 . . . 0
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 58,174
Positions
44,645 32,790 8,457 1,973 1,834 59 677 7,580 1,873 0 5,501 0 490 80
Changes from: November 23, 2010 Total Change is: 7,473
3,305 2,752 2,273 335 260 0 217 1,426 1,174 0 -175 0 169 -237
Percent of Open Interest Represented by Each Category of Trader
76.7 56.4 14.5 3.4 3.2 0.1 1.2 13.0 3.2 0.0 9.5 0.0 0.8 0.1
Number of Traders in Each Category Total Traders: 31
4 5 . . 4 . 5 7 . 0 4 0
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 34,435
Positions
15,439 7,046 186 1,275 312 768 9,033 21,165 1,343 1,280 650 0 5,111 2,965
Changes from: November 23, 2010 Total Change is: 686
509 0 0 0 -199 -52 -98 653 648 -423 -157 -72 174 -135
Percent of Open Interest Represented by Each Category of Trader
44.8 20.5 0.5 3.7 0.9 2.2 26.2 61.5 3.9 3.7 1.9 0.0 14.8 8.6
Number of Traders in Each Category Total Traders: 64
7 . . 4 . . 23 17 . 8 . 0
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 147,299
Positions
65,549 25,448 29,510 4,725 456 5,007 1,394 42,261 18,038 1,145 3,573 3,623 18,308 19,383
Changes from: November 23, 2010 Total Change is: -1,861
-8,886 -5,777 947 3,460 -407 79 -514 320 430 -121 279 203 2,541 2,065
Percent of Open Interest Represented by Each Category of Trader
44.5 17.3 20.0 3.2 0.3 3.4 0.9 28.7 12.2 0.8 2.4 2.5 12.4 13.2
Number of Traders in Each Category Total Traders: 93
7 13 16 5 . 5 7 38 34 6 6 9
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Traders in Financial Futures- Futures Only Positions as of November 30, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 14,556
Positions
458 13,941 0 10,963 0 0 1,737 201 7 0 0 0 1,391 407
Changes from: November 23, 2010 Total Change is: -209
-8 -74 0 -163 0 -2 -287 -105 7 0 0 0 244 -35
Percent of Open Interest Represented by Each Category of Trader
3.1 95.8 0.0 75.3 0.0 0.0 11.9 1.4 0.0 0.0 0.0 0.0 9.6 2.8
Number of Traders in Each Category Total Traders: 21
. . 0 9 0 0 8 . . 0 0 0
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Updated December 3, 2010