Traders in Financial Futures- Futures Only Positions as of December 7, 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 114,999
Positions
9,438 64,527 3,977 11,557 10,078 43 40,063 11,263 2,917 7,158 6,004 0 39,846 16,190
Changes from: November 30, 2010 Total Change is: 14,754
7 8,353 2,196 456 -947 1 11,085 3,254 211 -21 2,017 0 819 -331
Percent of Open Interest Represented by Each Category of Trader
8.2 56.1 3.5 10.0 8.8 0.0 34.8 9.8 2.5 6.2 5.2 0.0 34.6 14.1
Number of Traders in Each Category Total Traders: 77
6 16 6 4 . . 28 9 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 42,914
Positions
7,199 19,692 1,825 1,801 884 315 16,794 10,606 5 0 500 0 14,975 9,087
Changes from: November 30, 2010 Total Change is: -686
169 1,144 -190 -454 -33 28 642 -438 -157 0 0 0 -724 -1,040
Percent of Open Interest Represented by Each Category of Trader
16.8 45.9 4.3 4.2 2.1 0.7 39.1 24.7 0.0 0.0 1.2 0.0 34.9 21.2
Number of Traders in Each Category Total Traders: 42
6 9 . . . . 14 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 86,269
Positions
23,110 5,424 10,013 8,413 21,760 1,019 22,009 19,666 1,791 1,746 5,467 0 18,168 21,129
Changes from: November 30, 2010 Total Change is: 682
751 -5,139 7,082 -2,338 1,093 -1 -4,363 1,576 940 -424 -4,800 0 -965 -69
Percent of Open Interest Represented by Each Category of Trader
26.8 6.3 11.6 9.8 25.2 1.2 25.5 22.8 2.1 2.0 6.3 0.0 21.1 24.5
Number of Traders in Each Category Total Traders: 84
11 10 9 4 13 5 17 22 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 132,233
Positions
16,265 61,091 7,515 34,325 5,954 1,389 24,070 18,531 1,443 18,758 3,377 0 28,468 32,933
Changes from: November 30, 2010 Total Change is: -836
120 -5,122 2,735 -326 418 302 -7,791 -1,499 409 -93 -411 0 3,808 2,332
Percent of Open Interest Represented by Each Category of Trader
12.3 46.2 5.7 26.0 4.5 1.1 18.2 14.0 1.1 14.2 2.6 0.0 21.5 24.9
Number of Traders in Each Category Total Traders: 93
11 16 7 11 6 5 22 19 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 198,099
Positions
69,985 38,057 18,251 23,303 22,315 2,632 17,486 49,899 5,896 12,960 6,272 485 47,101 54,292
Changes from: November 30, 2010 Total Change is: -5,831
5,112 -17,803 13,499 -2,803 636 -523 -13,978 -110 2,303 -872 -7,705 278 -8,847 3,594
Percent of Open Interest Represented by Each Category of Trader
35.3 19.2 9.2 11.8 11.3 1.3 8.8 25.2 3.0 6.5 3.2 0.2 23.8 27.4
Number of Traders in Each Category Total Traders: 147
21 16 13 14 15 10 19 45 12 8 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 127,012
Positions
11,247 86,726 14,427 18,278 2,783 154 48,536 4,517 2,554 813 2,037 0 31,003 13,814
Changes from: November 30, 2010 Total Change is: 9,710
-10,161 8,625 9,528 -581 -43 0 10,202 -8,339 1,834 -1,457 78 -13 358 -1,960
Percent of Open Interest Represented by Each Category of Trader
8.9 68.3 11.4 14.4 2.2 0.1 38.2 3.6 2.0 0.6 1.6 0.0 24.4 10.9
Number of Traders in Each Category Total Traders: 65
8 14 8 4 . . 24 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 51,528
Positions
10,009 28,190 10,809 0 0 0 17,095 8,963 2,831 1,255 0 0 9,529 735
Changes from: November 30, 2010 Total Change is: 8,127
2,417 4,323 -377 0 0 0 2,578 1,715 2,204 0 -5 -137 1,442 404
Percent of Open Interest Represented by Each Category of Trader
19.4 54.7 21.0 0.0 0.0 0.0 33.2 17.4 5.5 2.4 0.0 0.0 18.5 1.4
Number of Traders in Each Category Total Traders: 22
5 10 11 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 143,823
Positions
13,194 100,594 7,483 22,069 150 0 78,447 6,468 13,148 2,045 13,618 203 7,234 2,159
Changes from: November 30, 2010 Total Change is: 9,205
4,750 -10,726 7,091 244 0 0 -16,890 2,653 12,434 229 -2,697 203 1,144 247
Percent of Open Interest Represented by Each Category of Trader
9.2 69.9 5.2 15.3 0.1 0.0 54.5 4.5 9.1 1.4 9.5 0.1 5.0 1.5
Number of Traders in Each Category Total Traders: 98
7 15 4 8 . 0 38 14 5 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 27,595
Positions
2,137 19,926 689 460 0 0 20,475 5,104 28 586 376 0 3,220 1,472
Changes from: November 30, 2010 Total Change is: 20
227 -96 594 335 0 0 -1,092 -968 28 0 226 0 -72 236
Percent of Open Interest Represented by Each Category of Trader
7.7 72.2 2.5 1.7 0.0 0.0 74.2 18.5 0.1 2.1 1.4 0.0 11.7 5.3
Number of Traders in Each Category Total Traders: 40
5 11 5 . 0 0 12 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 48,189
Positions
18,293 25,530 911 3,593 3,204 363 17,261 11,768 809 385 367 1 6,575 5,238
Changes from: November 30, 2010 Total Change is: -405
-3,719 1,810 410 310 -732 4 2,512 -1,032 382 -130 -473 -7 -167 -767
Percent of Open Interest Represented by Each Category of Trader
38.0 53.0 1.9 7.5 6.6 0.8 35.8 24.4 1.7 0.8 0.8 0.0 13.6 10.9
Number of Traders in Each Category Total Traders: 97
14 18 . 6 7 . 34 13 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 96,378
Positions
36,586 51,060 1,821 7,185 6,407 725 34,521 23,535 1,618 770 734 2 13,150 10,476
Changes from: November 30, 2010 Total Change is: -810
-7,438 3,619 820 620 -1,463 8 5,023 -2,064 764 -260 -946 -14 -333 -1,534
Percent of Open Interest Represented by Each Category of Trader
38.0 53.0 1.9 7.5 6.6 0.8 35.8 24.4 1.7 0.8 0.8 0.0 13.6 10.9
Number of Traders in Each Category Total Traders: 97
14 18 . 6 7 . 34 13 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 980,643
Positions
50,378 321,642 89,291 419,867 127,102 62,464 102,794 159,509 77,631 17,376 24,840 10,638 150,204 107,526
Changes from: November 30, 2010 Total Change is: 39,500
6,487 21,894 4,215 -3,815 -14,468 -3,659 2,080 8,018 13,252 807 778 5,992 14,140 3,478
Percent of Open Interest Represented by Each Category of Trader
5.1 32.8 9.1 42.8 13.0 6.4 10.5 16.3 7.9 1.8 2.5 1.1 15.3 11.0
Number of Traders in Each Category Total Traders: 550
37 46 28 121 58 65 111 134 76 26 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 384,778
Positions
48,705 216,176 13,813 141,777 44,288 6,448 62,822 42,554 3,966 8,941 7,419 5,953 92,353 44,161
Changes from: November 30, 2010 Total Change is: 20,134
4,420 13,714 -794 -2,995 -3,033 -776 6,073 1,641 2,114 2,851 788 1,935 7,306 4,545
Percent of Open Interest Represented by Each Category of Trader
12.7 56.2 3.6 36.8 11.5 1.7 16.3 11.1 1.0 2.3 1.9 1.5 24.0 11.5
Number of Traders in Each Category Total Traders: 137
11 26 10 30 15 13 18 29 10 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 2,979,326
Positions
208,741 727,705 177,012 1,417,364 440,981 253,169 503,360 888,275 64,826 59,928 104,860 5,672 289,254 316,826
Changes from: November 30, 2010 Total Change is: 96,831
23,960 54,525 11,421 -6,841 -59,918 -11,672 18,767 70,614 16,958 7,534 17,706 2,532 34,172 -5,335
Percent of Open Interest Represented by Each Category of Trader
7.0 24.4 5.9 47.6 14.8 8.5 16.9 29.8 2.2 2.0 3.5 0.2 9.7 10.6
Number of Traders in Each Category Total Traders: 503
35 41 16 100 52 57 108 129 56 23 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 108,340
Positions
15,870 28,426 11,520 48,821 35,033 4,999 14,882 24,821 327 1,697 0 0 10,224 3,214
Changes from: November 30, 2010 Total Change is: 768
-1,742 1,242 1,649 917 -3,684 296 1,277 1,759 -739 -62 0 0 -828 245
Percent of Open Interest Represented by Each Category of Trader
14.6 26.2 10.6 45.1 32.3 4.6 13.7 22.9 0.3 1.6 0.0 0.0 9.4 3.0
Number of Traders in Each Category Total Traders: 92
6 8 . 35 12 11 16 11 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 110,065
Positions
14,914 41,690 18,335 22,330 15,996 2,260 26,019 9,097 12,201 2,233 4,248 19 11,753 6,220
Changes from: November 30, 2010 Total Change is: 3,017
554 4,297 817 1,347 -366 -331 -810 -1,003 216 15 -170 0 1,209 -443
Percent of Open Interest Represented by Each Category of Trader
13.6 37.9 16.7 20.3 14.5 2.1 23.6 8.3 11.1 2.0 3.9 0.0 10.7 5.7
Number of Traders in Each Category Total Traders: 244
22 31 13 40 16 9 74 33 21 15 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 27,544
Positions
11,296 20,351 644 225 280 0 8,777 4,404 0 492 889 0 6,110 976
Changes from: November 30, 2010 Total Change is: 897
345 952 6 15 0 0 857 33 0 0 0 0 -326 -94
Percent of Open Interest Represented by Each Category of Trader
41.0 73.9 2.3 0.8 1.0 0.0 31.9 16.0 0.0 1.8 3.2 0.0 22.2 3.5
Number of Traders in Each Category Total Traders: 31
7 11 . . . 0 4 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 412,606
Positions
97,656 186,260 8,891 110,524 78,579 11,301 143,571 80,822 3,644 8,707 16,796 95 28,217 26,218
Changes from: November 30, 2010 Total Change is: 10,599
3,944 19,628 1,156 6,659 -1,831 -1,656 -3,336 -181 -3,919 76 -852 0 7,675 -1,746
Percent of Open Interest Represented by Each Category of Trader
23.7 45.1 2.2 26.8 19.0 2.7 34.8 19.6 0.9 2.1 4.1 0.0 6.8 6.4
Number of Traders in Each Category Total Traders: 238
22 27 7 40 15 9 74 34 15 14 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 404,710
Positions
157,233 75,014 12,181 126,936 144,274 19,077 63,638 116,988 6,328 1,279 14,986 0 18,038 15,862
Changes from: November 30, 2010 Total Change is: 4,190
-2,899 1,612 4,767 7,021 -2,394 -2,843 -3,728 -443 1,430 19 -476 0 423 2,537
Percent of Open Interest Represented by Each Category of Trader
38.9 18.5 3.0 31.4 35.6 4.7 15.7 28.9 1.6 0.3 3.7 0.0 4.5 3.9
Number of Traders in Each Category Total Traders: 257
18 21 4 56 40 21 42 65 19 4 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 63,587
Positions
14,276 9,382 5,108 13,718 451 25 2,106 14,032 861 1,595 623 0 25,898 33,105
Changes from: November 30, 2010 Total Change is: 17,991
1,285 1,667 3,761 -654 -278 -48 -418 -1,678 843 -843 0 0 14,065 13,724
Percent of Open Interest Represented by Each Category of Trader
22.5 14.8 8.0 21.6 0.7 0.0 3.3 22.1 1.4 2.5 1.0 0.0 40.7 52.1
Number of Traders in Each Category Total Traders: 57
14 11 9 10 . . 5 11 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 59,504
Positions
12,979 22,756 6,699 7,577 1,531 655 11,303 5,871 2,337 915 325 0 17,039 19,330
Changes from: November 30, 2010 Total Change is: 6,483
2,334 -6,004 3,088 1,651 -291 236 -3,897 1,588 785 -525 100 0 2,811 6,981
Percent of Open Interest Represented by Each Category of Trader
21.8 38.2 11.3 12.7 2.6 1.1 19.0 9.9 3.9 1.5 0.5 0.0 28.6 32.5
Number of Traders in Each Category Total Traders: 57
11 18 6 7 . . 9 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 28,966
Positions
337 4,432 0 16,967 13,599 3,932 2,327 4,766 0 1,250 0 0 4,153 2,237
Changes from: November 30, 2010 Total Change is: -47
337 2,322 0 -324 -3,020 149 -416 72 0 755 0 0 -548 430
Percent of Open Interest Represented by Each Category of Trader
1.2 15.3 0.0 58.6 46.9 13.6 8.0 16.5 0.0 4.3 0.0 0.0 14.3 7.7
Number of Traders in Each Category Total Traders: 43
. . 0 16 15 8 . 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 39,484
Positions
2,287 13,986 667 15,965 5,493 642 7,988 16,899 19 4,606 0 10 7,300 1,768
Changes from: November 30, 2010 Total Change is: 1,972
-748 59 550 453 35 12 802 1,362 0 219 0 10 674 -56
Percent of Open Interest Represented by Each Category of Trader
5.8 35.4 1.7 40.4 13.9 1.6 20.2 42.8 0.0 11.7 0.0 0.0 18.5 4.5
Number of Traders in Each Category Total Traders: 53
4 6 . 13 8 5 11 4 . 7 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 593,469
Positions
22,633 95,826 33,057 282,853 149,633 47,902 54,970 96,759 8,441 26,008 19,436 200 117,405 142,215
Changes from: November 30, 2010 Total Change is: -41,192
1,180 -1,387 -20,892 -14,176 -1,692 7,250 8,173 -13,335 -7,438 3,723 -5,379 150 -19,162 1,531
Percent of Open Interest Represented by Each Category of Trader
3.8 16.1 5.6 47.7 25.2 8.1 9.3 16.3 1.4 4.4 3.3 0.0 19.8 24.0
Number of Traders in Each Category Total Traders: 142
10 13 9 39 25 29 19 25 13 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 7, 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 315,259
Positions
0 118,500 14,944 224,774 0 13,323 0 121,705 1,054 0 1,953 0 61,164 43,780
Changes from: November 30, 2010 Total Change is: -17,446
0 -858 -18,119 -2,409 0 759 0 2,379 698 0 1,953 0 1,625 -4,258
Percent of Open Interest Represented by Each Category of Trader
0.0 37.6 4.7 71.3 0.0 4.2 0.0 38.6 0.3 0.0 0.6 0.0 19.4 13.9
Number of Traders in Each Category Total Traders: 48
0 10 4 25 0 11 0 12 4 0 . 0
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Traders in Financial Futures- Futures Only Positions as of December 7, 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 664,692
Positions
42,162 55,048 11,421 277,124 245,379 66,382 110,772 62,390 40,041 12,197 80,729 1,954 102,639 101,348
Changes from: November 30, 2010 Total Change is: -14,076
-2,864 1,504 -2,134 -8,392 6,627 -3,373 12,606 -15,996 4,380 -13,853 505 -1,543 1,097 -4,046
Percent of Open Interest Represented by Each Category of Trader
6.3 8.3 1.7 41.7 36.9 10.0 16.7 9.4 6.0 1.8 12.1 0.3 15.4 15.2
Number of Traders in Each Category Total Traders: 172
11 22 12 32 35 32 28 24 18 4 16 .
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Traders in Financial Futures- Futures Only Positions as of December 7, 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 1,318,394
Positions
130,848 222,194 38,591 483,894 383,953 137,929 133,604 146,932 34,255 80,759 23,711 8,484 270,030 322,345
Changes from: November 30, 2010 Total Change is: -34,658
14,477 19,319 -39,278 14,090 50,563 -4,383 25,822 -37,398 -19,989 8,088 -5,802 873 -34,358 1,437
Percent of Open Interest Represented by Each Category of Trader
9.9 16.9 2.9 36.7 29.1 10.5 10.1 11.1 2.6 6.1 1.8 0.6 20.5 24.4
Number of Traders in Each Category Total Traders: 243
34 24 15 38 46 46 40 42 28 14 5 .
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Traders in Financial Futures- Futures Only Positions as of December 7, 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 1,012,186
Positions
33,737 116,135 16,914 289,620 364,650 142,495 270,233 60,214 24,302 43,414 45,201 0 191,471 242,275
Changes from: November 30, 2010 Total Change is: -24,520
-5,763 5,654 -13,121 57,193 10,668 -14,492 -38,616 -1,043 -6,455 629 -6,453 -2,664 -1,231 3,386
Percent of Open Interest Represented by Each Category of Trader
3.3 11.5 1.7 28.6 36.0 14.1 26.7 5.9 2.4 4.3 4.5 0.0 18.9 23.9
Number of Traders in Each Category Total Traders: 157
15 18 12 21 38 32 25 24 15 7 9 0
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Traders in Financial Futures- Futures Only Positions as of December 7, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 543,323
Positions
100,284 206,322 194,729 3,400 80 1,303 132,349 21,035 54,937 22,593 12,938 2,167 31,561 49,812
Changes from: November 30, 2010 Total Change is: -83,383
-5,562 -27,493 -35,463 400 -1,122 350 -24,978 -2,952 -14,364 2,119 2,500 -376 -5,509 -4,463
Percent of Open Interest Represented by Each Category of Trader
18.5 38.0 35.8 0.6 0.0 0.2 24.4 3.9 10.1 4.2 2.4 0.4 5.8 9.2
Number of Traders in Each Category Total Traders: 98
28 22 35 . . . 25 12 26 . . .
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Traders in Financial Futures- Futures Only Positions as of December 7, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,170,084
Positions
2,070,670 2,948,696 1,640,960 1,328,169 390,121 102,266 931,664 633,006 1,051,864 86,099 409,083 114,814 843,578 879,274
Changes from: November 30, 2010 Total Change is: 86,494
-105,299 153,587 32,094 31,291 -58,290 32,857 297,847 -15,229 -49,245 -153,109 8,481 -9,636 9,694 -8,125
Percent of Open Interest Represented by Each Category of Trader
25.3 36.1 20.1 16.3 4.8 1.3 11.4 7.7 12.9 1.1 5.0 1.4 10.3 10.8
Number of Traders in Each Category Total Traders: 239
44 44 82 11 9 11 54 50 86 9 12 15
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Traders in Financial Futures- Futures Only Positions as of December 7, 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 21,362
Positions
10,733 13,851 1,811 1,067 1,091 123 918 1,957 1,791 4,800 568 0 119 170
Changes from: November 30, 2010 Total Change is: 2,257
971 334 499 45 131 60 152 405 534 0 303 0 -4 -9
Percent of Open Interest Represented by Each Category of Trader
50.2 64.8 8.5 5.0 5.1 0.6 4.3 9.2 8.4 22.5 2.7 0.0 0.6 0.8
Number of Traders in Each Category Total Traders: 31
4 4 . . 5 . . 7 . . 4 0
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Traders in Financial Futures- Futures Only Positions as of December 7, 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 64,308
Positions
49,312 37,402 9,041 2,019 1,421 59 627 7,705 3,027 0 5,503 0 223 150
Changes from: November 30, 2010 Total Change is: 6,134
4,667 4,612 584 46 -413 0 -50 125 1,154 0 2 0 -267 70
Percent of Open Interest Represented by Each Category of Trader
76.7 58.2 14.1 3.1 2.2 0.1 1.0 12.0 4.7 0.0 8.6 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 32
4 5 . . 4 . 4 8 . 0 4 0
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Traders in Financial Futures- Futures Only Positions as of December 7, 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 35,071
Positions
14,818 7,716 320 976 297 820 9,471 19,475 1,799 1,042 1,350 189 5,636 3,105
Changes from: November 30, 2010 Total Change is: 636
-621 670 134 -299 -15 52 438 -1,690 456 -238 700 189 525 140
Percent of Open Interest Represented by Each Category of Trader
42.3 22.0 0.9 2.8 0.8 2.3 27.0 55.5 5.1 3.0 3.8 0.5 16.1 8.9
Number of Traders in Each Category Total Traders: 65
5 . 5 4 . . 21 17 6 8 4 .
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Traders in Financial Futures- Futures Only Positions as of December 7, 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 149,231
Positions
65,746 25,167 31,527 5,125 363 5,479 893 43,684 20,252 854 3,485 4,620 14,735 14,654
Changes from: November 30, 2010 Total Change is: 1,932
197 -281 2,017 400 -93 472 -501 1,423 2,214 -291 -88 997 -3,573 -4,729
Percent of Open Interest Represented by Each Category of Trader
44.1 16.9 21.1 3.4 0.2 3.7 0.6 29.3 13.6 0.6 2.3 3.1 9.9 9.8
Number of Traders in Each Category Total Traders: 93
6 14 16 6 . 6 7 36 33 4 5 11
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Traders in Financial Futures- Futures Only Positions as of December 7, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 5,547
Positions
917 2,770 0 2,346 0 0 1,237 2,683 37 880 0 0 130 57
Changes from: November 30, 2010 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
16.5 49.9 0.0 42.3 0.0 0.0 22.3 48.4 0.7 15.9 0.0 0.0 2.3 1.0
Number of Traders in Each Category Total Traders: 20
. . 0 4 0 0 6 . . . 0 0
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Updated December 10, 2010