Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 134,631
Positions
7,492 72,584 4,896 10,850 10,849 152 54,274 10,524 4,623 7,813 10,925 745 43,786 19,333
Changes from: November 9, 2010 Total Change is: -4,178
-190 3,149 765 737 102 85 -3,632 -3,054 255 180 -4,577 55 -2,432 -957
Percent of Open Interest Represented by Each Category of Trader
5.6 53.9 3.6 8.1 8.1 0.1 40.3 7.8 3.4 5.8 8.1 0.6 32.5 14.4
Number of Traders in Each Category Total Traders: 89
6 16 10 4 . . 32 11 13 14 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 47,729
Positions
5,914 18,594 2,753 1,672 892 398 18,721 12,803 937 0 500 0 17,334 10,851
Changes from: November 9, 2010 Total Change is: -6,215
629 -3,932 342 -88 -30 60 -6,719 -2,673 -6 0 0 0 -432 25
Percent of Open Interest Represented by Each Category of Trader
12.4 39.0 5.8 3.5 1.9 0.8 39.2 26.8 2.0 0.0 1.0 0.0 36.3 22.7
Number of Traders in Each Category Total Traders: 40
6 8 6 . . . 13 8 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 108,945
Positions
13,987 31,375 6,280 7,514 23,353 1,253 49,195 10,199 4,361 1,534 10,601 0 24,822 21,524
Changes from: November 9, 2010 Total Change is: 3,428
668 5,382 529 -124 1,079 227 7,905 -4,367 629 -500 -533 0 -5,905 483
Percent of Open Interest Represented by Each Category of Trader
12.8 28.8 5.8 6.9 21.4 1.1 45.2 9.4 4.0 1.4 9.7 0.0 22.8 19.8
Number of Traders in Each Category Total Traders: 93
8 14 10 4 11 5 35 14 18 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 147,033
Positions
17,222 64,738 9,814 33,548 6,581 1,194 33,700 18,609 5,916 13,341 3,357 10 32,287 36,815
Changes from: November 9, 2010 Total Change is: -4,941
2,071 -12,986 2,606 -2,195 1,681 108 -3,500 7,072 718 -870 -1,096 2 -3,882 -3,046
Percent of Open Interest Represented by Each Category of Trader
11.7 44.0 6.7 22.8 4.5 0.8 22.9 12.7 4.0 9.1 2.3 0.0 22.0 25.0
Number of Traders in Each Category Total Traders: 109
11 17 9 11 9 4 27 26 16 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 256,367
Positions
51,872 65,964 23,752 24,727 20,542 2,802 32,792 43,164 31,038 19,284 8,053 7,417 62,683 53,635
Changes from: November 9, 2010 Total Change is: -3,297
543 -18,396 2,998 -1,753 3,037 36 -1,672 2,354 1,334 -3,412 2,267 1,577 -2,949 1,495
Percent of Open Interest Represented by Each Category of Trader
20.2 25.7 9.3 9.6 8.0 1.1 12.8 16.8 12.1 7.5 3.1 2.9 24.5 20.9
Number of Traders in Each Category Total Traders: 176
22 16 18 18 15 8 32 52 39 14 7 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 132,124
Positions
15,791 85,009 7,347 19,878 3,457 254 48,321 9,432 3,796 1,589 2,142 794 34,353 19,891
Changes from: November 9, 2010 Total Change is: -8,397
5,636 -10,766 753 -1,435 350 70 -10,934 1,410 600 980 -1,727 -94 -3,972 1,009
Percent of Open Interest Represented by Each Category of Trader
12.0 64.3 5.6 15.0 2.6 0.2 36.6 7.1 2.9 1.2 1.6 0.6 26.0 15.1
Number of Traders in Each Category Total Traders: 71
10 11 9 4 4 . 23 11 9 . 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 41,471
Positions
8,192 25,513 7,614 0 0 0 15,241 6,743 1,013 1,255 5 137 8,019 446
Changes from: November 9, 2010 Total Change is: -642
638 234 107 0 0 0 -243 -9 -375 0 -11 -469 -300 -119
Percent of Open Interest Represented by Each Category of Trader
19.8 61.5 18.4 0.0 0.0 0.0 36.8 16.3 2.4 3.0 0.0 0.3 19.3 1.1
Number of Traders in Each Category Total Traders: 23
8 8 8 0 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 147,623
Positions
3,975 118,804 1,035 19,764 150 187 113,600 7,509 100 2,647 16,727 0 6,315 3,111
Changes from: November 9, 2010 Total Change is: 1,481
786 4,384 592 639 0 139 2,976 -585 92 -1,713 -3,737 0 -2,030 596
Percent of Open Interest Represented by Each Category of Trader
2.7 80.5 0.7 13.4 0.1 0.1 77.0 5.1 0.1 1.8 11.3 0.0 4.3 2.1
Number of Traders in Each Category Total Traders: 110
8 15 . 9 . . 48 14 . 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 33,423
Positions
1,890 25,136 88 510 101 0 27,041 6,906 0 586 316 0 3,308 876
Changes from: November 9, 2010 Total Change is: 1,929
105 932 0 14 101 0 2,013 804 0 27 64 0 -230 28
Percent of Open Interest Represented by Each Category of Trader
5.7 75.2 0.3 1.5 0.3 0.0 80.9 20.7 0.0 1.8 0.9 0.0 9.9 2.6
Number of Traders in Each Category Total Traders: 42
. 11 . . . 0 13 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 49,456
Positions
19,067 23,364 546 3,624 4,258 543 16,672 13,095 1,477 314 632 313 6,901 5,229
Changes from: November 9, 2010 Total Change is: -3,152
881 -1,969 -217 -82 145 -45 -3,506 -541 -140 39 -242 -46 -37 -98
Percent of Open Interest Represented by Each Category of Trader
38.6 47.2 1.1 7.3 8.6 1.1 33.7 26.5 3.0 0.6 1.3 0.6 14.0 10.6
Number of Traders in Each Category Total Traders: 97
17 13 6 6 7 . 28 22 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 98,912
Positions
38,133 46,727 1,092 7,248 8,516 1,085 33,343 26,189 2,954 627 1,264 627 13,802 10,458
Changes from: November 9, 2010 Total Change is: -6,304
1,763 -3,938 -433 -164 289 -90 -7,012 -1,081 -279 77 -484 -92 -73 -195
Percent of Open Interest Represented by Each Category of Trader
38.6 47.2 1.1 7.3 8.6 1.1 33.7 26.5 3.0 0.6 1.3 0.6 14.0 10.6
Number of Traders in Each Category Total Traders: 97
17 13 6 6 7 . 28 22 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 1,078,285
Positions
36,943 293,223 87,236 419,165 137,891 68,753 101,426 157,976 177,566 20,344 28,057 14,636 152,217 112,949
Changes from: November 9, 2010 Total Change is: 19,923
5,025 -13,442 2,689 -4,097 10,921 -1,228 -342 12,240 -1,954 -664 -2,248 -365 20,860 13,309
Percent of Open Interest Represented by Each Category of Trader
3.4 27.2 8.1 38.9 12.8 6.4 9.4 14.7 16.5 1.9 2.6 1.4 14.1 10.5
Number of Traders in Each Category Total Traders: 574
33 49 33 118 65 71 111 134 116 35 29 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 454,514
Positions
41,700 200,094 16,532 145,261 46,120 9,549 60,433 40,952 73,850 8,947 10,402 9,980 88,261 47,034
Changes from: November 9, 2010 Total Change is: 7,910
-98 4,849 3,861 -1,203 419 -1,346 -2,587 4,839 -2,483 475 -647 815 10,477 -2,398
Percent of Open Interest Represented by Each Category of Trader
9.2 44.0 3.6 32.0 10.1 2.1 13.3 9.0 16.2 2.0 2.3 2.2 19.4 10.3
Number of Traders in Each Category Total Traders: 157
12 26 10 31 16 16 20 36 46 8 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 3,118,859
Positions
178,296 667,729 151,436 1,397,324 486,659 268,212 449,569 829,719 273,973 58,254 89,544 22,012 319,783 329,574
Changes from: November 9, 2010 Total Change is: 60,065
14,433 -102,638 5,320 -12,752 54,228 -1,125 -4,703 21,076 18,573 -4,541 -6,851 -7,054 51,913 78,536
Percent of Open Interest Represented by Each Category of Trader
5.7 21.4 4.9 44.8 15.6 8.6 14.4 26.6 8.8 1.9 2.9 0.7 10.3 10.6
Number of Traders in Each Category Total Traders: 512
31 43 25 99 58 59 108 121 100 29 23 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 105,889
Positions
17,539 30,644 9,651 47,858 38,856 4,909 13,219 17,691 560 1,433 0 0 10,720 3,578
Changes from: November 9, 2010 Total Change is: -84
2,840 -1,966 -188 -1,828 2,927 22 1,083 747 -1,547 -27 0 0 -439 -80
Percent of Open Interest Represented by Each Category of Trader
16.6 28.9 9.1 45.2 36.7 4.6 12.5 16.7 0.5 1.4 0.0 0.0 10.1 3.4
Number of Traders in Each Category Total Traders: 84
6 9 . 28 13 10 14 11 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 125,365
Positions
10,930 41,485 22,379 23,822 16,835 2,887 35,079 13,246 16,874 2,733 2,919 231 10,431 8,511
Changes from: November 9, 2010 Total Change is: 8,326
-385 224 2,432 -2,809 -122 647 5,660 415 2,244 117 -617 -44 463 3,147
Percent of Open Interest Represented by Each Category of Trader
8.7 33.1 17.9 19.0 13.4 2.3 28.0 10.6 13.5 2.2 2.3 0.2 8.3 6.8
Number of Traders in Each Category Total Traders: 263
22 32 11 40 19 10 80 44 25 15 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 30,485
Positions
12,542 23,647 797 230 280 0 12,876 4,219 0 983 0 0 3,057 1,542
Changes from: November 9, 2010 Total Change is: 2,530
1,242 2,946 -3 -28 0 0 1,718 60 0 237 0 0 -636 -473
Percent of Open Interest Represented by Each Category of Trader
41.1 77.6 2.6 0.8 0.9 0.0 42.2 13.8 0.0 3.2 0.0 0.0 10.0 5.1
Number of Traders in Each Category Total Traders: 27
6 10 . . . 0 5 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 474,400
Positions
92,989 190,238 6,859 117,961 82,774 14,433 183,457 117,575 11,929 8,749 14,594 1,153 36,872 34,847
Changes from: November 9, 2010 Total Change is: 28,977
1,609 -3,869 2,431 -13,903 -610 3,233 31,590 13,658 -663 -598 -3,083 -218 5,496 18,098
Percent of Open Interest Represented by Each Category of Trader
19.6 40.1 1.4 24.9 17.4 3.0 38.7 24.8 2.5 1.8 3.1 0.2 7.8 7.3
Number of Traders in Each Category Total Traders: 255
21 30 6 39 18 10 79 43 22 14 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 401,789
Positions
166,882 61,787 5,936 120,522 143,216 22,785 59,064 125,977 5,968 1,840 19,238 12 18,780 16,871
Changes from: November 9, 2010 Total Change is: 4,259
4,715 -3,549 436 -1,471 2,777 435 1,775 3,990 -726 -56 442 2 -850 452
Percent of Open Interest Represented by Each Category of Trader
41.5 15.4 1.5 30.0 35.6 5.7 14.7 31.4 1.5 0.5 4.8 0.0 4.7 4.2
Number of Traders in Each Category Total Traders: 257
19 20 . 56 40 24 40 68 26 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 40,790
Positions
11,464 6,631 1,693 13,193 756 192 2,821 12,180 53 1,960 623 0 9,414 18,662
Changes from: November 9, 2010 Total Change is: 3,121
-1,038 -289 -586 4,712 -111 43 228 4,298 -92 276 0 0 -422 -142
Percent of Open Interest Represented by Each Category of Trader
28.1 16.3 4.2 32.3 1.9 0.5 6.9 29.9 0.1 4.8 1.5 0.0 23.1 45.8
Number of Traders in Each Category Total Traders: 63
16 10 4 12 . . 6 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 47,542
Positions
12,425 18,821 1,512 5,915 1,616 584 13,987 10,895 538 1,714 243 66 10,801 13,267
Changes from: November 9, 2010 Total Change is: 617
-6,615 -860 516 -304 34 -71 3,493 -861 499 1,264 -22 66 1,769 1,316
Percent of Open Interest Represented by Each Category of Trader
26.1 39.6 3.2 12.4 3.4 1.2 29.4 22.9 1.1 3.6 0.5 0.1 22.7 27.9
Number of Traders in Each Category Total Traders: 52
9 11 . 5 . . 11 10 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 30,384
Positions
0 4,068 0 18,476 15,461 4,022 2,939 4,969 0 495 0 0 4,452 1,864
Changes from: November 9, 2010 Total Change is: 425
0 103 0 3 1,033 49 -145 -273 0 214 0 0 304 -487
Percent of Open Interest Represented by Each Category of Trader
0.0 13.4 0.0 60.8 50.9 13.2 9.7 16.4 0.0 1.6 0.0 0.0 14.7 6.1
Number of Traders in Each Category Total Traders: 44
0 . 0 16 16 8 4 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 37,701
Positions
2,840 13,306 117 14,894 5,703 715 6,920 16,306 0 4,136 0 0 8,079 1,554
Changes from: November 9, 2010 Total Change is: 1,655
240 1,287 0 -1,395 619 -81 2,281 -380 0 569 0 0 41 210
Percent of Open Interest Represented by Each Category of Trader
7.5 35.3 0.3 39.5 15.1 1.9 18.4 43.3 0.0 11.0 0.0 0.0 21.4 4.1
Number of Traders in Each Category Total Traders: 52
6 6 . 12 8 5 10 4 0 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 765,395
Positions
24,594 141,019 50,621 304,105 154,690 47,124 58,555 93,627 78,466 20,350 18,501 17,110 164,471 164,238
Changes from: November 9, 2010 Total Change is: -12,622
-2,894 35,612 6,670 -2,767 -10,730 -22,744 -23,055 -42,775 15,113 -550 -6,800 7,403 10,201 5,628
Percent of Open Interest Represented by Each Category of Trader
3.2 18.4 6.6 39.7 20.2 6.2 7.7 12.2 10.3 2.7 2.4 2.2 21.5 21.5
Number of Traders in Each Category Total Traders: 171
12 23 31 44 27 40 28 26 41 . 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 317,143
Positions
34 104,134 15,171 222,281 3,349 10,812 0 135,080 6,650 1,725 0 0 60,470 41,947
Changes from: November 9, 2010 Total Change is: 17,221
34 -527 633 16,455 -3,245 221 -1,755 21,568 -613 -2,625 0 0 4,872 -816
Percent of Open Interest Represented by Each Category of Trader
0.0 32.8 4.8 70.1 1.1 3.4 0.0 42.6 2.1 0.5 0.0 0.0 19.1 13.2
Number of Traders in Each Category Total Traders: 53
. 12 5 24 . 11 0 14 4 . 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 730,473
Positions
42,484 59,733 13,447 294,359 239,100 68,242 115,828 86,305 63,295 15,743 83,087 6,679 110,396 110,586
Changes from: November 9, 2010 Total Change is: -46,596
1,416 -15,041 -5,802 5,020 -6,041 -3,895 -43,859 -21,222 6,488 -2,190 -3,695 1,768 -5,542 844
Percent of Open Interest Represented by Each Category of Trader
5.8 8.2 1.8 40.3 32.7 9.3 15.9 11.8 8.7 2.2 11.4 0.9 15.1 15.1
Number of Traders in Each Category Total Traders: 202
13 20 14 38 43 41 37 28 29 4 18 4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,127,525
Positions
114,861 240,150 297,874 490,879 352,239 215,824 191,596 293,108 284,074 149,682 21,986 74,211 308,524 348,059
Changes from: November 9, 2010 Total Change is: -24,307
-7,030 -41,958 36,364 -76 34,874 -1,245 -14,632 -38,712 6,053 -10,432 -5,751 -9,969 -23,340 -3,964
Percent of Open Interest Represented by Each Category of Trader
5.4 11.3 14.0 23.1 16.6 10.1 9.0 13.8 13.4 7.0 1.0 3.5 14.5 16.4
Number of Traders in Each Category Total Traders: 298
36 36 65 43 49 61 66 44 82 19 5 9
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 1,270,815
Positions
99,554 111,119 46,890 177,097 465,096 141,435 450,522 108,625 86,062 55,525 46,417 12,075 201,657 253,098
Changes from: November 9, 2010 Total Change is: -53,001
-16,853 -14,484 -8,200 23,761 -28,353 -3,527 -51,061 7,382 3,248 6,653 620 3,995 -11,016 -13,681
Percent of Open Interest Represented by Each Category of Trader
7.8 8.7 3.7 13.9 36.6 11.1 35.5 8.5 6.8 4.4 3.7 1.0 15.9 19.9
Number of Traders in Each Category Total Traders: 185
16 20 32 20 42 37 41 30 38 8 8 4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 1,226,598
Positions
114,799 206,991 291,885 7,311 1,717 2,110 95,111 26,200 465,057 29,556 721 181,213 39,554 50,703
Changes from: November 9, 2010 Total Change is: -15,037
-12,955 -3,448 1,917 918 1,399 -350 6,489 -2,493 -8,307 -1,929 456 -603 -218 -3,608
Percent of Open Interest Represented by Each Category of Trader
9.4 16.9 23.8 0.6 0.1 0.2 7.8 2.1 37.9 2.4 0.1 14.8 3.2 4.1
Number of Traders in Each Category Total Traders: 111
33 22 42 5 . 4 31 14 33 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 is13,129,817
Positions
1,965,971 2,652,093 2,964,099 1,205,465 604,558 186,635 712,325 286,235 4,322,181 183,070 485,259 675,549 914,522 953,208
Changes from: November 9, 2010 Total Change is: -612,284
84,414 -171,962 -106,027 30,016 15,421 22,644 -325,814 -26,408 -196,186 7,264 12,331 -66,113 -62,481 -95,984
Percent of Open Interest Represented by Each Category of Trader
15.0 20.2 22.6 9.2 4.6 1.4 5.4 2.2 32.9 1.4 3.7 5.1 7.0 7.3
Number of Traders in Each Category Total Traders: 283
45 52 95 9 13 18 75 52 107 11 17 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 15,777
Positions
7,002 11,511 1,301 906 975 85 847 902 646 4,800 245 0 190 112
Changes from: November 9, 2010 Total Change is: 314
11 1,403 1 -33 134 29 -12 -1,636 395 0 -30 0 -77 18
Percent of Open Interest Represented by Each Category of Trader
44.4 73.0 8.2 5.7 6.2 0.5 5.4 5.7 4.1 30.4 1.6 0.0 1.2 0.7
Number of Traders in Each Category Total Traders: 30
4 4 . . 5 . 5 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 46,732
Positions
38,178 26,404 5,536 1,649 1,974 59 729 6,564 297 0 5,638 0 284 260
Changes from: November 9, 2010 Total Change is: 2,632
3,161 1,657 1,367 28 546 -92 -1,604 -1,054 47 -30 0 0 -245 161
Percent of Open Interest Represented by Each Category of Trader
81.7 56.5 11.8 3.5 4.2 0.1 1.6 14.0 0.6 0.0 12.1 0.0 0.6 0.6
Number of Traders in Each Category Total Traders: 29
4 5 . . 4 . . 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 33,668
Positions
15,471 7,375 212 1,209 707 888 7,754 18,559 1,489 1,504 1,063 31 5,110 3,344
Changes from: November 9, 2010 Total Change is: -5,525
-2,553 -291 24 925 -79 -146 -3,831 -4,137 242 -1,026 -195 28 812 -971
Percent of Open Interest Represented by Each Category of Trader
46.0 21.9 0.6 3.6 2.1 2.6 23.0 55.1 4.4 4.5 3.2 0.1 15.2 9.9
Number of Traders in Each Category Total Traders: 77
7 . . 5 . . 21 20 7 12 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 167,743
Positions
77,065 49,352 29,601 3,537 442 4,236 2,572 33,598 27,385 1,207 2,007 3,561 18,579 17,561
Changes from: November 9, 2010 Total Change is: 20,452
6,416 9,446 5,154 1,373 -185 215 873 992 1,680 751 -288 -886 4,876 4,324
Percent of Open Interest Represented by Each Category of Trader
45.9 29.4 17.6 2.1 0.3 2.5 1.5 20.0 16.3 0.7 1.2 2.1 11.1 10.5
Number of Traders in Each Category Total Traders: 87
7 12 15 5 . 6 11 32 35 4 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 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 14,765
Positions
466 14,015 0 11,126 0 2 2,024 306 0 0 0 0 1,147 442
Changes from: November 9, 2010 Total Change is: -463
-11 436 0 -45 0 0 -23 -367 -5 0 0 0 -379 -527
Percent of Open Interest Represented by Each Category of Trader
3.2 94.9 0.0 75.4 0.0 0.0 13.7 2.1 0.0 0.0 0.0 0.0 7.8 3.0
Number of Traders in Each Category Total Traders: 22
. . 0 9 0 . 8 . 0 0 0 0
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Updated November 19, 2010