Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 122,069
Positions
36,290 21,761 424 17,919 31,714 487 24,981 41,495 4,551 8,231 1,255 0 29,186 20,382
Changes from: November 1, 2011 Total Change is: 2,228
1,129 -1,695 91 -457 -5 -22 107 3,474 593 -596 530 0 1,383 -738
Percent of Open Interest Represented by Each Category of Trader
29.7 17.8 0.3 14.7 26.0 0.4 20.5 34.0 3.7 6.7 1.0 0.0 23.9 16.7
Number of Traders in Each Category Total Traders: 74
9 10 4 5 5 . 14 18 6 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,539
Positions
4,639 7,551 188 875 1,335 217 9,530 5,462 143 0 0 0 9,947 10,643
Changes from: November 1, 2011 Total Change is: 1,932
567 31 -46 1 -30 -17 2,957 1,549 -27 0 0 0 -1,503 472
Percent of Open Interest Represented by Each Category of Trader
18.2 29.6 0.7 3.4 5.2 0.8 37.3 21.4 0.6 0.0 0.0 0.0 38.9 41.7
Number of Traders in Each Category Total Traders: 35
5 7 . . . . 10 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 147,978
Positions
90,577 2,582 990 9,191 58,369 2,701 23,339 55,384 1,330 1,622 2,837 0 18,228 23,785
Changes from: November 1, 2011 Total Change is: -21,488
-10,496 183 761 1,691 -2,505 -117 -14,382 -20,204 -190 0 560 0 1,245 24
Percent of Open Interest Represented by Each Category of Trader
61.2 1.7 0.7 6.2 39.4 1.8 15.8 37.4 0.9 1.1 1.9 0.0 12.3 16.1
Number of Traders in Each Category Total Traders: 80
15 . . 6 12 5 19 20 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 138,981
Positions
9,621 86,815 367 53,267 7,441 1,474 49,153 14,215 381 1,000 1,547 0 23,718 26,741
Changes from: November 1, 2011 Total Change is: 936
2,128 1,740 100 1,368 -422 -131 -1,007 -462 -1,097 0 -245 0 -425 1,453
Percent of Open Interest Represented by Each Category of Trader
6.9 62.5 0.3 38.3 5.4 1.1 35.4 10.2 0.3 0.7 1.1 0.0 17.1 19.2
Number of Traders in Each Category Total Traders: 85
6 13 . 9 5 . 29 18 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 231,445
Positions
86,576 49,344 160 41,872 33,044 8,654 52,683 67,623 1,842 6,005 12,010 911 32,742 57,857
Changes from: November 1, 2011 Total Change is: 216
-4,183 8,161 -168 2,762 -767 -300 4,471 -10,918 327 -411 1,933 -1,191 -1,091 3,139
Percent of Open Interest Represented by Each Category of Trader
37.4 21.3 0.1 18.1 14.3 3.7 22.8 29.2 0.8 2.6 5.2 0.4 14.1 25.0
Number of Traders in Each Category Total Traders: 174
26 12 4 15 24 11 26 49 15 7 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 147,684
Positions
45,108 52,502 548 3,438 36,801 927 68,649 32,742 359 2,237 1,466 0 26,418 22,339
Changes from: November 1, 2011 Total Change is: 8,627
-4,558 597 526 435 -328 -30 6,967 5,462 166 154 755 -504 5,471 1,983
Percent of Open Interest Represented by Each Category of Trader
30.5 35.6 0.4 2.3 24.9 0.6 46.5 22.2 0.2 1.5 1.0 0.0 17.9 15.1
Number of Traders in Each Category Total Traders: 74
11 10 . 4 5 . 20 18 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 97,420
Positions
56,916 50,395 33,699 0 0 0 5,232 11,793 1,159 0 0 0 414 374
Changes from: November 1, 2011 Total Change is: 360
-792 -1,171 1,709 0 0 0 41 -258 0 0 0 0 -598 80
Percent of Open Interest Represented by Each Category of Trader
58.4 51.7 34.6 0.0 0.0 0.0 5.4 12.1 1.2 0.0 0.0 0.0 0.4 0.4
Number of Traders in Each Category Total Traders: 22
8 10 12 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 98,340
Positions
61,919 40,367 1,682 19,071 2,771 940 11,720 45,893 633 983 2,663 0 1,392 3,391
Changes from: November 1, 2011 Total Change is: -7,616
2,536 -2,282 1,545 -12,433 -425 -124 2,014 -5,090 483 -17 -12 0 -1,620 -1,711
Percent of Open Interest Represented by Each Category of Trader
63.0 41.0 1.7 19.4 2.8 1.0 11.9 46.7 0.6 1.0 2.7 0.0 1.4 3.4
Number of Traders in Each Category Total Traders: 80
9 11 . 6 5 . 12 25 4 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 24,750
Positions
8,895 19,834 0 0 238 0 13,494 2,999 6 306 342 0 2,049 1,331
Changes from: November 1, 2011 Total Change is: 729
409 1,136 -87 0 0 0 697 109 6 -35 -166 0 -261 -269
Percent of Open Interest Represented by Each Category of Trader
35.9 80.1 0.0 0.0 1.0 0.0 54.5 12.1 0.0 1.2 1.4 0.0 8.3 5.4
Number of Traders in Each Category Total Traders: 35
5 9 0 0 . 0 8 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 42,675
Positions
17,960 23,994 314 3,219 2,850 734 12,064 7,705 31 1,913 2,119 0 6,442 4,930
Changes from: November 1, 2011 Total Change is: -14,110
-4,251 -4,836 -4,461 -612 -917 158 1,724 2,374 -2,494 6 1,654 -2,224 -1,956 -3,364
Percent of Open Interest Represented by Each Category of Trader
42.1 56.2 0.7 7.5 6.7 1.7 28.3 18.1 0.1 4.5 5.0 0.0 15.1 11.6
Number of Traders in Each Category Total Traders: 86
21 12 . 4 7 . 22 16 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 85,350
Positions
35,920 47,987 628 6,437 5,700 1,467 24,127 15,410 61 3,826 4,237 0 12,884 9,860
Changes from: November 1, 2011 Total Change is: 1,441
1,810 -854 -147 0 -1,270 315 387 3,832 -180 11 -274 -505 -250 524
Percent of Open Interest Represented by Each Category of Trader
42.1 56.2 0.7 7.5 6.7 1.7 28.3 18.1 0.1 4.5 5.0 0.0 15.1 11.6
Number of Traders in Each Category Total Traders: 86
21 12 . 4 7 . 22 16 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 874,939
Positions
97,858 137,505 80,010 356,149 202,511 65,693 76,836 168,790 58,051 17,802 44,937 5,018 117,523 112,424
Changes from: November 1, 2011 Total Change is: 15,123
-5,217 725 10,107 10,398 -5,932 -2,256 -4,263 3,527 3,416 666 2,478 -1,251 3,524 4,308
Percent of Open Interest Represented by Each Category of Trader
11.2 15.7 9.1 40.7 23.1 7.5 8.8 19.3 6.6 2.0 5.1 0.6 13.4 12.8
Number of Traders in Each Category Total Traders: 585
32 59 33 116 71 68 79 143 70 30 55 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 296,576
Positions
54,393 86,858 14,856 107,548 45,074 11,347 38,013 63,808 2,873 2,950 14,130 296 64,300 57,334
Changes from: November 1, 2011 Total Change is: 6,452
3,216 789 475 36 -1,275 -384 4,477 -1,396 -367 -1,010 755 0 9 7,855
Percent of Open Interest Represented by Each Category of Trader
18.3 29.3 5.0 36.3 15.2 3.8 12.8 21.5 1.0 1.0 4.8 0.1 21.7 19.3
Number of Traders in Each Category Total Traders: 129
13 16 9 28 14 11 18 29 12 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,891,815
Positions
497,142 533,052 45,952 1,260,175 804,356 254,559 420,161 750,957 49,841 88,735 168,512 9,136 266,114 275,450
Changes from: November 1, 2011 Total Change is: 43,354
3,713 45,560 2,282 53,230 -21,861 -10,784 -32,500 35,815 7,716 3,334 3,570 -1,210 17,573 -17,734
Percent of Open Interest Represented by Each Category of Trader
17.2 18.4 1.6 43.6 27.8 8.8 14.5 26.0 1.7 3.1 5.8 0.3 9.2 9.5
Number of Traders in Each Category Total Traders: 552
34 52 24 102 67 62 81 136 49 30 50 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 107,939
Positions
24,512 18,633 80 50,365 58,860 7,724 14,744 11,273 213 1,639 6,572 0 8,662 4,584
Changes from: November 1, 2011 Total Change is: -3,462
-3,167 2,359 40 5,135 -3,192 -4,100 -1,472 1,016 143 -131 -29 0 90 301
Percent of Open Interest Represented by Each Category of Trader
22.7 17.3 0.1 46.7 54.5 7.2 13.7 10.4 0.2 1.5 6.1 0.0 8.0 4.2
Number of Traders in Each Category Total Traders: 92
10 10 . 31 13 10 11 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 100,620
Positions
20,453 44,939 8,589 22,011 9,277 1,501 21,262 11,144 5,706 1,085 3,302 75 19,938 16,085
Changes from: November 1, 2011 Total Change is: 2,264
-2,318 1,938 -359 137 -2,841 144 1,287 -71 1,105 -344 118 -13 2,626 2,243
Percent of Open Interest Represented by Each Category of Trader
20.3 44.7 8.5 21.9 9.2 1.5 21.1 11.1 5.7 1.1 3.3 0.1 19.8 16.0
Number of Traders in Each Category Total Traders: 218
22 27 10 34 20 10 58 40 17 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 31,311
Positions
11,792 23,327 20 0 300 0 5,017 4,787 0 0 1,374 50 14,432 1,453
Changes from: November 1, 2011 Total Change is: 901
-2,329 2,077 0 0 0 0 983 -1,352 0 0 0 50 2,197 126
Percent of Open Interest Represented by Each Category of Trader
37.7 74.5 0.1 0.0 1.0 0.0 16.0 15.3 0.0 0.0 4.4 0.2 46.1 4.6
Number of Traders in Each Category Total Traders: 24
7 9 . 0 . 0 4 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 346,543
Positions
83,853 148,610 2,296 110,053 44,887 7,505 108,524 59,085 1,233 5,424 9,639 127 27,528 73,161
Changes from: November 1, 2011 Total Change is: 6,813
-1,648 -2,398 -90 684 -14,207 718 7,798 12,683 -755 -1,722 591 -315 2,143 10,586
Percent of Open Interest Represented by Each Category of Trader
24.2 42.9 0.7 31.8 13.0 2.2 31.3 17.0 0.4 1.6 2.8 0.0 7.9 21.1
Number of Traders in Each Category Total Traders: 217
23 25 6 34 20 10 58 40 13 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 445,678
Positions
228,277 29,960 21,264 108,308 199,807 33,158 34,176 113,244 2,221 1,628 27,402 286 16,360 18,336
Changes from: November 1, 2011 Total Change is: -10,598
-7,873 -615 1,230 3,514 -9,000 -690 -4,018 -1,509 303 249 1,005 0 -3,313 -1,322
Percent of Open Interest Represented by Each Category of Trader
51.2 6.7 4.8 24.3 44.8 7.4 7.7 25.4 0.5 0.4 6.1 0.1 3.7 4.1
Number of Traders in Each Category Total Traders: 237
25 10 . 49 43 27 26 63 13 4 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 29,003
Positions
9,347 1,713 70 7,056 2,366 73 5,541 7,668 19 216 4,533 0 6,681 12,561
Changes from: November 1, 2011 Total Change is: 197
-595 213 0 -137 30 -23 745 200 19 0 -287 0 188 45
Percent of Open Interest Represented by Each Category of Trader
32.2 5.9 0.2 24.3 8.2 0.3 19.1 26.4 0.1 0.7 15.6 0.0 23.0 43.3
Number of Traders in Each Category Total Traders: 46
11 . . 8 4 . 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 48,306
Positions
22,123 6,178 999 9,273 2,543 880 6,361 7,933 1,595 902 0 0 6,173 28,178
Changes from: November 1, 2011 Total Change is: 1,223
5,218 -558 -588 -1,019 35 44 -621 1,265 -695 83 -436 0 -1,199 2,156
Percent of Open Interest Represented by Each Category of Trader
45.8 12.8 2.1 19.2 5.3 1.8 13.2 16.4 3.3 1.9 0.0 0.0 12.8 58.3
Number of Traders in Each Category Total Traders: 66
25 10 4 9 . . 7 11 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 48,124
Positions
2,709 5,253 863 33,255 22,167 4,478 2,766 13,022 122 284 0 0 3,647 2,219
Changes from: November 1, 2011 Total Change is: 6,909
2,078 1,698 -300 6,277 -373 -66 -1,040 5,629 -30 0 0 0 -10 351
Percent of Open Interest Represented by Each Category of Trader
5.6 10.9 1.8 69.1 46.1 9.3 5.7 27.1 0.3 0.6 0.0 0.0 7.6 4.6
Number of Traders in Each Category Total Traders: 58
. 4 . 18 20 10 4 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 66,701
Positions
15,772 25,329 888 28,538 24,791 3,038 8,385 6,571 451 3,038 2,288 893 5,698 2,452
Changes from: November 1, 2011 Total Change is: 2,141
-802 117 308 -330 -19 92 2,002 1,426 -330 589 142 39 573 366
Percent of Open Interest Represented by Each Category of Trader
23.6 38.0 1.3 42.8 37.2 4.6 12.6 9.9 0.7 4.6 3.4 1.3 8.5 3.7
Number of Traders in Each Category Total Traders: 76
12 9 . 17 10 9 11 6 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 621,596
Positions
24,831 116,219 6,556 304,172 101,045 88,552 42,777 113,951 9,541 10,570 67,226 15 134,582 118,491
Changes from: November 1, 2011 Total Change is: -778
3,833 -11,936 969 -1,638 3,794 -1,180 -3,019 4,232 599 821 4,386 -5 -1,158 -1,637
Percent of Open Interest Represented by Each Category of Trader
4.0 18.7 1.1 48.9 16.3 14.2 6.9 18.3 1.5 1.7 10.8 0.0 21.7 19.1
Number of Traders in Each Category Total Traders: 154
11 19 9 41 21 34 28 21 18 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 381,237
Positions
5,016 174,937 323 266,090 13,713 36,265 3,859 105,994 940 2,875 5,275 0 65,869 43,790
Changes from: November 1, 2011 Total Change is: 2,332
10 -2,684 -7 -5,127 -4,504 1,898 -118 7,543 -65 0 -2,615 0 5,741 2,766
Percent of Open Interest Represented by Each Category of Trader
1.3 45.9 0.1 69.8 3.6 9.5 1.0 27.8 0.2 0.8 1.4 0.0 17.3 11.5
Number of Traders in Each Category Total Traders: 70
. 12 . 37 4 22 . 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 769,822
Positions
95,256 76,652 4,819 150,582 223,369 84,131 263,789 177,505 21,846 30,721 62,320 11,088 107,590 108,092
Changes from: November 1, 2011 Total Change is: 57,403
12,498 627 -1,920 13,802 -24 -1 31,091 28,197 5,266 259 26,902 -4,653 1,061 3,009
Percent of Open Interest Represented by Each Category of Trader
12.4 10.0 0.6 19.6 29.0 10.9 34.3 23.1 2.8 4.0 8.1 1.4 14.0 14.0
Number of Traders in Each Category Total Traders: 229
14 26 6 36 49 41 42 31 18 12 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,484,687
Positions
129,022 130,368 32,008 590,789 565,666 184,489 178,919 118,475 26,751 35,956 93,997 14,962 291,791 317,971
Changes from: November 1, 2011 Total Change is: 31,146
33,641 11,162 9,150 577 7,727 -4,532 -5,235 -25,476 -402 -15,518 47 4,101 9,364 29,369
Percent of Open Interest Represented by Each Category of Trader
8.7 8.8 2.2 39.8 38.1 12.4 12.1 8.0 1.8 2.4 6.3 1.0 19.7 21.4
Number of Traders in Each Category Total Traders: 237
20 32 17 32 58 48 32 44 34 4 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,263,644
Positions
69,367 160,660 11,979 333,725 470,285 160,240 285,610 141,216 16,938 180,860 67,269 1,556 203,369 233,501
Changes from: November 1, 2011 Total Change is: 41,813
-8,251 31,320 -2,776 12,663 -7,923 4,664 35,365 23,243 -3,975 1,847 -1,267 1,339 937 -2,812
Percent of Open Interest Represented by Each Category of Trader
5.5 12.7 0.9 26.4 37.2 12.7 22.6 11.2 1.3 14.3 5.3 0.1 16.1 18.5
Number of Traders in Each Category Total Traders: 189
6 38 11 24 39 38 35 30 22 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 586,944
Positions
212,282 229,575 185,886 3,507 4,942 3,570 68,223 48,744 65,143 6,645 5,502 10,962 30,726 32,620
Changes from: November 1, 2011 Total Change is: -9,645
-2,259 -2,919 -4,242 0 -223 0 3,062 -379 -3,594 -217 0 2,731 -5,126 -1,019
Percent of Open Interest Represented by Each Category of Trader
36.2 39.1 31.7 0.6 0.8 0.6 11.6 8.3 11.1 1.1 0.9 1.9 5.2 5.6
Number of Traders in Each Category Total Traders: 113
24 31 43 . 4 . 18 21 24 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,588,952
Positions
1,007,696 2,929,552 1,853,167 2,409,395 51,544 114,479 714,713 616,707 1,447,887 100,680 478,463 151,427 789,508 945,726
Changes from: November 1, 2011 Total Change is: 98,458
31,022 78,058 -64,822 -11,434 674 353 5,145 -63,344 77,600 2,039 23,395 -6,663 65,218 53,207
Percent of Open Interest Represented by Each Category of Trader
11.7 34.1 21.6 28.1 0.6 1.3 8.3 7.2 16.9 1.2 5.6 1.8 9.2 11.0
Number of Traders in Each Category Total Traders: 259
31 57 83 15 9 17 39 65 90 10 15 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,707
Positions
6,097 3,058 0 2,037 841 7 1,009 6,531 0 1,330 160 0 227 110
Changes from: November 1, 2011 Total Change is: 561
754 -59 0 -36 -1 -15 115 647 -1 -250 -10 0 -6 0
Percent of Open Interest Represented by Each Category of Trader
56.9 28.6 0.0 19.0 7.9 0.1 9.4 61.0 0.0 12.4 1.5 0.0 2.1 1.0
Number of Traders in Each Category Total Traders: 27
. . 0 . 4 . 5 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 15,638
Positions
12,606 7,319 0 1,560 2,413 0 1,150 5,383 0 40 340 0 282 183
Changes from: November 1, 2011 Total Change is: 786
95 746 0 0 -360 -45 702 437 0 0 -40 0 34 48
Percent of Open Interest Represented by Each Category of Trader
80.6 46.8 0.0 10.0 15.4 0.0 7.4 34.4 0.0 0.3 2.2 0.0 1.8 1.2
Number of Traders in Each Category Total Traders: 28
4 4 0 . 4 0 6 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 59,861
Positions
20,258 41,321 512 1,415 181 452 26,755 13,683 596 3,884 435 0 5,989 2,681
Changes from: November 1, 2011 Total Change is: -3,778
-1,221 -749 7 537 -52 -8 -1,819 -603 -52 164 -444 -122 -1,264 -1,755
Percent of Open Interest Represented by Each Category of Trader
33.8 69.0 0.9 2.4 0.3 0.8 44.7 22.9 1.0 6.5 0.7 0.0 10.0 4.5
Number of Traders in Each Category Total Traders: 95
4 . . 6 . . 24 23 4 29 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 138,086
Positions
42,406 50,647 27,907 8,294 520 3,092 10,161 10,772 17,437 3,028 3,421 10,467 15,294 13,823
Changes from: November 1, 2011 Total Change is: -8,568
5,219 10,259 -3,467 2,438 -385 152 -899 -3,432 -121 1,134 1,442 -1,613 -11,411 -11,403
Percent of Open Interest Represented by Each Category of Trader
30.7 36.7 20.2 6.0 0.4 2.2 7.4 7.8 12.6 2.2 2.5 7.6 11.1 10.0
Number of Traders in Each Category Total Traders: 86
10 9 14 11 . 8 16 17 23 7 5 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 13,772
Positions
2,350 0 0 1,797 1,514 0 8,625 2,696 71 0 9,044 443 486 4
Changes from: November 1, 2011 Total Change is: 136
46 0 0 33 -1 0 54 44 0 -150 100 0 153 -7
Percent of Open Interest Represented by Each Category of Trader
17.1 0.0 0.0 13.0 11.0 0.0 62.6 19.6 0.5 0.0 65.7 3.2 3.5 0.0
Number of Traders in Each Category Total Traders: 26
4 0 0 4 4 0 6 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 14, 2011