Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 140,772
Positions
38,013 17,915 7,105 20,026 31,910 507 28,962 49,412 7,569 8,516 1,136 767 29,308 24,451
Changes from: November 15, 2011 Total Change is: 6,289
2,592 -2,506 374 1,180 79 17 3,393 5,417 715 84 83 94 -2,160 2,016
Percent of Open Interest Represented by Each Category of Trader
27.0 12.7 5.0 14.2 22.7 0.4 20.6 35.1 5.4 6.0 0.8 0.5 20.8 17.4
Number of Traders in Each Category Total Traders: 78
10 10 11 6 5 . 13 19 13 12 . 4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 37,142
Positions
8,963 6,406 2,765 875 1,338 217 11,873 9,262 2,885 0 0 0 9,564 14,269
Changes from: November 15, 2011 Total Change is: 501
900 -433 67 0 2 0 371 1,472 -266 0 0 0 -570 -341
Percent of Open Interest Represented by Each Category of Trader
24.1 17.2 7.4 2.4 3.6 0.6 32.0 24.9 7.8 0.0 0.0 0.0 25.8 38.4
Number of Traders in Each Category Total Traders: 35
6 7 6 . . . 6 12 8 0 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 167,383
Positions
109,749 3,360 3,572 8,239 60,564 2,735 19,870 61,268 4,354 4,132 2,930 126 14,607 28,475
Changes from: November 15, 2011 Total Change is: 10,395
16,484 38 -5 -1,482 2,108 5 -4,805 3,404 798 655 744 126 -1,381 3,178
Percent of Open Interest Represented by Each Category of Trader
65.6 2.0 2.1 4.9 36.2 1.6 11.9 36.6 2.6 2.5 1.8 0.1 8.7 17.0
Number of Traders in Each Category Total Traders: 91
14 5 9 6 14 5 20 24 14 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 160,975
Positions
9,894 98,149 5,753 54,635 9,450 1,581 60,267 12,069 4,579 1,000 2,502 8 23,258 26,884
Changes from: November 15, 2011 Total Change is: 6,981
-87 9,408 125 624 1,335 87 6,508 -2,153 -270 0 32 0 -6 -1,583
Percent of Open Interest Represented by Each Category of Trader
6.1 61.0 3.6 33.9 5.9 1.0 37.4 7.5 2.8 0.6 1.6 0.0 14.4 16.7
Number of Traders in Each Category Total Traders: 94
7 11 8 10 8 4 30 20 21 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 307,309
Positions
97,032 46,373 11,817 48,337 34,181 9,512 61,767 85,529 30,828 6,271 11,502 5,214 36,531 72,353
Changes from: November 15, 2011 Total Change is: 15,806
4,405 7,530 940 5,530 538 -177 3,185 3,673 2,315 -46 316 919 -1,265 -248
Percent of Open Interest Represented by Each Category of Trader
31.6 15.1 3.8 15.7 11.1 3.1 20.1 27.8 10.0 2.0 3.7 1.7 11.9 23.5
Number of Traders in Each Category Total Traders: 191
26 13 14 16 25 14 32 49 34 10 20 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 140,216
Positions
52,259 43,896 4,468 2,425 38,532 1,348 47,815 23,864 5,731 1,848 44 934 23,389 21,400
Changes from: November 15, 2011 Total Change is: -5,539
6,186 -3,494 -51 -597 1,101 151 -14,256 -6,728 1,991 386 44 218 432 1,230
Percent of Open Interest Represented by Each Category of Trader
37.3 31.3 3.2 1.7 27.5 1.0 34.1 17.0 4.1 1.3 0.0 0.7 16.7 15.3
Number of Traders in Each Category Total Traders: 80
12 11 9 . 6 . 20 22 14 6 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 111,591
Positions
67,156 60,823 37,471 0 0 0 5,260 11,503 1,159 0 0 0 545 635
Changes from: November 15, 2011 Total Change is: 8,779
8,598 8,568 10 0 0 0 0 0 0 0 0 0 170 200
Percent of Open Interest Represented by Each Category of Trader
60.2 54.5 33.6 0.0 0.0 0.0 4.7 10.3 1.0 0.0 0.0 0.0 0.5 0.6
Number of Traders in Each Category Total Traders: 22
8 10 13 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 116,535
Positions
67,490 39,587 10,688 18,213 2,816 760 5,844 43,209 5,761 1,023 3,668 0 6,756 10,046
Changes from: November 15, 2011 Total Change is: 10,839
1,468 -2,306 9,803 2,255 -52 -137 -11,378 -7,707 5,101 44 810 0 3,683 5,327
Percent of Open Interest Represented by Each Category of Trader
57.9 34.0 9.2 15.6 2.4 0.7 5.0 37.1 4.9 0.9 3.1 0.0 5.8 8.6
Number of Traders in Each Category Total Traders: 89
8 11 . 5 6 . 15 29 4 5 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 26,870
Positions
13,243 18,053 0 0 254 0 11,596 5,646 2 543 342 0 1,486 2,573
Changes from: November 15, 2011 Total Change is: 904
2,552 -1,170 -8 0 0 0 -1,509 1,518 -1 288 0 0 -418 565
Percent of Open Interest Represented by Each Category of Trader
49.3 67.2 0.0 0.0 0.9 0.0 43.2 21.0 0.0 2.0 1.3 0.0 5.5 9.6
Number of Traders in Each Category Total Traders: 39
5 9 0 0 . 0 6 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 63,642
Positions
22,856 30,899 7,879 3,058 3,231 538 11,580 6,152 5,178 2,257 685 2,352 7,943 6,727
Changes from: November 15, 2011 Total Change is: 16,061
6,052 3,000 7,539 -28 465 -126 -3,692 -94 3,865 325 -1,343 1,604 521 1,150
Percent of Open Interest Represented by Each Category of Trader
35.9 48.6 12.4 4.8 5.1 0.8 18.2 9.7 8.1 3.5 1.1 3.7 12.5 10.6
Number of Traders in Each Category Total Traders: 97
21 16 10 5 7 . 21 18 10 7 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 17,687
Positions
12,377 11,636 265 617 292 0 1,058 2,417 45 1,344 0 380 1,602 2,652
Changes from: November 15, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
70.0 65.8 1.5 3.5 1.7 0.0 6.0 13.7 0.3 7.6 0.0 2.1 9.1 15.0
Number of Traders in Each Category Total Traders: 20
8 4 . . . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 91,908
Positions
35,449 53,016 738 4,881 5,877 1,076 27,842 14,267 3,470 4,514 4,057 1,257 12,683 8,151
Changes from: November 15, 2011 Total Change is: -3,253
1,840 -2,783 58 -1,289 346 -251 -2,701 1,774 842 650 3 -239 -2,162 -3,003
Percent of Open Interest Represented by Each Category of Trader
38.6 57.7 0.8 5.3 6.4 1.2 30.3 15.5 3.8 4.9 4.4 1.4 13.8 8.9
Number of Traders in Each Category Total Traders: 95
21 16 5 4 6 . 23 16 7 7 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 1,038,864
Positions
107,263 124,233 90,378 354,806 227,112 69,123 76,586 171,500 156,709 17,970 45,541 26,048 139,981 128,220
Changes from: November 15, 2011 Total Change is: -26,376
8,595 -13,410 -6,632 -42 14,477 -254 -2,426 16,677 -26,550 825 -5,976 -4,232 4,339 -476
Percent of Open Interest Represented by Each Category of Trader
10.3 12.0 8.7 34.2 21.9 6.7 7.4 16.5 15.1 1.7 4.4 2.5 13.5 12.3
Number of Traders in Each Category Total Traders: 596
35 57 44 110 78 71 88 138 114 39 49 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 374,008
Positions
55,222 71,280 23,681 103,255 44,336 15,431 30,590 67,571 53,383 4,144 13,120 11,574 76,727 73,630
Changes from: November 15, 2011 Total Change is: -24,901
-3,695 -13,866 2,159 -3,960 522 1,145 -7,010 534 -12,859 778 -1,023 -3,363 1,905 1,851
Percent of Open Interest Represented by Each Category of Trader
14.8 19.1 6.3 27.6 11.9 4.1 8.2 18.1 14.3 1.1 3.5 3.1 20.5 19.7
Number of Traders in Each Category Total Traders: 133
15 13 12 27 15 17 19 31 38 6 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 3,324,283
Positions
508,471 513,027 85,219 1,274,064 930,192 252,153 468,818 758,487 277,788 83,024 175,999 58,473 316,273 272,947
Changes from: November 15, 2011 Total Change is: -7,371
13,499 -45,672 3,996 17,826 68,008 -5,224 9,667 67,460 -55,197 -727 -25,728 -3,380 12,169 -11,634
Percent of Open Interest Represented by Each Category of Trader
15.3 15.4 2.6 38.3 28.0 7.6 14.1 22.8 8.4 2.5 5.3 1.8 9.5 8.2
Number of Traders in Each Category Total Traders: 557
35 53 35 96 74 63 87 130 102 35 46 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 117,144
Positions
28,708 18,168 105 51,731 64,696 7,987 16,523 12,602 1,275 1,402 6,700 0 9,413 5,611
Changes from: November 15, 2011 Total Change is: 5,995
3,738 -617 -20 3,661 4,808 -544 -88 20 1,265 0 103 0 -2,017 980
Percent of Open Interest Represented by Each Category of Trader
24.5 15.5 0.1 44.2 55.2 6.8 14.1 10.8 1.1 1.2 5.7 0.0 8.0 4.8
Number of Traders in Each Category Total Traders: 88
12 8 . 32 13 11 10 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 95,514
Positions
22,606 37,983 8,682 19,152 9,534 1,727 16,130 9,720 6,978 1,040 4,549 232 18,969 16,111
Changes from: November 15, 2011 Total Change is: -7,619
2,453 -6,785 -2,170 -1,921 51 102 -5,365 25 -43 32 531 -4 -703 673
Percent of Open Interest Represented by Each Category of Trader
23.7 39.8 9.1 20.1 10.0 1.8 16.9 10.2 7.3 1.1 4.8 0.2 19.9 16.9
Number of Traders in Each Category Total Traders: 214
24 26 13 29 20 11 47 49 22 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 30,649
Positions
13,190 22,741 20 0 300 0 2,980 3,999 0 0 2,112 50 14,409 1,427
Changes from: November 15, 2011 Total Change is: -2,029
-355 -2,037 0 0 0 0 -2,036 73 0 0 0 0 362 -65
Percent of Open Interest Represented by Each Category of Trader
43.0 74.2 0.1 0.0 1.0 0.0 9.7 13.0 0.0 0.0 6.9 0.2 47.0 4.7
Number of Traders in Each Category Total Traders: 23
7 8 . 0 . 0 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 324,328
Positions
87,971 117,102 2,418 95,759 46,169 8,634 93,479 56,334 7,158 5,198 12,183 910 22,801 73,420
Changes from: November 15, 2011 Total Change is: -27,951
4,233 -33,546 -1,043 -9,606 255 511 -17,641 -1,232 777 160 2,655 -18 -5,324 3,690
Percent of Open Interest Represented by Each Category of Trader
27.1 36.1 0.7 29.5 14.2 2.7 28.8 17.4 2.2 1.6 3.8 0.3 7.0 22.6
Number of Traders in Each Category Total Traders: 213
24 25 9 29 20 11 45 51 18 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 464,818
Positions
236,298 33,544 25,865 108,180 212,083 29,982 44,081 114,607 4,060 1,368 24,800 413 14,571 19,464
Changes from: November 15, 2011 Total Change is: 11,398
8,914 461 1,461 4,304 8,700 -3,504 4,718 6,184 -2,284 -246 -2,545 -70 -1,894 2,995
Percent of Open Interest Represented by Each Category of Trader
50.8 7.2 5.6 23.3 45.6 6.5 9.5 24.7 0.9 0.3 5.3 0.1 3.1 4.2
Number of Traders in Each Category Total Traders: 238
24 10 6 46 49 27 23 68 17 . 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 30,572
Positions
9,219 1,735 70 7,396 2,466 82 6,904 6,823 48 216 5,067 0 6,637 14,281
Changes from: November 15, 2011 Total Change is: 531
-295 19 0 74 -150 22 626 -780 -9 -217 334 0 330 1,095
Percent of Open Interest Represented by Each Category of Trader
30.2 5.7 0.2 24.2 8.1 0.3 22.6 22.3 0.2 0.7 16.6 0.0 21.7 46.7
Number of Traders in Each Category Total Traders: 45
11 . . 9 4 . 9 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 49,442
Positions
21,288 10,218 1,646 8,733 2,950 590 5,867 8,887 1,471 2,786 0 0 7,061 23,680
Changes from: November 15, 2011 Total Change is: 2,043
2,035 3,259 -833 -351 310 -6 -425 209 -457 1,330 0 0 750 -439
Percent of Open Interest Represented by Each Category of Trader
43.1 20.7 3.3 17.7 6.0 1.2 11.9 18.0 3.0 5.6 0.0 0.0 14.3 47.9
Number of Traders in Each Category Total Traders: 67
22 11 4 8 . . 6 12 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 43,094
Positions
3,625 2,373 233 29,423 25,149 4,044 2,464 9,170 4 0 0 0 3,301 2,121
Changes from: November 15, 2011 Total Change is: -4,427
1,960 -1,359 -1,677 -3,714 2,403 -361 98 -3,350 -118 -284 0 0 -331 35
Percent of Open Interest Represented by Each Category of Trader
8.4 5.5 0.5 68.3 58.4 9.4 5.7 21.3 0.0 0.0 0.0 0.0 7.7 4.9
Number of Traders in Each Category Total Traders: 50
. 4 . 16 19 9 5 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 63,978
Positions
17,279 24,730 49 24,134 25,770 3,284 9,735 3,727 310 2,234 2,743 907 6,046 2,458
Changes from: November 15, 2011 Total Change is: -3,081
1,173 96 -858 -3,937 -21 156 1,288 -2,691 -78 -865 455 34 6 -174
Percent of Open Interest Represented by Each Category of Trader
27.0 38.7 0.1 37.7 40.3 5.1 15.2 5.8 0.5 3.5 4.3 1.4 9.5 3.8
Number of Traders in Each Category Total Traders: 68
12 8 . 12 10 7 12 5 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 810,808
Positions
8,306 115,258 61,828 317,774 93,213 98,733 42,071 122,313 84,579 8,912 66,561 17,687 170,918 150,635
Changes from: November 15, 2011 Total Change is: 42,033
531 2,093 7,553 7,179 -808 2,729 -12,069 -5,978 13,099 -2,396 165 9,985 15,421 13,194
Percent of Open Interest Represented by Each Category of Trader
1.0 14.2 7.6 39.2 11.5 12.2 5.2 15.1 10.4 1.1 8.2 2.2 21.1 18.6
Number of Traders in Each Category Total Traders: 156
7 21 24 40 19 38 22 31 34 6 10 7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011
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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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 411,352
Positions
5,331 184,406 7,050 283,267 12,979 33,317 5,899 120,204 5,318 2,195 1,692 0 68,975 46,386
Changes from: November 15, 2011 Total Change is: 15,750
0 -1,608 6,035 8,505 -28 1,028 50 5,106 2,633 -680 -1,723 0 -1,822 4,306
Percent of Open Interest Represented by Each Category of Trader
1.3 44.8 1.7 68.9 3.2 8.1 1.4 29.2 1.3 0.5 0.4 0.0 16.8 11.3
Number of Traders in Each Category Total Traders: 73
. 12 4 40 4 20 . 10 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011
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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 808,804
Positions
82,366 81,693 27,616 152,053 213,735 80,236 217,011 181,857 73,219 62,845 31,387 4,888 108,571 114,174
Changes from: November 15, 2011 Total Change is: -2,026
4,888 -327 2,592 585 -7,476 -1,320 -40,553 27,937 9,147 29,276 -29,688 -10,695 4,055 7,805
Percent of Open Interest Represented by Each Category of Trader
10.2 10.1 3.4 18.8 26.4 9.9 26.8 22.5 9.1 7.8 3.9 0.6 13.4 14.1
Number of Traders in Each Category Total Traders: 218
11 26 12 36 47 44 30 36 27 13 18 5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,891,403
Positions
86,162 166,390 166,574 619,408 556,245 192,326 186,287 104,130 209,020 55,860 111,033 55,970 319,796 329,715
Changes from: November 15, 2011 Total Change is: 81,947
505 10,262 21,824 1,156 17,548 -22,511 23,386 -35,171 28,270 2,035 18,980 11,803 15,479 30,943
Percent of Open Interest Represented by Each Category of Trader
4.6 8.8 8.8 32.7 29.4 10.2 9.8 5.5 11.1 3.0 5.9 3.0 16.9 17.4
Number of Traders in Each Category Total Traders: 257
22 34 50 31 57 50 55 35 65 9 14 15
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011
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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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,438,760
Positions
85,066 152,112 91,477 340,056 467,017 176,408 217,800 145,138 83,340 201,279 64,145 22,761 220,574 236,362
Changes from: November 15, 2011 Total Change is: 26,144
12,023 9,310 18,246 40,502 -1,607 -9,378 -41,363 14,917 -11,538 1,199 -221 5,718 10,734 697
Percent of Open Interest Represented by Each Category of Trader
5.9 10.6 6.4 23.6 32.5 12.3 15.1 10.1 5.8 14.0 4.5 1.6 15.3 16.4
Number of Traders in Each Category Total Traders: 190
11 32 31 22 39 40 37 29 35 9 10 6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 768,845
Positions
224,123 246,124 200,253 3,748 5,080 3,570 64,705 45,973 183,131 19,165 6,127 31,351 38,799 47,236
Changes from: November 15, 2011 Total Change is: -99
10,700 13,389 -5,913 241 0 0 10,088 -401 -1,104 -1,464 -412 -3,383 -9,264 -2,276
Percent of Open Interest Represented by Each Category of Trader
29.2 32.0 26.0 0.5 0.7 0.5 8.4 6.0 23.8 2.5 0.8 4.1 5.0 6.1
Number of Traders in Each Category Total Traders: 119
27 30 44 . 4 . 20 22 35 . 8 6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,807,536
Positions
1,501,223 2,679,867 3,348,257 2,138,637 122,574 208,930 438,243 573,212 5,537,926 83,620 440,280 747,769 802,930 1,148,720
Changes from: November 15, 2011 Total Change is: 192,628
318,314 -11,234 -24,156 -193,765 26,508 9,753 11,680 60,014 138,442 -3,161 25,729 -31,525 -32,954 -904
Percent of Open Interest Represented by Each Category of Trader
10.1 18.1 22.6 14.4 0.8 1.4 3.0 3.9 37.4 0.6 3.0 5.0 5.4 7.8
Number of Traders in Each Category Total Traders: 290
38 55 88 13 13 23 51 77 116 9 21 25
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011
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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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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,782
Positions
5,452 3,444 0 1,908 840 7 1,977 6,193 0 1,171 160 0 267 138
Changes from: November 15, 2011 Total Change is: 753
-29 559 0 5 -1 0 961 175 0 -219 0 0 35 20
Percent of Open Interest Represented by Each Category of Trader
50.6 31.9 0.0 17.7 7.8 0.1 18.3 57.4 0.0 10.9 1.5 0.0 2.5 1.3
Number of Traders in Each Category Total Traders: 27
. . 0 . 4 . 5 7 0 4 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011
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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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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 15,028
Positions
12,640 7,532 0 1,366 2,272 0 669 4,739 0 40 340 0 313 145
Changes from: November 15, 2011 Total Change is: -34
169 -425 0 0 269 0 -185 121 0 0 0 0 -18 1
Percent of Open Interest Represented by Each Category of Trader
84.1 50.1 0.0 9.1 15.1 0.0 4.5 31.5 0.0 0.3 2.3 0.0 2.1 1.0
Number of Traders in Each Category Total Traders: 29
4 4 0 . 5 0 4 8 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011
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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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 55,275
Positions
18,193 43,216 554 4,102 455 388 17,151 6,994 1,183 4,777 463 12 8,916 2,011
Changes from: November 15, 2011 Total Change is: -2,815
-707 1,323 -4 1,689 -2 -7 -4,931 -3,448 93 301 107 10 741 -886
Percent of Open Interest Represented by Each Category of Trader
32.9 78.2 1.0 7.4 0.8 0.7 31.0 12.7 2.1 8.6 0.8 0.0 16.1 3.6
Number of Traders in Each Category Total Traders: 102
5 4 . 6 . . 32 16 10 30 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011
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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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 133,931
Positions
37,738 49,856 27,104 8,611 500 2,219 13,363 11,745 17,032 2,310 2,651 9,337 16,217 13,487
Changes from: November 15, 2011 Total Change is: -13,772
-884 4,539 -11,050 -390 -15 -113 2,787 -2,416 -1,775 -115 393 -1,978 -254 -1,357
Percent of Open Interest Represented by Each Category of Trader
28.2 37.2 20.2 6.4 0.4 1.7 10.0 8.8 12.7 1.7 2.0 7.0 12.1 10.1
Number of Traders in Each Category Total Traders: 81
11 8 14 10 . 6 17 18 22 . 7 7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2011
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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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,040
Positions
3,080 0 0 1,970 1,662 0 10,278 2,758 71 0 11,096 445 196 8
Changes from: November 15, 2011 Total Change is: 1,017
196 0 0 31 89 0 936 60 0 0 1,008 2 -148 -142
Percent of Open Interest Represented by Each Category of Trader
19.2 0.0 0.0 12.3 10.4 0.0 64.1 17.2 0.4 0.0 69.2 2.8 1.2 0.0
Number of Traders in Each Category Total Traders: 26
4 0 0 5 4 0 5 5 . 0 . .
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Updated November 28, 2011