Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 169,517
Positions
35,795 72,495 2,202 23,522 33,513 194 62,483 32,592 2,100 8,268 4,671 318 34,635 21,432
Changes from: November 13, 2012 Total Change is: 1,178
4,772 -1,064 387 994 31 -75 -3,580 1,406 138 428 -453 -455 -1,431 1,263
Percent of Open Interest Represented by Each Category of Trader
21.1 42.8 1.3 13.9 19.8 0.1 36.9 19.2 1.2 4.9 2.8 0.2 20.4 12.6
Number of Traders in Each Category Total Traders: 96
6 11 5 10 4 . 35 15 8 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 46,210
Positions
11,689 10,146 0 1,601 2,809 159 14,453 17,090 116 6,149 567 0 12,043 15,323
Changes from: November 13, 2012 Total Change is: -730
78 0 0 -30 221 -2 -2,444 -374 -28 22 48 0 1,674 -595
Percent of Open Interest Represented by Each Category of Trader
25.3 22.0 0.0 3.5 6.1 0.3 31.3 37.0 0.3 13.3 1.2 0.0 26.1 33.2
Number of Traders in Each Category Total Traders: 41
6 6 0 . 4 . 7 11 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 150,722
Positions
16,511 26,541 700 10,022 35,127 9,816 78,450 41,112 2,700 1,679 13,506 1,074 29,770 20,146
Changes from: November 13, 2012 Total Change is: 1,549
5,823 -6,662 680 -18 1,044 -1,134 -3,420 7,326 794 511 -391 1,074 -2,761 -1,182
Percent of Open Interest Represented by Each Category of Trader
11.0 17.6 0.5 6.6 23.3 6.5 52.0 27.3 1.8 1.1 9.0 0.7 19.8 13.4
Number of Traders in Each Category Total Traders: 100
7 12 . 6 14 5 30 21 7 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 180,979
Positions
61,839 18,454 46 55,823 8,946 1,599 45,380 74,896 1,150 2,650 18,022 38 12,454 57,828
Changes from: November 13, 2012 Total Change is: 25,048
17,098 -7,208 -296 338 908 53 5,134 23,546 743 1,466 648 0 512 6,654
Percent of Open Interest Represented by Each Category of Trader
34.2 10.2 0.0 30.8 4.9 0.9 25.1 41.4 0.6 1.5 10.0 0.0 6.9 32.0
Number of Traders in Each Category Total Traders: 122
11 13 . 8 6 5 21 45 7 4 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 232,328
Positions
86,504 10,436 1,326 45,736 39,224 4,485 23,229 104,356 1,985 29,188 12,076 2,113 37,762 56,327
Changes from: November 13, 2012 Total Change is: 668
8,969 -39 19 -1,865 -616 -81 -3,517 2,232 -275 -1,627 168 84 -1,039 -824
Percent of Open Interest Represented by Each Category of Trader
37.2 4.5 0.6 19.7 16.9 1.9 10.0 44.9 0.9 12.6 5.2 0.9 16.3 24.2
Number of Traders in Each Category Total Traders: 173
27 11 8 17 21 13 19 44 13 17 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 180,364
Positions
34,824 48,396 65 3,106 43,621 1,059 101,482 59,754 795 4,612 3,111 1,339 33,082 22,224
Changes from: November 13, 2012 Total Change is: -3,075
-402 -3,402 -12 -71 303 -7 -975 2,150 59 -960 -449 809 -1,516 -2,526
Percent of Open Interest Represented by Each Category of Trader
19.3 26.8 0.0 1.7 24.2 0.6 56.3 33.1 0.4 2.6 1.7 0.7 18.3 12.3
Number of Traders in Each Category Total Traders: 103
9 13 . . 9 . 33 21 9 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 77,756
Positions
41,839 49,931 18,900 2,219 0 0 4,873 1,461 4,230 2,470 0 2,861 364 373
Changes from: November 13, 2012 Total Change is: -8,744
-8,735 -7,782 567 -898 0 0 834 -856 -644 0 0 0 132 -29
Percent of Open Interest Represented by Each Category of Trader
53.8 64.2 24.3 2.9 0.0 0.0 6.3 1.9 5.4 3.2 0.0 3.7 0.5 0.5
Number of Traders in Each Category Total Traders: 24
7 11 11 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 165,940
Positions
31,919 92,023 987 29,075 499 8 89,336 61,483 1,605 5,315 6,654 174 7,521 2,507
Changes from: November 13, 2012 Total Change is: -4,071
-605 -1,709 236 2,140 202 6 -5,190 -4,091 474 -788 1,044 -244 -100 11
Percent of Open Interest Represented by Each Category of Trader
19.2 55.5 0.6 17.5 0.3 0.0 53.8 37.1 1.0 3.2 4.0 0.1 4.5 1.5
Number of Traders in Each Category Total Traders: 136
5 11 . 15 . . 58 20 8 14 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 32,762
Positions
16,569 14,007 117 397 0 0 3,292 1,199 165 10,555 15,797 1,014 653 463
Changes from: November 13, 2012 Total Change is: 338
148 -217 107 -2 0 0 0 2 126 -17 230 0 -24 90
Percent of Open Interest Represented by Each Category of Trader
50.6 42.8 0.4 1.2 0.0 0.0 10.0 3.7 0.5 32.2 48.2 3.1 2.0 1.4
Number of Traders in Each Category Total Traders: 25
6 5 . . 0 0 5 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 29,757
Positions
1,307 20,672 0 846 124 0 22,921 3,951 305 140 2,215 226 4,012 2,264
Changes from: November 13, 2012 Total Change is: -3,495
-182 -2,922 0 273 -128 0 -3,350 -1,062 74 -159 78 156 -307 309
Percent of Open Interest Represented by Each Category of Trader
4.4 69.5 0.0 2.8 0.4 0.0 77.0 13.3 1.0 0.5 7.4 0.8 13.5 7.6
Number of Traders in Each Category Total Traders: 51
. 8 0 5 . 0 20 11 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 48,149
Positions
17,638 25,564 329 4,348 515 490 11,777 13,151 2,547 2,411 676 0 8,610 4,879
Changes from: November 13, 2012 Total Change is: -2,487
3,927 -6,004 26 231 -590 158 -5,631 3,373 -518 236 66 0 -915 1,004
Percent of Open Interest Represented by Each Category of Trader
36.6 53.1 0.7 9.0 1.1 1.0 24.5 27.3 5.3 5.0 1.4 0.0 17.9 10.1
Number of Traders in Each Category Total Traders: 92
20 13 . 7 . . 20 20 7 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 96,297
Positions
35,276 51,127 658 8,695 1,030 979 23,554 26,301 5,093 4,822 1,352 0 17,220 9,757
Changes from: November 13, 2012 Total Change is: -4,973
7,853 -12,008 51 461 -1,180 316 -11,261 6,745 -1,035 472 131 0 -1,830 2,007
Percent of Open Interest Represented by Each Category of Trader
36.6 53.1 0.7 9.0 1.1 1.0 24.5 27.3 5.3 5.0 1.4 0.0 17.9 10.1
Number of Traders in Each Category Total Traders: 92
20 13 . 7 . . 20 20 7 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 852,640
Positions
60,440 215,296 36,060 353,459 160,953 60,181 110,296 185,219 45,624 38,623 35,367 6,132 141,827 107,809
Changes from: November 13, 2012 Total Change is: 24,549
5,634 -5,357 4,906 -2,920 -6,877 334 -11,190 4,010 6,268 499 1,426 28 20,991 19,812
Percent of Open Interest Represented by Each Category of Trader
7.1 25.3 4.2 41.5 18.9 7.1 12.9 21.7 5.4 4.5 4.1 0.7 16.6 12.6
Number of Traders in Each Category Total Traders: 540
40 42 27 117 55 60 96 104 60 44 42 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 227,967
Positions
30,932 70,165 3,893 88,522 29,398 8,142 20,620 39,150 608 11,243 12,799 59 63,948 63,753
Changes from: November 13, 2012 Total Change is: 15,056
4,664 -2,712 66 -1,636 -408 293 7,040 1,551 -659 1,135 89 -325 4,478 17,161
Percent of Open Interest Represented by Each Category of Trader
13.6 30.8 1.7 38.8 12.9 3.6 9.0 17.2 0.3 4.9 5.6 0.0 28.1 28.0
Number of Traders in Each Category Total Traders: 99
11 13 4 27 8 12 14 17 4 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,123,365
Positions
217,796 795,913 90,578 1,366,006 699,098 218,871 587,954 869,919 85,502 153,948 129,888 13,315 389,395 220,281
Changes from: November 13, 2012 Total Change is: 47,463
10,715 -7,362 18,334 6,152 -19,773 -12,370 -58,524 44,921 2,007 -2,106 7,759 691 82,564 13,256
Percent of Open Interest Represented by Each Category of Trader
7.0 25.5 2.9 43.7 22.4 7.0 18.8 27.9 2.7 4.9 4.2 0.4 12.5 7.1
Number of Traders in Each Category Total Traders: 512
38 40 24 104 51 52 97 102 51 40 40 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 118,487
Positions
16,072 29,824 7 62,409 65,582 1,826 24,639 14,285 753 391 2,201 0 12,390 4,009
Changes from: November 13, 2012 Total Change is: 2,571
4,536 -183 -4 -618 144 26 -1,670 1,363 677 11 10 0 -387 538
Percent of Open Interest Represented by Each Category of Trader
13.6 25.2 0.0 52.7 55.3 1.5 20.8 12.1 0.6 0.3 1.9 0.0 10.5 3.4
Number of Traders in Each Category Total Traders: 100
9 11 . 38 14 12 15 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 108,038
Positions
11,867 30,577 32,087 24,790 10,816 1,134 18,745 16,060 8,699 1,767 2,497 695 8,254 5,474
Changes from: November 13, 2012 Total Change is: 35,604
-3,717 -12,343 31,685 -1,006 -42 -44 -3,276 6,420 8,339 129 -1,314 640 2,855 2,262
Percent of Open Interest Represented by Each Category of Trader
11.0 28.3 29.7 22.9 10.0 1.0 17.4 14.9 8.1 1.6 2.3 0.6 7.6 5.1
Number of Traders in Each Category Total Traders: 225
25 22 11 34 22 12 43 50 15 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 27,942
Positions
17,319 18,225 80 2,000 0 0 5,162 7,692 0 646 0 0 2,735 1,945
Changes from: November 13, 2012 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
62.0 65.2 0.3 7.2 0.0 0.0 18.5 27.5 0.0 2.3 0.0 0.0 9.8 7.0
Number of Traders in Each Category Total Traders: 21
9 5 . . 0 0 . 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 400,482
Positions
130,301 219,318 2,473 114,161 54,288 5,458 105,977 79,901 5,436 8,837 15,716 245 27,594 17,647
Changes from: November 13, 2012 Total Change is: 38,312
52,379 4,718 465 -14,822 2 -428 -4,131 31,703 3,635 646 -3,338 -31 599 1,586
Percent of Open Interest Represented by Each Category of Trader
32.5 54.8 0.6 28.5 13.6 1.4 26.5 20.0 1.4 2.2 3.9 0.1 6.9 4.4
Number of Traders in Each Category Total Traders: 225
24 23 4 33 23 11 45 48 12 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 391,556
Positions
151,013 19,899 13,960 132,729 208,031 19,932 51,884 99,131 4,416 3,049 10,631 0 14,573 15,556
Changes from: November 13, 2012 Total Change is: 17,291
26,947 -6,572 2,726 -1,632 3,727 -25 -9,769 13,086 1,596 872 204 0 -3,424 2,549
Percent of Open Interest Represented by Each Category of Trader
38.6 5.1 3.6 33.9 53.1 5.1 13.3 25.3 1.1 0.8 2.7 0.0 3.7 4.0
Number of Traders in Each Category Total Traders: 242
23 9 . 48 42 25 40 55 8 7 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,244
Positions
10,787 4,454 0 11,910 475 96 6,278 8,917 0 3,352 3,589 0 4,821 19,713
Changes from: November 13, 2012 Total Change is: 5,598
3,819 -498 -16 1,169 -71 35 124 2,252 0 1,451 6 0 -984 3,890
Percent of Open Interest Represented by Each Category of Trader
29.0 12.0 0.0 32.0 1.3 0.3 16.9 23.9 0.0 9.0 9.6 0.0 12.9 52.9
Number of Traders in Each Category Total Traders: 40
4 5 0 14 . . 6 4 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,615
Positions
8,665 15,493 2,853 4,277 2,570 614 11,939 7,821 669 1,619 1,664 0 6,979 5,931
Changes from: November 13, 2012 Total Change is: 1,719
-2,233 2,793 1,150 -1,304 -432 -298 4,933 1,017 104 -1,762 749 0 1,129 -3,364
Percent of Open Interest Represented by Each Category of Trader
23.0 41.2 7.6 11.4 6.8 1.6 31.7 20.8 1.8 4.3 4.4 0.0 18.6 15.8
Number of Traders in Each Category Total Traders: 57
13 14 7 5 . . 10 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 63,901
Positions
4,304 8,266 770 40,217 35,063 6,925 7,409 9,828 0 218 0 0 4,058 3,049
Changes from: November 13, 2012 Total Change is: -1,323
1,555 -866 0 -382 -1,094 52 -1,726 197 -106 0 0 0 -716 494
Percent of Open Interest Represented by Each Category of Trader
6.7 12.9 1.2 62.9 54.9 10.8 11.6 15.4 0.0 0.3 0.0 0.0 6.4 4.8
Number of Traders in Each Category Total Traders: 67
4 . . 25 23 9 9 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 121,240
Positions
14,131 57,550 1,155 66,896 19,930 5,588 13,781 28,939 752 6,627 2,100 1,055 11,255 4,171
Changes from: November 13, 2012 Total Change is: 2,004
-827 1,828 197 5,410 -902 -35 -1,687 1,053 -64 235 29 -9 -1,216 -93
Percent of Open Interest Represented by Each Category of Trader
11.7 47.5 1.0 55.2 16.4 4.6 11.4 23.9 0.6 5.5 1.7 0.9 9.3 3.4
Number of Traders in Each Category Total Traders: 129
14 17 5 34 16 15 25 8 . 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 633,185
Positions
12,833 122,543 6,220 260,984 135,370 70,489 86,439 91,232 17,935 19,854 39,531 280 158,151 149,585
Changes from: November 13, 2012 Total Change is: 18,123
5,043 11,780 -390 -15,404 -146 -2,401 19,361 -1,562 1,042 -165 1,113 -197 11,234 8,884
Percent of Open Interest Represented by Each Category of Trader
2.0 19.4 1.0 41.2 21.4 11.1 13.7 14.4 2.8 3.1 6.2 0.0 25.0 23.6
Number of Traders in Each Category Total Traders: 173
. 26 8 41 27 34 26 33 20 6 11 4
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Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 356,716
Positions
3,332 120,716 732 222,996 43,063 37,042 3,029 77,529 857 17,659 19,488 0 71,069 57,289
Changes from: November 13, 2012 Total Change is: -728
-3,447 -3,899 538 2,147 670 -728 12 -409 -127 -500 81 0 1,377 3,146
Percent of Open Interest Represented by Each Category of Trader
0.9 33.8 0.2 62.5 12.1 10.4 0.8 21.7 0.2 5.0 5.5 0.0 19.9 16.1
Number of Traders in Each Category Total Traders: 63
. 10 . 28 9 16 . 7 4 . . 0
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Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,093,732
Positions
109,165 116,453 52,479 263,774 103,576 52,535 289,223 600,493 53,141 121,193 29,543 8,292 143,930 77,220
Changes from: November 13, 2012 Total Change is: 56,270
14,092 -17,525 -1,221 18,330 -4,411 -11,904 7,926 80,723 16,103 266 1,126 -225 12,903 -6,396
Percent of Open Interest Represented by Each Category of Trader
10.0 10.6 4.8 24.1 9.5 4.8 26.4 54.9 4.9 11.1 2.7 0.8 13.2 7.1
Number of Traders in Each Category Total Traders: 230
24 20 17 46 24 32 45 36 33 21 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 40,392
Positions
27,515 14,265 3,141 0 514 0 4,972 17,733 3,618 4 0 441 701 680
Changes from: November 13, 2012 Total Change is: 313
2,237 -905 -1,587 -500 0 0 -493 2,181 276 4 -22 55 321 315
Percent of Open Interest Represented by Each Category of Trader
68.1 35.3 7.8 0.0 1.3 0.0 12.3 43.9 9.0 0.0 0.0 1.1 1.7 1.7
Number of Traders in Each Category Total Traders: 45
13 5 11 0 . 0 9 14 10 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,857,000
Positions
181,811 148,177 59,551 392,758 726,503 178,762 572,487 196,029 68,199 98,699 126,571 11,770 292,963 341,438
Changes from: November 13, 2012 Total Change is: 92,400
16,890 4,528 24,395 -7,433 40,420 -5,035 40,109 13,100 5,303 12,533 419 3,141 2,497 6,129
Percent of Open Interest Represented by Each Category of Trader
9.8 8.0 3.2 21.2 39.1 9.6 30.8 10.6 3.7 5.3 6.8 0.6 15.8 18.4
Number of Traders in Each Category Total Traders: 289
23 38 17 26 62 46 54 53 42 12 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,512,595
Positions
306,392 156,430 24,985 203,997 471,645 134,840 385,130 343,502 20,148 172,800 96,828 5,135 259,168 259,082
Changes from: November 13, 2012 Total Change is: 69,800
58,536 -16,130 6,149 -20,235 -24,424 15,733 5,751 75,499 -9,519 -8,013 18,244 -162 21,560 4,410
Percent of Open Interest Represented by Each Category of Trader
20.3 10.3 1.7 13.5 31.2 8.9 25.5 22.7 1.3 11.4 6.4 0.3 17.1 17.1
Number of Traders in Each Category Total Traders: 206
11 30 13 25 40 35 37 40 24 10 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 381,820
Positions
167,814 140,989 105,494 9 2,617 3,551 28,189 38,609 43,435 53 8,134 6,508 26,767 32,483
Changes from: November 13, 2012 Total Change is: 9,722
2,612 5,391 2,789 0 602 3 890 1,339 445 -433 -36 -374 3,790 -437
Percent of Open Interest Represented by Each Category of Trader
44.0 36.9 27.6 0.0 0.7 0.9 7.4 10.1 11.4 0.0 2.1 1.7 7.0 8.5
Number of Traders in Each Category Total Traders: 73
18 22 31 . . . 13 10 18 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,586,243
Positions
1,158,578 2,947,355 1,867,868 898,071 148,510 133,136 1,756,850 445,128 1,549,882 73,724 212,351 271,437 876,697 1,010,576
Changes from: November 13, 2012 Total Change is: 105,944
-51,849 43,865 -10,769 32,053 -59,511 -1,234 95,841 33,100 49,138 5,929 26,512 8,931 -22,096 15,912
Percent of Open Interest Represented by Each Category of Trader
13.5 34.3 21.8 10.5 1.7 1.6 20.5 5.2 18.1 0.9 2.5 3.2 10.2 11.8
Number of Traders in Each Category Total Traders: 239
29 49 75 8 8 16 52 48 81 9 18 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 12,356
Positions
10,628 591 0 560 984 0 716 10,458 1 234 245 0 217 77
Changes from: November 13, 2012 Total Change is: 609
730 23 0 -1 99 0 -86 443 0 -20 30 0 -14 14
Percent of Open Interest Represented by Each Category of Trader
86.0 4.8 0.0 4.5 8.0 0.0 5.8 84.6 0.0 1.9 2.0 0.0 1.8 0.6
Number of Traders in Each Category Total Traders: 31
. 4 0 . 4 0 6 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,606
Positions
11,299 6,136 0 961 871 41 1,049 6,418 0 0 91 0 256 49
Changes from: November 13, 2012 Total Change is: -441
-173 -347 0 0 2 -1 -225 -105 0 0 0 0 -42 10
Percent of Open Interest Represented by Each Category of Trader
83.0 45.1 0.0 7.1 6.4 0.3 7.7 47.2 0.0 0.0 0.7 0.0 1.9 0.4
Number of Traders in Each Category Total Traders: 30
. 6 0 . 4 . 5 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 39,211
Positions
9,448 7,701 1,262 2,044 3,523 253 14,122 21,420 898 7,741 2,035 0 3,443 2,119
Changes from: November 13, 2012 Total Change is: 818
-409 287 0 127 -202 80 1,622 -119 -279 -155 1,372 0 -168 -321
Percent of Open Interest Represented by Each Category of Trader
24.1 19.6 3.2 5.2 9.0 0.6 36.0 54.6 2.3 19.7 5.2 0.0 8.8 5.4
Number of Traders in Each Category Total Traders: 100
. . . 7 7 . 26 22 5 24 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 418,381
Positions
114,205 32,132 56,897 36,510 21,455 14,101 49,923 132,207 48,226 8,086 21,546 66,486 23,947 25,331
Changes from: November 13, 2012 Total Change is: 35,965
-2,410 170 11,868 340 1,991 3,534 17,790 6,915 -3,965 4,544 8,937 6,842 -2,578 -327
Percent of Open Interest Represented by Each Category of Trader
27.3 7.7 13.6 8.7 5.1 3.4 11.9 31.6 11.5 1.9 5.1 15.9 5.7 6.1
Number of Traders in Each Category Total Traders: 179
27 9 23 11 11 11 39 41 47 18 14 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 7,153
Positions
263 4,078 0 3,597 476 84 1,833 1,574 902 349 30 0 125 9
Changes from: November 13, 2012 Total Change is: -953
-393 198 0 55 36 24 -837 -1,220 9 189 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.7 57.0 0.0 50.3 6.7 1.2 25.6 22.0 12.6 4.9 0.4 0.0 1.7 0.1
Number of Traders in Each Category Total Traders: 20
. . 0 4 . . . 4 . . . 0
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Updated November 26, 2012