Traders in Financial Futures - Futures Only 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 129,151
Positions
39,141 16,773 1,041 20,026 31,910 507 28,983 49,684 4,895 8,498 1,335 0 26,060 23,006
Changes from: November 15, 2011 Total Change is: 5,184
2,533 -3,269 298 1,180 79 17 3,274 5,304 584 57 69 0 -2,759 2,102
Percent of Open Interest Represented by Each Category of Trader
30.3 13.0 0.8 15.5 24.7 0.4 22.4 38.5 3.8 6.6 1.0 0.0 20.2 17.8
Number of Traders in Each Category Total Traders: 76
11 9 6 6 5 . 11 20 5 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 31,022
Positions
8,361 6,505 519 875 1,338 217 12,006 8,928 121 0 0 0 8,923 13,394
Changes from: November 15, 2011 Total Change is: 816
928 -424 99 0 2 0 335 1,405 -6 0 0 0 -540 -260
Percent of Open Interest Represented by Each Category of Trader
27.0 21.0 1.7 2.8 4.3 0.7 38.7 28.8 0.4 0.0 0.0 0.0 28.8 43.2
Number of Traders in Each Category Total Traders: 35
6 7 . . . . 5 13 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 160,287
Positions
110,381 3,299 466 8,239 60,564 2,735 20,127 61,917 1,174 4,132 2,921 0 13,033 27,211
Changes from: November 15, 2011 Total Change is: 9,585
16,604 -156 -111 -1,482 2,108 5 -4,625 3,886 -66 655 735 0 -1,395 3,184
Percent of Open Interest Represented by Each Category of Trader
68.9 2.1 0.3 5.1 37.8 1.7 12.6 38.6 0.7 2.6 1.8 0.0 8.1 17.0
Number of Traders in Each Category Total Traders: 91
15 4 . 6 14 5 20 24 7 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 149,571
Positions
9,554 99,890 297 54,635 9,402 1,508 61,021 12,165 394 1,000 2,206 0 21,162 23,709
Changes from: November 15, 2011 Total Change is: 7,338
354 9,516 15 624 1,288 14 6,220 -2,203 117 0 28 0 -6 -1,437
Percent of Open Interest Represented by Each Category of Trader
6.4 66.8 0.2 36.5 6.3 1.0 40.8 8.1 0.3 0.7 1.5 0.0 14.1 15.9
Number of Traders in Each Category Total Traders: 88
6 12 . 10 7 . 30 17 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 260,064
Positions
98,400 47,374 67 48,335 32,112 8,899 62,727 90,056 3,449 6,015 12,669 938 31,234 64,500
Changes from: November 15, 2011 Total Change is: 15,512
4,465 7,945 -33 5,533 793 -15 2,893 3,171 2,169 -41 -1 658 -117 825
Percent of Open Interest Represented by Each Category of Trader
37.8 18.2 0.0 18.6 12.3 3.4 24.1 34.6 1.3 2.3 4.9 0.4 12.0 24.8
Number of Traders in Each Category Total Traders: 175
26 12 . 16 22 12 28 49 15 6 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 128,192
Positions
52,153 43,717 717 2,425 38,485 927 48,466 24,145 423 1,852 416 0 21,229 19,362
Changes from: November 15, 2011 Total Change is: -8,273
5,903 -4,358 97 -597 1,083 0 -14,313 -6,607 63 399 133 0 175 1,316
Percent of Open Interest Represented by Each Category of Trader
40.7 34.1 0.6 1.9 30.0 0.7 37.8 18.8 0.3 1.4 0.3 0.0 16.6 15.1
Number of Traders in Each Category Total Traders: 77
12 11 . . 5 . 18 23 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 105,529
Positions
64,644 58,311 33,921 0 0 0 5,260 11,503 1,159 0 0 0 545 635
Changes from: November 15, 2011 Total Change is: 8,397
8,279 8,249 -52 0 0 0 0 0 0 0 0 0 170 200
Percent of Open Interest Represented by Each Category of Trader
61.3 55.3 32.1 0.0 0.0 0.0 5.0 10.9 1.1 0.0 0.0 0.0 0.5 0.6
Number of Traders in Each Category Total Traders: 22
9 9 12 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 61,638
Positions
22,864 30,899 7,840 3,058 3,231 538 11,475 5,863 4,133 2,234 772 1,724 7,774 6,640
Changes from: November 15, 2011 Total Change is: 16,120
6,052 2,985 7,541 -28 465 -126 -3,749 -144 3,967 302 -1,450 1,724 436 1,158
Percent of Open Interest Represented by Each Category of Trader
37.1 50.1 12.7 5.0 5.2 0.9 18.6 9.5 6.7 3.6 1.3 2.8 12.6 10.8
Number of Traders in Each Category Total Traders: 95
21 16 9 5 7 . 21 17 9 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 17,651
Positions
12,377 11,636 265 617 292 0 1,060 2,416 42 1,344 0 380 1,566 2,620
Changes from: November 15, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
70.1 65.9 1.5 3.5 1.7 0.0 6.0 13.7 0.2 7.6 0.0 2.2 8.9 14.8
Number of Traders in Each Category Total Traders: 20
8 4 . . . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 87,973
Positions
35,463 53,016 659 4,881 5,877 1,076 27,630 13,694 1,381 4,468 4,231 0 12,415 8,039
Changes from: November 15, 2011 Total Change is: -3,063
1,839 -2,813 61 -1,289 346 -251 -2,816 1,681 1,049 604 -211 0 -2,260 -2,925
Percent of Open Interest Represented by Each Category of Trader
40.3 60.3 0.7 5.5 6.7 1.2 31.4 15.6 1.6 5.1 4.8 0.0 14.1 9.1
Number of Traders in Each Category Total Traders: 93
21 16 4 4 6 . 23 16 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 901,580
Positions
108,242 124,964 79,789 355,910 226,178 64,711 75,673 173,413 65,516 17,565 44,619 5,150 129,024 117,240
Changes from: November 15, 2011 Total Change is: 3,695
8,350 -14,476 -4,245 477 13,478 -1,385 -4,463 9,605 2,568 -45 -1,888 24 2,415 15
Percent of Open Interest Represented by Each Category of Trader
12.0 13.9 8.8 39.5 25.1 7.2 8.4 19.2 7.3 1.9 4.9 0.6 14.3 13.0
Number of Traders in Each Category Total Traders: 578
34 57 31 110 76 63 82 137 80 32 48 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 294,476
Positions
54,184 70,850 17,639 104,291 43,696 11,539 29,831 65,232 3,344 3,755 15,116 85 69,808 66,975
Changes from: November 15, 2011 Total Change is: -10,893
-3,422 -14,470 3,242 -3,387 -298 16 -8,054 -2,356 8 74 908 -130 760 2,187
Percent of Open Interest Represented by Each Category of Trader
18.4 24.1 6.0 35.4 14.8 3.9 10.1 22.2 1.1 1.3 5.1 0.0 23.7 22.7
Number of Traders in Each Category Total Traders: 120
14 14 8 27 14 12 16 27 11 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 3,035,521
Positions
511,713 511,991 69,328 1,274,269 928,585 249,688 488,659 800,358 51,410 82,689 161,154 11,684 296,081 251,323
Changes from: November 15, 2011 Total Change is: 72,942
11,670 -47,219 9,754 17,419 66,979 -5,104 30,157 72,008 597 -1,676 -15,061 1,848 8,277 -10,860
Percent of Open Interest Represented by Each Category of Trader
16.9 16.9 2.3 42.0 30.6 8.2 16.1 26.4 1.7 2.7 5.3 0.4 9.8 8.3
Number of Traders in Each Category Total Traders: 549
34 53 22 96 72 57 84 131 60 33 45 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 117,120
Positions
28,708 18,168 105 51,731 64,696 7,987 16,523 12,602 1,275 1,402 6,700 0 9,389 5,587
Changes from: November 15, 2011 Total Change is: 5,994
3,738 -617 -20 3,661 4,808 -544 -88 31 1,271 0 103 0 -2,024 962
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 - Futures Only 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 94,718
Positions
22,613 37,998 8,590 19,148 9,534 1,726 16,124 9,672 6,599 979 4,524 102 18,836 15,974
Changes from: November 15, 2011 Total Change is: -7,284
2,433 -6,821 -2,097 -1,926 51 105 -5,342 52 196 1 431 52 -705 747
Percent of Open Interest Represented by Each Category of Trader
23.9 40.1 9.1 20.2 10.1 1.8 17.0 10.2 7.0 1.0 4.8 0.1 19.9 16.9
Number of Traders in Each Category Total Traders: 212
23 27 11 29 20 11 47 48 16 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 30,644
Positions
13,190 22,741 20 0 300 0 2,980 3,999 0 0 2,112 50 14,404 1,422
Changes from: November 15, 2011 Total Change is: -2,027
-355 -2,037 0 0 0 0 -2,036 73 0 0 0 0 364 -63
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 4.6
Number of Traders in Each Category Total Traders: 23
7 8 . 0 . 0 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 320,368
Positions
88,009 117,177 1,956 95,741 46,169 8,632 93,368 56,010 5,347 4,897 12,058 259 22,159 72,760
Changes from: November 15, 2011 Total Change is: -26,285
4,132 -33,725 -681 -9,628 255 524 -17,608 -1,181 2,057 4 2,156 259 -5,344 4,051
Percent of Open Interest Represented by Each Category of Trader
27.5 36.6 0.6 29.9 14.4 2.7 29.1 17.5 1.7 1.5 3.8 0.1 6.9 22.7
Number of Traders in Each Category Total Traders: 211
23 26 7 29 20 11 45 50 11 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 463,285
Positions
236,298 33,544 25,865 108,180 212,083 29,982 44,046 114,660 2,898 1,368 24,661 286 14,362 19,306
Changes from: November 15, 2011 Total Change is: 11,934
8,914 461 1,461 4,304 8,700 -3,504 4,350 5,526 -1,464 -200 -2,606 0 -1,927 3,360
Percent of Open Interest Represented by Each Category of Trader
51.0 7.2 5.6 23.4 45.8 6.5 9.5 24.7 0.6 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 10 . 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 650,958
Positions
13,083 111,152 15,333 314,074 89,693 91,977 42,333 131,639 8,966 8,786 70,564 275 156,131 131,359
Changes from: November 15, 2011 Total Change is: 16,542
-1,684 136 5,825 5,800 -2,597 -1,756 -3,789 2,975 199 -1,652 3,343 33 13,566 8,384
Percent of Open Interest Represented by Each Category of Trader
2.0 17.1 2.4 48.2 13.8 14.1 6.5 20.2 1.4 1.3 10.8 0.0 24.0 20.2
Number of Traders in Each Category Total Traders: 152
9 19 13 40 18 31 22 29 20 4 11 .
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Traders in Financial Futures - Futures Only 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 406,747
Positions
5,331 182,658 7,050 283,267 12,979 33,317 5,899 121,642 3,373 2,195 1,692 0 66,315 44,036
Changes from: November 15, 2011 Total Change is: 14,898
0 -1,562 6,035 8,568 -28 1,041 -25 5,268 2,571 -680 -1,723 0 -2,612 3,296
Percent of Open Interest Represented by Each Category of Trader
1.3 44.9 1.7 69.6 3.2 8.2 1.5 29.9 0.8 0.5 0.4 0.0 16.3 10.8
Number of Traders in Each Category Total Traders: 73
. 12 4 40 4 20 . 10 . . . 0
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Traders in Financial Futures - Futures Only 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 755,378
Positions
98,446 80,066 4,620 151,651 213,823 80,024 222,316 201,712 28,568 62,574 33,334 673 106,506 112,558
Changes from: November 15, 2011 Total Change is: -3,575
4,501 -756 2,617 698 -6,550 -1,481 -40,625 28,650 7,464 29,434 -29,590 -10,918 4,735 6,989
Percent of Open Interest Represented by Each Category of Trader
13.0 10.6 0.6 20.1 28.3 10.6 29.4 26.7 3.8 8.3 4.4 0.1 14.1 14.9
Number of Traders in Each Category Total Traders: 217
12 25 7 35 48 43 30 35 19 14 17 .
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Traders in Financial Futures - Futures Only 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 1,522,038
Positions
98,862 151,683 40,115 608,840 557,334 173,077 194,943 114,068 58,759 45,280 117,217 4,036 298,126 305,749
Changes from: November 15, 2011 Total Change is: 41,670
741 6,737 5,092 -1,218 18,835 -22,389 24,640 -32,804 21,084 -1,452 18,413 -2,871 18,043 29,573
Percent of Open Interest Represented by Each Category of Trader
6.5 10.0 2.6 40.0 36.6 11.4 12.8 7.5 3.9 3.0 7.7 0.3 19.6 20.1
Number of Traders in Each Category Total Traders: 246
23 32 21 31 57 45 42 41 37 5 14 5
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Traders in Financial Futures - Futures Only 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 1,284,747
Positions
84,163 146,227 21,497 341,519 466,986 174,584 217,780 155,793 18,633 203,748 64,662 10,309 212,514 226,056
Changes from: November 15, 2011 Total Change is: 20,581
8,722 7,624 11,471 41,465 -2,181 -9,988 -46,211 13,337 -4,384 2,769 -1,262 5,637 11,100 327
Percent of Open Interest Represented by Each Category of Trader
6.6 11.4 1.7 26.6 36.3 13.6 17.0 12.1 1.5 15.9 5.0 0.8 16.5 17.6
Number of Traders in Each Category Total Traders: 188
8 35 15 22 39 37 31 33 24 9 10 .
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Traders in Financial Futures - Futures Only 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 597,515
Positions
222,423 245,385 179,212 3,748 5,080 3,570 79,444 48,243 57,627 6,952 5,728 9,478 35,061 43,192
Changes from: November 15, 2011 Total Change is: -1,420
10,797 13,032 -5,273 241 0 0 8,155 -133 -3,829 151 50 -2,495 -9,167 -2,772
Percent of Open Interest Represented by Each Category of Trader
37.2 41.1 30.0 0.6 0.9 0.6 13.3 8.1 9.6 1.2 1.0 1.6 5.9 7.2
Number of Traders in Each Category Total Traders: 109
24 29 39 . 4 . 19 19 23 . 5 .
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Traders in Financial Futures - Futures Only 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 is 8,641,460
Positions
1,526,736 2,641,635 1,781,798 2,040,008 77,948 160,538 599,992 741,922 1,557,110 98,161 483,069 165,450 711,667 1,031,990
Changes from: November 15, 2011 Total Change is: 20,918
342,514 -24,706 -99,008 -194,219 40,774 1,132 -30,166 63,782 45,878 1,488 5,136 -8,873 -37,828 -3,197
Percent of Open Interest Represented by Each Category of Trader
17.7 30.6 20.6 23.6 0.9 1.9 6.9 8.6 18.0 1.1 5.6 1.9 8.2 11.9
Number of Traders in Each Category Total Traders: 268
37 53 84 14 6 18 38 74 90 8 17 20
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Traders in Financial Futures - Futures Only 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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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 - Futures Only 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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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 - Futures Only 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 54,442
Positions
18,193 43,219 501 4,102 455 388 17,111 6,830 635 4,725 461 8 8,779 1,945
Changes from: November 15, 2011 Total Change is: -2,863
-699 1,326 -11 1,689 -2 -7 -4,897 -3,383 -19 324 107 8 749 -882
Percent of Open Interest Represented by Each Category of Trader
33.4 79.4 0.9 7.5 0.8 0.7 31.4 12.5 1.2 8.7 0.8 0.0 16.1 3.6
Number of Traders in Each Category Total Traders: 99
5 4 . 6 . . 32 16 6 29 . .
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Traders in Financial Futures - Futures Only 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 - Futures Only 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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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