Traders in Financial Futures - Futures Only Positions as of November 6, 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 166,422
Positions
22,949 71,078 1,577 21,100 33,604 740 74,280 32,817 1,672 8,013 5,246 539 35,552 19,149
Changes from: October 30, 2012 Total Change is: -588
8,362 -2,140 477 -325 -26 -193 -4,267 -892 -455 -1,138 894 146 -3,195 1,601
Percent of Open Interest Represented by Each Category of Trader
13.8 42.7 0.9 12.7 20.2 0.4 44.6 19.7 1.0 4.8 3.2 0.3 21.4 11.5
Number of Traders in Each Category Total Traders: 87
7 10 5 8 4 4 29 13 8 9 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 40,311
Positions
7,036 11,126 0 2,529 2,535 161 14,033 11,533 163 5,027 0 0 11,362 14,793
Changes from: October 30, 2012 Total Change is: 2,720
1,465 -4,711 0 -32 2 4 4,724 3,417 45 471 0 0 -3,957 3,963
Percent of Open Interest Represented by Each Category of Trader
17.5 27.6 0.0 6.3 6.3 0.4 34.8 28.6 0.4 12.5 0.0 0.0 28.2 36.7
Number of Traders in Each Category Total Traders: 41
4 7 0 . 4 . 8 11 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 164,481
Positions
8,998 44,258 17 9,666 33,307 10,984 97,058 33,862 1,655 1,739 17,905 444 33,920 22,049
Changes from: October 30, 2012 Total Change is: 564
97 -4,380 0 68 -240 -84 711 3,854 884 549 -561 -207 -1,454 1,298
Percent of Open Interest Represented by Each Category of Trader
5.5 26.9 0.0 5.9 20.2 6.7 59.0 20.6 1.0 1.1 10.9 0.3 20.6 13.4
Number of Traders in Each Category Total Traders: 96
4 14 . 6 14 5 34 14 7 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 161,552
Positions
47,821 19,213 88 55,916 7,309 1,069 44,870 63,066 886 1,067 15,043 39 9,796 54,839
Changes from: October 30, 2012 Total Change is: 14,417
12,449 47 -234 -2,098 208 411 4,757 9,950 51 567 -12 -5 -1,481 4,001
Percent of Open Interest Represented by Each Category of Trader
29.6 11.9 0.1 34.6 4.5 0.7 27.8 39.0 0.5 0.7 9.3 0.0 6.1 33.9
Number of Traders in Each Category Total Traders: 109
11 12 . 8 5 4 18 42 4 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 227,725
Positions
71,806 18,298 2,004 51,388 40,111 4,443 27,499 90,155 1,791 31,715 12,658 429 36,650 57,836
Changes from: October 30, 2012 Total Change is: 6,201
4,922 -8,226 -397 -1,208 4,496 -36 5,399 8,237 190 1,886 2,248 0 -4,555 -311
Percent of Open Interest Represented by Each Category of Trader
31.5 8.0 0.9 22.6 17.6 2.0 12.1 39.6 0.8 13.9 5.6 0.2 16.1 25.4
Number of Traders in Each Category Total Traders: 187
26 12 6 18 22 14 24 46 13 20 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 178,421
Positions
34,929 52,864 71 3,728 43,453 1,066 95,548 55,835 651 4,767 2,616 530 37,131 21,335
Changes from: October 30, 2012 Total Change is: 3,464
-8,722 6,316 -22 434 -7 5 7,341 -1,902 -178 31 120 -28 4,603 -840
Percent of Open Interest Represented by Each Category of Trader
19.6 29.6 0.0 2.1 24.4 0.6 53.6 31.3 0.4 2.7 1.5 0.3 20.8 12.0
Number of Traders in Each Category Total Traders: 106
8 14 . 4 10 . 34 25 6 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 84,904
Positions
49,243 58,434 18,161 3,756 0 0 3,058 173 4,930 2,470 0 2,861 425 345
Changes from: October 30, 2012 Total Change is: -348
971 -125 0 -68 0 0 -1,168 -269 129 0 0 0 -212 -83
Percent of Open Interest Represented by Each Category of Trader
58.0 68.8 21.4 4.4 0.0 0.0 3.6 0.2 5.8 2.9 0.0 3.4 0.5 0.4
Number of Traders in Each Category Total Traders: 23
6 11 10 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 189,659
Positions
31,451 97,078 657 23,366 624 3,115 114,902 74,697 973 5,648 9,331 300 9,247 2,884
Changes from: October 30, 2012 Total Change is: -12,797
-652 -5,631 194 -7,070 327 2,600 -8,734 -10,308 -81 -173 -14 198 921 -82
Percent of Open Interest Represented by Each Category of Trader
16.6 51.2 0.3 12.3 0.3 1.6 60.6 39.4 0.5 3.0 4.9 0.2 4.9 1.5
Number of Traders in Each Category Total Traders: 131
5 10 . 12 . . 66 14 7 14 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 32,590
Positions
16,036 14,222 210 498 0 0 3,392 1,240 0 10,527 15,567 1,039 888 312
Changes from: October 30, 2012 Total Change is: 3,887
-73 5,041 -451 -57 0 0 345 471 -384 5,197 0 -712 22 -78
Percent of Open Interest Represented by Each Category of Trader
49.2 43.6 0.6 1.5 0.0 0.0 10.4 3.8 0.0 32.3 47.8 3.2 2.7 1.0
Number of Traders in Each Category Total Traders: 24
5 6 . . 0 0 6 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 35,323
Positions
1,542 25,174 229 835 252 0 27,051 5,566 224 289 1,942 0 5,153 1,936
Changes from: October 30, 2012 Total Change is: 4,303
27 3,111 25 99 0 0 3,518 1,116 -2 116 247 -161 681 -33
Percent of Open Interest Represented by Each Category of Trader
4.4 71.3 0.6 2.4 0.7 0.0 76.6 15.8 0.6 0.8 5.5 0.0 14.6 5.5
Number of Traders in Each Category Total Traders: 59
. 9 . 4 . 0 26 10 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 51,112
Positions
14,105 35,616 337 4,603 563 476 20,008 7,269 2,036 1,986 524 0 7,564 4,293
Changes from: October 30, 2012 Total Change is: -2,725
-564 -1,779 9 252 -244 216 -2,330 -2,022 925 -370 -29 0 -863 199
Percent of Open Interest Represented by Each Category of Trader
27.6 69.7 0.7 9.0 1.1 0.9 39.1 14.2 4.0 3.9 1.0 0.0 14.8 8.4
Number of Traders in Each Category Total Traders: 92
18 15 . 5 4 . 28 14 11 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 102,224
Positions
28,209 71,232 674 9,206 1,125 951 40,015 14,538 4,071 3,971 1,048 0 15,127 8,585
Changes from: October 30, 2012 Total Change is: -5,450
-1,128 -3,557 17 504 -488 432 -4,659 -4,044 1,850 -740 -58 0 -1,726 398
Percent of Open Interest Represented by Each Category of Trader
27.6 69.7 0.7 9.0 1.1 0.9 39.1 14.2 4.0 3.9 1.0 0.0 14.8 8.4
Number of Traders in Each Category Total Traders: 92
18 15 . 5 4 . 28 14 11 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 807,567
Positions
56,858 235,421 26,481 380,878 156,609 57,538 110,045 178,964 25,239 35,073 39,828 5,233 110,223 82,254
Changes from: October 30, 2012 Total Change is: -1,457
-351 -3,881 2,544 -18,622 -5,833 4,104 4,119 -1,507 3,099 5,318 -3,286 -19 -1,649 3,323
Percent of Open Interest Represented by Each Category of Trader
7.0 29.2 3.3 47.2 19.4 7.1 13.6 22.2 3.1 4.3 4.9 0.6 13.6 10.2
Number of Traders in Each Category Total Traders: 558
40 44 23 125 54 64 109 97 64 44 45 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 208,302
Positions
22,916 81,482 3,827 92,823 30,444 7,539 13,005 27,118 643 9,951 17,210 384 57,214 39,655
Changes from: October 30, 2012 Total Change is: 2,453
2,221 -4,845 98 -1,473 64 1,340 -874 2,561 32 3,716 -330 250 -2,857 3,283
Percent of Open Interest Represented by Each Category of Trader
11.0 39.1 1.8 44.6 14.6 3.6 6.2 13.0 0.3 4.8 8.3 0.2 27.5 19.0
Number of Traders in Each Category Total Traders: 101
10 13 . 27 9 11 15 17 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 2,996,323
Positions
213,968 813,954 69,015 1,466,358 656,908 223,908 543,981 818,013 64,197 134,405 121,887 15,448 265,043 212,993
Changes from: October 30, 2012 Total Change is: -19,550
-19,848 -2,168 19,214 -84,523 -28,267 12,599 24,232 -21,073 16,071 10,271 -12,520 -3,608 6,042 202
Percent of Open Interest Represented by Each Category of Trader
7.1 27.2 2.3 48.9 21.9 7.5 18.2 27.3 2.1 4.5 4.1 0.5 8.8 7.1
Number of Traders in Each Category Total Traders: 524
40 40 22 111 49 57 105 98 54 40 41 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 116,269
Positions
7,059 34,949 17 63,825 61,671 1,751 29,261 11,422 1,228 690 2,181 0 12,438 3,050
Changes from: October 30, 2012 Total Change is: 2,328
818 -1,035 -27 -446 191 29 2,568 3,679 -1,031 300 -10 0 117 532
Percent of Open Interest Represented by Each Category of Trader
6.1 30.1 0.0 54.9 53.0 1.5 25.2 9.8 1.1 0.6 1.9 0.0 10.7 2.6
Number of Traders in Each Category Total Traders: 103
9 12 . 40 13 12 18 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 72,194
Positions
10,332 45,500 423 30,893 9,804 957 22,037 8,798 489 1,359 3,240 47 5,657 2,936
Changes from: October 30, 2012 Total Change is: -2,059
2,083 -1,925 55 -154 2,053 -1,557 -1,398 -870 -142 -200 132 -1 -745 195
Percent of Open Interest Represented by Each Category of Trader
14.3 63.0 0.6 42.8 13.6 1.3 30.5 12.2 0.7 1.9 4.5 0.1 7.8 4.1
Number of Traders in Each Category Total Traders: 208
17 23 . 32 23 9 51 35 13 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 360,969
Positions
51,659 227,502 2,116 154,464 49,022 4,786 110,185 43,988 2,446 6,796 16,198 233 28,284 14,678
Changes from: October 30, 2012 Total Change is: -10,297
10,414 -9,625 274 -770 10,266 -7,784 -6,992 -4,349 -710 -1,001 658 -4 -3,724 977
Percent of Open Interest Represented by Each Category of Trader
14.3 63.0 0.6 42.8 13.6 1.3 30.5 12.2 0.7 1.9 4.5 0.1 7.8 4.1
Number of Traders in Each Category Total Traders: 208
17 23 . 32 23 9 51 35 13 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 366,433
Positions
103,664 34,953 8,590 147,975 198,191 19,831 59,814 80,265 2,834 2,479 10,581 0 21,246 11,188
Changes from: October 30, 2012 Total Change is: -3,631
-8,831 -3,020 1,789 -2,229 -3,975 3,611 3,675 1,770 -2,881 -124 -497 0 1,359 -428
Percent of Open Interest Represented by Each Category of Trader
28.3 9.5 2.3 40.4 54.1 5.4 16.3 21.9 0.8 0.7 2.9 0.0 5.8 3.1
Number of Traders in Each Category Total Traders: 236
19 12 6 49 40 23 45 50 8 6 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 31,730
Positions
7,409 4,949 1 10,682 270 0 5,652 6,906 0 1,901 3,576 0 6,085 16,028
Changes from: October 30, 2012 Total Change is: 1,659
-129 -108 0 1,120 270 -71 179 360 0 0 0 0 560 1,208
Percent of Open Interest Represented by Each Category of Trader
23.4 15.6 0.0 33.7 0.9 0.0 17.8 21.8 0.0 6.0 11.3 0.0 19.2 50.5
Number of Traders in Each Category Total Traders: 41
6 6 . 13 . 0 6 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 32,596
Positions
8,634 13,823 2,148 5,704 2,450 873 8,514 4,754 183 1,045 1,144 0 5,495 7,221
Changes from: October 30, 2012 Total Change is: -867
327 -260 1,179 306 90 51 -633 -875 -6 -1,530 93 0 -561 -1,139
Percent of Open Interest Represented by Each Category of Trader
26.5 42.4 6.6 17.5 7.5 2.7 26.1 14.6 0.6 3.2 3.5 0.0 16.9 22.2
Number of Traders in Each Category Total Traders: 55
14 11 6 6 . . 12 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 63,451
Positions
2,170 9,448 670 41,061 33,146 6,838 7,548 10,723 106 218 0 0 4,840 2,520
Changes from: October 30, 2012 Total Change is: -1,088
350 -8 -89 -1,499 -213 338 -752 -1,417 0 -3 0 0 567 301
Percent of Open Interest Represented by Each Category of Trader
3.4 14.9 1.1 64.7 52.2 10.8 11.9 16.9 0.2 0.3 0.0 0.0 7.6 4.0
Number of Traders in Each Category Total Traders: 69
5 . . 25 22 9 8 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 116,743
Positions
12,368 55,051 3,157 61,673 19,782 5,459 15,273 25,744 350 5,768 2,075 1,064 11,631 4,061
Changes from: October 30, 2012 Total Change is: 2,841
-2,031 -444 2,401 1,393 -600 95 1,175 1,811 -347 -135 -18 75 215 -132
Percent of Open Interest Represented by Each Category of Trader
10.6 47.2 2.7 52.8 16.9 4.7 13.1 22.1 0.3 4.9 1.8 0.9 10.0 3.5
Number of Traders in Each Category Total Traders: 128
15 16 5 34 13 13 27 9 5 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 555,028
Positions
19,581 74,449 2,095 251,042 142,154 70,579 44,160 80,073 11,742 20,061 34,441 785 134,983 138,710
Changes from: October 30, 2012 Total Change is: 5,177
7,168 5,074 -1,725 11,816 221 -9,252 1,753 11,769 1,948 1,856 -1,637 405 -8,792 -1,626
Percent of Open Interest Represented by Each Category of Trader
3.5 13.4 0.4 45.2 25.6 12.7 8.0 14.4 2.1 3.6 6.2 0.1 24.3 25.0
Number of Traders in Each Category Total Traders: 160
8 18 6 38 29 31 16 34 17 7 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 346,068
Positions
0 128,868 640 216,010 25,155 39,984 0 74,674 1,954 18,194 22,345 0 69,286 52,448
Changes from: October 30, 2012 Total Change is: -7,973
0 1,664 553 -6,385 -2,290 -5,221 0 -2,090 1,694 2,904 -198 -1,909 391 -176
Percent of Open Interest Represented by Each Category of Trader
0.0 37.2 0.2 62.4 7.3 11.6 0.0 21.6 0.6 5.3 6.5 0.0 20.0 15.2
Number of Traders in Each Category Total Traders: 61
0 12 4 27 8 18 0 7 4 . 4 0
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Traders in Financial Futures - Futures Only Positions as of November 6, 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 963,711
Positions
89,062 91,350 40,184 198,307 124,222 65,999 290,494 479,196 32,502 118,269 28,606 8,158 120,736 93,494
Changes from: October 30, 2012 Total Change is: 11,455
-19,599 8,621 -10,089 4,297 -23,955 -294 20,307 37,109 10,101 3,954 -4,412 -1,142 3,920 -4,484
Percent of Open Interest Represented by Each Category of Trader
9.2 9.5 4.2 20.6 12.9 6.8 30.1 49.7 3.4 12.3 3.0 0.8 12.5 9.7
Number of Traders in Each Category Total Traders: 217
17 19 11 44 24 31 41 39 24 20 13 7
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Traders in Financial Futures - Futures Only Positions as of November 6, 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 1,694,764
Positions
168,467 102,139 18,359 425,315 718,095 174,485 470,092 171,669 56,369 115,027 127,370 8,732 257,918 317,546
Changes from: October 30, 2012 Total Change is: -7,488
-12,139 -2,142 7,646 -9,203 -57,046 6,748 -1,005 27,407 7,141 -1,955 -612 793 -5,514 2,577
Percent of Open Interest Represented by Each Category of Trader
9.9 6.0 1.1 25.1 42.4 10.3 27.7 10.1 3.3 6.8 7.5 0.5 15.2 18.7
Number of Traders in Each Category Total Traders: 277
25 29 14 29 57 49 45 55 39 16 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 1,347,859
Positions
265,684 120,211 14,708 191,431 523,271 126,059 346,718 207,669 21,281 163,832 69,655 4,631 213,515 260,374
Changes from: October 30, 2012 Total Change is: 10,374
27,367 23,608 320 -32,246 -63,909 16,778 -4,918 21,803 -457 19,938 4,586 -2,935 -13,473 10,580
Percent of Open Interest Represented by Each Category of Trader
19.7 8.9 1.1 14.2 38.8 9.4 25.7 15.4 1.6 12.2 5.2 0.3 15.8 19.3
Number of Traders in Each Category Total Traders: 200
17 25 7 27 38 35 35 36 19 10 12 .
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Traders in Financial Futures - Futures Only Positions as of November 6, 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 360,034
Positions
157,791 125,693 102,772 9 2,015 3,410 26,989 36,131 40,547 0 8,402 7,224 21,292 33,840
Changes from: October 30, 2012 Total Change is: -58,552
-22,478 -43,770 -15,874 0 0 481 -16,574 1,729 -1,708 -3,176 -261 113 664 738
Percent of Open Interest Represented by Each Category of Trader
43.8 34.9 28.5 0.0 0.6 0.9 7.5 10.0 11.3 0.0 2.3 2.0 5.9 9.4
Number of Traders in Each Category Total Traders: 70
17 20 29 . . . 13 8 18 0 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 37,550
Positions
24,697 15,164 3,446 500 464 0 4,309 13,542 3,077 0 21 387 1,134 1,449
Changes from: October 30, 2012 Total Change is: -4,360
-1,079 -2,806 -2,812 0 214 0 -1,043 362 14 -16 21 90 486 557
Percent of Open Interest Represented by Each Category of Trader
65.8 40.4 9.2 1.3 1.2 0.0 11.5 36.1 8.2 0.0 0.1 1.0 3.0 3.9
Number of Traders in Each Category Total Traders: 43
11 7 11 . . 0 7 13 9 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 8,492,632
Positions
1,329,240 2,801,032 1,853,246 861,695 269,958 143,615 1,598,300 455,221 1,452,163 73,696 263,751 253,906 926,771 999,740
Changes from: October 30, 2012 Total Change is: 147,040
-103,087 60,200 34,917 24,076 -105,413 1,662 116,449 18,465 68,352 -10,478 84,364 -22,797 37,946 7,290
Percent of Open Interest Represented by Each Category of Trader
15.7 33.0 21.8 10.1 3.2 1.7 18.8 5.4 17.1 0.9 3.1 3.0 10.9 11.8
Number of Traders in Each Category Total Traders: 235
31 49 75 9 5 14 46 49 80 9 17 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 11,529
Positions
9,524 563 0 563 885 0 968 9,800 1 254 240 0 219 40
Changes from: October 30, 2012 Total Change is: -471
422 290 0 20 32 0 -952 -814 0 0 25 0 39 -4
Percent of Open Interest Represented by Each Category of Trader
82.6 4.9 0.0 4.9 7.7 0.0 8.4 85.0 0.0 2.2 2.1 0.0 1.9 0.3
Number of Traders in Each Category Total Traders: 32
4 4 0 . 4 0 6 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 14,020
Positions
11,492 6,804 0 961 867 42 1,286 6,128 0 0 125 0 239 54
Changes from: October 30, 2012 Total Change is: 51
156 -435 0 108 1 0 -164 452 0 0 34 0 -49 -1
Percent of Open Interest Represented by Each Category of Trader
82.0 48.5 0.0 6.9 6.2 0.3 9.2 43.7 0.0 0.0 0.9 0.0 1.7 0.4
Number of Traders in Each Category Total Traders: 31
4 6 0 . 4 . 4 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 36,758
Positions
10,194 5,729 1,263 1,832 4,248 186 9,470 21,106 1,065 10,673 529 0 2,075 2,632
Changes from: October 30, 2012 Total Change is: -4,268
-143 -6 1 85 -1,047 -16 -5,343 -2,550 23 2,965 -216 -66 -1,774 -391
Percent of Open Interest Represented by Each Category of Trader
27.7 15.6 3.4 5.0 11.6 0.5 25.8 57.4 2.9 29.0 1.4 0.0 5.6 7.2
Number of Traders in Each Category Total Traders: 97
. . . 7 4 . 26 24 5 26 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 384,223
Positions
124,336 32,065 44,152 35,598 18,730 10,116 28,378 130,573 49,845 4,011 10,460 60,828 26,959 27,454
Changes from: October 30, 2012 Total Change is: 22,735
7,013 6,645 -2,172 3,798 5,359 -1,215 -1,015 431 6,321 -678 -1,886 1,851 8,832 7,401
Percent of Open Interest Represented by Each Category of Trader
32.4 8.3 11.5 9.3 4.9 2.6 7.4 34.0 13.0 1.0 2.7 15.8 7.0 7.1
Number of Traders in Each Category Total Traders: 156
21 12 23 7 14 8 29 39 44 14 13 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 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 7,150
Positions
454 3,880 0 3,542 453 101 1,842 1,775 893 192 30 0 126 18
Changes from: October 30, 2012 Total Change is: 394
126 450 0 501 -64 -37 -165 31 0 0 0 0 -31 14
Percent of Open Interest Represented by Each Category of Trader
6.3 54.3 0.0 49.5 6.3 1.4 25.8 24.8 12.5 2.7 0.4 0.0 1.8 0.3
Number of Traders in Each Category Total Traders: 20
4 . 0 4 . . . . . . . 0
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Updated November 9, 2012