Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 183,078
Positions
31,908 75,961 5,696 22,563 33,482 358 65,077 30,093 9,134 7,995 4,919 1,505 38,842 21,930
Changes from: November 6, 2012 Total Change is: -1,105
9,267 2,719 -1,094 1,156 -122 -470 -8,600 -696 -1,106 -65 115 -1,144 950 693
Percent of Open Interest Represented by Each Category of Trader
17.4 41.5 3.1 12.3 18.3 0.2 35.5 16.4 5.0 4.4 2.7 0.8 21.2 12.0
Number of Traders in Each Category Total Traders: 94
6 12 6 9 4 4 33 13 18 11 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 47,885
Positions
11,647 10,146 24 1,631 2,588 161 16,897 17,498 175 6,127 519 0 11,223 16,773
Changes from: November 6, 2012 Total Change is: 6,411
4,611 -964 -17 -898 53 0 2,864 5,936 -45 1,100 519 0 -1,204 928
Percent of Open Interest Represented by Each Category of Trader
24.3 21.2 0.1 3.4 5.4 0.3 35.3 36.5 0.4 12.8 1.1 0.0 23.4 35.0
Number of Traders in Each Category Total Traders: 42
6 6 . . 4 . 8 11 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 157,990
Positions
10,638 32,827 2,357 10,081 34,083 10,987 80,346 33,957 6,048 2,031 13,987 584 34,919 23,160
Changes from: November 6, 2012 Total Change is: -18,267
1,804 -10,860 -707 103 643 -23 -14,875 511 -1,453 -207 -3,901 -1,893 -1,015 -586
Percent of Open Interest Represented by Each Category of Trader
6.7 20.8 1.5 6.4 21.6 7.0 50.9 21.5 3.8 1.3 8.9 0.4 22.1 14.7
Number of Traders in Each Category Total Traders: 92
7 12 6 6 14 5 27 17 12 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 169,129
Positions
44,563 25,304 3,146 55,485 8,181 1,687 41,736 51,791 6,134 1,070 16,952 1,725 13,583 54,210
Changes from: November 6, 2012 Total Change is: -13,343
-2,889 6,507 -1,555 -431 1,426 -30 -3,496 -12,063 -4,490 -573 2,017 -183 304 -4,972
Percent of Open Interest Represented by Each Category of Trader
26.3 15.0 1.9 32.8 4.8 1.0 24.7 30.6 3.6 0.6 10.0 1.0 8.0 32.1
Number of Traders in Each Category Total Traders: 115
11 13 7 8 7 6 22 39 20 . 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 271,189
Positions
78,234 8,753 9,518 47,648 40,678 5,719 27,464 103,309 22,654 31,334 13,268 4,297 44,321 62,994
Changes from: November 6, 2012 Total Change is: -4,128
5,037 -8,180 -1,407 -3,706 -1,704 242 -238 12,476 -4,655 -686 232 -908 2,194 -224
Percent of Open Interest Represented by Each Category of Trader
28.8 3.2 3.5 17.6 15.0 2.1 10.1 38.1 8.4 11.6 4.9 1.6 16.3 23.2
Number of Traders in Each Category Total Traders: 189
28 12 15 19 24 21 22 43 26 18 23 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 194,101
Positions
35,248 50,818 4,126 3,140 43,318 1,225 101,982 56,805 5,265 5,504 3,454 1,592 36,019 27,497
Changes from: November 6, 2012 Total Change is: 2,516
737 -1,126 -1,006 -366 -147 -144 6,539 2,416 -1,496 617 1,093 -65 -2,299 2,991
Percent of Open Interest Represented by Each Category of Trader
18.2 26.2 2.1 1.6 22.3 0.6 52.5 29.3 2.7 2.8 1.8 0.8 18.6 14.2
Number of Traders in Each Category Total Traders: 105
10 12 7 . 10 4 28 25 15 8 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 86,500
Positions
50,574 57,713 18,333 3,117 0 0 4,039 2,317 4,874 2,470 0 2,861 232 402
Changes from: November 6, 2012 Total Change is: 1,596
1,331 -721 172 -639 0 0 981 2,144 -56 0 0 0 -193 57
Percent of Open Interest Represented by Each Category of Trader
58.5 66.7 21.2 3.6 0.0 0.0 4.7 2.7 5.6 2.9 0.0 3.3 0.3 0.5
Number of Traders in Each Category Total Traders: 23
6 11 10 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 170,011
Positions
32,524 93,732 751 26,935 297 2 94,526 65,574 1,131 6,103 5,610 418 7,621 2,496
Changes from: November 6, 2012 Total Change is: -19,648
1,073 -3,346 94 3,569 -327 -3,113 -20,376 -9,123 158 455 -3,721 118 -1,626 -388
Percent of Open Interest Represented by Each Category of Trader
19.1 55.1 0.4 15.8 0.2 0.0 55.6 38.6 0.7 3.6 3.3 0.2 4.5 1.5
Number of Traders in Each Category Total Traders: 123
6 10 . 10 . . 59 16 7 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 32,424
Positions
16,421 14,224 10 399 0 0 3,292 1,197 39 10,572 15,567 1,014 677 373
Changes from: November 6, 2012 Total Change is: -166
385 2 -200 -99 0 0 -100 -43 39 45 0 -25 -211 61
Percent of Open Interest Represented by Each Category of Trader
50.6 43.9 0.0 1.2 0.0 0.0 10.2 3.7 0.1 32.6 48.0 3.1 2.1 1.2
Number of Traders in Each Category Total Traders: 23
5 6 . . 0 0 5 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 33,253
Positions
1,489 23,594 0 573 252 0 26,271 5,013 231 299 2,137 70 4,320 1,956
Changes from: November 6, 2012 Total Change is: -2,073
-53 -1,580 -229 -262 0 0 -780 -553 7 10 195 70 -836 17
Percent of Open Interest Represented by Each Category of Trader
4.5 71.0 0.0 1.7 0.8 0.0 79.0 15.1 0.7 0.9 6.4 0.2 13.0 5.9
Number of Traders in Each Category Total Traders: 55
. 8 0 4 . 0 23 11 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 52,274
Positions
13,750 31,568 307 4,117 1,105 332 16,931 9,948 4,072 2,257 428 479 10,028 4,035
Changes from: November 6, 2012 Total Change is: -76
-354 -4,049 -30 -486 543 -144 -2,570 2,617 1,167 -2 129 100 2,242 -410
Percent of Open Interest Represented by Each Category of Trader
26.3 60.4 0.6 7.9 2.1 0.6 32.4 19.0 7.8 4.3 0.8 0.9 19.2 7.7
Number of Traders in Each Category Total Traders: 101
18 16 4 5 . . 30 18 12 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 104,548
Positions
27,501 63,135 615 8,234 2,210 663 33,862 19,897 8,144 4,514 856 958 20,057 8,070
Changes from: November 6, 2012 Total Change is: -153
-708 -8,097 -59 -972 1,085 -288 -5,141 5,234 2,335 -3 259 199 4,485 -820
Percent of Open Interest Represented by Each Category of Trader
26.3 60.4 0.6 7.9 2.1 0.6 32.4 19.0 7.8 4.3 0.8 0.9 19.2 7.7
Number of Traders in Each Category Total Traders: 101
18 16 4 5 . . 30 18 12 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 996,734
Positions
55,498 220,342 38,974 355,713 168,237 62,131 107,226 165,227 179,058 38,129 36,708 23,813 136,192 102,243
Changes from: November 6, 2012 Total Change is: 48,967
-2,266 -14,762 6,176 -24,922 12,199 2,279 3,062 -5,539 45,674 1,679 -6,835 3,446 13,840 6,329
Percent of Open Interest Represented by Each Category of Trader
5.6 22.1 3.9 35.7 16.9 6.2 10.8 16.6 18.0 3.8 3.7 2.4 13.7 10.3
Number of Traders in Each Category Total Traders: 598
40 43 38 121 60 68 109 107 115 67 51 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 290,551
Positions
26,615 72,877 7,497 89,172 29,926 9,777 14,083 37,278 55,075 10,099 14,111 9,124 69,109 54,885
Changes from: November 6, 2012 Total Change is: 18,773
3,225 -8,605 749 -3,018 153 311 1,460 11,084 9,682 237 -3,905 1,593 4,535 7,711
Percent of Open Interest Represented by Each Category of Trader
9.2 25.1 2.6 30.7 10.3 3.4 4.8 12.8 19.0 3.5 4.9 3.1 23.8 18.9
Number of Traders in Each Category Total Traders: 121
12 13 7 27 8 11 19 27 41 9 6 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 3,530,917
Positions
209,017 801,929 92,780 1,361,457 720,304 233,023 590,274 764,305 495,353 148,862 121,700 64,736 335,416 236,788
Changes from: November 6, 2012 Total Change is: 150,972
-7,334 -10,660 7,010 -106,857 62,895 7,177 82,028 -9,098 105,943 15,924 -5,942 554 46,528 -6,907
Percent of Open Interest Represented by Each Category of Trader
5.9 22.7 2.6 38.6 20.4 6.6 16.7 21.6 14.0 4.2 3.4 1.8 9.5 6.7
Number of Traders in Each Category Total Traders: 560
41 39 34 106 57 60 112 97 105 60 48 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 115,917
Positions
11,536 30,007 11 63,027 65,438 1,800 26,310 12,922 76 380 2,191 0 12,777 3,472
Changes from: November 6, 2012 Total Change is: -354
4,477 -4,942 -6 -798 3,767 49 -2,953 1,500 -1,152 -310 10 0 339 420
Percent of Open Interest Represented by Each Category of Trader
10.0 25.9 0.0 54.4 56.5 1.6 22.7 11.1 0.1 0.3 1.9 0.0 11.0 3.0
Number of Traders in Each Category Total Traders: 102
10 11 . 40 14 12 17 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 75,015
Positions
15,477 42,920 762 25,797 10,857 1,177 21,716 9,630 1,833 1,654 3,559 961 5,637 3,315
Changes from: November 6, 2012 Total Change is: 762
5,269 -2,518 -56 -5,096 1,053 220 -88 898 217 300 528 163 -169 256
Percent of Open Interest Represented by Each Category of Trader
20.6 57.2 1.0 34.4 14.5 1.6 28.9 12.8 2.4 2.2 4.7 1.3 7.5 4.4
Number of Traders in Each Category Total Traders: 220
20 25 5 30 24 12 52 36 17 20 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 375,073
Positions
77,387 214,600 3,809 128,983 54,286 5,886 108,581 48,151 9,164 8,272 17,795 4,805 28,186 16,576
Changes from: November 6, 2012 Total Change is: 3,808
26,344 -12,592 -278 -25,481 5,264 1,100 -439 4,492 1,087 1,502 2,638 816 -843 1,281
Percent of Open Interest Represented by Each Category of Trader
20.6 57.2 1.0 34.4 14.5 1.6 28.9 12.8 2.4 2.2 4.7 1.3 7.5 4.4
Number of Traders in Each Category Total Traders: 220
20 25 5 30 24 12 52 36 17 20 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 375,880
Positions
124,072 26,471 11,236 134,361 204,304 19,957 61,961 86,384 3,176 2,177 10,622 405 18,536 13,325
Changes from: November 6, 2012 Total Change is: 7,811
20,408 -8,482 2,646 -13,614 6,113 126 1,742 5,827 -31 -302 -17 -57 -3,106 1,686
Percent of Open Interest Represented by Each Category of Trader
33.0 7.0 3.0 35.7 54.4 5.3 16.5 23.0 0.8 0.6 2.8 0.1 4.9 3.5
Number of Traders in Each Category Total Traders: 236
21 11 5 49 39 25 44 51 13 5 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 31,646
Positions
6,968 4,952 16 10,741 546 61 6,154 6,665 0 1,901 3,583 0 5,805 15,823
Changes from: November 6, 2012 Total Change is: -84
-441 3 15 59 276 61 502 -241 0 0 7 0 -280 -205
Percent of Open Interest Represented by Each Category of Trader
22.0 15.6 0.1 33.9 1.7 0.2 19.4 21.1 0.0 6.0 11.3 0.0 18.3 50.0
Number of Traders in Each Category Total Traders: 40
5 6 . 14 . . 6 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 35,896
Positions
10,898 12,700 1,703 5,581 3,002 912 7,006 6,804 565 3,381 915 0 5,850 9,295
Changes from: November 6, 2012 Total Change is: 3,300
2,264 -1,123 -445 -123 552 39 -1,508 2,050 382 2,336 -229 0 355 2,074
Percent of Open Interest Represented by Each Category of Trader
30.4 35.4 4.7 15.5 8.4 2.5 19.5 19.0 1.6 9.4 2.5 0.0 16.3 25.9
Number of Traders in Each Category Total Traders: 50
14 10 5 5 . . 6 8 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 65,224
Positions
2,749 9,132 770 40,599 36,157 6,873 9,135 9,631 106 218 0 0 4,774 2,555
Changes from: November 6, 2012 Total Change is: 1,773
579 -316 100 -462 3,011 35 1,587 -1,092 0 0 0 0 -66 35
Percent of Open Interest Represented by Each Category of Trader
4.2 14.0 1.2 62.2 55.4 10.5 14.0 14.8 0.2 0.3 0.0 0.0 7.3 3.9
Number of Traders in Each Category Total Traders: 73
5 . . 25 24 10 13 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 119,236
Positions
14,958 55,722 958 61,486 20,832 5,623 15,468 27,886 816 6,392 2,071 1,064 12,471 4,264
Changes from: November 6, 2012 Total Change is: 2,493
2,590 671 -2,199 -187 1,050 164 195 2,142 466 624 -4 0 840 203
Percent of Open Interest Represented by Each Category of Trader
12.5 46.7 0.8 51.6 17.5 4.7 13.0 23.4 0.7 5.4 1.7 0.9 10.5 3.6
Number of Traders in Each Category Total Traders: 127
15 16 4 33 14 14 27 7 4 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 735,574
Positions
5,554 110,662 37,784 283,197 135,935 78,499 63,601 86,538 70,449 22,703 35,907 12,521 161,266 167,278
Changes from: November 6, 2012 Total Change is: 83,013
-9,872 34,846 6,978 27,353 -4,708 3,212 20,288 6,877 17,204 657 1,945 5,245 11,947 11,413
Percent of Open Interest Represented by Each Category of Trader
0.8 15.0 5.1 38.5 18.5 10.7 8.6 11.8 9.6 3.1 4.9 1.7 21.9 22.7
Number of Traders in Each Category Total Traders: 174
. 22 18 43 27 41 26 36 42 8 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 358,123
Positions
6,779 124,615 194 220,849 42,393 37,770 3,017 77,939 991 18,159 19,407 0 70,364 54,814
Changes from: November 6, 2012 Total Change is: 11,717
6,779 -4,253 -446 4,839 17,238 -2,214 3,017 3,252 -964 -35 -2,938 0 741 2,042
Percent of Open Interest Represented by Each Category of Trader
1.9 34.8 0.1 61.7 11.8 10.5 0.8 21.8 0.3 5.1 5.4 0.0 19.6 15.3
Number of Traders in Each Category Total Traders: 64
. 11 . 28 9 16 . 7 4 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 1,166,575
Positions
98,448 128,025 84,236 250,489 108,863 64,439 266,961 528,082 120,311 131,967 31,138 16,858 132,866 84,624
Changes from: November 6, 2012 Total Change is: 85,230
12,718 41,829 16,236 48,382 -15,958 -1,560 -13,322 52,653 2,230 10,682 367 657 9,208 -11,224
Percent of Open Interest Represented by Each Category of Trader
8.4 11.0 7.2 21.5 9.3 5.5 22.9 45.3 10.3 11.3 2.7 1.4 11.4 7.3
Number of Traders in Each Category Total Traders: 223
15 22 15 45 24 31 37 45 40 21 14 12
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Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 2,162,772
Positions
129,668 168,979 181,412 397,089 683,148 200,011 529,558 129,379 251,915 85,477 116,768 69,602 318,041 361,559
Changes from: November 6, 2012 Total Change is: 45,521
-19,578 37,668 15,579 -28,129 -34,080 11,025 50,050 -8,645 -1,900 -35,320 -9,996 22,233 31,563 13,637
Percent of Open Interest Represented by Each Category of Trader
6.0 7.8 8.4 18.4 31.6 9.2 24.5 6.0 11.6 4.0 5.4 3.2 14.7 16.7
Number of Traders in Each Category Total Traders: 291
23 35 49 27 59 51 68 42 72 16 21 22
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Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 1,702,434
Positions
225,855 187,134 95,649 234,316 488,856 130,400 371,969 242,491 192,009 181,444 78,787 24,115 246,677 262,993
Changes from: November 6, 2012 Total Change is: 135,995
-10,869 63,131 10,995 20,440 -34,472 -2,191 25,974 46,680 51,674 13,886 4,895 8,497 17,590 -13,215
Percent of Open Interest Represented by Each Category of Trader
13.3 11.0 5.6 13.8 28.7 7.7 21.8 14.2 11.3 10.7 4.6 1.4 14.5 15.4
Number of Traders in Each Category Total Traders: 212
14 34 25 28 37 36 43 32 46 11 13 6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 385,399
Positions
165,574 135,257 104,744 9 2,015 3,548 25,343 36,577 51,899 973 8,205 9,761 23,548 33,392
Changes from: November 6, 2012 Total Change is: 12,387
7,521 9,847 -76 0 0 138 -73 1,176 2,630 411 -338 -283 2,119 -708
Percent of Open Interest Represented by Each Category of Trader
43.0 35.1 27.2 0.0 0.5 0.9 6.6 9.5 13.5 0.3 2.1 2.5 6.1 8.7
Number of Traders in Each Category Total Traders: 74
19 20 31 . . . 12 13 21 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 40,079
Positions
25,278 15,170 4,728 500 514 0 5,465 15,552 3,342 0 22 386 380 365
Changes from: November 6, 2012 Total Change is: 2,529
581 6 1,282 0 50 0 1,156 2,010 265 0 1 -1 -754 -1,084
Percent of Open Interest Represented by Each Category of Trader
63.1 37.9 11.8 1.2 1.3 0.0 13.6 38.8 8.3 0.0 0.1 1.0 0.9 0.9
Number of Traders in Each Category Total Traders: 45
12 6 12 . . 0 11 11 10 0 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 is12,474,893
Positions
1,189,855 3,023,913 2,770,446 867,796 218,725 167,890 1,545,662 250,058 4,082,262 148,110 152,030 767,072 935,800 1,042,498
Changes from: November 6, 2012 Total Change is: 216,033
-109,325 114,705 -14,970 7,404 -66,779 -25,094 23,591 -32,412 189,641 56,696 -62,241 115,850 -27,761 -2,668
Percent of Open Interest Represented by Each Category of Trader
9.5 24.2 22.2 7.0 1.8 1.3 12.4 2.0 32.7 1.2 1.2 6.1 7.5 8.4
Number of Traders in Each Category Total Traders: 258
30 52 81 10 11 18 62 53 94 12 18 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 11,747
Positions
9,898 568 0 561 885 0 802 10,015 1 254 215 0 231 63
Changes from: November 6, 2012 Total Change is: 218
374 5 0 -2 0 0 -166 215 0 0 -25 0 12 23
Percent of Open Interest Represented by Each Category of Trader
84.3 4.8 0.0 4.8 7.5 0.0 6.8 85.3 0.0 2.2 1.8 0.0 2.0 0.5
Number of Traders in Each Category Total Traders: 31
4 4 0 . 4 0 5 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 14,047
Positions
11,472 6,483 0 961 869 42 1,274 6,523 0 0 91 0 298 39
Changes from: November 6, 2012 Total Change is: 27
-20 -321 0 0 2 0 -12 395 0 0 -34 0 59 -15
Percent of Open Interest Represented by Each Category of Trader
81.7 46.2 0.0 6.8 6.2 0.3 9.1 46.4 0.0 0.0 0.6 0.0 2.1 0.3
Number of Traders in Each Category Total Traders: 31
4 6 0 . 4 . 5 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 39,519
Positions
9,857 7,872 1,321 2,105 3,675 223 12,483 21,342 1,935 7,896 658 5 3,695 2,488
Changes from: November 6, 2012 Total Change is: 1,551
-337 1,694 -13 59 -573 37 3,069 474 -5 -2,779 132 1 1,519 -196
Percent of Open Interest Represented by Each Category of Trader
24.9 19.9 3.3 5.3 9.3 0.6 31.6 54.0 4.9 20.0 1.7 0.0 9.3 6.3
Number of Traders in Each Category Total Traders: 99
4 . . 7 5 . 28 24 9 23 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 382,416
Positions
116,615 31,962 45,029 36,170 19,464 10,567 32,133 125,292 52,191 3,542 12,609 59,644 26,525 25,658
Changes from: November 6, 2012 Total Change is: -1,807
-7,721 -103 877 572 734 451 3,755 -5,281 2,346 -469 2,149 -1,184 -434 -1,796
Percent of Open Interest Represented by Each Category of Trader
30.5 8.4 11.8 9.5 5.1 2.8 8.4 32.8 13.6 0.9 3.3 15.6 6.9 6.7
Number of Traders in Each Category Total Traders: 167
21 10 23 10 13 9 33 44 44 16 13 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 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 8,106
Positions
656 3,880 0 3,542 440 60 2,670 2,794 893 160 30 0 125 9
Changes from: November 6, 2012 Total Change is: 956
202 0 0 0 -13 -41 828 1,019 0 -32 0 0 -1 -9
Percent of Open Interest Represented by Each Category of Trader
8.1 47.9 0.0 43.7 5.4 0.7 32.9 34.5 11.0 2.0 0.4 0.0 1.5 0.1
Number of Traders in Each Category Total Traders: 21
4 . 0 4 . . 4 4 . . . 0
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Updated November 16, 2012