Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 185,823
Positions
35,457 76,452 7,220 23,477 33,579 691 61,836 30,924 8,996 7,498 3,757 1,283 39,364 22,920
Changes from: November 20, 2012 Total Change is: 1,164
-2,075 1,532 980 79 66 212 167 -648 -170 -881 -759 292 2,559 -343
Percent of Open Interest Represented by Each Category of Trader
19.1 41.1 3.9 12.6 18.1 0.4 33.3 16.6 4.8 4.0 2.0 0.7 21.2 12.3
Number of Traders in Each Category Total Traders: 101
6 12 6 11 4 4 35 16 19 12 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 43,960
Positions
8,134 15,125 136 1,592 2,810 168 12,169 11,975 62 4,119 0 0 17,580 13,684
Changes from: November 20, 2012 Total Change is: -3,207
-3,573 4,979 104 -9 1 9 -2,208 -5,136 -260 -2,030 -567 0 4,760 -2,337
Percent of Open Interest Represented by Each Category of Trader
18.5 34.4 0.3 3.6 6.4 0.4 27.7 27.2 0.1 9.4 0.0 0.0 40.0 31.1
Number of Traders in Each Category Total Traders: 40
4 9 . . 4 . 7 10 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 167,845
Positions
13,980 35,859 3,429 9,945 33,539 11,021 81,893 38,687 6,533 2,163 17,029 2,121 36,761 19,627
Changes from: November 20, 2012 Total Change is: 7,773
-2,434 9,693 212 -39 -1,588 1,030 4,571 -2,821 -363 -136 3,670 322 4,609 -2,383
Percent of Open Interest Represented by Each Category of Trader
8.3 21.4 2.0 5.9 20.0 6.6 48.8 23.0 3.9 1.3 10.1 1.3 21.9 11.7
Number of Traders in Each Category Total Traders: 101
6 14 7 6 14 6 25 23 14 . 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 238,358
Positions
81,415 17,701 7,237 55,733 9,556 2,833 53,678 101,762 14,830 1,829 15,234 4,147 16,657 65,058
Changes from: November 20, 2012 Total Change is: 32,474
19,996 -1,535 1,995 -90 1,140 195 7,504 25,590 2,401 -1,642 -1,737 1,308 807 3,117
Percent of Open Interest Represented by Each Category of Trader
34.2 7.4 3.0 23.4 4.0 1.2 22.5 42.7 6.2 0.8 6.4 1.7 7.0 27.3
Number of Traders in Each Category Total Traders: 128
12 12 7 9 8 7 21 49 23 6 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 257,251
Positions
75,006 10,803 9,789 44,897 43,630 6,994 18,156 80,744 25,657 27,114 14,473 4,836 44,803 60,325
Changes from: November 20, 2012 Total Change is: -15,497
-13,358 2,412 46 -973 2,519 1,927 -5,929 -23,725 2,311 -2,561 299 2 3,039 -1,288
Percent of Open Interest Represented by Each Category of Trader
29.2 4.2 3.8 17.5 17.0 2.7 7.1 31.4 10.0 10.5 5.6 1.9 17.4 23.4
Number of Traders in Each Category Total Traders: 191
24 13 13 18 24 18 22 46 29 15 29 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 209,483
Positions
27,693 53,343 5,283 4,172 44,175 1,591 119,117 65,667 6,141 3,305 4,416 2,187 39,994 26,680
Changes from: November 20, 2012 Total Change is: 17,201
-6,885 6,058 567 1,009 554 314 18,661 6,350 13 -1,310 1,643 -329 5,161 2,031
Percent of Open Interest Represented by Each Category of Trader
13.2 25.5 2.5 2.0 21.1 0.8 56.9 31.3 2.9 1.6 2.1 1.0 19.1 12.7
Number of Traders in Each Category Total Traders: 114
9 12 6 4 9 4 35 24 16 6 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 77,926
Positions
40,646 51,630 18,859 2,288 0 0 6,037 0 4,230 2,470 0 2,861 535 346
Changes from: November 20, 2012 Total Change is: 170
-1,193 1,699 -41 69 0 0 1,164 -1,461 0 0 0 0 171 -27
Percent of Open Interest Represented by Each Category of Trader
52.2 66.3 24.2 2.9 0.0 0.0 7.7 0.0 5.4 3.2 0.0 3.7 0.7 0.4
Number of Traders in Each Category Total Traders: 24
7 11 11 . 0 0 4 0 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 173,160
Positions
30,774 94,261 1,687 30,430 529 0 94,845 65,017 2,130 5,833 7,004 94 7,367 2,438
Changes from: November 20, 2012 Total Change is: 7,220
-1,145 2,238 700 1,355 30 -8 5,509 3,534 525 518 350 -80 -154 -69
Percent of Open Interest Represented by Each Category of Trader
17.8 54.4 1.0 17.6 0.3 0.0 54.8 37.5 1.2 3.4 4.0 0.1 4.3 1.4
Number of Traders in Each Category Total Traders: 128
4 9 . 16 . 0 53 21 7 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 34,629
Positions
16,734 14,491 459 334 0 0 3,547 2,173 279 11,586 15,587 1,014 676 626
Changes from: November 20, 2012 Total Change is: 1,867
165 484 342 -63 0 0 255 974 114 1,031 -210 0 23 163
Percent of Open Interest Represented by Each Category of Trader
48.3 41.8 1.3 1.0 0.0 0.0 10.2 6.3 0.8 33.5 45.0 2.9 2.0 1.8
Number of Traders in Each Category Total Traders: 26
6 5 5 . 0 0 6 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 31,901
Positions
1,307 23,759 239 965 124 0 24,173 3,268 286 280 2,297 164 4,487 1,764
Changes from: November 20, 2012 Total Change is: 2,143
0 3,087 239 119 0 0 1,252 -683 -19 140 82 -62 474 -501
Percent of Open Interest Represented by Each Category of Trader
4.1 74.5 0.7 3.0 0.4 0.0 75.8 10.2 0.9 0.9 7.2 0.5 14.1 5.5
Number of Traders in Each Category Total Traders: 53
. 9 . 5 . 0 22 10 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 49,294
Positions
16,237 26,662 349 4,942 509 471 11,998 10,873 3,225 3,118 1,448 594 8,360 5,163
Changes from: November 20, 2012 Total Change is: 67
-1,418 1,098 14 595 -7 -19 424 -2,373 102 707 1,120 79 -417 52
Percent of Open Interest Represented by Each Category of Trader
32.9 54.1 0.7 10.0 1.0 1.0 24.3 22.1 6.5 6.3 2.9 1.2 17.0 10.5
Number of Traders in Each Category Total Traders: 96
17 15 4 7 . . 22 18 10 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 98,588
Positions
32,475 53,323 699 9,884 1,017 941 23,996 21,747 6,450 6,235 2,896 1,188 16,719 10,327
Changes from: November 20, 2012 Total Change is: 133
-2,837 2,196 28 1,189 -13 -38 849 -4,746 205 1,413 2,240 158 -833 104
Percent of Open Interest Represented by Each Category of Trader
32.9 54.1 0.7 10.0 1.0 1.0 24.3 22.1 6.5 6.3 2.9 1.2 17.0 10.5
Number of Traders in Each Category Total Traders: 96
17 15 4 7 . . 22 18 10 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 981,275
Positions
61,810 211,548 39,367 359,319 159,885 62,060 105,130 177,417 144,608 38,496 41,220 22,715 147,771 122,457
Changes from: November 20, 2012 Total Change is: 2,631
1,043 -3,570 -2,123 6,639 -1,223 -142 1,559 2,957 932 185 3,951 1,807 -7,268 42
Percent of Open Interest Represented by Each Category of Trader
6.3 21.6 4.0 36.6 16.3 6.3 10.7 18.1 14.7 3.9 4.2 2.3 15.1 12.5
Number of Traders in Each Category Total Traders: 602
42 41 35 120 55 64 106 117 113 57 63 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 286,473
Positions
32,233 66,245 6,781 89,561 29,088 9,690 17,257 36,943 43,438 10,034 13,178 9,141 68,338 71,969
Changes from: November 20, 2012 Total Change is: -879
1,166 -3,874 82 1,804 -331 -84 -3,414 -962 2,648 -1,211 157 1,954 -3,824 -469
Percent of Open Interest Represented by Each Category of Trader
11.3 23.1 2.4 31.3 10.2 3.4 6.0 12.9 15.2 3.5 4.6 3.2 23.9 25.1
Number of Traders in Each Category Total Traders: 119
14 11 8 28 8 12 15 25 33 9 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 3,474,008
Positions
210,616 789,249 100,194 1,389,553 694,750 221,080 572,391 835,392 372,829 150,827 148,723 59,353 397,166 252,439
Changes from: November 20, 2012 Total Change is: 17,553
-8,030 -5,891 -3,609 23,613 -5,014 267 17,482 12,210 -1,196 5,357 17,344 890 -17,220 2,554
Percent of Open Interest Represented by Each Category of Trader
6.1 22.7 2.9 40.0 20.0 6.4 16.5 24.0 10.7 4.3 4.3 1.7 11.4 7.3
Number of Traders in Each Category Total Traders: 559
38 41 32 107 51 56 107 108 104 51 56 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 120,223
Positions
12,708 33,622 13 64,183 64,308 1,903 28,269 14,915 94 646 2,177 0 12,407 3,191
Changes from: November 20, 2012 Total Change is: 1,734
-3,364 3,798 6 1,774 -1,274 77 3,630 630 -660 255 -24 0 16 -819
Percent of Open Interest Represented by Each Category of Trader
10.6 28.0 0.0 53.4 53.5 1.6 23.5 12.4 0.1 0.5 1.8 0.0 10.3 2.7
Number of Traders in Each Category Total Traders: 102
8 13 . 39 13 13 15 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 82,396
Positions
25,532 43,631 1,011 22,013 10,755 903 21,119 15,893 1,838 1,937 3,233 880 7,164 4,253
Changes from: November 20, 2012 Total Change is: -27,847
14,090 13,054 -31,580 -2,777 -61 -231 2,102 -152 -7,800 169 856 -570 -1,250 -1,363
Percent of Open Interest Represented by Each Category of Trader
31.0 53.0 1.2 26.7 13.1 1.1 25.6 19.3 2.2 2.4 3.9 1.1 8.7 5.2
Number of Traders in Each Category Total Traders: 228
20 23 7 33 23 10 45 50 18 19 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 411,982
Positions
127,662 218,155 5,053 110,065 53,773 4,513 105,593 79,467 9,191 9,687 16,167 4,399 35,820 21,266
Changes from: November 20, 2012 Total Change is: 508
-513 -1,163 58 -4,096 -515 -945 -1,741 -360 -941 845 1,052 381 7,461 2,942
Percent of Open Interest Represented by Each Category of Trader
31.0 53.0 1.2 26.7 13.1 1.1 25.6 19.3 2.2 2.4 3.9 1.1 8.7 5.2
Number of Traders in Each Category Total Traders: 228
20 23 7 33 23 10 45 50 18 19 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 383,884
Positions
143,935 23,139 12,956 130,962 205,257 20,042 53,754 93,833 2,896 3,252 11,016 366 15,720 14,378
Changes from: November 20, 2012 Total Change is: -9,055
-7,084 3,240 -1,005 -1,767 -2,774 110 1,564 -5,477 -1,893 203 258 26 791 -1,539
Percent of Open Interest Represented by Each Category of Trader
37.5 6.0 3.4 34.1 53.5 5.2 14.0 24.4 0.8 0.8 2.9 0.1 4.1 3.7
Number of Traders in Each Category Total Traders: 241
24 11 . 47 43 23 37 56 12 7 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 41,183
Positions
8,869 4,435 0 11,959 440 94 7,394 12,542 0 5,084 3,589 0 7,783 20,083
Changes from: November 20, 2012 Total Change is: 3,939
-1,918 -19 0 49 -35 -2 1,116 3,625 0 1,732 0 0 2,962 370
Percent of Open Interest Represented by Each Category of Trader
21.5 10.8 0.0 29.0 1.1 0.2 18.0 30.5 0.0 12.3 8.7 0.0 18.9 48.8
Number of Traders in Each Category Total Traders: 47
. 4 0 14 . . 9 10 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 45,479
Positions
11,504 16,480 3,613 3,857 2,450 829 16,009 7,369 962 2,129 3,243 0 6,576 10,533
Changes from: November 20, 2012 Total Change is: 7,864
2,839 987 760 -420 -120 215 4,070 -452 293 510 1,579 0 -403 4,602
Percent of Open Interest Represented by Each Category of Trader
25.3 36.2 7.9 8.5 5.4 1.8 35.2 16.2 2.1 4.7 7.1 0.0 14.5 23.2
Number of Traders in Each Category Total Traders: 59
13 11 7 5 . . 15 7 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 63,918
Positions
4,021 8,277 770 40,387 35,181 6,905 7,483 9,783 0 218 0 0 4,134 3,002
Changes from: November 20, 2012 Total Change is: 17
-283 11 0 170 118 -20 74 -45 0 0 0 0 76 -47
Percent of Open Interest Represented by Each Category of Trader
6.3 12.9 1.2 63.2 55.0 10.8 11.7 15.3 0.0 0.3 0.0 0.0 6.5 4.7
Number of Traders in Each Category Total Traders: 66
4 . . 25 22 9 9 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 130,959
Positions
19,798 64,341 2,842 68,192 19,287 5,557 14,856 30,638 780 6,244 2,096 1,009 11,681 4,409
Changes from: November 20, 2012 Total Change is: 9,719
5,667 6,791 1,687 1,296 -643 -31 1,075 1,699 28 -383 -4 -46 426 238
Percent of Open Interest Represented by Each Category of Trader
15.1 49.1 2.2 52.1 14.7 4.2 11.3 23.4 0.6 4.8 1.6 0.8 8.9 3.4
Number of Traders in Each Category Total Traders: 131
13 18 6 35 16 15 27 8 4 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 753,318
Positions
3,301 115,642 44,541 248,677 136,073 81,948 82,628 79,690 82,931 19,838 32,531 7,362 182,091 172,599
Changes from: November 20, 2012 Total Change is: 6,513
-5,752 -6,450 6,193 -15,327 2,494 4,645 -38 -3,670 9,871 -1,009 -5,308 -2,334 10,264 1,072
Percent of Open Interest Represented by Each Category of Trader
0.4 15.4 5.9 33.0 18.1 10.9 11.0 10.6 11.0 2.6 4.3 1.0 24.2 22.9
Number of Traders in Each Category Total Traders: 153
. 18 13 40 25 35 30 23 30 5 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 389,603
Positions
0 121,674 12,828 218,927 41,354 37,304 3,298 77,715 4,673 17,659 19,488 2,710 92,204 71,857
Changes from: November 20, 2012 Total Change is: 32,397
-3,332 958 12,096 -4,069 -1,709 262 269 179 3,807 0 0 2,710 20,655 14,094
Percent of Open Interest Represented by Each Category of Trader
0.0 31.2 3.3 56.2 10.6 9.6 0.8 19.9 1.2 4.5 5.0 0.7 23.7 18.4
Number of Traders in Each Category Total Traders: 63
0 12 . 26 8 16 . 7 6 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 1,157,985
Positions
115,537 89,607 69,915 266,849 100,664 50,394 211,139 553,612 121,750 127,966 37,464 24,293 170,142 110,285
Changes from: November 20, 2012 Total Change is: -65,739
4,658 -23,187 -9,862 -1,094 -3,742 -2,141 -41,387 -28,283 -43,243 -3,449 6,314 6,300 24,478 32,103
Percent of Open Interest Represented by Each Category of Trader
10.0 7.7 6.0 23.0 8.7 4.4 18.2 47.8 10.5 11.1 3.2 2.1 14.7 9.5
Number of Traders in Each Category Total Traders: 223
21 19 22 43 24 30 38 39 43 22 16 12
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Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 43,458
Positions
28,946 13,787 4,005 0 514 0 5,105 20,104 3,792 0 25 360 1,250 871
Changes from: November 20, 2012 Total Change is: 3,066
1,431 -478 864 0 0 0 133 2,371 174 -4 25 -81 549 191
Percent of Open Interest Represented by Each Category of Trader
66.6 31.7 9.2 0.0 1.2 0.0 11.7 46.3 8.7 0.0 0.1 0.8 2.9 2.0
Number of Traders in Each Category Total Traders: 44
13 5 11 0 . 0 8 15 9 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 2,051,670
Positions
123,642 135,554 109,919 383,151 712,205 182,484 527,943 111,593 229,995 105,635 119,792 60,329 328,571 389,797
Changes from: November 20, 2012 Total Change is: -187,190
-5,114 -11,221 -104,169 -8,616 -17,915 -8,596 -41,848 -25,851 -37,379 8,910 -2,786 -3,130 12,753 23,858
Percent of Open Interest Represented by Each Category of Trader
6.0 6.6 5.4 18.7 34.7 8.9 25.7 5.4 11.2 5.1 5.8 2.9 16.0 19.0
Number of Traders in Each Category Total Traders: 262
16 33 36 22 59 50 65 39 64 8 20 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 1,691,723
Positions
291,627 156,683 84,683 218,309 465,550 128,032 376,202 348,835 123,867 177,009 97,650 12,544 279,450 273,879
Changes from: November 20, 2012 Total Change is: -56,491
8,205 -1,475 -12,747 8,335 106 -16,061 3,229 26,012 -49,650 1,266 1,078 -7,280 8,213 3,527
Percent of Open Interest Represented by Each Category of Trader
17.2 9.3 5.0 12.9 27.5 7.6 22.2 20.6 7.3 10.5 5.8 0.7 16.5 16.2
Number of Traders in Each Category Total Traders: 198
15 26 24 23 37 34 45 28 36 11 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 405,822
Positions
171,653 152,339 108,545 9 2,015 3,551 35,536 39,287 52,080 466 7,347 8,947 25,034 31,710
Changes from: November 20, 2012 Total Change is: 10,955
3,660 11,680 932 0 -602 0 9,043 1,407 -84 -63 -915 -457 -2,078 -1,008
Percent of Open Interest Represented by Each Category of Trader
42.3 37.5 26.7 0.0 0.5 0.9 8.8 9.7 12.8 0.1 1.8 2.2 6.2 7.8
Number of Traders in Each Category Total Traders: 77
19 22 33 . . . 15 12 21 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 is12,221,425
Positions
1,202,758 2,961,382 2,737,345 902,824 122,089 169,086 1,474,691 245,167 4,003,216 106,454 191,365 711,399 913,652 1,080,376
Changes from: November 20, 2012 Total Change is: -65,326
72,152 -89,943 8,432 3,282 -38,125 -4,018 -179,851 -6,564 25,092 10,832 20,314 2,284 -3,531 17,202
Percent of Open Interest Represented by Each Category of Trader
9.8 24.2 22.4 7.4 1.0 1.4 12.1 2.0 32.8 0.9 1.6 5.8 7.5 8.8
Number of Traders in Each Category Total Traders: 259
28 51 78 9 12 17 68 48 94 13 20 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 12,877
Positions
11,120 581 0 557 984 0 748 10,966 1 234 245 0 217 100
Changes from: November 20, 2012 Total Change is: 521
492 -10 0 -3 0 0 32 508 0 0 0 0 0 23
Percent of Open Interest Represented by Each Category of Trader
86.4 4.5 0.0 4.3 7.6 0.0 5.8 85.2 0.0 1.8 1.9 0.0 1.7 0.8
Number of Traders in Each Category Total Traders: 30
. . 0 . 4 0 5 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 13,198
Positions
11,213 6,178 0 957 868 41 718 5,915 12 0 91 0 257 93
Changes from: November 20, 2012 Total Change is: -408
-86 42 0 -4 -3 0 -331 -503 12 0 0 0 1 44
Percent of Open Interest Represented by Each Category of Trader
85.0 46.8 0.0 7.3 6.6 0.3 5.4 44.8 0.1 0.0 0.7 0.0 1.9 0.7
Number of Traders in Each Category Total Traders: 29
. 6 0 . 4 . 5 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 36,621
Positions
9,761 8,174 1,288 2,156 3,421 311 10,450 18,575 1,750 7,188 684 5 3,712 2,414
Changes from: November 20, 2012 Total Change is: -3,707
313 -0 -24 -70 -52 8 -3,671 -2,627 85 -553 -1,346 0 205 249
Percent of Open Interest Represented by Each Category of Trader
26.7 22.3 3.5 5.9 9.3 0.8 28.5 50.7 4.8 19.6 1.9 0.0 10.1 6.6
Number of Traders in Each Category Total Traders: 102
. . . 9 5 . 21 27 10 27 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 375,098
Positions
123,871 20,010 39,810 35,817 22,199 14,181 30,126 132,397 42,708 4,144 17,624 60,685 23,756 25,484
Changes from: November 20, 2012 Total Change is: -43,283
9,666 -12,122 -17,087 -693 744 80 -19,797 190 -5,518 -3,942 -3,922 -5,801 -191 153
Percent of Open Interest Represented by Each Category of Trader
33.0 5.3 10.6 9.5 5.9 3.8 8.0 35.3 11.4 1.1 4.7 16.2 6.3 6.8
Number of Traders in Each Category Total Traders: 164
27 9 23 9 13 10 28 40 40 15 14 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 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 9,331
Positions
206 4,496 0 3,657 479 83 4,115 3,332 902 240 30 0 128 9
Changes from: November 20, 2012 Total Change is: 2,178
-57 418 0 60 3 -1 2,282 1,758 0 -109 0 0 3 0
Percent of Open Interest Represented by Each Category of Trader
2.2 48.2 0.0 39.2 5.1 0.9 44.1 35.7 9.7 2.6 0.3 0.0 1.4 0.1
Number of Traders in Each Category Total Traders: 22
. 4 0 4 . . 5 4 . . . 0
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Updated December 5, 2012