Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 124,587
Positions
7,669 71,861 1,918 10,850 10,849 152 53,436 10,353 1,835 8,034 10,645 0 40,693 16,974
Changes from: November 9, 2010 Total Change is: -4,123
904 2,269 348 737 102 85 -4,619 -2,409 203 393 -4,426 0 -2,174 -295
Percent of Open Interest Represented by Each Category of Trader
6.2 57.7 1.5 8.7 8.7 0.1 42.9 8.3 1.5 6.4 8.5 0.0 32.7 13.6
Number of Traders in Each Category Total Traders: 85
7 15 5 4 . . 33 8 4 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,579
Positions
6,316 18,525 1,382 1,672 892 398 18,372 12,861 3 0 500 0 16,436 10,018
Changes from: November 9, 2010 Total Change is: -6,421
837 -4,418 372 -88 -30 60 -6,913 -2,591 -4 0 0 0 -685 190
Percent of Open Interest Represented by Each Category of Trader
14.2 41.6 3.1 3.8 2.0 0.9 41.2 28.8 0.0 0.0 1.1 0.0 36.9 22.5
Number of Traders in Each Category Total Traders: 38
7 7 . . . . 11 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 98,997
Positions
13,868 30,732 1,386 7,514 23,064 1,225 49,233 11,212 639 1,534 10,601 0 23,598 20,138
Changes from: November 9, 2010 Total Change is: 2,464
827 4,193 183 -124 1,080 266 7,402 -3,683 376 -500 -533 0 -5,966 582
Percent of Open Interest Represented by Each Category of Trader
14.0 31.0 1.4 7.6 23.3 1.2 49.7 11.3 0.6 1.5 10.7 0.0 23.8 20.3
Number of Traders in Each Category Total Traders: 91
7 14 5 4 10 4 36 13 9 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 131,701
Positions
16,348 65,592 4,851 33,548 6,205 1,194 32,996 17,655 110 13,351 2,820 0 29,303 33,274
Changes from: November 9, 2010 Total Change is: -8,814
3,065 -13,454 923 -2,195 1,637 108 -4,344 7,027 -621 -868 -959 0 -4,882 -3,475
Percent of Open Interest Represented by Each Category of Trader
12.4 49.8 3.7 25.5 4.7 0.9 25.1 13.4 0.1 10.1 2.1 0.0 22.2 25.3
Number of Traders in Each Category Total Traders: 100
10 17 5 11 7 4 24 25 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 195,598
Positions
52,617 66,653 4,981 24,728 19,209 2,791 33,150 43,572 4,159 18,692 8,702 414 54,066 45,117
Changes from: November 9, 2010 Total Change is: -8,930
3,169 -18,489 343 -1,766 2,372 39 -2,130 3,328 -1,036 -4,280 2,219 143 -3,412 2,151
Percent of Open Interest Represented by Each Category of Trader
26.9 34.1 2.5 12.6 9.8 1.4 16.9 22.3 2.1 9.6 4.4 0.2 27.6 23.1
Number of Traders in Each Category Total Traders: 157
21 17 8 18 14 7 30 42 16 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 121,110
Positions
15,941 85,208 3,376 19,878 2,815 254 47,837 9,551 345 1,890 1,900 12 31,577 17,649
Changes from: November 9, 2010 Total Change is: -9,096
6,394 -11,214 654 -1,435 6 70 -11,701 1,948 345 916 -1,940 0 -4,339 1,035
Percent of Open Interest Represented by Each Category of Trader
13.2 70.4 2.8 16.4 2.3 0.2 39.5 7.9 0.3 1.6 1.6 0.0 26.1 14.6
Number of Traders in Each Category Total Traders: 70
8 13 4 4 . . 23 11 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 41,471
Positions
8,192 25,513 7,614 0 0 0 15,241 6,743 1,013 1,255 5 137 8,019 446
Changes from: November 9, 2010 Total Change is: -642
638 234 107 0 0 0 -243 -9 -375 0 -11 -469 -300 -119
Percent of Open Interest Represented by Each Category of Trader
19.8 61.5 18.4 0.0 0.0 0.0 36.8 16.3 2.4 3.0 0.0 0.3 19.3 1.1
Number of Traders in Each Category Total Traders: 23
8 8 8 0 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 147,623
Positions
3,975 118,804 1,035 19,764 150 187 113,600 7,509 100 2,647 16,727 0 6,315 3,111
Changes from: November 9, 2010 Total Change is: 1,481
786 4,384 592 639 0 139 2,976 -585 92 -1,713 -3,737 0 -2,030 596
Percent of Open Interest Represented by Each Category of Trader
2.7 80.5 0.7 13.4 0.1 0.1 77.0 5.1 0.1 1.8 11.3 0.0 4.3 2.1
Number of Traders in Each Category Total Traders: 110
8 15 . 9 . . 48 14 . 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,423
Positions
1,890 25,136 88 510 101 0 27,041 6,906 0 586 316 0 3,308 876
Changes from: November 9, 2010 Total Change is: 1,929
105 932 0 14 101 0 2,013 804 0 27 64 0 -230 28
Percent of Open Interest Represented by Each Category of Trader
5.7 75.2 0.3 1.5 0.3 0.0 80.9 20.7 0.0 1.8 0.9 0.0 9.9 2.6
Number of Traders in Each Category Total Traders: 42
. 11 . . . 0 13 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 47,805
Positions
19,053 23,364 542 3,624 4,258 543 16,694 13,151 330 275 577 0 6,745 5,042
Changes from: November 9, 2010 Total Change is: -3,070
872 -1,964 -212 -82 145 -45 -3,502 -612 -22 0 -275 -2 -77 -83
Percent of Open Interest Represented by Each Category of Trader
39.9 48.9 1.1 7.6 8.9 1.1 34.9 27.5 0.7 0.6 1.2 0.0 14.1 10.5
Number of Traders in Each Category Total Traders: 96
17 13 4 6 7 . 29 21 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 95,609
Positions
38,105 46,727 1,083 7,248 8,516 1,085 33,388 26,302 660 550 1,153 0 13,490 10,083
Changes from: November 9, 2010 Total Change is: -6,140
1,743 -3,928 -424 -164 289 -90 -7,004 -1,224 -44 0 -550 -3 -154 -166
Percent of Open Interest Represented by Each Category of Trader
39.9 48.9 1.1 7.6 8.9 1.1 34.9 27.5 0.7 0.6 1.2 0.0 14.1 10.5
Number of Traders in Each Category Total Traders: 96
17 13 4 6 7 . 29 21 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 921,238
Positions
36,753 293,429 74,894 420,271 138,434 65,750 100,480 158,553 61,625 19,839 25,864 1,429 140,196 101,261
Changes from: November 9, 2010 Total Change is: 16,846
4,974 -15,415 2,017 -4,119 9,737 -554 -1,561 10,198 -684 -698 -1,004 -1,382 18,852 13,933
Percent of Open Interest Represented by Each Category of Trader
4.0 31.9 8.1 45.6 15.0 7.1 10.9 17.2 6.7 2.2 2.8 0.2 15.2 11.0
Number of Traders in Each Category Total Traders: 545
32 49 24 120 62 64 103 126 66 29 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 349,376
Positions
39,923 200,157 8,902 145,925 46,769 7,116 56,037 35,437 1,493 8,440 9,134 748 80,792 39,620
Changes from: November 9, 2010 Total Change is: 5,366
694 4,245 2,379 -1,496 -241 -736 -4,499 1,936 -29 -130 191 -124 9,307 -2,255
Percent of Open Interest Represented by Each Category of Trader
11.4 57.3 2.5 41.8 13.4 2.0 16.0 10.1 0.4 2.4 2.6 0.2 23.1 11.3
Number of Traders in Each Category Total Traders: 144
12 26 7 31 16 12 14 35 9 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,859,310
Positions
177,664 659,873 136,447 1,399,536 486,128 265,365 455,002 848,365 67,874 57,751 84,404 2,651 297,020 308,203
Changes from: November 9, 2010 Total Change is: 57,400
13,948 -105,754 5,643 -11,274 51,731 -929 -13,347 13,271 24,764 -2,553 -5,689 -6,576 47,724 80,939
Percent of Open Interest Represented by Each Category of Trader
6.2 23.1 4.8 48.9 17.0 9.3 15.9 29.7 2.4 2.0 3.0 0.1 10.4 10.8
Number of Traders in Each Category Total Traders: 494
30 43 13 101 55 54 101 119 44 25 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 105,873
Positions
17,539 30,644 9,651 47,858 38,856 4,909 13,219 17,681 557 1,433 0 0 10,707 3,575
Changes from: November 9, 2010 Total Change is: -84
2,840 -1,966 -188 -1,828 2,927 22 1,083 734 -1,540 -27 0 0 -446 -73
Percent of Open Interest Represented by Each Category of Trader
16.6 28.9 9.1 45.2 36.7 4.6 12.5 16.7 0.5 1.4 0.0 0.0 10.1 3.4
Number of Traders in Each Category Total Traders: 84
6 9 . 28 13 10 14 11 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 123,529
Positions
10,888 41,522 22,237 23,822 16,835 2,887 35,640 13,539 15,281 2,582 2,965 9 10,183 8,255
Changes from: November 9, 2010 Total Change is: 8,591
-403 289 2,391 -2,809 -122 647 6,128 447 2,236 4 -490 0 397 3,194
Percent of Open Interest Represented by Each Category of Trader
8.8 33.6 18.0 19.3 13.6 2.3 28.9 11.0 12.4 2.1 2.4 0.0 8.2 6.7
Number of Traders in Each Category Total Traders: 260
22 32 9 40 19 10 79 44 16 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 30,460
Positions
12,542 23,647 797 230 280 0 12,876 4,219 0 983 0 0 3,032 1,517
Changes from: November 9, 2010 Total Change is: 2,524
1,242 2,946 -3 -28 0 0 1,718 60 0 237 0 0 -642 -479
Percent of Open Interest Represented by Each Category of Trader
41.2 77.6 2.6 0.8 0.9 0.0 42.3 13.9 0.0 3.2 0.0 0.0 10.0 5.0
Number of Traders in Each Category Total Traders: 27
6 10 . . . 0 5 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 465,344
Positions
92,780 190,422 6,152 117,961 82,774 14,433 186,259 119,039 3,965 7,993 14,823 45 35,756 33,691
Changes from: November 9, 2010 Total Change is: 30,336
1,518 -3,544 2,228 -13,903 -610 3,233 33,930 13,814 -700 -1,164 -2,448 0 5,194 18,363
Percent of Open Interest Represented by Each Category of Trader
19.9 40.9 1.3 25.3 17.8 3.1 40.0 25.6 0.9 1.7 3.2 0.0 7.7 7.2
Number of Traders in Each Category Total Traders: 252
21 30 4 39 18 10 78 43 12 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 400,264
Positions
166,879 61,787 5,936 120,522 143,216 22,785 59,166 125,780 4,856 1,741 19,244 0 18,379 16,660
Changes from: November 9, 2010 Total Change is: 4,118
4,712 -3,549 436 -1,471 2,777 435 1,992 3,871 -790 -103 448 0 -1,093 490
Percent of Open Interest Represented by Each Category of Trader
41.7 15.4 1.5 30.1 35.8 5.7 14.8 31.4 1.2 0.4 4.8 0.0 4.6 4.2
Number of Traders in Each Category Total Traders: 254
19 20 . 56 40 24 39 66 19 4 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 40,790
Positions
11,464 6,631 1,693 13,193 756 192 2,821 12,180 53 1,960 623 0 9,414 18,662
Changes from: November 9, 2010 Total Change is: 3,121
-1,038 -289 -586 4,712 -111 43 228 4,298 -92 276 0 0 -422 -142
Percent of Open Interest Represented by Each Category of Trader
28.1 16.3 4.2 32.3 1.9 0.5 6.9 29.9 0.1 4.8 1.5 0.0 23.1 45.8
Number of Traders in Each Category Total Traders: 63
16 10 4 12 . . 6 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 47,542
Positions
12,425 18,821 1,512 5,915 1,616 584 13,987 10,895 538 1,714 243 66 10,801 13,267
Changes from: November 9, 2010 Total Change is: 617
-6,615 -860 516 -304 34 -71 3,493 -861 499 1,264 -22 66 1,769 1,316
Percent of Open Interest Represented by Each Category of Trader
26.1 39.6 3.2 12.4 3.4 1.2 29.4 22.9 1.1 3.6 0.5 0.1 22.7 27.9
Number of Traders in Each Category Total Traders: 52
9 11 . 5 . . 11 10 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 30,384
Positions
0 4,068 0 18,476 15,461 4,022 2,939 4,969 0 495 0 0 4,452 1,864
Changes from: November 9, 2010 Total Change is: 425
0 103 0 3 1,033 49 -145 -273 0 214 0 0 304 -487
Percent of Open Interest Represented by Each Category of Trader
0.0 13.4 0.0 60.8 50.9 13.2 9.7 16.4 0.0 1.6 0.0 0.0 14.7 6.1
Number of Traders in Each Category Total Traders: 44
0 . 0 16 16 8 4 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 37,701
Positions
2,840 13,306 117 14,894 5,703 715 6,920 16,306 0 4,136 0 0 8,079 1,554
Changes from: November 9, 2010 Total Change is: 1,655
240 1,287 0 -1,395 619 -81 2,281 -380 0 569 0 0 41 210
Percent of Open Interest Represented by Each Category of Trader
7.5 35.3 0.3 39.5 15.1 1.9 18.4 43.3 0.0 11.0 0.0 0.0 21.4 4.1
Number of Traders in Each Category Total Traders: 52
6 6 . 12 8 5 10 4 0 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 647,423
Positions
33,982 147,045 12,814 304,039 153,630 43,179 63,960 98,244 16,350 20,148 20,833 9,668 143,283 145,660
Changes from: November 9, 2010 Total Change is: -34,295
75 33,802 822 -2,301 -11,480 -23,110 -19,487 -35,962 -1,411 -269 -6,858 4,732 6,654 5,170
Percent of Open Interest Represented by Each Category of Trader
5.2 22.7 2.0 47.0 23.7 6.7 9.9 15.2 2.5 3.1 3.2 1.5 22.1 22.5
Number of Traders in Each Category Total Traders: 163
11 24 12 42 26 35 21 28 18 4 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 312,931
Positions
908 104,705 13,258 222,392 3,349 10,693 0 136,489 4,433 1,725 0 0 59,522 40,004
Changes from: November 9, 2010 Total Change is: 16,985
143 -307 332 16,467 -3,245 215 -1,755 21,730 -833 -2,625 0 0 5,041 -907
Percent of Open Interest Represented by Each Category of Trader
0.3 33.5 4.2 71.1 1.1 3.4 0.0 43.6 1.4 0.6 0.0 0.0 19.0 12.8
Number of Traders in Each Category Total Traders: 53
. 12 . 24 . 11 0 14 . . 0 0
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Traders in Financial Futures- Futures Only Positions as of November 16, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 689,507
Positions
42,638 58,376 9,798 294,359 239,358 67,984 113,446 87,469 32,929 17,021 83,082 3,500 107,832 107,011
Changes from: November 9, 2010 Total Change is: -41,633
1,187 -17,899 -4,666 5,020 -5,283 -4,014 -44,339 -16,820 10,982 -912 -4,010 578 -5,469 -501
Percent of Open Interest Represented by Each Category of Trader
6.2 8.5 1.4 42.7 34.7 9.9 16.5 12.7 4.8 2.5 12.0 0.5 15.6 15.5
Number of Traders in Each Category Total Traders: 199
12 20 9 38 43 41 34 29 25 4 18 .
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Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,523,980
Positions
133,768 263,178 65,595 425,651 323,473 191,086 231,174 284,111 45,492 142,180 21,356 11,593 277,441 318,096
Changes from: November 9, 2010 Total Change is: -41,858
4,409 -22,469 19,289 -33,008 33,946 2,584 13,702 -55,938 -5,408 -16,777 -6,023 -233 -26,416 -7,606
Percent of Open Interest Represented by Each Category of Trader
8.8 17.3 4.3 27.9 21.2 12.5 15.2 18.6 3.0 9.3 1.4 0.8 18.2 20.9
Number of Traders in Each Category Total Traders: 281
36 33 21 40 49 52 63 39 41 18 . 4
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Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,130,653
Positions
99,519 119,303 10,387 177,774 456,489 132,239 443,085 105,322 22,433 56,658 47,661 3,088 185,470 233,731
Changes from: November 9, 2010 Total Change is: -77,474
-17,261 -14,478 -11,592 13,019 -32,412 2,763 -52,687 -1,203 -6,390 6,277 894 2,818 -14,421 -17,874
Percent of Open Interest Represented by Each Category of Trader
8.8 10.6 0.9 15.7 40.4 11.7 39.2 9.3 2.0 5.0 4.2 0.3 16.4 20.7
Number of Traders in Each Category Total Traders: 179
16 20 13 20 42 35 34 31 20 7 9 .
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Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 576,187
Positions
112,352 219,055 211,792 3,760 2,194 1,203 126,555 25,168 66,603 16,842 1,497 901 36,179 47,774
Changes from: November 9, 2010 Total Change is: -17,709
-13,983 -5,437 2,083 760 1,569 -400 5,167 -3,695 -7,911 -3,019 -289 46 -452 -3,675
Percent of Open Interest Represented by Each Category of Trader
19.5 38.0 36.8 0.7 0.4 0.2 22.0 4.4 11.6 2.9 0.3 0.2 6.3 8.3
Number of Traders in Each Category Total Traders: 99
27 25 35 . 4 . 23 13 23 . . .
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Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,072,688
Positions
2,028,792 2,598,145 1,701,091 1,207,865 580,180 103,968 761,638 506,907 1,099,974 205,962 479,028 111,208 852,190 892,187
Changes from: November 9, 2010 Total Change is: -375,480
42,645 -182,719 -11,118 31,701 22,542 21,301 -322,484 -60,778 -57,796 9,472 5,701 -15,591 -73,610 -97,022
Percent of Open Interest Represented by Each Category of Trader
25.1 32.2 21.1 15.0 7.2 1.3 9.4 6.3 13.6 2.6 5.9 1.4 10.6 11.1
Number of Traders in Each Category Total Traders: 250
47 45 87 8 10 12 61 47 87 9 12 15
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Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,777
Positions
7,002 11,511 1,301 906 975 85 847 902 646 4,800 245 0 190 112
Changes from: November 9, 2010 Total Change is: 314
11 1,403 1 -33 134 29 -12 -1,636 395 0 -30 0 -77 18
Percent of Open Interest Represented by Each Category of Trader
44.4 73.0 8.2 5.7 6.2 0.5 5.4 5.7 4.1 30.4 1.6 0.0 1.2 0.7
Number of Traders in Each Category Total Traders: 30
4 4 . . 5 . 5 5 . . . 0
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Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 46,732
Positions
38,178 26,404 5,536 1,649 1,974 59 729 6,564 297 0 5,638 0 284 260
Changes from: November 9, 2010 Total Change is: 2,632
3,161 1,657 1,367 28 546 -92 -1,604 -1,054 47 -30 0 0 -245 161
Percent of Open Interest Represented by Each Category of Trader
81.7 56.5 11.8 3.5 4.2 0.1 1.6 14.0 0.6 0.0 12.1 0.0 0.6 0.6
Number of Traders in Each Category Total Traders: 29
4 5 . . 4 . . 8 . 0 . 0
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Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 32,813
Positions
15,480 7,375 153 1,209 707 888 7,812 18,523 798 1,502 1,057 31 4,940 3,281
Changes from: November 9, 2010 Total Change is: -5,558
-2,534 -291 20 925 -79 -146 -3,835 -4,162 232 -1,028 -186 28 780 -974
Percent of Open Interest Represented by Each Category of Trader
47.2 22.5 0.5 3.7 2.2 2.7 23.8 56.5 2.4 4.6 3.2 0.1 15.1 10.0
Number of Traders in Each Category Total Traders: 73
7 . . 5 . . 21 19 . 11 5 .
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Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 167,743
Positions
77,065 49,352 29,601 3,537 442 4,236 2,572 33,598 27,385 1,207 2,007 3,561 18,579 17,561
Changes from: November 9, 2010 Total Change is: 20,452
6,416 9,446 5,154 1,373 -185 215 873 992 1,680 751 -288 -886 4,876 4,324
Percent of Open Interest Represented by Each Category of Trader
45.9 29.4 17.6 2.1 0.3 2.5 1.5 20.0 16.3 0.7 1.2 2.1 11.1 10.5
Number of Traders in Each Category Total Traders: 87
7 12 15 5 . 6 11 32 35 4 6 8
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Traders in Financial Futures- Futures Only Positions as of November 16, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 14,765
Positions
466 14,015 0 11,126 0 2 2,024 306 0 0 0 0 1,147 442
Changes from: November 9, 2010 Total Change is: -463
-11 436 0 -45 0 0 -23 -367 -5 0 0 0 -379 -527
Percent of Open Interest Represented by Each Category of Trader
3.2 94.9 0.0 75.4 0.0 0.0 13.7 2.1 0.0 0.0 0.0 0.0 7.8 3.0
Number of Traders in Each Category Total Traders: 22
. . 0 9 0 . 8 . 0 0 0 0
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Updated November 19, 2010