Traders in Financial Futures- Futures Only Positions as of November 23, 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 105,442
Positions
10,515 58,274 2,223 10,831 11,438 236 34,812 10,119 1,108 7,473 3,987 0 38,244 18,057
Changes from: November 16, 2010 Total Change is: -19,145
2,846 -13,587 305 -19 589 84 -18,624 -234 -727 -561 -6,658 0 -2,449 1,083
Percent of Open Interest Represented by Each Category of Trader
10.0 55.3 2.1 10.3 10.8 0.2 33.0 9.6 1.1 7.1 3.8 0.0 36.3 17.1
Number of Traders in Each Category Total Traders: 80
8 14 6 4 . . 30 9 4 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 40,065
Positions
6,483 18,331 962 1,664 942 348 14,853 8,117 1 0 500 0 15,754 10,864
Changes from: November 16, 2010 Total Change is: -4,514
167 -194 -420 -8 50 -50 -3,519 -4,744 -2 0 0 0 -682 846
Percent of Open Interest Represented by Each Category of Trader
16.2 45.8 2.4 4.2 2.4 0.9 37.1 20.3 0.0 0.0 1.2 0.0 39.3 27.1
Number of Traders in Each Category Total Traders: 37
6 7 . . . . 11 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 93,914
Positions
17,114 20,781 1,811 7,489 21,196 1,219 40,030 15,805 1,026 1,902 11,267 0 23,323 20,809
Changes from: November 16, 2010 Total Change is: -5,083
3,246 -9,951 425 -25 -1,868 -6 -9,203 4,593 387 368 666 0 -275 671
Percent of Open Interest Represented by Each Category of Trader
18.2 22.1 1.9 8.0 22.6 1.3 42.6 16.8 1.1 2.0 12.0 0.0 24.8 22.2
Number of Traders in Each Category Total Traders: 92
11 10 6 4 10 4 31 17 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 129,620
Positions
17,060 65,010 4,803 33,178 5,501 1,236 29,210 18,566 1,061 16,851 3,289 0 26,221 30,154
Changes from: November 16, 2010 Total Change is: -2,081
712 -582 -48 -370 -704 42 -3,786 911 951 3,500 469 0 -3,082 -3,120
Percent of Open Interest Represented by Each Category of Trader
13.2 50.2 3.7 25.6 4.2 1.0 22.5 14.3 0.8 13.0 2.5 0.0 20.2 23.3
Number of Traders in Each Category Total Traders: 99
11 16 . 11 6 4 24 24 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 187,189
Positions
61,431 55,077 5,304 25,149 20,114 2,593 21,148 47,933 4,511 18,397 12,250 417 48,239 38,990
Changes from: November 16, 2010 Total Change is: -8,409
8,814 -11,576 323 421 905 -198 -12,002 4,361 352 -295 3,548 3 -5,827 -6,127
Percent of Open Interest Represented by Each Category of Trader
32.8 29.4 2.8 13.4 10.7 1.4 11.3 25.6 2.4 9.8 6.5 0.2 25.8 20.8
Number of Traders in Each Category Total Traders: 160
23 18 8 18 14 8 23 48 16 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 117,998
Positions
19,172 81,726 3,345 19,697 2,817 254 43,489 12,023 6 1,219 1,916 13 30,803 15,898
Changes from: November 16, 2010 Total Change is: -3,112
3,231 -3,482 -31 -181 2 0 -4,348 2,472 -339 -671 16 1 -774 -1,751
Percent of Open Interest Represented by Each Category of Trader
16.2 69.3 2.8 16.7 2.4 0.2 36.9 10.2 0.0 1.0 1.6 0.0 26.1 13.5
Number of Traders in Each Category Total Traders: 70
8 12 5 4 . . 23 13 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 41,873
Positions
8,243 24,463 8,988 0 0 0 14,559 7,242 753 1,255 5 137 7,938 285
Changes from: November 16, 2010 Total Change is: 402
51 -1,050 1,374 0 0 0 -682 499 -260 0 0 0 -81 -161
Percent of Open Interest Represented by Each Category of Trader
19.7 58.4 21.5 0.0 0.0 0.0 34.8 17.3 1.8 3.0 0.0 0.3 19.0 0.7
Number of Traders in Each Category Total Traders: 23
7 9 9 0 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 150,782
Positions
7,442 120,818 747 20,319 150 187 110,943 8,557 488 2,722 16,528 102 7,832 3,205
Changes from: November 16, 2010 Total Change is: 3,159
3,467 2,014 -288 555 0 0 -2,657 1,048 388 75 -199 102 1,517 94
Percent of Open Interest Represented by Each Category of Trader
4.9 80.1 0.5 13.5 0.1 0.1 73.6 5.7 0.3 1.8 11.0 0.1 5.2 2.1
Number of Traders in Each Category Total Traders: 108
7 14 4 8 . . 44 18 . 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 30,969
Positions
2,011 23,296 59 379 0 0 24,704 6,426 0 586 405 0 3,230 783
Changes from: November 16, 2010 Total Change is: -2,454
121 -1,840 -29 -131 -101 0 -2,337 -480 0 0 89 0 -78 -93
Percent of Open Interest Represented by Each Category of Trader
6.5 75.2 0.2 1.2 0.0 0.0 79.8 20.7 0.0 1.9 1.3 0.0 10.4 2.5
Number of Traders in Each Category Total Traders: 45
4 11 . . 0 0 14 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 50,667
Positions
21,261 24,001 564 3,669 3,790 706 16,772 15,298 512 375 632 0 6,808 5,165
Changes from: November 16, 2010 Total Change is: 2,862
2,209 637 23 45 -468 163 78 2,147 182 100 55 0 63 124
Percent of Open Interest Represented by Each Category of Trader
42.0 47.4 1.1 7.2 7.5 1.4 33.1 30.2 1.0 0.7 1.2 0.0 13.4 10.2
Number of Traders in Each Category Total Traders: 97
18 14 4 6 7 . 28 20 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 101,333
Positions
42,522 48,001 1,128 7,338 7,580 1,411 33,544 30,596 1,024 750 1,263 0 13,616 10,330
Changes from: November 16, 2010 Total Change is: 5,724
4,417 1,274 45 90 -936 326 156 4,294 364 200 110 0 126 247
Percent of Open Interest Represented by Each Category of Trader
42.0 47.4 1.1 7.2 7.5 1.4 33.1 30.2 1.0 0.7 1.2 0.0 13.4 10.2
Number of Traders in Each Category Total Traders: 97
18 14 4 6 7 . 28 20 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 936,881
Positions
42,660 295,563 80,089 423,382 139,744 64,650 103,282 162,243 63,250 17,367 25,932 2,456 139,746 102,953
Changes from: November 16, 2010 Total Change is: 15,643
5,906 2,134 5,196 3,110 1,310 -1,100 2,802 3,690 1,625 -2,473 68 1,027 -450 1,692
Percent of Open Interest Represented by Each Category of Trader
4.6 31.5 8.5 45.2 14.9 6.9 11.0 17.3 6.8 1.9 2.8 0.3 14.9 11.0
Number of Traders in Each Category Total Traders: 536
30 49 21 118 66 68 105 127 67 23 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 369,603
Positions
44,474 205,085 12,475 146,048 48,825 7,277 59,298 40,035 1,669 7,736 8,823 912 89,714 44,502
Changes from: November 16, 2010 Total Change is: 20,227
4,551 4,928 3,573 123 2,056 161 3,261 4,598 176 -704 -311 164 8,922 4,882
Percent of Open Interest Represented by Each Category of Trader
12.0 55.5 3.4 39.5 13.2 2.0 16.0 10.8 0.5 2.1 2.4 0.2 24.3 12.0
Number of Traders in Each Category Total Traders: 133
12 24 7 32 17 12 15 27 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 2,836,389
Positions
191,350 652,813 137,650 1,413,649 481,576 259,884 484,838 875,959 42,985 54,023 91,416 1,852 250,158 292,254
Changes from: November 16, 2010 Total Change is: -22,921
13,686 -7,060 1,203 14,113 -4,552 -5,481 29,836 27,594 -24,889 -3,728 7,012 -799 -46,862 -15,949
Percent of Open Interest Represented by Each Category of Trader
6.7 23.0 4.9 49.8 17.0 9.2 17.1 30.9 1.5 1.9 3.2 0.1 8.8 10.3
Number of Traders in Each Category Total Traders: 492
29 43 10 98 59 58 104 123 46 21 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 107,135
Positions
17,876 28,640 9,593 48,257 38,380 4,873 14,434 21,597 327 1,907 0 0 9,868 3,725
Changes from: November 16, 2010 Total Change is: 1,262
337 -2,004 -58 399 -476 -36 1,215 3,916 -230 474 0 0 -839 150
Percent of Open Interest Represented by Each Category of Trader
16.7 26.7 9.0 45.0 35.8 4.5 13.5 20.2 0.3 1.8 0.0 0.0 9.2 3.5
Number of Traders in Each Category Total Traders: 88
6 8 . 32 13 11 13 11 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 110,771
Positions
12,298 36,261 22,348 22,239 16,776 2,868 27,544 11,937 12,779 2,081 3,847 19 8,595 3,937
Changes from: November 16, 2010 Total Change is: -12,757
1,410 -5,261 111 -1,584 -58 -19 -8,095 -1,602 -2,502 -501 882 10 -1,588 -4,318
Percent of Open Interest Represented by Each Category of Trader
11.1 32.7 20.2 20.1 15.1 2.6 24.9 10.8 11.5 1.9 3.5 0.0 7.8 3.6
Number of Traders in Each Category Total Traders: 248
22 32 12 39 17 10 67 45 24 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 28,106
Positions
13,556 21,280 797 221 280 0 9,480 3,753 0 492 889 0 3,560 1,107
Changes from: November 16, 2010 Total Change is: -2,354
1,014 -2,367 0 -9 0 0 -3,396 -466 0 -491 889 0 528 -410
Percent of Open Interest Represented by Each Category of Trader
48.2 75.7 2.8 0.8 1.0 0.0 33.7 13.4 0.0 1.8 3.2 0.0 12.7 3.9
Number of Traders in Each Category Total Traders: 30
7 11 . . . 0 5 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 413,327
Positions
94,293 175,484 7,173 110,088 82,482 14,340 148,263 98,860 5,955 7,943 14,789 95 25,177 14,149
Changes from: November 16, 2010 Total Change is: -52,017
1,513 -14,938 1,021 -7,873 -292 -93 -37,996 -20,179 1,990 -50 -34 50 -10,579 -19,542
Percent of Open Interest Represented by Each Category of Trader
22.8 42.5 1.7 26.6 20.0 3.5 35.9 23.9 1.4 1.9 3.6 0.0 6.1 3.4
Number of Traders in Each Category Total Traders: 241
21 29 4 38 16 10 68 46 18 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 405,447
Positions
164,758 70,155 5,629 120,680 146,087 21,837 63,673 122,897 6,987 1,378 16,515 0 20,505 15,340
Changes from: November 16, 2010 Total Change is: 5,183
-2,121 8,368 -307 158 2,871 -948 4,507 -2,883 2,131 -363 -2,729 0 2,126 -1,320
Percent of Open Interest Represented by Each Category of Trader
40.6 17.3 1.4 29.8 36.0 5.4 15.7 30.3 1.7 0.3 4.1 0.0 5.1 3.8
Number of Traders in Each Category Total Traders: 257
18 21 . 58 40 25 41 65 17 4 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 45,144
Positions
11,509 6,812 1,384 15,754 749 104 3,236 15,198 159 1,766 623 0 11,232 20,115
Changes from: November 16, 2010 Total Change is: 4,354
45 181 -309 2,561 -7 -88 415 3,018 106 -194 0 0 1,818 1,453
Percent of Open Interest Represented by Each Category of Trader
25.5 15.1 3.1 34.9 1.7 0.2 7.2 33.7 0.4 3.9 1.4 0.0 24.9 44.6
Number of Traders in Each Category Total Traders: 64
15 10 5 12 . . 6 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 50,318
Positions
11,618 22,057 3,380 5,540 2,647 419 15,086 6,810 1,324 1,655 239 0 11,296 13,442
Changes from: November 16, 2010 Total Change is: 2,776
-807 3,236 1,868 -375 1,031 -165 1,099 -4,085 786 -59 -4 -66 495 175
Percent of Open Interest Represented by Each Category of Trader
23.1 43.8 6.7 11.0 5.3 0.8 30.0 13.5 2.6 3.3 0.5 0.0 22.4 26.7
Number of Traders in Each Category Total Traders: 58
10 16 4 5 . . 12 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 30,202
Positions
0 3,198 0 18,580 16,618 3,806 2,505 4,868 0 495 0 0 4,816 1,712
Changes from: November 16, 2010 Total Change is: -182
0 -870 0 104 1,157 -216 -434 -101 0 0 0 0 364 -152
Percent of Open Interest Represented by Each Category of Trader
0.0 10.6 0.0 61.5 55.0 12.6 8.3 16.1 0.0 1.6 0.0 0.0 15.9 5.7
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 23, 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 37,216
Positions
2,663 13,419 137 14,879 5,691 691 7,042 16,001 8 4,351 0 0 7,445 1,269
Changes from: November 16, 2010 Total Change is: -485
-177 113 20 -15 -12 -24 122 -305 8 215 0 0 -634 -285
Percent of Open Interest Represented by Each Category of Trader
7.2 36.1 0.4 40.0 15.3 1.9 18.9 43.0 0.0 11.7 0.0 0.0 20.0 3.4
Number of Traders in Each Category Total Traders: 52
5 6 . 12 8 4 11 4 . 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 626,882
Positions
34,502 108,053 21,169 299,371 155,341 41,011 49,862 113,765 20,494 23,515 20,600 4,444 132,514 142,005
Changes from: November 16, 2010 Total Change is: -20,541
520 -38,992 8,355 -4,668 1,711 -2,168 -14,098 15,521 4,144 3,367 -233 -5,224 -10,769 -3,655
Percent of Open Interest Represented by Each Category of Trader
5.5 17.2 3.4 47.8 24.8 6.5 8.0 18.1 3.3 3.8 3.3 0.7 21.1 22.7
Number of Traders in Each Category Total Traders: 164
11 23 15 40 26 34 23 29 21 4 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 23, 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 342,063
Positions
826 108,575 29,616 227,645 2,572 11,168 0 138,151 3,675 0 0 0 69,133 48,306
Changes from: November 16, 2010 Total Change is: 29,132
-82 3,870 16,358 5,253 -777 475 0 1,662 -758 -1,725 0 0 9,611 8,302
Percent of Open Interest Represented by Each Category of Trader
0.2 31.7 8.7 66.6 0.8 3.3 0.0 40.4 1.1 0.0 0.0 0.0 20.2 14.1
Number of Traders in Each Category Total Traders: 52
. 10 6 25 . 14 0 15 6 0 0 0
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Traders in Financial Futures- Futures Only Positions as of November 23, 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 742,159
Positions
53,414 59,161 30,319 275,633 236,085 74,511 118,256 83,004 60,389 18,541 84,561 2,425 108,671 111,704
Changes from: November 16, 2010 Total Change is: 52,652
10,776 785 20,521 -18,726 -3,273 6,527 4,810 -4,465 27,460 1,520 1,479 -1,075 839 4,693
Percent of Open Interest Represented by Each Category of Trader
7.2 8.0 4.1 37.1 31.8 10.0 15.9 11.2 8.1 2.5 11.4 0.3 14.6 15.1
Number of Traders in Each Category Total Traders: 200
16 20 14 38 42 41 37 25 25 5 17 .
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Traders in Financial Futures- Futures Only Positions as of November 23, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,476,806
Positions
144,518 263,107 102,357 427,637 330,733 174,761 198,361 202,554 48,749 93,293 25,297 17,117 270,013 312,131
Changes from: November 16, 2010 Total Change is: -47,174
10,750 -71 36,762 1,986 7,260 -16,325 -32,813 -81,557 3,257 -48,887 3,941 5,524 -7,428 -5,965
Percent of Open Interest Represented by Each Category of Trader
9.8 17.8 6.9 29.0 22.4 11.8 13.4 13.7 3.3 6.3 1.7 1.2 18.3 21.1
Number of Traders in Each Category Total Traders: 272
41 30 23 40 45 49 57 40 41 13 6 6
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Traders in Financial Futures- Futures Only Positions as of November 23, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,147,478
Positions
50,305 118,909 25,840 183,710 383,742 160,264 423,181 86,027 53,763 53,699 47,230 8,959 187,757 262,744
Changes from: November 16, 2010 Total Change is: 16,825
-49,214 -394 15,453 5,936 -72,747 28,025 -19,904 -19,295 31,330 -2,959 -431 5,871 2,287 29,013
Percent of Open Interest Represented by Each Category of Trader
4.4 10.4 2.3 16.0 33.4 14.0 36.9 7.5 4.7 4.7 4.1 0.8 16.4 22.9
Number of Traders in Each Category Total Traders: 169
13 20 15 20 38 34 33 25 23 11 9 .
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Traders in Financial Futures- Futures Only Positions as of November 23, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 597,916
Positions
110,129 215,234 225,719 3,000 1,324 953 132,809 27,848 67,789 16,446 3,533 2,100 38,971 53,416
Changes from: November 16, 2010 Total Change is: 21,729
-2,223 -3,821 13,927 -760 -870 -250 6,254 2,680 1,186 -396 2,036 1,199 2,792 5,642
Percent of Open Interest Represented by Each Category of Trader
18.4 36.0 37.8 0.5 0.2 0.2 22.2 4.7 11.3 2.8 0.6 0.4 6.5 8.9
Number of Traders in Each Category Total Traders: 98
31 21 38 . 4 . 20 15 23 . . .
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Traders in Financial Futures- Futures Only Positions as of November 23, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,204,151
Positions
1,994,424 2,816,153 1,686,048 1,267,183 529,204 108,581 839,694 541,902 1,059,786 216,605 414,518 135,092 896,738 912,867
Changes from: November 16, 2010 Total Change is: 131,463
-34,368 218,008 -15,043 59,318 -50,976 4,613 78,056 34,995 -40,188 10,643 -64,510 23,884 44,548 20,680
Percent of Open Interest Represented by Each Category of Trader
24.3 34.3 20.6 15.4 6.5 1.3 10.2 6.6 12.9 2.6 5.1 1.6 10.9 11.1
Number of Traders in Each Category Total Traders: 246
46 46 84 9 10 13 54 49 82 10 12 15
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Traders in Financial Futures- Futures Only Positions as of November 23, 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 17,263
Positions
8,779 12,651 1,301 905 975 67 818 1,447 449 4,800 205 0 144 168
Changes from: November 16, 2010 Total Change is: 1,486
1,777 1,140 0 -1 0 -18 -29 545 -197 0 -40 0 -46 56
Percent of Open Interest Represented by Each Category of Trader
50.9 73.3 7.5 5.2 5.6 0.4 4.7 8.4 2.6 27.8 1.2 0.0 0.8 1.0
Number of Traders in Each Category Total Traders: 30
4 4 . . 5 . . 7 . . . 0
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Traders in Financial Futures- Futures Only Positions as of November 23, 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 50,701
Positions
41,340 30,038 6,184 1,638 1,574 59 460 6,154 699 0 5,676 0 321 317
Changes from: November 16, 2010 Total Change is: 3,969
3,162 3,634 648 -11 -400 0 -269 -410 402 0 38 0 37 57
Percent of Open Interest Represented by Each Category of Trader
81.5 59.2 12.2 3.2 3.1 0.1 0.9 12.1 1.4 0.0 11.2 0.0 0.6 0.6
Number of Traders in Each Category Total Traders: 29
4 5 . . 4 . . 7 . 0 4 0
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Traders in Financial Futures- Futures Only Positions as of November 23, 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 33,749
Positions
14,930 7,046 186 1,275 511 820 9,131 20,512 695 1,703 807 72 4,937 3,100
Changes from: November 16, 2010 Total Change is: 936
-550 -329 33 66 -196 -68 1,319 1,989 -103 201 -250 41 -3 -181
Percent of Open Interest Represented by Each Category of Trader
44.2 20.9 0.6 3.8 1.5 2.4 27.1 60.8 2.1 5.0 2.4 0.2 14.6 9.2
Number of Traders in Each Category Total Traders: 76
7 . . 5 . . 24 19 . 14 4 .
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Traders in Financial Futures- Futures Only Positions as of November 23, 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 149,160
Positions
74,435 31,225 28,563 1,265 863 4,928 1,908 41,941 17,608 1,266 3,294 3,420 15,767 17,318
Changes from: November 16, 2010 Total Change is: -18,583
-2,630 -18,127 -1,038 -2,272 421 692 -664 8,343 -9,777 59 1,287 -141 -2,812 -243
Percent of Open Interest Represented by Each Category of Trader
49.9 20.9 19.1 0.8 0.6 3.3 1.3 28.1 11.8 0.8 2.2 2.3 10.6 11.6
Number of Traders in Each Category Total Traders: 90
4 14 13 . . 5 9 37 29 6 5 9
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Updated November 29, 2010