Traders in Financial Futures- Futures Only Positions as of November 30, 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 100,245 Positions 9,431 56,174 1,781 11,101 11,025 42 28,978 8,009 2,706 7,179 3,987 0 39,027 16,521 Changes from: November 23, 2010 Total Change is: -5,197 -1,084 -2,100 -442 270 -413 -194 -5,834 -2,110 1,598 -294 0 0 783 -1,536 Percent of Open Interest Represented by Each Category of Trader 9.4 56.0 1.8 11.1 11.0 0.0 28.9 8.0 2.7 7.2 4.0 0.0 38.9 16.5 Number of Traders in Each Category Total Traders: 80 8 13 5 4 . . 30 11 6 10 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 43,600 Positions 7,030 18,548 2,015 2,255 917 287 16,152 11,044 162 0 500 0 15,699 10,127 Changes from: November 23, 2010 Total Change is: 3,535 547 217 1,053 591 -25 -61 1,299 2,927 161 0 0 0 -55 -737 Percent of Open Interest Represented by Each Category of Trader 16.1 42.5 4.6 5.2 2.1 0.7 37.0 25.3 0.4 0.0 1.1 0.0 36.0 23.2 Number of Traders in Each Category Total Traders: 46 6 8 4 . . . 15 11 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 85,587 Positions 22,359 10,563 2,931 10,751 20,667 1,020 26,372 18,090 851 2,170 10,267 0 19,133 21,198 Changes from: November 23, 2010 Total Change is: -8,327 5,245 -10,218 1,120 3,262 -529 -199 -13,658 2,285 -175 268 -1,000 0 -4,190 389 Percent of Open Interest Represented by Each Category of Trader 26.1 12.3 3.4 12.6 24.1 1.2 30.8 21.1 1.0 2.5 12.0 0.0 22.4 24.8 Number of Traders in Each Category Total Traders: 85 12 9 6 5 11 5 20 21 7 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 133,069 Positions 16,145 66,213 4,780 34,651 5,536 1,087 31,861 20,030 1,034 18,851 3,788 0 24,660 30,601 Changes from: November 23, 2010 Total Change is: 3,449 -915 1,203 -23 1,473 35 -149 2,651 1,464 -27 2,000 499 0 -1,561 447 Percent of Open Interest Represented by Each Category of Trader 12.1 49.8 3.6 26.0 4.2 0.8 23.9 15.1 0.8 14.2 2.8 0.0 18.5 23.0 Number of Traders in Each Category Total Traders: 102 12 15 8 11 6 4 25 24 7 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 203,930 Positions 64,873 55,860 4,752 26,106 21,679 3,155 31,464 50,009 3,593 13,832 13,977 207 55,948 50,698 Changes from: November 23, 2010 Total Change is: 16,741 3,442 783 -552 957 1,565 562 10,316 2,076 -918 -4,565 1,727 -210 7,709 11,708 Percent of Open Interest Represented by Each Category of Trader 31.8 27.4 2.3 12.8 10.6 1.5 15.4 24.5 1.8 6.8 6.9 0.1 27.4 24.9 Number of Traders in Each Category Total Traders: 159 21 16 8 18 16 10 25 43 17 7 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 117,302 Positions 21,408 78,101 4,899 18,859 2,826 154 38,334 12,856 720 2,270 1,959 13 30,645 15,774 Changes from: November 23, 2010 Total Change is: -696 2,236 -3,625 1,554 -838 9 -100 -5,155 833 714 1,051 43 0 -158 -124 Percent of Open Interest Represented by Each Category of Trader 18.3 66.6 4.2 16.1 2.4 0.1 32.7 11.0 0.6 1.9 1.7 0.0 26.1 13.4 Number of Traders in Each Category Total Traders: 69 9 12 5 4 . . 22 11 4 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 43,401 Positions 7,592 23,867 11,186 0 0 0 14,517 7,248 627 1,255 5 137 8,087 331 Changes from: November 23, 2010 Total Change is: 1,528 -651 -596 2,198 0 0 0 -42 6 -126 0 0 0 149 46 Percent of Open Interest Represented by Each Category of Trader 17.5 55.0 25.8 0.0 0.0 0.0 33.4 16.7 1.4 2.9 0.0 0.3 18.6 0.8 Number of Traders in Each Category Total Traders: 22 5 10 9 0 0 0 . . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 134,618 Positions 8,444 111,320 392 21,825 150 0 95,337 3,815 714 1,816 16,315 0 6,090 1,912 Changes from: November 23, 2010 Total Change is: -16,164 1,002 -9,498 -355 1,506 0 -187 -15,606 -4,742 226 -906 -213 -102 -1,742 -1,293 Percent of Open Interest Represented by Each Category of Trader 6.3 82.7 0.3 16.2 0.1 0.0 70.8 2.8 0.5 1.3 12.1 0.0 4.5 1.4 Number of Traders in Each Category Total Traders: 94 6 14 . 7 . 0 42 11 . 7 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 27,575 Positions 1,910 20,022 95 125 0 0 21,567 6,072 0 586 150 0 3,292 1,236 Changes from: November 23, 2010 Total Change is: -3,394 -101 -3,274 36 -254 0 0 -3,137 -354 0 0 -255 0 62 453 Percent of Open Interest Represented by Each Category of Trader 6.9 72.6 0.3 0.5 0.0 0.0 78.2 22.0 0.0 2.1 0.5 0.0 11.9 4.5 Number of Traders in Each Category Total Traders: 37 4 11 . . 0 0 11 8 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 48,594 Positions 22,012 23,721 501 3,283 3,935 359 14,749 12,800 427 515 840 8 6,742 6,005 Changes from: November 23, 2010 Total Change is: -2,073 751 -280 -64 -387 145 -347 -2,023 -2,499 -85 140 209 8 -67 840 Percent of Open Interest Represented by Each Category of Trader 45.3 48.8 1.0 6.8 8.1 0.7 30.4 26.3 0.9 1.1 1.7 0.0 13.9 12.4 Number of Traders in Each Category Total Traders: 95 17 14 . 4 7 . 29 18 12 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 97,188 Positions 44,024 47,441 1,001 6,565 7,870 717 29,498 25,599 854 1,030 1,680 16 13,483 12,010 Changes from: November 23, 2010 Total Change is: -4,145 1,502 -560 -127 -773 290 -694 -4,046 -4,997 -170 280 417 16 -133 1,680 Percent of Open Interest Represented by Each Category of Trader 45.3 48.8 1.0 6.8 8.1 0.7 30.4 26.3 0.9 1.1 1.7 0.0 13.9 12.4 Number of Traders in Each Category Total Traders: 95 17 14 . 4 7 . 29 18 12 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 941,143 Positions 43,891 299,748 85,076 423,682 141,570 66,123 100,714 151,491 64,380 16,569 24,062 4,646 136,063 104,048 Changes from: November 23, 2010 Total Change is: 4,262 1,231 4,184 4,986 300 1,826 1,473 -2,568 -10,752 1,130 -798 -1,870 2,190 -3,682 1,095 Percent of Open Interest Represented by Each Category of Trader 4.7 31.8 9.0 45.0 15.0 7.0 10.7 16.1 6.8 1.8 2.6 0.5 14.5 11.1 Number of Traders in Each Category Total Traders: 533 32 47 23 122 63 65 108 121 67 23 17 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 364,644 Positions 44,285 202,462 14,607 144,772 47,321 7,224 56,749 40,913 1,852 6,090 6,631 4,018 85,047 39,616 Changes from: November 23, 2010 Total Change is: -4,959 -189 -2,623 2,132 -1,276 -1,504 -53 -2,549 878 183 -1,646 -2,192 3,106 -4,667 -4,886 Percent of Open Interest Represented by Each Category of Trader 12.1 55.5 4.0 39.7 13.0 2.0 15.6 11.2 0.5 1.7 1.8 1.1 23.3 10.9 Number of Traders in Each Category Total Traders: 133 11 26 8 32 16 14 15 28 9 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 2,882,495 Positions 184,781 673,180 165,591 1,424,205 500,899 264,841 484,593 817,661 47,868 52,394 87,154 3,140 255,082 322,161 Changes from: November 23, 2010 Total Change is: 46,106 -6,569 20,367 27,941 10,556 19,323 4,957 -245 -58,298 4,883 -1,629 -4,262 1,288 4,924 29,907 Percent of Open Interest Represented by Each Category of Trader 6.4 23.4 5.7 49.4 17.4 9.2 16.8 28.4 1.7 1.8 3.0 0.1 8.8 11.2 Number of Traders in Each Category Total Traders: 491 30 42 11 102 57 55 106 118 46 21 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 107,572 Positions 17,612 27,184 9,871 47,904 38,717 4,703 13,605 23,062 1,066 1,759 0 0 11,052 2,969 Changes from: November 23, 2010 Total Change is: 437 -264 -1,456 278 -353 337 -170 -829 1,465 739 -148 0 0 1,184 -756 Percent of Open Interest Represented by Each Category of Trader 16.4 25.3 9.2 44.5 36.0 4.4 12.6 21.4 1.0 1.6 0.0 0.0 10.3 2.8 Number of Traders in Each Category Total Traders: 89 6 8 . 33 14 10 13 11 . 4 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 107,048 Positions 14,361 37,393 17,518 20,983 16,362 2,591 26,829 10,100 11,985 2,218 4,419 19 10,544 6,663 Changes from: November 23, 2010 Total Change is: -3,723 2,062 1,132 -4,830 -1,256 -414 -277 -715 -1,837 -795 138 572 0 1,949 2,726 Percent of Open Interest Represented by Each Category of Trader 13.4 34.9 16.4 19.6 15.3 2.4 25.1 9.4 11.2 2.1 4.1 0.0 9.9 6.2 Number of Traders in Each Category Total Traders: 243 22 28 12 37 17 10 72 37 21 14 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 26,647 Positions 10,951 19,399 638 210 280 0 7,920 4,371 0 492 889 0 6,436 1,070 Changes from: November 23, 2010 Total Change is: -1,459 -2,605 -1,881 -159 -11 0 0 -1,560 618 0 0 0 0 2,876 -37 Percent of Open Interest Represented by Each Category of Trader 41.1 72.8 2.4 0.8 1.1 0.0 29.7 16.4 0.0 1.8 3.3 0.0 24.2 4.0 Number of Traders in Each Category Total Traders: 29 6 10 . . . 0 4 5 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 402,007 Positions 93,712 166,632 7,735 103,865 80,410 12,957 146,907 81,003 7,563 8,631 17,648 95 20,542 27,964 Changes from: November 23, 2010 Total Change is: -11,320 -581 -8,852 562 -6,223 -2,072 -1,383 -1,356 -17,857 1,608 688 2,859 0 -4,635 13,815 Percent of Open Interest Represented by Each Category of Trader 23.3 41.5 1.9 25.8 20.0 3.2 36.5 20.1 1.9 2.1 4.4 0.0 5.1 7.0 Number of Traders in Each Category Total Traders: 236 21 25 4 36 16 10 72 39 14 13 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 400,520 Positions 160,132 73,402 7,414 119,915 146,668 21,920 67,366 117,431 4,898 1,260 15,462 0 17,615 13,325 Changes from: November 23, 2010 Total Change is: -4,927 -4,626 3,247 1,785 -765 581 83 3,693 -5,466 -2,089 -118 -1,053 0 -2,890 -2,015 Percent of Open Interest Represented by Each Category of Trader 40.0 18.3 1.9 29.9 36.6 5.5 16.8 29.3 1.2 0.3 3.9 0.0 4.4 3.3 Number of Traders in Each Category Total Traders: 254 18 21 . 62 38 25 43 60 18 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 45,596 Positions 12,991 7,715 1,347 14,372 729 73 2,524 15,710 18 2,438 623 0 11,833 19,381 Changes from: November 23, 2010 Total Change is: 452 1,482 903 -37 -1,382 -20 -31 -712 512 -141 672 0 0 601 -734 Percent of Open Interest Represented by Each Category of Trader 28.5 16.9 3.0 31.5 1.6 0.2 5.5 34.5 0.0 5.3 1.4 0.0 26.0 42.5 Number of Traders in Each Category Total Traders: 58 14 12 5 11 . . 4 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 53,021 Positions 10,645 28,760 3,611 5,926 1,822 419 15,200 4,283 1,552 1,440 225 0 14,228 12,349 Changes from: November 23, 2010 Total Change is: 2,703 -973 6,703 231 386 -825 0 114 -2,527 228 -215 -14 0 2,932 -1,093 Percent of Open Interest Represented by Each Category of Trader 20.1 54.2 6.8 11.2 3.4 0.8 28.7 8.1 2.9 2.7 0.4 0.0 26.8 23.3 Number of Traders in Each Category Total Traders: 54 7 20 . 5 . . 10 7 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 29,013 Positions 0 2,110 0 17,291 16,619 3,783 2,743 4,694 0 495 0 0 4,701 1,807 Changes from: November 23, 2010 Total Change is: -1,189 0 -1,088 0 -1,289 1 -23 238 -174 0 0 0 0 -115 95 Percent of Open Interest Represented by Each Category of Trader 0.0 7.3 0.0 59.6 57.3 13.0 9.5 16.2 0.0 1.7 0.0 0.0 16.2 6.2 Number of Traders in Each Category Total Traders: 42 0 . 0 16 16 8 . 4 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 37,512 Positions 3,035 13,927 117 15,512 5,458 630 7,186 15,537 19 4,387 0 0 6,626 1,824 Changes from: November 23, 2010 Total Change is: 296 372 508 -20 633 -233 -61 144 -464 11 36 0 0 -819 555 Percent of Open Interest Represented by Each Category of Trader 8.1 37.1 0.3 41.4 14.6 1.7 19.2 41.4 0.1 11.7 0.0 0.0 17.7 4.9 Number of Traders in Each Category Total Traders: 51 5 7 . 13 7 4 10 . . 6 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 634,661 Positions 21,453 97,213 53,949 297,029 151,325 40,652 46,797 110,094 15,879 22,285 24,815 50 136,567 140,684 Changes from: November 23, 2010 Total Change is: 7,779 -13,049 -10,840 32,780 -2,342 -4,016 -359 -3,065 -3,671 -4,615 -1,230 4,215 -4,394 4,053 -1,321 Percent of Open Interest Represented by Each Category of Trader 3.4 15.3 8.5 46.8 23.8 6.4 7.4 17.3 2.5 3.5 3.9 0.0 21.5 22.2 Number of Traders in Each Category Total Traders: 144 6 17 15 40 26 31 17 29 16 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 332,705 Positions 0 119,358 33,063 227,183 0 12,564 0 119,326 356 0 0 0 59,539 48,038 Changes from: November 23, 2010 Total Change is: -9,358 -826 10,783 3,447 -462 -2,572 1,396 0 -18,825 -3,319 0 0 0 -9,594 -268 Percent of Open Interest Represented by Each Category of Trader 0.0 35.9 9.9 68.3 0.0 3.8 0.0 35.9 0.1 0.0 0.0 0.0 17.9 14.4 Number of Traders in Each Category Total Traders: 49 0 11 6 27 0 12 0 11 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 678,768 Positions 45,026 53,544 13,555 285,516 238,752 69,755 98,166 78,386 35,661 26,050 80,224 3,497 101,542 105,394 Changes from: November 23, 2010 Total Change is: -63,391 -8,388 -5,617 -16,764 9,883 2,667 -4,756 -20,090 -4,618 -24,728 7,509 -4,337 1,072 -7,129 -6,310 Percent of Open Interest Represented by Each Category of Trader 6.6 7.9 2.0 42.1 35.2 10.3 14.5 11.5 5.3 3.8 11.8 0.5 15.0 15.5 Number of Traders in Each Category Total Traders: 181 12 19 13 35 37 36 30 26 19 5 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,353,052 Positions 116,371 202,875 77,869 469,804 333,390 142,312 107,782 184,330 54,244 72,671 29,513 7,611 304,388 320,908 Changes from: November 23, 2010 Total Change is: -123,754 -28,147 -60,232 -24,488 42,167 2,657 -32,449 -90,579 -18,224 5,495 -20,622 4,216 -9,506 34,375 8,777 Percent of Open Interest Represented by Each Category of Trader 8.6 15.0 5.8 34.7 24.6 10.5 8.0 13.6 4.0 5.4 2.2 0.6 22.5 23.7 Number of Traders in Each Category Total Traders: 233 30 24 14 36 43 43 39 42 29 12 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,036,706 Positions 39,500 110,481 30,035 232,427 353,982 156,987 308,849 61,257 30,757 42,785 51,654 2,664 192,702 238,889 Changes from: November 23, 2010 Total Change is: -110,772 -10,805 -8,428 4,195 48,717 -29,760 -3,277 -114,332 -24,770 -23,006 -10,914 4,424 -6,295 4,945 -23,855 Percent of Open Interest Represented by Each Category of Trader 3.8 10.7 2.9 22.4 34.1 15.1 29.8 5.9 3.0 4.1 5.0 0.3 18.6 23.0 Number of Traders in Each Category Total Traders: 151 13 18 18 19 36 33 27 20 20 8 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 626,706 Positions 105,846 233,815 230,192 3,000 1,202 953 157,327 23,987 69,301 20,474 10,438 2,543 37,070 54,275 Changes from: November 23, 2010 Total Change is: 28,790 -4,283 18,581 4,473 0 -122 0 24,518 -3,861 1,512 4,028 6,905 443 -1,901 859 Percent of Open Interest Represented by Each Category of Trader 16.9 37.3 36.7 0.5 0.2 0.2 25.1 3.8 11.1 3.3 1.7 0.4 5.9 8.7 Number of Traders in Each Category Total Traders: 108 30 23 39 . 4 . 30 13 25 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 8,083,590 Positions 2,175,969 2,795,109 1,608,866 1,296,878 448,411 69,409 633,817 648,235 1,101,109 239,208 400,602 124,450 833,884 887,399 Changes from: November 23, 2010 Total Change is: -120,561 181,545 -21,044 -77,182 29,695 -80,793 -39,172 -205,877 106,333 41,323 22,603 -13,916 -10,642 -62,854 -25,468 Percent of Open Interest Represented by Each Category of Trader 26.9 34.6 19.9 16.0 5.5 0.9 7.8 8.0 13.6 3.0 5.0 1.5 10.3 11.0 Number of Traders in Each Category Total Traders: 253 47 44 81 11 10 12 54 53 85 12 16 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 19,105 Positions 9,762 13,517 1,312 1,022 960 63 766 1,552 1,257 4,800 265 0 123 179 Changes from: November 23, 2010 Total Change is: 1,842 983 866 11 117 -15 -4 -52 105 808 0 60 0 -21 11 Percent of Open Interest Represented by Each Category of Trader 51.1 70.8 6.9 5.3 5.0 0.3 4.0 8.1 6.6 25.1 1.4 0.0 0.6 0.9 Number of Traders in Each Category Total Traders: 30 4 4 . . 5 . . 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 58,174 Positions 44,645 32,790 8,457 1,973 1,834 59 677 7,580 1,873 0 5,501 0 490 80 Changes from: November 23, 2010 Total Change is: 7,473 3,305 2,752 2,273 335 260 0 217 1,426 1,174 0 -175 0 169 -237 Percent of Open Interest Represented by Each Category of Trader 76.7 56.4 14.5 3.4 3.2 0.1 1.2 13.0 3.2 0.0 9.5 0.0 0.8 0.1 Number of Traders in Each Category Total Traders: 31 4 5 . . 4 . 5 7 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 34,435 Positions 15,439 7,046 186 1,275 312 768 9,033 21,165 1,343 1,280 650 0 5,111 2,965 Changes from: November 23, 2010 Total Change is: 686 509 0 0 0 -199 -52 -98 653 648 -423 -157 -72 174 -135 Percent of Open Interest Represented by Each Category of Trader 44.8 20.5 0.5 3.7 0.9 2.2 26.2 61.5 3.9 3.7 1.9 0.0 14.8 8.6 Number of Traders in Each Category Total Traders: 64 7 . . 4 . . 23 17 . 8 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 147,299 Positions 65,549 25,448 29,510 4,725 456 5,007 1,394 42,261 18,038 1,145 3,573 3,623 18,308 19,383 Changes from: November 23, 2010 Total Change is: -1,861 -8,886 -5,777 947 3,460 -407 79 -514 320 430 -121 279 203 2,541 2,065 Percent of Open Interest Represented by Each Category of Trader 44.5 17.3 20.0 3.2 0.3 3.4 0.9 28.7 12.2 0.8 2.4 2.5 12.4 13.2 Number of Traders in Each Category Total Traders: 93 7 13 16 5 . 5 7 38 34 6 6 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 30, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 14,556 Positions 458 13,941 0 10,963 0 0 1,737 201 7 0 0 0 1,391 407 Changes from: November 23, 2010 Total Change is: -209 -8 -74 0 -163 0 -2 -287 -105 7 0 0 0 244 -35 Percent of Open Interest Represented by Each Category of Trader 3.1 95.8 0.0 75.3 0.0 0.0 11.9 1.4 0.0 0.0 0.0 0.0 9.6 2.8 Number of Traders in Each Category Total Traders: 21 . . 0 9 0 0 8 . . 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 3, 2010