Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 138,810
Positions
7,682 69,435 4,131 10,113 10,747 67 57,906 13,578 4,369 7,633 15,502 691 46,218 20,291
Changes from: November 2, 2010 Total Change is: 18,861
1,222 13,602 -2,158 733 851 0 20,129 -642 -2,429 -678 8,425 -120 2,163 1,333
Percent of Open Interest Represented by Each Category of Trader
5.5 50.0 3.0 7.3 7.7 0.0 41.7 9.8 3.1 5.5 11.2 0.5 33.3 14.6
Number of Traders in Each Category Total Traders: 87
6 16 9 . . . 31 13 13 12 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 53,944
Positions
5,285 22,526 2,411 1,760 922 338 25,440 15,477 943 0 500 0 17,766 10,827
Changes from: November 2, 2010 Total Change is: 1,924
-12 1,348 -134 18 -20 20 4,079 1,691 -612 0 0 0 -1,435 -368
Percent of Open Interest Represented by Each Category of Trader
9.8 41.8 4.5 3.3 1.7 0.6 47.2 28.7 1.7 0.0 0.9 0.0 32.9 20.1
Number of Traders in Each Category Total Traders: 46
4 11 6 . . . 18 8 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 105,517
Positions
13,319 25,994 5,751 7,638 22,274 1,026 41,290 14,566 3,732 2,034 11,134 0 30,727 21,041
Changes from: November 2, 2010 Total Change is: 3,245
-2,639 4,455 20 -888 1,975 -13 3,301 -785 -856 -353 484 0 4,673 -2,035
Percent of Open Interest Represented by Each Category of Trader
12.6 24.6 5.5 7.2 21.1 1.0 39.1 13.8 3.5 1.9 10.6 0.0 29.1 19.9
Number of Traders in Each Category Total Traders: 88
10 10 10 4 11 4 31 14 17 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 151,974
Positions
15,151 77,724 7,208 35,743 4,899 1,086 37,200 11,537 5,198 14,211 4,453 8 36,169 39,861
Changes from: November 2, 2010 Total Change is: -6,585
1,299 -9,021 -1,537 -1,883 -491 -64 -12,806 -662 -4,122 8,654 122 -2 3,878 9,193
Percent of Open Interest Represented by Each Category of Trader
10.0 51.1 4.7 23.5 3.2 0.7 24.5 7.6 3.4 9.4 2.9 0.0 23.8 26.2
Number of Traders in Each Category Total Traders: 110
9 17 9 12 8 4 29 24 17 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 259,664
Positions
51,329 84,360 20,754 26,480 17,505 2,766 34,464 40,810 29,703 22,695 5,786 5,839 65,632 52,140
Changes from: November 2, 2010 Total Change is: -25,561
-2,491 -3,623 -8,333 816 -2,411 616 -9,272 6,599 -9,380 4,917 -864 -3,067 632 -5,099
Percent of Open Interest Represented by Each Category of Trader
19.8 32.5 8.0 10.2 6.7 1.1 13.3 15.7 11.4 8.7 2.2 2.2 25.3 20.1
Number of Traders in Each Category Total Traders: 176
22 17 17 18 14 7 37 45 37 13 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 140,520
Positions
10,155 95,776 6,595 21,313 3,108 184 59,255 8,023 3,197 609 3,869 888 38,325 18,882
Changes from: November 2, 2010 Total Change is: 364
2,417 3,377 -610 336 -308 0 -2,901 1,657 -2,524 -17 -355 -225 3,887 -648
Percent of Open Interest Represented by Each Category of Trader
7.2 68.2 4.7 15.2 2.2 0.1 42.2 5.7 2.3 0.4 2.8 0.6 27.3 13.4
Number of Traders in Each Category Total Traders: 69
7 14 8 4 4 . 24 10 7 . 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 42,113
Positions
7,554 25,279 7,507 0 0 0 15,484 6,752 1,388 1,255 16 606 8,319 565
Changes from: November 2, 2010 Total Change is: 1,116
388 454 0 0 0 0 657 512 0 0 0 0 71 150
Percent of Open Interest Represented by Each Category of Trader
17.9 60.0 17.8 0.0 0.0 0.0 36.8 16.0 3.3 3.0 0.0 1.4 19.8 1.3
Number of Traders in Each Category Total Traders: 23
7 9 8 0 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 146,142
Positions
3,189 114,420 443 19,125 150 48 110,624 8,094 8 4,360 20,464 0 8,345 2,515
Changes from: November 2, 2010 Total Change is: 10,271
-3,023 7,412 91 33 0 0 11,649 -544 -8 -37 2,496 0 1,566 824
Percent of Open Interest Represented by Each Category of Trader
2.2 78.3 0.3 13.1 0.1 0.0 75.7 5.5 0.0 3.0 14.0 0.0 5.7 1.7
Number of Traders in Each Category Total Traders: 117
9 16 . 10 . . 51 12 . 8 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 31,494
Positions
1,785 24,204 88 496 0 0 25,028 6,102 0 559 252 0 3,538 848
Changes from: November 2, 2010 Total Change is: 3,141
26 2,955 47 64 -127 0 3,048 518 0 22 102 0 -66 -354
Percent of Open Interest Represented by Each Category of Trader
5.7 76.9 0.3 1.6 0.0 0.0 79.5 19.4 0.0 1.8 0.8 0.0 11.2 2.7
Number of Traders in Each Category Total Traders: 40
. 11 . . 0 0 13 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 52,608
Positions
18,185 25,333 763 3,706 4,114 588 20,178 13,635 1,617 275 874 359 6,938 5,327
Changes from: November 2, 2010 Total Change is: 2,478
2,008 1,849 119 328 -239 -15 774 1,683 -66 -3 -481 -23 -644 -349
Percent of Open Interest Represented by Each Category of Trader
34.6 48.2 1.5 7.0 7.8 1.1 38.4 25.9 3.1 0.5 1.7 0.7 13.2 10.1
Number of Traders in Each Category Total Traders: 95
15 18 5 6 7 . 30 14 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 105,216
Positions
36,371 50,665 1,526 7,412 8,227 1,175 40,356 27,271 3,233 550 1,748 719 13,875 10,653
Changes from: November 2, 2010 Total Change is: 4,956
4,017 3,698 238 655 -478 -30 1,549 3,366 -132 -7 -961 -45 -1,288 -699
Percent of Open Interest Represented by Each Category of Trader
34.6 48.2 1.5 7.0 7.8 1.1 38.4 25.9 3.1 0.5 1.7 0.7 13.2 10.1
Number of Traders in Each Category Total Traders: 95
15 18 5 6 7 . 30 14 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 1,058,363
Positions
31,918 306,665 84,547 423,263 126,969 69,980 101,768 145,736 179,520 21,008 30,305 15,001 131,358 99,640
Changes from: November 2, 2010 Total Change is: 46,032
5,336 12,886 2,164 4,793 -6,779 943 -3,050 9,827 27,341 1,703 -719 2,068 4,732 -1,699
Percent of Open Interest Represented by Each Category of Trader
3.0 29.0 8.0 40.0 12.0 6.6 9.6 13.8 17.0 2.0 2.9 1.4 12.4 9.4
Number of Traders in Each Category Total Traders: 585
30 56 32 124 61 73 113 133 109 30 37 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 446,604
Positions
41,799 195,245 12,671 146,465 45,700 10,896 63,021 36,113 76,333 8,471 11,048 9,165 77,784 49,432
Changes from: November 2, 2010 Total Change is: 20,513
1,398 6,791 -556 -1,341 954 145 2,434 3,373 13,199 43 -299 808 4,383 -3,902
Percent of Open Interest Represented by Each Category of Trader
9.4 43.7 2.8 32.8 10.2 2.4 14.1 8.1 17.1 1.9 2.5 2.1 17.4 11.1
Number of Traders in Each Category Total Traders: 157
12 26 9 31 17 17 19 36 46 5 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 3,058,794
Positions
163,863 770,367 146,117 1,410,076 432,431 269,337 454,271 808,643 255,400 62,795 96,396 29,066 267,870 251,039
Changes from: November 2, 2010 Total Change is: 127,591
24,674 35,457 8,615 33,199 -36,134 1,462 -267 59,419 43,558 8,218 -2,187 6,384 1,747 11,016
Percent of Open Interest Represented by Each Category of Trader
5.4 25.2 4.8 46.1 14.1 8.8 14.9 26.4 8.3 2.1 3.2 1.0 8.8 8.2
Number of Traders in Each Category Total Traders: 522
28 50 23 105 53 61 112 120 92 27 27 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 105,973
Positions
14,699 32,610 9,839 49,686 35,929 4,887 12,136 16,944 2,106 1,460 0 0 11,160 3,657
Changes from: November 2, 2010 Total Change is: 127
-39 -626 -174 1,634 -2,456 -147 -2,770 685 1,586 -13 0 0 50 1,259
Percent of Open Interest Represented by Each Category of Trader
13.9 30.8 9.3 46.9 33.9 4.6 11.5 16.0 2.0 1.4 0.0 0.0 10.5 3.5
Number of Traders in Each Category Total Traders: 82
6 8 . 27 13 10 14 11 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 117,039
Positions
11,315 41,261 19,947 26,631 16,957 2,240 29,419 12,830 14,630 2,615 3,535 274 9,968 5,364
Changes from: November 2, 2010 Total Change is: 1,802
1,756 1,763 688 1,728 -573 85 -3,442 -323 2,455 886 406 -327 -2,025 -2,371
Percent of Open Interest Represented by Each Category of Trader
9.7 35.3 17.0 22.8 14.5 1.9 25.1 11.0 12.5 2.2 3.0 0.2 8.5 4.6
Number of Traders in Each Category Total Traders: 254
24 31 11 39 20 11 72 39 27 15 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 27,955
Positions
11,300 20,701 800 258 280 0 11,158 4,159 0 746 0 0 3,693 2,015
Changes from: November 2, 2010 Total Change is: 3,064
342 2,683 797 13 0 0 1,497 1,870 0 405 0 0 10 -2,286
Percent of Open Interest Represented by Each Category of Trader
40.4 74.1 2.9 0.9 1.0 0.0 39.9 14.9 0.0 2.7 0.0 0.0 13.2 7.2
Number of Traders in Each Category Total Traders: 27
6 10 . . . 0 5 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 445,423
Positions
91,380 194,107 4,428 131,864 83,384 11,200 151,866 103,916 12,592 9,347 17,677 1,371 31,376 16,748
Changes from: November 2, 2010 Total Change is: -6,310
7,262 -4,407 -739 8,576 -2,867 423 -16,846 -3,114 4,423 698 326 70 -10,175 -425
Percent of Open Interest Represented by Each Category of Trader
20.5 43.6 1.0 29.6 18.7 2.5 34.1 23.3 2.8 2.1 4.0 0.3 7.0 3.8
Number of Traders in Each Category Total Traders: 248
23 29 5 39 19 11 72 40 23 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 397,530
Positions
162,167 65,336 5,500 121,993 140,439 22,350 57,289 121,987 6,694 1,897 18,796 10 19,630 16,418
Changes from: November 2, 2010 Total Change is: -3,713
-2,561 2,632 3,773 1,990 -5,637 994 -8,361 -6,978 -594 -9 1,265 4 1,050 827
Percent of Open Interest Represented by Each Category of Trader
40.8 16.4 1.4 30.7 35.3 5.6 14.4 30.7 1.7 0.5 4.7 0.0 4.9 4.1
Number of Traders in Each Category Total Traders: 247
17 21 . 52 39 23 38 66 22 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 37,669
Positions
12,502 6,920 2,279 8,481 867 149 2,593 7,882 145 1,684 623 0 9,836 18,804
Changes from: November 2, 2010 Total Change is: 3,890
509 1,133 848 2,597 -52 -180 -1,557 1,525 -30 1,054 0 0 649 646
Percent of Open Interest Represented by Each Category of Trader
33.2 18.4 6.1 22.5 2.3 0.4 6.9 20.9 0.4 4.5 1.7 0.0 26.1 49.9
Number of Traders in Each Category Total Traders: 55
16 9 5 10 . . 6 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 46,925
Positions
19,040 19,681 996 6,219 1,582 655 10,494 11,756 39 450 265 0 9,032 11,951
Changes from: November 2, 2010 Total Change is: 120
-4,868 1,029 329 1,337 -1,006 -53 3,511 -119 -95 -20 -47 -8 -13 90
Percent of Open Interest Represented by Each Category of Trader
40.6 41.9 2.1 13.3 3.4 1.4 22.4 25.1 0.1 1.0 0.6 0.0 19.2 25.5
Number of Traders in Each Category Total Traders: 52
13 10 . 7 . . 8 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 29,959
Positions
0 3,965 0 18,473 14,428 3,973 3,084 5,242 0 281 0 0 4,148 2,351
Changes from: November 2, 2010 Total Change is: -124
0 1,102 0 -1,104 -1,922 217 250 231 0 0 0 0 513 248
Percent of Open Interest Represented by Each Category of Trader
0.0 13.2 0.0 61.7 48.2 13.3 10.3 17.5 0.0 0.9 0.0 0.0 13.8 7.8
Number of Traders in Each Category Total Traders: 44
0 . 0 16 15 8 4 6 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 36,046
Positions
2,600 12,019 117 16,289 5,084 796 4,639 16,686 0 3,567 0 0 8,038 1,344
Changes from: November 2, 2010 Total Change is: 1,443
-414 218 37 1,013 8 89 277 1,953 0 30 0 0 411 -862
Percent of Open Interest Represented by Each Category of Trader
7.2 33.3 0.3 45.2 14.1 2.2 12.9 46.3 0.0 9.9 0.0 0.0 22.3 3.7
Number of Traders in Each Category Total Traders: 49
5 5 . 13 7 5 8 6 0 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 778,018
Positions
27,487 105,407 43,951 306,872 165,419 69,868 81,610 136,401 63,352 20,900 25,301 9,707 154,270 158,609
Changes from: November 2, 2010 Total Change is: 7,730
3,483 -5,157 3,958 -15,439 17,650 -8,250 25,410 -3,878 -2,575 3,109 -6,388 1,065 -3,031 11,306
Percent of Open Interest Represented by Each Category of Trader
3.5 13.5 5.6 39.4 21.3 9.0 10.5 17.5 8.1 2.7 3.3 1.2 19.8 20.4
Number of Traders in Each Category Total Traders: 174
9 20 25 45 26 43 31 32 42 6 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 299,921
Positions
0 104,661 14,538 205,826 6,594 10,591 1,755 113,512 7,263 4,350 0 0 55,598 42,763
Changes from: November 2, 2010 Total Change is: 44,137
-2,034 8,180 7,519 29,515 6,594 1,396 -80 10,488 4,935 1,150 0 0 1,736 5,024
Percent of Open Interest Represented by Each Category of Trader
0.0 34.9 4.8 68.6 2.2 3.5 0.6 37.8 2.4 1.5 0.0 0.0 18.5 14.3
Number of Traders in Each Category Total Traders: 52
0 12 8 23 . 13 . 12 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 777,069
Positions
41,068 74,774 19,249 289,339 245,140 72,137 159,686 107,526 56,808 17,933 86,781 4,911 115,938 109,741
Changes from: November 2, 2010 Total Change is: 13,988
-6,951 9,484 7,227 82,422 9,406 -20,772 -29,247 49,285 -4,715 -6,975 -37,832 -3,238 -3,764 5,142
Percent of Open Interest Represented by Each Category of Trader
5.3 9.6 2.5 37.2 31.5 9.3 20.5 13.8 7.3 2.3 11.2 0.6 14.9 14.1
Number of Traders in Each Category Total Traders: 213
12 28 15 37 44 42 38 29 25 5 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 2,151,832
Positions
121,891 282,108 261,509 490,955 317,364 217,069 206,228 331,820 278,021 160,114 27,737 84,180 331,864 352,023
Changes from: November 2, 2010 Total Change is: 4,720
34,387 -35,950 -6,943 -36,127 10,507 -16,183 10,131 59,239 -9,966 20,642 1,737 -6,065 14,846 8,344
Percent of Open Interest Represented by Each Category of Trader
5.7 13.1 12.2 22.8 14.7 10.1 9.6 15.4 12.9 7.4 1.3 3.9 15.4 16.4
Number of Traders in Each Category Total Traders: 300
38 33 60 42 48 58 54 62 77 16 7 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 1,323,817
Positions
116,407 125,603 55,090 153,336 493,449 144,962 501,583 101,243 82,814 48,872 45,797 8,080 212,673 266,778
Changes from: November 2, 2010 Total Change is: 132,502
58,072 -10,070 -9,281 -13,100 98,722 -13,224 99,511 42,660 13,082 -2,199 4,583 -2,089 1,731 8,119
Percent of Open Interest Represented by Each Category of Trader
8.8 9.5 4.2 11.6 37.3 11.0 37.9 7.6 6.3 3.7 3.5 0.6 16.1 20.2
Number of Traders in Each Category Total Traders: 180
17 18 27 20 43 38 38 28 34 8 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 1,241,634
Positions
127,754 210,439 289,968 6,394 318 2,460 88,622 28,693 473,364 31,484 265 181,816 39,772 54,311
Changes from: November 2, 2010 Total Change is: 48,836
2,226 6,738 20,761 2,724 -987 370 1,491 1,681 13,745 1,793 265 2,424 3,302 3,838
Percent of Open Interest Represented by Each Category of Trader
10.3 16.9 23.4 0.5 0.0 0.2 7.1 2.3 38.1 2.5 0.0 14.6 3.2 4.4
Number of Traders in Each Category Total Traders: 108
33 21 42 4 . 4 30 15 34 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 is13,742,101
Positions
1,881,558 2,824,055 3,070,126 1,175,449 589,137 163,991 1,038,139 312,643 4,518,366 175,807 472,928 741,662 977,004 1,049,192
Changes from: November 2, 2010 Total Change is: -151,548
274,462 -208,805 130,407 64,063 41,687 51,827 -442,288 15,426 24,819 -18,187 -46,812 -212,359 -24,293 52,262
Percent of Open Interest Represented by Each Category of Trader
13.7 20.6 22.3 8.6 4.3 1.2 7.6 2.3 32.9 1.3 3.4 5.4 7.1 7.6
Number of Traders in Each Category Total Traders: 288
45 56 99 9 12 17 73 58 105 11 18 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 15,463
Positions
6,991 10,108 1,300 939 841 56 859 2,538 251 4,800 275 0 267 94
Changes from: November 2, 2010 Total Change is: 1,029
1,127 1,046 0 -42 0 42 -120 -93 0 0 42 0 22 -8
Percent of Open Interest Represented by Each Category of Trader
45.2 65.4 8.4 6.1 5.4 0.4 5.6 16.4 1.6 31.0 1.8 0.0 1.7 0.6
Number of Traders in Each Category Total Traders: 31
4 4 . . 5 . 5 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 44,100
Positions
35,017 24,747 4,169 1,621 1,428 151 2,333 7,618 250 30 5,638 0 529 99
Changes from: November 2, 2010 Total Change is: -1,900
-3,931 -3,217 1,108 19 330 15 533 256 250 30 -492 0 76 -150
Percent of Open Interest Represented by Each Category of Trader
79.4 56.1 9.5 3.7 3.2 0.3 5.3 17.3 0.6 0.1 12.8 0.0 1.2 0.2
Number of Traders in Each Category Total Traders: 32
4 5 . . . . 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 39,192
Positions
18,024 7,666 188 284 786 1,034 11,585 22,696 1,246 2,530 1,258 3 4,297 4,315
Changes from: November 2, 2010 Total Change is: -1,655
-1,617 101 35 -76 59 -49 1,251 -2,988 305 -1,003 135 -89 -410 837
Percent of Open Interest Represented by Each Category of Trader
46.0 19.6 0.5 0.7 2.0 2.6 29.6 57.9 3.2 6.5 3.2 0.0 11.0 11.0
Number of Traders in Each Category Total Traders: 91
8 . . . . . 21 30 8 14 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 147,291
Positions
70,649 39,906 24,447 2,164 627 4,021 1,699 32,606 25,705 456 2,295 4,447 13,703 13,237
Changes from: November 2, 2010 Total Change is: 3,003
-6,419 -6,027 3,408 33 187 1,137 317 -341 6,533 -448 63 -102 -1,456 -1,855
Percent of Open Interest Represented by Each Category of Trader
48.0 27.1 16.6 1.5 0.4 2.7 1.2 22.1 17.5 0.3 1.6 3.0 9.3 9.0
Number of Traders in Each Category Total Traders: 78
4 13 13 4 . 6 6 30 30 . 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 9, 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 15,228
Positions
477 13,579 0 11,171 0 2 2,047 673 5 0 0 0 1,526 969
Changes from: November 2, 2010 Total Change is: 350
4 42 0 -44 0 2 213 9 5 0 0 0 170 292
Percent of Open Interest Represented by Each Category of Trader
3.1 89.2 0.0 73.4 0.0 0.0 13.4 4.4 0.0 0.0 0.0 0.0 10.0 6.4
Number of Traders in Each Category Total Traders: 24
. . 0 9 0 . 8 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 15, 2010