Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 115,223
Positions
9,795 58,964 5,637 10,831 11,438 236 35,904 10,110 3,745 7,241 4,405 456 41,378 20,232
Changes from: November 16, 2010 Total Change is: -19,408
2,303 -13,620 741 -19 589 84 -18,370 -414 -878 -573 -6,520 -289 -2,407 899
Percent of Open Interest Represented by Each Category of Trader
8.5 51.2 4.9 9.4 9.9 0.2 31.2 8.8 3.3 6.3 3.8 0.4 35.9 17.6
Number of Traders in Each Category Total Traders: 84
7 15 11 4 . . 30 11 13 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 43,224
Positions
5,950 18,285 2,486 1,664 942 348 14,984 7,918 1,288 0 500 0 16,504 11,457
Changes from: November 16, 2010 Total Change is: -4,505
36 -309 -267 -8 50 -50 -3,737 -4,886 351 0 0 0 -830 606
Percent of Open Interest Represented by Each Category of Trader
13.8 42.3 5.8 3.8 2.2 0.8 34.7 18.3 3.0 0.0 1.2 0.0 38.2 26.5
Number of Traders in Each Category Total Traders: 39
6 7 5 . . . 13 8 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 104,398
Positions
17,280 21,631 6,516 7,489 21,469 1,229 39,703 14,445 5,652 1,902 11,267 0 24,628 22,190
Changes from: November 16, 2010 Total Change is: -4,547
3,293 -9,745 236 -25 -1,884 -24 -9,492 4,247 1,291 368 666 0 -194 666
Percent of Open Interest Represented by Each Category of Trader
16.6 20.7 6.2 7.2 20.6 1.2 38.0 13.8 5.4 1.8 10.8 0.0 23.6 21.3
Number of Traders in Each Category Total Traders: 94
10 12 11 4 11 5 32 16 15 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 145,133
Positions
17,872 64,201 9,895 33,178 5,829 1,236 29,454 19,455 7,491 16,846 3,555 5 29,156 33,466
Changes from: November 16, 2010 Total Change is: -1,900
649 -536 81 -370 -752 42 -4,246 846 1,575 3,505 198 -5 -3,131 -3,349
Percent of Open Interest Represented by Each Category of Trader
12.3 44.2 6.8 22.9 4.0 0.9 20.3 13.4 5.2 11.6 2.4 0.0 20.1 23.1
Number of Traders in Each Category Total Traders: 110
11 16 9 11 8 4 26 29 19 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 254,002
Positions
59,796 54,391 25,957 25,153 21,793 2,604 21,231 47,325 32,797 18,282 11,828 9,971 58,212 47,338
Changes from: November 16, 2010 Total Change is: -2,365
7,924 -11,574 2,205 425 1,251 -198 -11,561 4,161 1,759 -1,002 3,775 2,554 -4,471 -6,298
Percent of Open Interest Represented by Each Category of Trader
23.5 21.4 10.2 9.9 8.6 1.0 8.4 18.6 12.9 7.2 4.7 3.9 22.9 18.6
Number of Traders in Each Category Total Traders: 183
22 19 17 18 15 9 30 57 42 9 13 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 129,117
Positions
18,720 81,316 7,649 19,697 3,264 254 44,033 11,831 3,498 748 2,094 719 33,799 18,491
Changes from: November 16, 2010 Total Change is: -3,006
2,929 -3,693 302 -181 -193 0 -4,288 2,399 -299 -840 -47 -75 -554 -1,400
Percent of Open Interest Represented by Each Category of Trader
14.5 63.0 5.9 15.3 2.5 0.2 34.1 9.2 2.7 0.6 1.6 0.6 26.2 14.3
Number of Traders in Each Category Total Traders: 71
8 12 9 4 4 . 25 11 9 . 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 41,873
Positions
8,243 24,463 8,988 0 0 0 14,559 7,242 753 1,255 5 137 7,938 285
Changes from: November 16, 2010 Total Change is: 402
51 -1,050 1,374 0 0 0 -682 499 -260 0 0 0 -81 -161
Percent of Open Interest Represented by Each Category of Trader
19.7 58.4 21.5 0.0 0.0 0.0 34.8 17.3 1.8 3.0 0.0 0.3 19.0 0.7
Number of Traders in Each Category Total Traders: 23
7 9 9 0 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 150,782
Positions
7,442 120,818 747 20,319 150 187 110,943 8,557 488 2,722 16,528 102 7,832 3,205
Changes from: November 16, 2010 Total Change is: 3,159
3,467 2,014 -288 555 0 0 -2,657 1,048 388 75 -199 102 1,517 94
Percent of Open Interest Represented by Each Category of Trader
4.9 80.1 0.5 13.5 0.1 0.1 73.6 5.7 0.3 1.8 11.0 0.1 5.2 2.1
Number of Traders in Each Category Total Traders: 108
7 14 4 8 . . 44 18 . 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 30,969
Positions
2,011 23,296 59 379 0 0 24,704 6,426 0 586 405 0 3,230 783
Changes from: November 16, 2010 Total Change is: -2,454
121 -1,840 -29 -131 -101 0 -2,337 -480 0 0 89 0 -78 -93
Percent of Open Interest Represented by Each Category of Trader
6.5 75.2 0.2 1.2 0.0 0.0 79.8 20.7 0.0 1.9 1.3 0.0 10.4 2.5
Number of Traders in Each Category Total Traders: 45
4 11 . . 0 0 14 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 52,180
Positions
21,279 24,001 566 3,669 3,790 706 16,755 15,226 1,619 412 681 295 6,880 5,297
Changes from: November 16, 2010 Total Change is: 2,724
2,212 637 19 45 -468 163 83 2,132 142 99 49 -19 -21 68
Percent of Open Interest Represented by Each Category of Trader
40.8 46.0 1.1 7.0 7.3 1.4 32.1 29.2 3.1 0.8 1.3 0.6 13.2 10.2
Number of Traders in Each Category Total Traders: 98
18 14 6 6 7 . 27 21 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 104,359
Positions
42,558 48,001 1,131 7,338 7,580 1,411 33,509 30,453 3,238 825 1,361 589 13,759 10,594
Changes from: November 16, 2010 Total Change is: 5,447
4,424 1,274 39 90 -936 326 166 4,264 284 198 98 -38 -42 137
Percent of Open Interest Represented by Each Category of Trader
40.8 46.0 1.1 7.0 7.3 1.4 32.1 29.2 3.1 0.8 1.3 0.6 13.2 10.2
Number of Traders in Each Category Total Traders: 98
18 14 6 6 7 . 27 21 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,056,455
Positions
42,691 295,936 88,557 422,858 139,110 67,173 104,476 161,812 148,500 17,597 28,310 13,741 150,862 113,316
Changes from: November 16, 2010 Total Change is: -21,830
5,748 2,713 1,321 3,693 1,219 -1,580 3,050 3,837 -29,066 -2,747 254 -895 -1,355 367
Percent of Open Interest Represented by Each Category of Trader
4.0 28.0 8.4 40.0 13.2 6.4 9.9 15.3 14.1 1.7 2.7 1.3 14.3 10.7
Number of Traders in Each Category Total Traders: 564
31 49 32 117 68 73 116 134 113 28 20 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 452,100
Positions
45,241 205,053 17,981 145,547 48,143 9,681 60,371 40,909 59,235 7,893 10,544 9,093 97,058 51,462
Changes from: November 16, 2010 Total Change is: -2,414
3,541 4,959 1,449 285 2,023 131 -62 -44 -14,616 -1,054 143 -887 8,798 4,427
Percent of Open Interest Represented by Each Category of Trader
10.0 45.4 4.0 32.2 10.6 2.1 13.4 9.0 13.1 1.7 2.3 2.0 21.5 11.4
Number of Traders in Each Category Total Traders: 148
11 25 11 32 17 16 22 30 43 5 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,021,777
Positions
191,076 658,242 149,053 1,413,539 481,819 260,478 476,887 860,880 189,965 54,390 94,700 17,368 269,020 309,273
Changes from: November 16, 2010 Total Change is: -97,082
12,780 -9,487 -2,383 16,215 -4,840 -7,734 27,318 31,160 -84,008 -3,864 5,156 -4,643 -50,763 -20,302
Percent of Open Interest Represented by Each Category of Trader
6.3 21.8 4.9 46.8 15.9 8.6 15.8 28.5 6.3 1.8 3.1 0.6 8.9 10.2
Number of Traders in Each Category Total Traders: 507
30 43 22 97 61 61 109 127 98 24 16 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 107,140
Positions
17,876 28,640 9,593 48,257 38,380 4,873 14,434 21,600 328 1,907 0 0 9,872 3,726
Changes from: November 16, 2010 Total Change is: 1,251
337 -2,004 -58 399 -476 -36 1,215 3,908 -232 474 0 0 -848 148
Percent of Open Interest Represented by Each Category of Trader
16.7 26.7 9.0 45.0 35.8 4.5 13.5 20.2 0.3 1.8 0.0 0.0 9.2 3.5
Number of Traders in Each Category Total Traders: 88
6 8 . 32 13 11 13 11 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 112,099
Positions
12,317 36,240 22,416 22,239 16,776 2,868 27,269 11,770 13,887 2,134 3,822 211 8,759 4,110
Changes from: November 16, 2010 Total Change is: -13,266
1,387 -5,245 37 -1,584 -58 -19 -7,811 -1,476 -2,987 -598 903 -19 -1,672 -4,402
Percent of Open Interest Represented by Each Category of Trader
11.0 32.3 20.0 19.8 15.0 2.6 24.3 10.5 12.4 1.9 3.4 0.2 7.8 3.7
Number of Traders in Each Category Total Traders: 250
22 32 12 39 17 10 68 45 31 14 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 28,130
Positions
13,556 21,280 797 221 280 0 9,480 3,753 0 492 889 0 3,584 1,131
Changes from: November 16, 2010 Total Change is: -2,355
1,014 -2,367 0 -9 0 0 -3,396 -466 0 -491 889 0 527 -411
Percent of Open Interest Represented by Each Category of Trader
48.2 75.6 2.8 0.8 1.0 0.0 33.7 13.3 0.0 1.7 3.2 0.0 12.7 4.0
Number of Traders in Each Category Total Traders: 30
7 11 . . . 0 5 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 419,844
Positions
94,410 175,404 7,488 110,088 82,482 14,340 146,885 98,024 11,492 8,212 14,665 1,056 25,874 14,893
Changes from: November 16, 2010 Total Change is: -54,556
1,421 -14,834 629 -7,873 -292 -93 -36,572 -19,551 -437 -537 72 -97 -10,998 -19,954
Percent of Open Interest Represented by Each Category of Trader
22.5 41.8 1.8 26.2 19.6 3.4 35.0 23.3 2.7 2.0 3.5 0.3 6.2 3.5
Number of Traders in Each Category Total Traders: 243
21 29 6 38 16 10 69 46 26 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 406,532
Positions
164,758 70,155 5,629 120,680 146,087 21,837 63,689 122,950 7,837 1,432 16,515 0 20,670 15,521
Changes from: November 16, 2010 Total Change is: 4,742
-2,124 8,368 -307 158 2,871 -948 4,625 -3,027 1,869 -409 -2,723 -12 1,890 -1,349
Percent of Open Interest Represented by Each Category of Trader
40.5 17.3 1.4 29.7 35.9 5.4 15.7 30.2 1.9 0.4 4.1 0.0 5.1 3.8
Number of Traders in Each Category Total Traders: 259
18 21 . 58 40 25 41 67 22 4 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 45,144
Positions
11,509 6,812 1,384 15,754 749 104 3,236 15,198 159 1,766 623 0 11,232 20,115
Changes from: November 16, 2010 Total Change is: 4,354
45 181 -309 2,561 -7 -88 415 3,018 106 -194 0 0 1,818 1,453
Percent of Open Interest Represented by Each Category of Trader
25.5 15.1 3.1 34.9 1.7 0.2 7.2 33.7 0.4 3.9 1.4 0.0 24.9 44.6
Number of Traders in Each Category Total Traders: 64
15 10 5 12 . . 6 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 50,318
Positions
11,618 22,057 3,380 5,540 2,647 419 15,086 6,810 1,324 1,655 239 0 11,296 13,442
Changes from: November 16, 2010 Total Change is: 2,776
-807 3,236 1,868 -375 1,031 -165 1,099 -4,085 786 -59 -4 -66 495 175
Percent of Open Interest Represented by Each Category of Trader
23.1 43.8 6.7 11.0 5.3 0.8 30.0 13.5 2.6 3.3 0.5 0.0 22.4 26.7
Number of Traders in Each Category Total Traders: 58
10 16 4 5 . . 12 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 30,202
Positions
0 3,198 0 18,580 16,618 3,806 2,505 4,868 0 495 0 0 4,816 1,712
Changes from: November 16, 2010 Total Change is: -182
0 -870 0 104 1,157 -216 -434 -101 0 0 0 0 364 -152
Percent of Open Interest Represented by Each Category of Trader
0.0 10.6 0.0 61.5 55.0 12.6 8.3 16.1 0.0 1.6 0.0 0.0 15.9 5.7
Number of Traders in Each Category Total Traders: 44
0 . 0 16 16 8 4 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 37,216
Positions
2,663 13,419 137 14,879 5,691 691 7,042 16,001 8 4,351 0 0 7,445 1,269
Changes from: November 16, 2010 Total Change is: -485
-177 113 20 -15 -12 -24 122 -305 8 215 0 0 -634 -285
Percent of Open Interest Represented by Each Category of Trader
7.2 36.1 0.4 40.0 15.3 1.9 18.9 43.0 0.0 11.7 0.0 0.0 20.0 3.4
Number of Traders in Each Category Total Traders: 52
5 6 . 12 8 4 11 4 . 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 737,698
Positions
22,822 100,991 61,090 299,407 155,958 45,586 39,525 101,634 83,128 23,711 18,442 12,041 150,389 158,829
Changes from: November 16, 2010 Total Change is: -27,697
-1,772 -40,028 10,468 -4,698 1,269 -1,538 -19,030 8,008 4,662 3,361 -60 -5,070 -14,082 -5,409
Percent of Open Interest Represented by Each Category of Trader
3.1 13.7 8.3 40.6 21.1 6.2 5.4 13.8 11.3 3.2 2.5 1.6 20.4 21.5
Number of Traders in Each Category Total Traders: 174
11 24 29 42 28 41 24 34 43 5 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 345,574
Positions
0 108,238 31,202 227,645 2,572 11,168 0 136,891 5,722 0 0 0 69,837 49,781
Changes from: November 16, 2010 Total Change is: 28,431
-34 4,103 16,031 5,364 -777 356 0 1,811 -928 -1,725 0 0 9,367 7,834
Percent of Open Interest Represented by Each Category of Trader
0.0 31.3 9.0 65.9 0.7 3.2 0.0 39.6 1.7 0.0 0.0 0.0 20.2 14.4
Number of Traders in Each Category Total Traders: 52
0 11 7 25 . 14 0 15 7 0 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 786,499
Positions
53,478 59,182 35,062 275,633 236,060 74,536 116,588 78,903 97,102 17,547 84,685 5,358 111,196 115,612
Changes from: November 16, 2010 Total Change is: 56,026
10,993 -552 21,615 -18,726 -3,040 6,294 760 -7,402 33,807 1,804 1,598 -1,321 800 5,026
Percent of Open Interest Represented by Each Category of Trader
6.8 7.5 4.5 35.0 30.0 9.5 14.8 10.0 12.3 2.2 10.8 0.7 14.1 14.7
Number of Traders in Each Category Total Traders: 202
17 19 18 38 42 41 39 25 30 6 16 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,022,937
Positions
125,622 234,618 324,501 463,064 354,080 193,067 158,623 205,157 276,044 113,581 25,468 77,744 290,691 332,257
Changes from: November 16, 2010 Total Change is: -104,587
10,761 -5,533 26,627 -27,816 1,842 -22,757 -32,973 -87,951 -8,030 -36,101 3,482 3,533 -17,832 -15,802
Percent of Open Interest Represented by Each Category of Trader
6.2 11.6 16.0 22.9 17.5 9.5 7.8 10.1 13.6 5.6 1.3 3.8 14.4 16.4
Number of Traders in Each Category Total Traders: 289
42 31 65 42 46 60 61 43 84 18 6 11
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,275,856
Positions
50,119 111,607 61,397 180,318 386,615 166,965 425,478 89,405 111,697 55,407 46,045 18,349 206,125 283,776
Changes from: November 16, 2010 Total Change is: 5,040
-49,434 488 14,507 3,221 -78,481 25,530 -25,045 -19,220 25,635 -117 -372 6,275 4,468 30,679
Percent of Open Interest Represented by Each Category of Trader
3.9 8.7 4.8 14.1 30.3 13.1 33.3 7.0 8.8 4.3 3.6 1.4 16.2 22.2
Number of Traders in Each Category Total Traders: 175
15 19 31 20 38 36 33 30 35 11 9 6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,245,609
Positions
112,288 204,819 305,934 6,746 1,137 1,549 103,548 26,909 460,691 27,829 3,353 184,912 42,113 56,305
Changes from: November 16, 2010 Total Change is: 19,012
-2,512 -2,172 14,049 -566 -580 -561 8,437 709 -4,366 -1,727 2,632 3,699 2,559 5,602
Percent of Open Interest Represented by Each Category of Trader
9.0 16.4 24.6 0.5 0.1 0.1 8.3 2.2 37.0 2.2 0.3 14.8 3.4 4.5
Number of Traders in Each Category Total Traders: 111
35 20 43 4 . 4 27 18 34 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is13,460,707
Positions
1,859,889 2,832,286 3,030,977 1,267,147 557,161 176,875 813,885 297,530 4,409,103 187,044 421,155 756,808 958,980 978,812
Changes from: November 16, 2010 Total Change is: 330,889
-106,083 180,193 66,878 61,682 -47,397 -9,760 101,560 11,295 86,923 3,974 -64,105 81,259 44,457 25,604
Percent of Open Interest Represented by Each Category of Trader
13.8 21.0 22.5 9.4 4.1 1.3 6.0 2.2 32.8 1.4 3.1 5.6 7.1 7.3
Number of Traders in Each Category Total Traders: 281
40 57 94 10 13 19 78 47 106 12 17 22
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 17,263
Positions
8,779 12,651 1,301 905 975 67 818 1,447 449 4,800 205 0 144 168
Changes from: November 16, 2010 Total Change is: 1,486
1,777 1,140 0 -1 0 -18 -29 545 -197 0 -40 0 -46 56
Percent of Open Interest Represented by Each Category of Trader
50.9 73.3 7.5 5.2 5.6 0.4 4.7 8.4 2.6 27.8 1.2 0.0 0.8 1.0
Number of Traders in Each Category Total Traders: 30
4 4 . . 5 . . 7 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 50,701
Positions
41,340 30,038 6,184 1,638 1,574 59 460 6,154 699 0 5,676 0 321 317
Changes from: November 16, 2010 Total Change is: 3,969
3,162 3,634 648 -11 -400 0 -269 -410 402 0 38 0 37 57
Percent of Open Interest Represented by Each Category of Trader
81.5 59.2 12.2 3.2 3.1 0.1 0.9 12.1 1.4 0.0 11.2 0.0 0.6 0.6
Number of Traders in Each Category Total Traders: 29
4 5 . . 4 . . 7 . 0 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 34,670
Positions
14,917 7,046 245 1,275 511 820 9,119 20,591 1,407 1,704 812 72 5,109 3,165
Changes from: November 16, 2010 Total Change is: 1,002
-554 -329 33 66 -196 -68 1,365 2,032 -81 200 -251 41 -1 -179
Percent of Open Interest Represented by Each Category of Trader
43.0 20.3 0.7 3.7 1.5 2.4 26.3 59.4 4.1 4.9 2.3 0.2 14.7 9.1
Number of Traders in Each Category Total Traders: 81
7 . . 5 . . 24 20 7 15 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 149,160
Positions
74,435 31,225 28,563 1,265 863 4,928 1,908 41,941 17,608 1,266 3,294 3,420 15,767 17,318
Changes from: November 16, 2010 Total Change is: -18,583
-2,630 -18,127 -1,038 -2,272 421 692 -664 8,343 -9,777 59 1,287 -141 -2,812 -243
Percent of Open Interest Represented by Each Category of Trader
49.9 20.9 19.1 0.8 0.6 3.3 1.3 28.1 11.8 0.8 2.2 2.3 10.6 11.6
Number of Traders in Each Category Total Traders: 90
4 14 13 . . 5 9 37 29 6 5 9
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Updated November 29, 2010