Traders in Financial Futures - Options and Futures Combined 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 110,532
Positions
8,372 56,924 6,077 11,101 11,025 42 30,095 7,772 5,451 6,946 4,343 563 41,885 18,336
Changes from: November 23, 2010 Total Change is: -4,691
-1,423 -2,040 440 270 -413 -194 -5,809 -2,338 1,706 -295 -62 107 507 -1,896
Percent of Open Interest Represented by Each Category of Trader
7.6 51.5 5.5 10.0 10.0 0.0 27.2 7.0 4.9 6.3 3.9 0.5 37.9 16.6
Number of Traders in Each Category Total Traders: 83
7 14 9 4 . . 29 13 16 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 46,808
Positions
6,314 18,486 3,701 2,255 917 287 16,265 10,866 1,598 0 500 0 16,388 10,453
Changes from: November 23, 2010 Total Change is: 3,584
364 201 1,215 591 -25 -61 1,281 2,948 310 0 0 0 -115 -1,004
Percent of Open Interest Represented by Each Category of Trader
13.5 39.5 7.9 4.8 2.0 0.6 34.7 23.2 3.4 0.0 1.1 0.0 35.0 22.3
Number of Traders in Each Category Total Traders: 48
6 8 7 . . . 16 12 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 98,723
Positions
21,341 12,052 8,980 10,751 20,742 1,020 26,520 15,738 7,369 2,170 10,267 0 20,572 22,555
Changes from: November 23, 2010 Total Change is: -5,675
4,061 -9,579 2,465 3,262 -727 -209 -13,184 1,293 1,717 268 -1,000 0 -4,056 365
Percent of Open Interest Represented by Each Category of Trader
21.6 12.2 9.1 10.9 21.0 1.0 26.9 15.9 7.5 2.2 10.4 0.0 20.8 22.8
Number of Traders in Each Category Total Traders: 87
11 11 11 5 12 6 23 18 17 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 148,921
Positions
16,909 65,095 10,216 34,651 5,871 1,087 31,889 20,763 7,738 18,851 4,133 0 27,579 34,017
Changes from: November 23, 2010 Total Change is: 3,788
-963 893 321 1,473 43 -149 2,434 1,308 247 2,005 578 -5 -1,577 551
Percent of Open Interest Represented by Each Category of Trader
11.4 43.7 6.9 23.3 3.9 0.7 21.4 13.9 5.2 12.7 2.8 0.0 18.5 22.8
Number of Traders in Each Category Total Traders: 114
11 17 14 11 8 4 27 30 21 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 292,460
Positions
59,869 54,315 32,410 26,106 24,119 3,168 33,027 46,863 41,791 14,290 14,908 13,671 68,127 61,214
Changes from: November 23, 2010 Total Change is: 38,458
73 -76 6,454 953 2,326 564 11,796 -462 8,994 -3,992 3,080 3,701 9,915 13,877
Percent of Open Interest Represented by Each Category of Trader
20.5 18.6 11.1 8.9 8.2 1.1 11.3 16.0 14.3 4.9 5.1 4.7 23.3 20.9
Number of Traders in Each Category Total Traders: 188
20 18 19 18 17 11 37 48 46 17 12 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 129,669
Positions
20,986 78,195 9,094 18,859 2,979 154 39,000 11,984 5,051 1,868 2,126 590 34,068 19,496
Changes from: November 23, 2010 Total Change is: 552
2,266 -3,121 1,445 -838 -286 -100 -5,032 153 1,553 1,119 32 -129 269 1,005
Percent of Open Interest Represented by Each Category of Trader
16.2 60.3 7.0 14.5 2.3 0.1 30.1 9.2 3.9 1.4 1.6 0.5 26.3 15.0
Number of Traders in Each Category Total Traders: 70
9 12 9 4 4 . 26 7 11 . 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 43,487
Positions
7,592 23,867 11,186 0 0 0 14,517 7,248 627 1,255 5 137 8,173 417
Changes from: November 23, 2010 Total Change is: 1,614
-651 -596 2,198 0 0 0 -42 6 -126 0 0 0 235 132
Percent of Open Interest Represented by Each Category of Trader
17.5 54.9 25.7 0.0 0.0 0.0 33.4 16.7 1.4 2.9 0.0 0.3 18.8 1.0
Number of Traders in Each Category Total Traders: 22
5 10 9 0 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 50,139
Positions
22,015 23,721 502 3,283 3,935 359 14,738 12,731 1,537 552 893 311 6,843 6,151
Changes from: November 23, 2010 Total Change is: -2,041
736 -280 -64 -387 145 -347 -2,016 -2,495 -82 140 212 16 -37 854
Percent of Open Interest Represented by Each Category of Trader
43.9 47.3 1.0 6.5 7.8 0.7 29.4 25.4 3.1 1.1 1.8 0.6 13.6 12.3
Number of Traders in Each Category Total Traders: 96
17 14 4 4 7 . 28 19 14 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 100,277
Positions
44,029 47,441 1,004 6,565 7,870 717 29,477 25,462 3,073 1,105 1,786 621 13,686 12,303
Changes from: November 23, 2010 Total Change is: -4,082
1,471 -560 -127 -773 290 -694 -4,033 -4,990 -165 280 425 32 -74 1,708
Percent of Open Interest Represented by Each Category of Trader
43.9 47.3 1.0 6.5 7.8 0.7 29.4 25.4 3.1 1.1 1.8 0.6 13.6 12.3
Number of Traders in Each Category Total Traders: 96
17 14 4 4 7 . 28 19 14 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,062,033
Positions
43,777 299,985 93,495 423,148 140,870 68,717 101,720 150,364 150,607 16,614 26,500 16,459 147,496 115,035
Changes from: November 23, 2010 Total Change is: 5,578
1,086 4,049 4,938 289 1,760 1,544 -2,756 -11,448 2,107 -983 -1,810 2,718 -3,366 1,719
Percent of Open Interest Represented by Each Category of Trader
4.1 28.2 8.8 39.8 13.3 6.5 9.6 14.2 14.2 1.6 2.5 1.5 13.9 10.8
Number of Traders in Each Category Total Traders: 560
33 47 34 121 65 70 114 130 116 26 24 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 446,185
Positions
45,147 202,410 19,672 144,287 46,577 9,657 58,614 42,984 57,332 6,087 8,002 12,776 92,614 46,775
Changes from: November 23, 2010 Total Change is: -5,915
-95 -2,643 1,691 -1,260 -1,565 -23 -1,758 2,075 -1,903 -1,806 -2,543 3,682 -4,444 -4,686
Percent of Open Interest Represented by Each Category of Trader
10.1 45.4 4.4 32.3 10.4 2.2 13.1 9.6 12.8 1.4 1.8 2.9 20.8 10.5
Number of Traders in Each Category Total Traders: 151
11 26 12 32 16 18 18 37 47 . 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,079,242
Positions
183,800 678,522 178,468 1,424,017 501,178 265,586 476,590 797,960 205,316 52,635 92,494 18,419 274,410 341,298
Changes from: November 23, 2010 Total Change is: 57,465
-7,276 20,281 29,414 10,478 19,359 5,109 -296 -62,920 15,351 -1,756 -2,206 1,051 5,390 32,026
Percent of Open Interest Represented by Each Category of Trader
6.0 22.0 5.8 46.2 16.3 8.6 15.5 25.9 6.7 1.7 3.0 0.6 8.9 11.1
Number of Traders in Each Category Total Traders: 504
31 42 23 101 59 58 108 123 98 23 17 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 107,575
Positions
17,612 27,184 9,871 47,904 38,717 4,703 13,605 23,062 1,068 1,759 0 0 11,054 2,971
Changes from: November 23, 2010 Total Change is: 436
-264 -1,456 278 -353 337 -170 -829 1,462 740 -148 0 0 1,182 -755
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 - Options and Futures Combined 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 108,527
Positions
14,385 37,369 17,592 20,983 16,362 2,591 26,487 9,914 13,216 2,320 4,411 216 10,737 6,856
Changes from: November 23, 2010 Total Change is: -3,572
2,068 1,130 -4,824 -1,256 -414 -277 -782 -1,856 -671 186 589 5 1,979 2,746
Percent of Open Interest Represented by Each Category of Trader
13.3 34.4 16.2 19.3 15.1 2.4 24.4 9.1 12.2 2.1 4.1 0.2 9.9 6.3
Number of Traders in Each Category Total Traders: 245
22 28 12 37 17 10 73 37 30 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 26,672
Positions
10,951 19,399 638 210 280 0 7,920 4,371 0 492 889 0 6,461 1,095
Changes from: November 23, 2010 Total Change is: -1,458
-2,605 -1,881 -159 -11 0 0 -1,560 618 0 0 0 0 2,877 -36
Percent of Open Interest Represented by Each Category of Trader
41.1 72.7 2.4 0.8 1.0 0.0 29.7 16.4 0.0 1.8 3.3 0.0 24.2 4.1
Number of Traders in Each Category Total Traders: 29
6 10 . . . 0 4 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 409,275
Positions
93,879 166,561 8,060 103,865 80,410 12,957 145,194 80,075 13,719 9,140 17,609 1,081 21,382 28,803
Changes from: November 23, 2010 Total Change is: -10,569
-532 -8,843 572 -6,223 -2,072 -1,383 -1,691 -17,949 2,227 928 2,944 25 -4,492 13,910
Percent of Open Interest Represented by Each Category of Trader
22.9 40.7 2.0 25.4 19.6 3.2 35.5 19.6 3.4 2.2 4.3 0.3 5.2 7.0
Number of Traders in Each Category Total Traders: 238
21 25 6 36 16 10 73 39 24 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 401,807
Positions
160,136 73,402 7,414 119,915 146,668 21,920 67,387 117,467 5,889 1,357 15,462 0 17,789 13,585
Changes from: November 23, 2010 Total Change is: -4,725
-4,622 3,247 1,785 -765 581 83 3,698 -5,483 -1,949 -75 -1,053 0 -2,881 -1,936
Percent of Open Interest Represented by Each Category of Trader
39.9 18.3 1.8 29.8 36.5 5.5 16.8 29.2 1.5 0.3 3.8 0.0 4.4 3.4
Number of Traders in Each Category Total Traders: 256
18 21 . 62 38 25 43 62 23 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 691,752
Positions
19,174 96,327 67,168 297,766 151,151 46,470 45,028 107,745 41,635 22,204 24,395 3,280 149,028 153,582
Changes from: November 23, 2010 Total Change is: -45,947
-3,648 -4,664 6,078 -1,641 -4,807 884 5,503 6,111 -41,493 -1,507 5,953 -8,761 -1,361 -5,247
Percent of Open Interest Represented by Each Category of Trader
2.8 13.9 9.7 43.0 21.9 6.7 6.5 15.6 6.0 3.2 3.5 0.5 21.5 22.2
Number of Traders in Each Category Total Traders: 147
5 18 19 40 27 39 20 28 32 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 333,397
Positions
0 119,061 33,386 227,183 0 12,564 0 119,406 373 0 0 0 59,891 48,608
Changes from: November 23, 2010 Total Change is: -12,177
0 10,823 2,184 -462 -2,572 1,396 0 -17,485 -5,350 0 0 0 -9,945 -1,173
Percent of Open Interest Represented by Each Category of Trader
0.0 35.7 10.0 68.1 0.0 3.8 0.0 35.8 0.1 0.0 0.0 0.0 18.0 14.6
Number of Traders in Each Category Total Traders: 49
0 11 6 27 0 12 0 11 . 0 0 0
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Traders in Financial Futures - Options and Futures Combined 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 :
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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 702,482
Positions
45,271 55,156 15,014 285,516 239,071 70,112 92,387 71,430 60,127 25,376 79,604 5,665 103,013 106,303
Changes from: November 23, 2010 Total Change is: -84,017
-8,206 -4,026 -20,048 9,883 3,011 -4,424 -24,200 -7,473 -36,975 7,829 -5,081 308 -8,184 -9,309
Percent of Open Interest Represented by Each Category of Trader
6.4 7.9 2.1 40.6 34.0 10.0 13.2 10.2 8.6 3.6 11.3 0.8 14.7 15.1
Number of Traders in Each Category Total Traders: 183
12 20 14 35 37 36 29 28 24 6 15 4
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Traders in Financial Futures - Options and Futures Combined 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 :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,647,817
Positions
106,934 203,503 185,312 477,207 353,469 156,033 106,828 180,738 172,258 91,321 28,772 32,051 319,874 335,681
Changes from: November 23, 2010 Total Change is: -375,120
-18,688 -31,114 -139,189 14,144 -611 -37,034 -51,795 -24,420 -103,787 -22,260 3,304 -45,694 29,183 3,424
Percent of Open Interest Represented by Each Category of Trader
6.5 12.3 11.2 29.0 21.5 9.5 6.5 11.0 10.5 5.5 1.7 1.9 19.4 20.4
Number of Traders in Each Category Total Traders: 239
33 23 40 36 44 46 42 40 64 15 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
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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 1,106,917
Positions
34,413 113,926 45,257 238,774 356,515 158,798 306,388 58,023 67,878 44,352 48,210 8,822 202,235 249,488
Changes from: November 23, 2010 Total Change is: -168,939
-15,707 2,319 -16,140 58,457 -30,099 -8,167 -119,090 -31,382 -43,820 -11,055 2,166 -9,528 -3,890 -34,289
Percent of Open Interest Represented by Each Category of Trader
3.1 10.3 4.1 21.6 32.2 14.3 27.7 5.2 6.1 4.0 4.4 0.8 18.3 22.5
Number of Traders in Each Category Total Traders: 153
12 20 25 19 36 34 31 17 29 9 9 5
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Traders in Financial Futures - Options and Futures Combined 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,266,260
Positions
107,572 226,488 305,683 5,665 1,055 1,350 135,715 23,768 451,359 30,177 10,642 189,189 39,550 56,725
Changes from: November 23, 2010 Total Change is: 20,650
-4,715 21,670 -252 -1,080 -82 -199 32,167 -3,141 -9,332 2,348 7,289 4,277 -2,563 420
Percent of Open Interest Represented by Each Category of Trader
8.5 17.9 24.1 0.4 0.1 0.1 10.7 1.9 35.6 2.4 0.8 14.9 3.1 4.5
Number of Traders in Each Category Total Traders: 119
36 20 44 4 . 4 35 15 37 . 4 .
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Traders in Financial Futures - Options and Futures Combined 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is13,518,122
Positions
2,044,574 2,834,206 2,963,218 1,296,273 477,354 148,814 619,203 359,717 4,540,719 215,716 440,072 784,863 904,741 969,159
Changes from: November 23, 2010 Total Change is: 57,415
184,685 1,920 -67,759 29,126 -79,807 -28,060 -194,681 62,187 131,615 28,672 18,917 28,055 -54,238 -9,652
Percent of Open Interest Represented by Each Category of Trader
15.1 21.0 21.9 9.6 3.5 1.1 4.6 2.7 33.6 1.6 3.3 5.8 6.7 7.2
Number of Traders in Each Category Total Traders: 290
47 49 91 11 13 20 78 51 113 14 22 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
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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 - Options and Futures Combined 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 :
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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 - Options and Futures Combined 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 35,522
Positions
15,402 7,046 262 1,275 312 768 8,970 21,188 2,238 1,282 653 0 5,325 3,055
Changes from: November 23, 2010 Total Change is: 852
485 0 17 0 -199 -52 -149 597 830 -422 -158 -72 216 -110
Percent of Open Interest Represented by Each Category of Trader
43.4 19.8 0.7 3.6 0.9 2.2 25.3 59.6 6.3 3.6 1.8 0.0 15.0 8.6
Number of Traders in Each Category Total Traders: 69
7 . . 4 . . 24 17 7 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
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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 - Options and Futures Combined 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 :
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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
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Updated December 3, 2010