Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 120,631
Positions
9,196 64,770 6,103 11,557 10,078 43 40,120 11,390 4,200 7,237 6,004 324 41,851 17,719
Changes from: November 30, 2010 Total Change is: 10,099
824 7,846 26 456 -947 1 10,026 3,618 -1,251 291 1,661 -240 -34 -616
Percent of Open Interest Represented by Each Category of Trader
7.6 53.7 5.1 9.6 8.4 0.0 33.3 9.4 3.5 6.0 5.0 0.3 34.7 14.7
Number of Traders in Each Category Total Traders: 79
6 16 9 4 . . 27 11 11 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 44,633
Positions
6,850 19,607 2,827 1,801 884 315 16,796 10,249 632 0 500 0 15,412 9,619
Changes from: November 30, 2010 Total Change is: -2,175
537 1,121 -874 -454 -33 28 531 -617 -967 0 0 0 -976 -834
Percent of Open Interest Represented by Each Category of Trader
15.3 43.9 6.3 4.0 2.0 0.7 37.6 23.0 1.4 0.0 1.1 0.0 34.5 21.6
Number of Traders in Each Category Total Traders: 42
6 9 5 . . . 14 8 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 92,595
Positions
22,592 5,149 13,991 8,413 21,760 1,019 21,912 19,207 3,987 1,746 5,467 0 18,936 22,016
Changes from: November 30, 2010 Total Change is: -6,127
1,251 -6,903 5,010 -2,338 1,018 -1 -4,608 3,469 -3,381 -424 -4,800 0 -1,636 -539
Percent of Open Interest Represented by Each Category of Trader
24.4 5.6 15.1 9.1 23.5 1.1 23.7 20.7 4.3 1.9 5.9 0.0 20.5 23.8
Number of Traders in Each Category Total Traders: 85
11 11 12 4 13 5 19 20 15 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 141,987
Positions
17,281 60,976 10,336 34,325 6,279 1,389 24,214 18,482 5,684 18,758 3,911 44 29,956 34,887
Changes from: November 30, 2010 Total Change is: -6,934
372 -4,119 119 -326 407 302 -7,675 -2,281 -2,054 -93 -222 44 2,377 870
Percent of Open Interest Represented by Each Category of Trader
12.2 42.9 7.3 24.2 4.4 1.0 17.1 13.0 4.0 13.2 2.8 0.0 21.1 24.6
Number of Traders in Each Category Total Traders: 101
11 17 11 11 8 5 24 21 17 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 236,446
Positions
69,832 36,551 30,626 23,282 22,958 2,673 17,736 49,000 22,721 12,736 6,482 5,790 51,050 59,643
Changes from: November 30, 2010 Total Change is: -56,015
9,963 -17,763 -1,784 -2,824 -1,161 -495 -15,292 2,137 -19,069 -1,554 -8,426 -7,881 -17,077 -1,571
Percent of Open Interest Represented by Each Category of Trader
29.5 15.5 13.0 9.8 9.7 1.1 7.5 20.7 9.6 5.4 2.7 2.4 21.6 25.2
Number of Traders in Each Category Total Traders: 164
22 16 18 14 16 11 28 46 35 9 13 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 132,701
Positions
11,197 86,268 16,684 18,278 3,156 154 48,733 4,689 4,254 812 2,032 287 32,303 15,178
Changes from: November 30, 2010 Total Change is: 3,032
-9,788 8,073 7,590 -581 178 0 9,733 -7,296 -797 -1,056 -95 -303 -1,766 -4,318
Percent of Open Interest Represented by Each Category of Trader
8.4 65.0 12.6 13.8 2.4 0.1 36.7 3.5 3.2 0.6 1.5 0.2 24.3 11.4
Number of Traders in Each Category Total Traders: 67
9 13 10 4 4 . 25 7 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 51,680
Positions
10,091 28,190 10,878 0 0 0 17,095 8,963 2,831 1,255 0 0 9,529 817
Changes from: November 30, 2010 Total Change is: 8,193
2,499 4,323 -308 0 0 0 2,578 1,715 2,204 0 -5 -137 1,356 400
Percent of Open Interest Represented by Each Category of Trader
19.5 54.5 21.0 0.0 0.0 0.0 33.1 17.3 5.5 2.4 0.0 0.0 18.4 1.6
Number of Traders in Each Category Total Traders: 22
5 10 11 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 143,823
Positions
13,194 100,594 7,483 22,069 150 0 78,447 6,468 13,148 2,045 13,618 203 7,234 2,159
Changes from: November 30, 2010 Total Change is: 9,205
4,750 -10,726 7,091 244 0 0 -16,890 2,653 12,434 229 -2,697 203 1,144 247
Percent of Open Interest Represented by Each Category of Trader
9.2 69.9 5.2 15.3 0.1 0.0 54.5 4.5 9.1 1.4 9.5 0.1 5.0 1.5
Number of Traders in Each Category Total Traders: 98
7 15 4 8 . 0 38 14 5 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 27,595
Positions
2,137 19,926 689 460 0 0 20,475 5,104 28 586 376 0 3,220 1,472
Changes from: November 30, 2010 Total Change is: 20
227 -96 594 335 0 0 -1,092 -968 28 0 226 0 -72 236
Percent of Open Interest Represented by Each Category of Trader
7.7 72.2 2.5 1.7 0.0 0.0 74.2 18.5 0.1 2.1 1.4 0.0 11.7 5.3
Number of Traders in Each Category Total Traders: 40
5 11 5 . 0 0 12 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 49,945
Positions
18,285 25,515 941 3,593 3,204 363 17,252 11,741 2,034 385 334 402 6,690 5,412
Changes from: November 30, 2010 Total Change is: -194
-3,729 1,794 439 310 -732 4 2,514 -991 498 -167 -559 91 -153 -739
Percent of Open Interest Represented by Each Category of Trader
36.6 51.1 1.9 7.2 6.4 0.7 34.5 23.5 4.1 0.8 0.7 0.8 13.4 10.8
Number of Traders in Each Category Total Traders: 98
14 18 5 6 7 . 33 14 13 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 99,890
Positions
36,571 51,029 1,882 7,185 6,407 725 34,504 23,481 4,068 770 669 804 13,381 10,824
Changes from: November 30, 2010 Total Change is: -387
-7,458 3,588 879 620 -1,463 8 5,027 -1,981 995 -335 -1,117 182 -305 -1,478
Percent of Open Interest Represented by Each Category of Trader
36.6 51.1 1.9 7.2 6.4 0.7 34.5 23.5 4.1 0.8 0.7 0.8 13.4 10.8
Number of Traders in Each Category Total Traders: 98
14 18 5 6 7 . 33 14 13 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 1,121,798
Positions
50,566 321,675 98,709 419,066 125,282 65,783 100,743 154,775 180,880 17,103 27,120 27,963 160,985 119,611
Changes from: November 30, 2010 Total Change is: 59,765
6,789 21,690 5,214 -4,081 -15,589 -2,934 -977 4,411 30,273 489 620 11,503 13,488 4,576
Percent of Open Interest Represented by Each Category of Trader
4.5 28.7 8.8 37.4 11.2 5.9 9.0 13.8 16.1 1.5 2.4 2.5 14.4 10.7
Number of Traders in Each Category Total Traders: 575
37 47 39 121 58 70 113 144 128 25 30 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 477,658
Positions
49,540 216,147 20,316 140,984 42,720 9,430 67,354 47,132 63,846 9,053 8,811 17,596 99,539 51,659
Changes from: November 30, 2010 Total Change is: 31,473
4,393 13,737 644 -3,303 -3,857 -227 8,740 4,148 6,515 2,966 809 4,821 6,925 4,884
Percent of Open Interest Represented by Each Category of Trader
10.4 45.3 4.3 29.5 8.9 2.0 14.1 9.9 13.4 1.9 1.8 3.7 20.8 10.8
Number of Traders in Each Category Total Traders: 153
11 26 13 30 15 17 19 36 48 5 11 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 3,220,699
Positions
209,602 732,111 187,496 1,417,529 439,924 254,646 488,542 859,810 263,572 58,359 109,655 33,724 307,228 339,760
Changes from: November 30, 2010 Total Change is: 141,457
25,801 53,589 9,029 -6,488 -61,254 -10,940 11,951 61,850 58,256 5,725 17,161 15,305 32,818 -1,538
Percent of Open Interest Represented by Each Category of Trader
6.5 22.7 5.8 44.0 13.7 7.9 15.2 26.7 8.2 1.8 3.4 1.0 9.5 10.5
Number of Traders in Each Category Total Traders: 514
35 42 30 100 52 60 109 134 110 22 20 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 108,343
Positions
15,870 28,426 11,520 48,821 35,033 4,999 14,882 24,819 329 1,697 0 0 10,225 3,216
Changes from: November 30, 2010 Total Change is: 768
-1,742 1,242 1,649 917 -3,684 296 1,277 1,757 -738 -62 0 0 -829 246
Percent of Open Interest Represented by Each Category of Trader
14.6 26.2 10.6 45.1 32.3 4.6 13.7 22.9 0.3 1.6 0.0 0.0 9.4 3.0
Number of Traders in Each Category Total Traders: 92
6 8 . 35 12 11 16 11 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 111,775
Positions
14,939 41,705 18,425 22,330 15,996 2,260 25,952 8,946 13,402 2,268 4,289 282 11,917 6,471
Changes from: November 30, 2010 Total Change is: 3,248
555 4,336 833 1,347 -366 -331 -535 -968 186 -52 -122 66 1,180 -385
Percent of Open Interest Represented by Each Category of Trader
13.4 37.3 16.5 20.0 14.3 2.0 23.2 8.0 12.0 2.0 3.8 0.3 10.7 5.8
Number of Traders in Each Category Total Traders: 245
22 31 13 40 16 9 74 33 29 16 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 27,567
Positions
11,296 20,351 644 225 280 0 8,777 4,404 0 492 889 0 6,133 999
Changes from: November 30, 2010 Total Change is: 895
345 952 6 15 0 0 857 33 0 0 0 0 -328 -96
Percent of Open Interest Represented by Each Category of Trader
41.0 73.8 2.3 0.8 1.0 0.0 31.8 16.0 0.0 1.8 3.2 0.0 22.2 3.6
Number of Traders in Each Category Total Traders: 31
7 11 . . . 0 4 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 421,043
Positions
97,821 186,376 9,302 110,524 78,579 11,301 143,233 80,068 9,651 8,879 16,998 1,410 28,922 27,359
Changes from: November 30, 2010 Total Change is: 11,768
3,942 19,815 1,242 6,659 -1,831 -1,656 -1,961 -8 -4,068 -261 -611 330 7,540 -1,445
Percent of Open Interest Represented by Each Category of Trader
23.2 44.3 2.2 26.3 18.7 2.7 34.0 19.0 2.3 2.1 4.0 0.3 6.9 6.5
Number of Traders in Each Category Total Traders: 239
22 27 9 40 15 9 74 34 24 15 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 406,437
Positions
157,239 75,014 12,181 126,936 144,274 19,077 63,750 116,856 7,703 1,319 15,037 58 18,175 16,238
Changes from: November 30, 2010 Total Change is: 4,630
-2,897 1,612 4,767 7,021 -2,394 -2,843 -3,637 -611 1,814 -38 -425 58 386 2,653
Percent of Open Interest Represented by Each Category of Trader
38.7 18.5 3.0 31.2 35.5 4.7 15.7 28.8 1.9 0.3 3.7 0.0 4.5 4.0
Number of Traders in Each Category Total Traders: 258
18 21 4 56 40 21 42 66 24 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 63,587
Positions
14,276 9,382 5,108 13,718 451 25 2,106 14,032 861 1,595 623 0 25,898 33,105
Changes from: November 30, 2010 Total Change is: 17,991
1,285 1,667 3,761 -654 -278 -48 -418 -1,678 843 -843 0 0 14,065 13,724
Percent of Open Interest Represented by Each Category of Trader
22.5 14.8 8.0 21.6 0.7 0.0 3.3 22.1 1.4 2.5 1.0 0.0 40.7 52.1
Number of Traders in Each Category Total Traders: 57
14 11 9 10 . . 5 11 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 59,504
Positions
12,979 22,756 6,699 7,577 1,531 655 11,303 5,871 2,337 915 325 0 17,039 19,330
Changes from: November 30, 2010 Total Change is: 6,483
2,334 -6,004 3,088 1,651 -291 236 -3,897 1,588 785 -525 100 0 2,811 6,981
Percent of Open Interest Represented by Each Category of Trader
21.8 38.2 11.3 12.7 2.6 1.1 19.0 9.9 3.9 1.5 0.5 0.0 28.6 32.5
Number of Traders in Each Category Total Traders: 57
11 18 6 7 . . 9 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 28,966
Positions
337 4,432 0 16,967 13,599 3,932 2,327 4,766 0 1,250 0 0 4,153 2,237
Changes from: November 30, 2010 Total Change is: -47
337 2,322 0 -324 -3,020 149 -416 72 0 755 0 0 -548 430
Percent of Open Interest Represented by Each Category of Trader
1.2 15.3 0.0 58.6 46.9 13.6 8.0 16.5 0.0 4.3 0.0 0.0 14.3 7.7
Number of Traders in Each Category Total Traders: 43
. . 0 16 15 8 . 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 39,484
Positions
2,287 13,986 667 15,965 5,493 642 7,988 16,899 19 4,606 0 10 7,300 1,768
Changes from: November 30, 2010 Total Change is: 1,972
-748 59 550 453 35 12 802 1,362 0 219 0 10 674 -56
Percent of Open Interest Represented by Each Category of Trader
5.8 35.4 1.7 40.4 13.9 1.6 20.2 42.8 0.0 11.7 0.0 0.0 18.5 4.5
Number of Traders in Each Category Total Traders: 53
4 6 . 13 8 5 11 4 . 7 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 660,955
Positions
18,492 96,987 47,274 282,593 147,401 52,838 50,828 93,872 42,427 25,168 17,142 6,900 134,437 156,116
Changes from: November 30, 2010 Total Change is: -30,796
-682 660 -19,894 -15,174 -3,750 6,368 5,800 -13,873 792 2,964 -7,253 3,620 -14,591 2,534
Percent of Open Interest Represented by Each Category of Trader
2.8 14.7 7.2 42.8 22.3 8.0 7.7 14.2 6.4 3.8 2.6 1.0 20.3 23.6
Number of Traders in Each Category Total Traders: 145
6 17 17 40 25 37 16 30 32 4 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 316,596
Positions
0 117,745 15,712 224,774 0 13,323 0 121,771 1,107 0 1,953 0 61,680 44,985
Changes from: November 30, 2010 Total Change is: -16,800
0 -1,315 -17,674 -2,409 0 759 0 2,365 735 0 1,953 0 1,789 -3,623
Percent of Open Interest Represented by Each Category of Trader
0.0 37.2 5.0 71.0 0.0 4.2 0.0 38.5 0.3 0.0 0.6 0.0 19.5 14.2
Number of Traders in Each Category Total Traders: 48
0 10 4 25 0 11 0 12 4 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 697,079
Positions
42,206 56,683 14,763 277,124 245,223 66,877 102,693 53,219 72,578 11,137 80,152 4,542 105,159 103,043
Changes from: November 30, 2010 Total Change is: -5,403
-3,065 1,527 -251 -8,392 6,151 -3,236 10,305 -18,210 12,451 -14,239 549 -1,123 2,147 -3,261
Percent of Open Interest Represented by Each Category of Trader
6.1 8.1 2.1 39.8 35.2 9.6 14.7 7.6 10.4 1.6 11.5 0.7 15.1 14.8
Number of Traders in Each Category Total Traders: 174
11 23 14 32 35 32 30 23 22 5 15 4
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 1,736,443
Positions
119,435 221,222 208,069 501,548 397,298 149,105 132,479 145,042 213,743 85,184 25,272 31,583 295,296 345,109
Changes from: November 30, 2010 Total Change is: 88,625
12,501 17,718 22,757 24,341 43,828 -6,928 25,651 -35,695 41,486 -6,137 -3,500 -467 -24,578 9,427
Percent of Open Interest Represented by Each Category of Trader
6.9 12.7 12.0 28.9 22.9 8.6 7.6 8.4 12.3 4.9 1.5 1.8 17.0 19.9
Number of Traders in Each Category Total Traders: 254
36 25 50 38 48 51 46 39 64 15 7 9
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 1,105,577
Positions
25,177 117,608 40,736 293,058 367,709 145,117 270,935 58,782 71,928 44,466 42,947 6,808 207,352 253,942
Changes from: November 30, 2010 Total Change is: -1,339
-9,236 3,683 -4,521 54,284 11,194 -13,681 -35,453 759 4,050 114 -5,264 -2,014 5,117 4,454
Percent of Open Interest Represented by Each Category of Trader
2.3 10.6 3.7 26.5 33.3 13.1 24.5 5.3 6.5 4.0 3.9 0.6 18.8 23.0
Number of Traders in Each Category Total Traders: 160
12 22 24 21 38 33 27 24 27 8 8 4
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 951,505
Positions
108,435 195,545 248,531 6,361 0 1,659 106,213 22,963 329,500 28,398 13,218 88,478 33,929 51,610
Changes from: November 30, 2010 Total Change is: -314,755
863 -30,944 -57,151 696 -1,055 309 -29,502 -805 -121,859 -1,779 2,575 -100,710 -5,620 -5,115
Percent of Open Interest Represented by Each Category of Trader
11.4 20.6 26.1 0.7 0.0 0.2 11.2 2.4 34.6 3.0 1.4 9.3 3.6 5.4
Number of Traders in Each Category Total Traders: 107
33 19 40 4 0 . 28 16 34 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 is13,545,920
Positions
1,959,751 3,014,595 2,932,588 1,327,265 408,448 177,485 864,108 298,549 4,562,471 61,994 447,191 755,968 904,289 948,624
Changes from: November 30, 2010 Total Change is: 27,798
-84,822 180,389 -30,630 30,992 -68,906 28,671 244,905 -61,167 21,752 -153,722 7,120 -28,895 -452 -20,535
Percent of Open Interest Represented by Each Category of Trader
14.5 22.3 21.6 9.8 3.0 1.3 6.4 2.2 33.7 0.5 3.3 5.6 6.7 7.0
Number of Traders in Each Category Total Traders: 278
42 51 91 12 12 19 74 51 112 11 19 22
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 21,362
Positions
10,733 13,851 1,811 1,067 1,091 123 918 1,957 1,791 4,800 568 0 119 170
Changes from: November 30, 2010 Total Change is: 2,257
971 334 499 45 131 60 152 405 534 0 303 0 -4 -9
Percent of Open Interest Represented by Each Category of Trader
50.2 64.8 8.5 5.0 5.1 0.6 4.3 9.2 8.4 22.5 2.7 0.0 0.6 0.8
Number of Traders in Each Category Total Traders: 31
4 4 . . 5 . . 7 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 64,308
Positions
49,312 37,402 9,041 2,019 1,421 59 627 7,705 3,027 0 5,503 0 223 150
Changes from: November 30, 2010 Total Change is: 6,134
4,667 4,612 584 46 -413 0 -50 125 1,154 0 2 0 -267 70
Percent of Open Interest Represented by Each Category of Trader
76.7 58.2 14.1 3.1 2.2 0.1 1.0 12.0 4.7 0.0 8.6 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 32
4 5 . . 4 . 4 8 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 35,407
Positions
14,818 7,718 353 976 297 820 9,432 19,464 2,055 1,042 1,351 189 5,721 3,158
Changes from: November 30, 2010 Total Change is: -115
-584 672 91 -299 -15 52 462 -1,724 -182 -240 698 189 396 103
Percent of Open Interest Represented by Each Category of Trader
41.9 21.8 1.0 2.8 0.8 2.3 26.6 55.0 5.8 2.9 3.8 0.5 16.2 8.9
Number of Traders in Each Category Total Traders: 68
5 . 5 4 . . 22 17 8 8 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 149,232
Positions
65,746 25,167 31,527 5,125 363 5,479 893 43,685 20,252 854 3,485 4,620 14,736 14,654
Changes from: November 30, 2010 Total Change is: 1,933
197 -281 2,017 400 -93 472 -501 1,424 2,214 -291 -88 997 -3,572 -4,729
Percent of Open Interest Represented by Each Category of Trader
44.1 16.9 21.1 3.4 0.2 3.7 0.6 29.3 13.6 0.6 2.3 3.1 9.9 9.8
Number of Traders in Each Category Total Traders: 93
6 14 16 6 . 6 7 36 33 4 5 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 5,547
Positions
917 2,770 0 2,346 0 0 1,237 2,683 37 880 0 0 130 57
Changes from: November 30, 2010 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
16.5 49.9 0.0 42.3 0.0 0.0 22.3 48.4 0.7 15.9 0.0 0.0 2.3 1.0
Number of Traders in Each Category Total Traders: 20
. . 0 4 0 0 6 . . . 0 0
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Updated December 10, 2010