Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 119,841
Positions
35,161 23,456 333 18,376 31,719 509 24,874 38,021 3,958 8,827 725 0 27,803 21,120
Changes from: October 25, 2011 Total Change is: -346
-4,391 7,223 -300 -382 -10 136 3,289 -2,458 -655 -458 37 0 2,415 -4,319
Percent of Open Interest Represented by Each Category of Trader
29.3 19.6 0.3 15.3 26.5 0.4 20.8 31.7 3.3 7.4 0.6 0.0 23.2 17.6
Number of Traders in Each Category Total Traders: 76
9 10 4 5 5 . 18 17 6 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,607
Positions
4,072 7,520 234 874 1,365 234 6,573 3,913 170 0 0 0 11,450 10,171
Changes from: October 25, 2011 Total Change is: -4,090
-508 934 22 -265 -9 68 -3,590 -1,405 57 0 0 0 126 -3,757
Percent of Open Interest Represented by Each Category of Trader
17.2 31.9 1.0 3.7 5.8 1.0 27.8 16.6 0.7 0.0 0.0 0.0 48.5 43.1
Number of Traders in Each Category Total Traders: 31
4 7 . . . . 6 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 169,466
Positions
101,073 2,399 229 7,500 60,874 2,818 37,721 75,588 1,520 1,622 2,277 0 16,983 23,761
Changes from: October 25, 2011 Total Change is: -2,094
-5,986 868 66 -925 -1,159 422 3,346 -443 -388 41 -447 0 1,330 -1,013
Percent of Open Interest Represented by Each Category of Trader
59.6 1.4 0.1 4.4 35.9 1.7 22.3 44.6 0.9 1.0 1.3 0.0 10.0 14.0
Number of Traders in Each Category Total Traders: 90
16 4 5 5 14 5 22 24 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 138,045
Positions
7,493 85,075 267 51,899 7,863 1,605 50,160 14,677 1,478 1,000 1,792 0 24,143 25,288
Changes from: October 25, 2011 Total Change is: -27,571
6,156 -21,852 145 -3,412 -535 181 -21,559 -1,991 1,047 -1,241 -804 0 -8,888 -3,762
Percent of Open Interest Represented by Each Category of Trader
5.4 61.6 0.2 37.6 5.7 1.2 36.3 10.6 1.1 0.7 1.3 0.0 17.5 18.3
Number of Traders in Each Category Total Traders: 91
7 13 . 10 5 4 30 21 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 231,229
Positions
90,759 41,183 328 39,110 33,811 8,954 48,212 78,541 1,515 6,416 10,077 2,102 33,833 54,718
Changes from: October 25, 2011 Total Change is: -4,545
-8,020 10,066 108 1,246 -398 771 -3,031 -13,168 1,083 -69 871 1,677 1,690 -5,555
Percent of Open Interest Represented by Each Category of Trader
39.3 17.8 0.1 16.9 14.6 3.9 20.9 34.0 0.7 2.8 4.4 0.9 14.6 23.7
Number of Traders in Each Category Total Traders: 186
26 11 4 14 25 11 27 59 15 10 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 139,057
Positions
49,666 51,905 22 3,003 37,129 957 61,682 27,280 193 2,083 711 504 20,947 20,356
Changes from: October 25, 2011 Total Change is: 12,241
1,227 9,390 -92 67 -695 150 7,443 7,825 144 128 -1,287 503 2,671 -3,697
Percent of Open Interest Represented by Each Category of Trader
35.7 37.3 0.0 2.2 26.7 0.7 44.4 19.6 0.1 1.5 0.5 0.4 15.1 14.6
Number of Traders in Each Category Total Traders: 77
10 10 . . 6 . 18 23 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 97,060
Positions
57,708 51,566 31,990 0 0 0 5,191 12,051 1,159 0 0 0 1,012 294
Changes from: October 25, 2011 Total Change is: 8,323
3,887 5,732 2,328 0 0 0 1,124 114 155 0 0 0 829 -6
Percent of Open Interest Represented by Each Category of Trader
59.5 53.1 33.0 0.0 0.0 0.0 5.3 12.4 1.2 0.0 0.0 0.0 1.0 0.3
Number of Traders in Each Category Total Traders: 21
8 9 13 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 105,956
Positions
59,383 42,649 137 31,504 3,196 1,064 9,706 50,983 150 1,000 2,675 0 3,012 5,102
Changes from: October 25, 2011 Total Change is: 9,643
5,057 1,454 137 4,115 -425 237 -43 9,500 -268 -110 -456 0 518 -536
Percent of Open Interest Represented by Each Category of Trader
56.0 40.3 0.1 29.7 3.0 1.0 9.2 48.1 0.1 0.9 2.5 0.0 2.8 4.8
Number of Traders in Each Category Total Traders: 79
7 11 . 5 6 . 12 27 . 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 24,021
Positions
8,486 18,698 87 0 238 0 12,797 2,890 0 341 508 0 2,310 1,600
Changes from: October 25, 2011 Total Change is: -654
-1,169 174 69 -146 -150 0 242 -977 0 -26 26 0 376 204
Percent of Open Interest Represented by Each Category of Trader
35.3 77.8 0.4 0.0 1.0 0.0 53.3 12.0 0.0 1.4 2.1 0.0 9.6 6.7
Number of Traders in Each Category Total Traders: 37
5 8 . 0 . 0 9 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 56,785
Positions
22,211 28,829 4,775 3,831 3,767 576 10,340 5,332 2,524 1,908 465 2,224 8,398 8,294
Changes from: October 25, 2011 Total Change is: 3,136
-350 4,951 605 264 283 4 2,904 -2,125 -637 -54 291 288 114 -523
Percent of Open Interest Represented by Each Category of Trader
39.1 50.8 8.4 6.7 6.6 1.0 18.2 9.4 4.4 3.4 0.8 3.9 14.8 14.6
Number of Traders in Each Category Total Traders: 97
20 14 7 6 8 . 24 18 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 14,830
Positions
9,378 8,631 165 612 282 0 851 1,924 22 1,791 0 180 1,831 3,626
Changes from: October 25, 2011 Total Change is: 424
398 997 0 -93 0 0 13 -624 0 35 0 0 71 51
Percent of Open Interest Represented by Each Category of Trader
63.2 58.2 1.1 4.1 1.9 0.0 5.7 13.0 0.1 12.1 0.0 1.2 12.3 24.5
Number of Traders in Each Category Total Traders: 20
8 4 . . . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 83,909
Positions
34,110 48,841 775 6,437 6,970 1,152 23,740 11,578 241 3,815 4,511 505 13,134 9,336
Changes from: October 25, 2011 Total Change is: 5,423
-816 8,588 529 714 566 7 4,419 -4,364 88 -108 651 505 85 -1,147
Percent of Open Interest Represented by Each Category of Trader
40.7 58.2 0.9 7.7 8.3 1.4 28.3 13.8 0.3 4.5 5.4 0.6 15.7 11.1
Number of Traders in Each Category Total Traders: 93
20 13 . 5 7 . 26 16 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 859,816
Positions
103,075 136,780 69,903 345,751 208,442 67,950 81,098 165,262 54,635 17,136 42,459 6,270 113,999 108,116
Changes from: October 25, 2011 Total Change is: -36,861
-8,059 12,169 8,736 -21,469 -20,785 3,440 3,605 -9,344 -1,946 655 -1,149 -321 -21,503 -27,661
Percent of Open Interest Represented by Each Category of Trader
12.0 15.9 8.1 40.2 24.2 7.9 9.4 19.2 6.4 2.0 4.9 0.7 13.3 12.6
Number of Traders in Each Category Total Traders: 576
32 57 32 112 71 66 79 136 72 30 58 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 290,124
Positions
51,177 86,069 14,381 107,512 46,349 11,731 33,536 65,204 3,240 3,960 13,375 296 64,291 49,479
Changes from: October 25, 2011 Total Change is: -5,691
3,998 15,680 4,451 -2,202 -476 -56 -9,257 855 536 -1,122 417 0 -2,039 -27,098
Percent of Open Interest Represented by Each Category of Trader
17.6 29.7 5.0 37.1 16.0 4.0 11.6 22.5 1.1 1.4 4.6 0.1 22.2 17.1
Number of Traders in Each Category Total Traders: 127
13 17 8 27 14 13 19 28 14 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,848,461
Positions
493,429 487,492 43,670 1,206,945 826,217 265,343 452,661 715,142 42,125 85,401 164,942 10,346 248,541 293,184
Changes from: October 25, 2011 Total Change is: -155,848
-43,010 -279 4,149 -94,064 -99,276 15,211 54,182 -61,126 -2,280 3,109 -13,608 4,175 -97,320 -2,814
Percent of Open Interest Represented by Each Category of Trader
17.3 17.1 1.5 42.4 29.0 9.3 15.9 25.1 1.5 3.0 5.8 0.4 8.7 10.3
Number of Traders in Each Category Total Traders: 543
32 51 22 99 67 59 78 130 51 30 56 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 111,401
Positions
27,679 16,274 40 45,230 62,052 11,824 16,216 10,257 70 1,770 6,601 0 8,572 4,283
Changes from: October 25, 2011 Total Change is: 2,554
4,523 -918 -14 -9,537 4,347 2,675 4,759 -2,237 11 60 -121 0 77 -1,189
Percent of Open Interest Represented by Each Category of Trader
24.8 14.6 0.0 40.6 55.7 10.6 14.6 9.2 0.1 1.6 5.9 0.0 7.7 3.8
Number of Traders in Each Category Total Traders: 91
11 10 . 29 14 12 13 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 98,356
Positions
22,770 43,001 8,948 21,874 12,119 1,357 19,975 11,215 4,602 1,429 3,184 88 17,312 13,842
Changes from: October 25, 2011 Total Change is: 7,842
1,866 4,032 2,867 -530 -3,158 -53 -299 1,420 440 167 -211 61 3,325 2,444
Percent of Open Interest Represented by Each Category of Trader
23.2 43.7 9.1 22.2 12.3 1.4 20.3 11.4 4.7 1.5 3.2 0.1 17.6 14.1
Number of Traders in Each Category Total Traders: 213
24 29 9 29 22 12 56 34 13 12 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 30,410
Positions
14,121 21,250 20 0 300 0 4,034 6,139 0 0 1,374 0 12,235 1,327
Changes from: October 25, 2011 Total Change is: 7,382
4,053 2,800 0 0 0 0 665 4,299 0 0 0 0 2,664 283
Percent of Open Interest Represented by Each Category of Trader
46.4 69.9 0.1 0.0 1.0 0.0 13.3 20.2 0.0 0.0 4.5 0.0 40.2 4.4
Number of Traders in Each Category Total Traders: 24
8 9 . 0 . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 339,730
Positions
85,501 151,008 2,386 109,369 59,094 6,787 100,726 46,402 1,988 7,146 9,048 442 25,385 62,575
Changes from: October 25, 2011 Total Change is: 2,301
3,061 20,159 336 -2,649 -15,791 -264 -2,728 -12,299 105 834 -1,055 303 3,303 10,807
Percent of Open Interest Represented by Each Category of Trader
25.2 44.4 0.7 32.2 17.4 2.0 29.6 13.7 0.6 2.1 2.7 0.1 7.5 18.4
Number of Traders in Each Category Total Traders: 211
24 27 5 29 22 12 56 34 10 12 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 456,276
Positions
236,150 30,575 20,034 104,794 208,807 33,848 38,194 114,753 1,918 1,379 26,397 286 19,673 19,658
Changes from: October 25, 2011 Total Change is: -3,664
-6,216 2,595 -682 -6,547 -86 1,069 6,210 -5,511 -978 3 -590 286 3,191 233
Percent of Open Interest Represented by Each Category of Trader
51.8 6.7 4.4 23.0 45.8 7.4 8.4 25.1 0.4 0.3 5.8 0.1 4.3 4.3
Number of Traders in Each Category Total Traders: 238
25 10 . 49 45 26 31 59 13 . 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 28,806
Positions
9,942 1,500 70 7,193 2,336 96 4,796 7,468 0 216 4,820 0 6,493 12,516
Changes from: October 25, 2011 Total Change is: 2,379
-352 -20 0 3,732 250 0 -578 1,709 -12 0 -349 0 -411 801
Percent of Open Interest Represented by Each Category of Trader
34.5 5.2 0.2 25.0 8.1 0.3 16.6 25.9 0.0 0.7 16.7 0.0 22.5 43.4
Number of Traders in Each Category Total Traders: 46
12 . . 9 4 . 8 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 47,083
Positions
16,905 6,736 1,587 10,292 2,508 836 6,982 6,668 2,290 819 436 0 7,372 26,022
Changes from: October 25, 2011 Total Change is: 6,272
1,179 -903 1,126 1,385 -40 2 2,352 -1,959 735 217 105 0 -724 7,206
Percent of Open Interest Represented by Each Category of Trader
35.9 14.3 3.4 21.9 5.3 1.8 14.8 14.2 4.9 1.7 0.9 0.0 15.7 55.3
Number of Traders in Each Category Total Traders: 61
22 9 4 9 . . 7 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 41,215
Positions
631 3,555 1,163 26,978 22,540 4,544 3,806 7,393 152 284 0 0 3,657 1,868
Changes from: October 25, 2011 Total Change is: -101
-109 632 0 -2,216 157 224 1,649 -944 -44 0 0 0 395 -126
Percent of Open Interest Represented by Each Category of Trader
1.5 8.6 2.8 65.5 54.7 11.0 9.2 17.9 0.4 0.7 0.0 0.0 8.9 4.5
Number of Traders in Each Category Total Traders: 56
. 4 . 18 20 9 7 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 64,560
Positions
16,574 25,212 580 28,868 24,810 2,946 6,383 5,145 781 2,449 2,146 854 5,125 2,086
Changes from: October 25, 2011 Total Change is: -1,348
-1,601 1,288 530 700 13,293 409 -1,711 442 8 151 -342 390 -224 -17,366
Percent of Open Interest Represented by Each Category of Trader
25.7 39.1 0.9 44.7 38.4 4.6 9.9 8.0 1.2 3.8 3.3 1.3 7.9 3.2
Number of Traders in Each Category Total Traders: 74
11 10 . 18 10 6 11 5 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 622,374
Positions
20,998 128,155 5,587 305,810 97,251 89,732 45,796 109,719 8,942 9,749 62,840 20 135,740 120,128
Changes from: October 25, 2011 Total Change is: 1,854
6,705 -7,412 2,092 13,456 4,502 -1,479 -7,064 130 -902 -8,520 3,676 -849 -1,585 2,096
Percent of Open Interest Represented by Each Category of Trader
3.4 20.6 0.9 49.1 15.6 14.4 7.4 17.6 1.4 1.6 10.1 0.0 21.8 19.3
Number of Traders in Each Category Total Traders: 153
9 20 5 42 18 28 29 23 15 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 378,905
Positions
5,006 177,621 330 271,217 18,217 34,367 3,977 98,451 1,005 2,875 7,890 0 60,128 41,024
Changes from: October 25, 2011 Total Change is: 5,088
97 6,345 25 9,601 -497 -510 -643 -5,445 14 0 4,475 0 -3,496 681
Percent of Open Interest Represented by Each Category of Trader
1.3 46.9 0.1 71.6 4.8 9.1 1.0 26.0 0.3 0.8 2.1 0.0 15.9 10.8
Number of Traders in Each Category Total Traders: 72
. 13 . 36 6 20 . 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 712,419
Positions
82,758 76,025 6,739 136,780 223,393 84,132 232,698 149,308 16,580 30,462 35,418 15,741 106,529 105,083
Changes from: October 25, 2011 Total Change is: -10,611
-448 -17,116 2,403 16,662 1,851 -569 -20,956 8,390 -1,760 -17,088 -10,935 12,930 -1,785 -5,805
Percent of Open Interest Represented by Each Category of Trader
11.6 10.7 0.9 19.2 31.4 11.8 32.7 21.0 2.3 4.3 5.0 2.2 15.0 14.8
Number of Traders in Each Category Total Traders: 219
10 26 8 32 48 38 39 34 17 12 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,453,541
Positions
95,381 119,206 22,858 590,212 557,939 189,021 184,154 143,951 27,153 51,474 93,950 10,861 282,427 288,602
Changes from: October 25, 2011 Total Change is: -50,627
-41,139 1,293 4,127 -3,953 -49,983 11,037 -43,688 26,241 -660 5,908 -23,915 10,101 7,640 -28,868
Percent of Open Interest Represented by Each Category of Trader
6.6 8.2 1.6 40.6 38.4 13.0 12.7 9.9 1.9 3.5 6.5 0.7 19.4 19.9
Number of Traders in Each Category Total Traders: 237
22 32 15 29 58 49 31 46 35 5 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,221,831
Positions
77,618 129,340 14,755 321,062 478,208 155,576 250,245 117,973 20,913 179,013 68,536 217 202,432 236,313
Changes from: October 25, 2011 Total Change is: -27,286
-19,382 -27,908 4,136 -19,750 -14,287 5,415 -10,826 -9,644 3,419 479 4,881 -111 9,334 6,813
Percent of Open Interest Represented by Each Category of Trader
6.4 10.6 1.2 26.3 39.1 12.7 20.5 9.7 1.7 14.7 5.6 0.0 16.6 19.3
Number of Traders in Each Category Total Traders: 178
13 27 10 24 37 35 34 27 25 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 596,589
Positions
214,541 232,494 190,128 3,507 5,165 3,570 65,161 49,123 68,737 6,862 5,502 8,231 35,852 33,639
Changes from: October 25, 2011 Total Change is: -45,315
-34,429 -25,995 -7,299 -300 -429 0 6,799 3,423 -8,236 -3,487 0 -64 1,701 -6,715
Percent of Open Interest Represented by Each Category of Trader
36.0 39.0 31.9 0.6 0.9 0.6 10.9 8.2 11.5 1.2 0.9 1.4 6.0 5.6
Number of Traders in Each Category Total Traders: 115
22 35 44 . 4 . 17 21 25 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,490,494
Positions
976,674 2,851,494 1,917,989 2,420,829 50,870 114,126 709,568 680,051 1,370,287 98,641 455,068 158,090 724,290 892,519
Changes from: October 25, 2011 Total Change is: 266,542
-122,391 164,117 110,195 74,271 2,699 -32,395 102,645 -21,450 86,202 25,600 -22,018 21,510 905 -42,318
Percent of Open Interest Represented by Each Category of Trader
11.5 33.6 22.6 28.5 0.6 1.3 8.4 8.0 16.1 1.2 5.4 1.9 8.5 10.5
Number of Traders in Each Category Total Traders: 261
31 57 83 14 10 18 46 59 87 10 13 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,146
Positions
5,343 3,117 0 2,073 842 22 894 5,884 1 1,580 170 0 233 110
Changes from: October 25, 2011 Total Change is: 644
593 299 0 645 1 15 -557 332 0 -5 0 0 -47 -3
Percent of Open Interest Represented by Each Category of Trader
52.7 30.7 0.0 20.4 8.3 0.2 8.8 58.0 0.0 15.6 1.7 0.0 2.3 1.1
Number of Traders in Each Category Total Traders: 27
. . 0 . 4 . 5 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 14,852
Positions
12,511 6,573 0 1,560 2,773 45 448 4,946 0 40 380 0 248 135
Changes from: October 25, 2011 Total Change is: 717
1,179 -586 0 113 125 -1 -529 1,234 0 0 -35 0 -45 -20
Percent of Open Interest Represented by Each Category of Trader
84.2 44.3 0.0 10.5 18.7 0.3 3.0 33.3 0.0 0.3 2.6 0.0 1.7 0.9
Number of Traders in Each Category Total Traders: 29
. 5 0 . 4 . . 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 63,639
Positions
21,479 42,070 505 878 233 460 28,574 14,286 648 3,720 879 122 7,253 4,436
Changes from: October 25, 2011 Total Change is: -308
-522 -5,830 1 -2,308 52 -67 5,842 3,455 0 -1,333 128 119 -2,040 1,834
Percent of Open Interest Represented by Each Category of Trader
33.8 66.1 0.8 1.4 0.4 0.7 44.9 22.4 1.0 5.8 1.4 0.2 11.4 7.0
Number of Traders in Each Category Total Traders: 91
. 4 . 4 . . 26 22 5 23 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 146,654
Positions
37,187 40,388 31,374 5,856 905 2,940 11,060 14,204 17,558 1,894 1,979 12,080 26,705 25,226
Changes from: October 25, 2011 Total Change is: 12,954
1,901 -978 1,051 1,410 71 108 -644 3,006 -2,075 -1,433 284 1,833 10,803 9,654
Percent of Open Interest Represented by Each Category of Trader
25.4 27.5 21.4 4.0 0.6 2.0 7.5 9.7 12.0 1.3 1.3 8.2 18.2 17.2
Number of Traders in Each Category Total Traders: 88
11 9 14 9 . 7 17 18 21 6 7 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 13,636
Positions
2,304 0 0 1,764 1,515 0 8,571 2,652 71 150 8,944 443 333 11
Changes from: October 25, 2011 Total Change is: 232
190 0 0 26 8 0 50 140 0 0 75 9 -43 0
Percent of Open Interest Represented by Each Category of Trader
16.9 0.0 0.0 12.9 11.1 0.0 62.9 19.4 0.5 1.1 65.6 3.2 2.4 0.1
Number of Traders in Each Category Total Traders: 26
4 0 0 4 4 0 6 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 10, 2011