Traders in Financial Futures - Futures Only Positions as of November 15, 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 123,967
Positions
36,608 20,042 743 18,846 31,831 490 25,709 44,380 4,311 8,441 1,266 0 28,819 20,904
Changes from: November 8, 2011 Total Change is: 1,898
318 -1,719 319 927 117 3 728 2,885 -240 210 11 0 -367 522
Percent of Open Interest Represented by Each Category of Trader
29.5 16.2 0.6 15.2 25.7 0.4 20.7 35.8 3.5 6.8 1.0 0.0 23.2 16.9
Number of Traders in Each Category Total Traders: 73
9 10 4 5 5 . 13 18 5 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 30,206
Positions
7,433 6,929 420 875 1,336 217 11,671 7,523 127 0 0 0 9,463 13,654
Changes from: November 8, 2011 Total Change is: 4,667
2,794 -622 232 0 1 0 2,141 2,061 -16 0 0 0 -484 3,011
Percent of Open Interest Represented by Each Category of Trader
24.6 22.9 1.4 2.9 4.4 0.7 38.6 24.9 0.4 0.0 0.0 0.0 31.3 45.2
Number of Traders in Each Category Total Traders: 35
5 7 . . . . 7 12 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 150,702
Positions
93,777 3,455 577 9,721 58,456 2,730 24,752 58,031 1,240 3,477 2,186 0 14,428 24,027
Changes from: November 8, 2011 Total Change is: 2,724
3,200 873 -413 530 87 29 1,413 2,647 -90 1,855 -651 0 -3,800 242
Percent of Open Interest Represented by Each Category of Trader
62.2 2.3 0.4 6.5 38.8 1.8 16.4 38.5 0.8 2.3 1.5 0.0 9.6 15.9
Number of Traders in Each Category Total Traders: 91
15 4 4 7 12 5 24 23 8 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 142,233
Positions
9,200 90,374 282 54,011 8,114 1,494 54,801 14,368 277 1,000 2,178 0 21,168 25,146
Changes from: November 8, 2011 Total Change is: 3,252
-421 3,559 -85 744 673 20 5,648 153 -104 0 631 0 -2,550 -1,595
Percent of Open Interest Represented by Each Category of Trader
6.5 63.5 0.2 38.0 5.7 1.1 38.5 10.1 0.2 0.7 1.5 0.0 14.9 17.7
Number of Traders in Each Category Total Traders: 87
6 12 . 9 6 . 29 19 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 244,552
Positions
93,935 39,429 100 42,802 31,319 8,914 59,834 86,885 1,280 6,056 12,670 280 31,351 63,675
Changes from: November 8, 2011 Total Change is: 13,107
7,359 -9,915 -60 930 -1,725 260 7,151 19,262 -562 51 660 -631 -1,391 5,818
Percent of Open Interest Represented by Each Category of Trader
38.4 16.1 0.0 17.5 12.8 3.6 24.5 35.5 0.5 2.5 5.2 0.1 12.8 26.0
Number of Traders in Each Category Total Traders: 177
26 11 4 16 22 12 28 53 14 5 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 136,465
Positions
46,250 48,075 620 3,022 37,402 927 62,779 30,752 360 1,453 283 0 21,054 18,046
Changes from: November 8, 2011 Total Change is: -11,219
1,142 -4,427 72 -416 601 0 -5,870 -1,990 1 -784 -1,183 0 -5,364 -4,293
Percent of Open Interest Represented by Each Category of Trader
33.9 35.2 0.5 2.2 27.4 0.7 46.0 22.5 0.3 1.1 0.2 0.0 15.4 13.2
Number of Traders in Each Category Total Traders: 75
12 10 . . 5 . 20 20 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 97,132
Positions
56,365 50,062 33,973 0 0 0 5,260 11,503 1,159 0 0 0 375 435
Changes from: November 8, 2011 Total Change is: -288
-551 -333 274 0 0 0 28 -290 0 0 0 0 -39 61
Percent of Open Interest Represented by Each Category of Trader
58.0 51.5 35.0 0.0 0.0 0.0 5.4 11.8 1.2 0.0 0.0 0.0 0.4 0.4
Number of Traders in Each Category Total Traders: 22
9 9 12 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 105,696
Positions
66,022 41,893 885 15,958 2,868 897 17,222 50,916 660 979 2,858 0 3,073 4,719
Changes from: November 8, 2011 Total Change is: 7,356
4,103 1,526 -797 -3,113 97 -43 5,502 5,023 27 -4 195 0 1,681 1,328
Percent of Open Interest Represented by Each Category of Trader
62.5 39.6 0.8 15.1 2.7 0.8 16.3 48.2 0.6 0.9 2.7 0.0 2.9 4.5
Number of Traders in Each Category Total Traders: 81
9 11 . 5 6 . 15 22 4 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 25,966
Positions
10,691 19,223 8 0 254 0 13,105 4,128 3 255 342 0 1,904 2,008
Changes from: November 8, 2011 Total Change is: 1,216
1,796 -611 8 0 16 0 -389 1,129 -3 -51 0 0 -145 677
Percent of Open Interest Represented by Each Category of Trader
41.2 74.0 0.0 0.0 1.0 0.0 50.5 15.9 0.0 1.0 1.3 0.0 7.3 7.7
Number of Traders in Each Category Total Traders: 35
5 9 . 0 . 0 6 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 45,518
Positions
16,812 27,915 299 3,085 2,766 664 15,223 6,007 166 1,932 2,221 0 7,338 5,482
Changes from: November 8, 2011 Total Change is: 2,843
-1,148 3,921 -15 -134 -85 -70 3,160 -1,699 136 19 103 0 896 552
Percent of Open Interest Represented by Each Category of Trader
36.9 61.3 0.7 6.8 6.1 1.5 33.4 13.2 0.4 4.2 4.9 0.0 16.1 12.0
Number of Traders in Each Category Total Traders: 91
20 14 . 4 7 . 28 13 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 91,036
Positions
33,624 55,829 598 6,170 5,531 1,327 30,446 12,013 332 3,864 4,442 0 14,675 10,964
Changes from: November 8, 2011 Total Change is: 5,686
-2,296 7,842 -30 -267 -169 -140 6,319 -3,397 271 38 205 0 1,791 1,104
Percent of Open Interest Represented by Each Category of Trader
36.9 61.3 0.7 6.8 6.1 1.5 33.4 13.2 0.4 4.2 4.9 0.0 16.1 12.0
Number of Traders in Each Category Total Traders: 91
20 14 . 4 7 . 28 13 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 897,885
Positions
99,892 139,440 84,034 355,433 212,700 66,096 80,136 163,809 62,948 17,610 46,507 5,126 126,609 117,225
Changes from: November 8, 2011 Total Change is: 22,946
2,034 1,935 4,024 -716 10,189 403 3,300 -4,981 4,897 -192 1,570 108 9,086 4,801
Percent of Open Interest Represented by Each Category of Trader
11.1 15.5 9.4 39.6 23.7 7.4 8.9 18.2 7.0 2.0 5.2 0.6 14.1 13.1
Number of Traders in Each Category Total Traders: 584
34 56 32 119 72 67 86 134 68 30 53 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 305,369
Positions
57,606 85,320 14,397 107,678 43,994 11,523 37,885 67,588 3,336 3,681 14,208 215 69,048 64,788
Changes from: November 8, 2011 Total Change is: 8,793
3,213 -1,538 -459 130 -1,080 176 -128 3,780 463 731 78 -81 4,748 7,454
Percent of Open Interest Represented by Each Category of Trader
18.9 27.9 4.7 35.3 14.4 3.8 12.4 22.1 1.1 1.2 4.7 0.1 22.6 21.2
Number of Traders in Each Category Total Traders: 130
13 16 8 28 14 11 18 29 11 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 2,962,579
Positions
500,043 559,210 59,574 1,256,850 861,606 254,792 458,502 728,350 50,813 84,365 176,215 9,836 287,804 262,183
Changes from: November 8, 2011 Total Change is: 70,764
2,901 26,158 13,622 -3,325 57,250 233 38,341 -22,607 972 -4,370 7,703 700 21,690 -13,267
Percent of Open Interest Represented by Each Category of Trader
16.9 18.9 2.0 42.4 29.1 8.6 15.5 24.6 1.7 2.8 5.9 0.3 9.7 8.8
Number of Traders in Each Category Total Traders: 551
34 52 23 105 68 61 86 129 48 30 47 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 111,126
Positions
24,970 18,785 125 48,070 59,888 8,531 16,611 12,571 4 1,402 6,597 0 11,413 4,625
Changes from: November 8, 2011 Total Change is: 3,187
458 152 45 -2,295 1,028 807 1,867 1,298 -209 -237 25 0 2,751 41
Percent of Open Interest Represented by Each Category of Trader
22.5 16.9 0.1 43.3 53.9 7.7 14.9 11.3 0.0 1.3 5.9 0.0 10.3 4.2
Number of Traders in Each Category Total Traders: 89
10 9 . 29 14 11 12 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 102,002
Positions
20,181 44,819 10,687 21,074 9,483 1,622 21,467 9,620 6,403 979 4,092 50 19,541 15,227
Changes from: November 8, 2011 Total Change is: 1,382
-272 -121 2,098 -937 205 121 205 -1,525 696 -106 791 -25 -397 -858
Percent of Open Interest Represented by Each Category of Trader
19.8 43.9 10.5 20.7 9.3 1.6 21.0 9.4 6.3 1.0 4.0 0.0 19.2 14.9
Number of Traders in Each Category Total Traders: 217
23 29 13 32 19 13 58 39 14 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 32,671
Positions
13,545 24,778 20 0 300 0 5,016 3,926 0 0 2,112 50 14,040 1,485
Changes from: November 8, 2011 Total Change is: 1,360
1,753 1,451 0 0 0 0 -1 -861 0 0 738 0 -392 32
Percent of Open Interest Represented by Each Category of Trader
41.5 75.8 0.1 0.0 0.9 0.0 15.4 12.0 0.0 0.0 6.5 0.2 43.0 4.5
Number of Traders in Each Category Total Traders: 25
7 10 . 0 . 0 4 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 346,653
Positions
83,877 150,902 2,637 105,369 45,914 8,108 110,976 57,191 3,290 4,893 9,902 0 27,503 68,709
Changes from: November 8, 2011 Total Change is: 110
24 2,292 341 -4,684 1,027 603 2,452 -1,894 2,057 -531 263 -127 -25 -4,452
Percent of Open Interest Represented by Each Category of Trader
24.2 43.5 0.8 30.4 13.2 2.3 32.0 16.5 0.9 1.4 2.9 0.0 7.9 19.8
Number of Traders in Each Category Total Traders: 216
25 26 7 32 19 13 59 38 10 7 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 451,351
Positions
227,384 33,083 24,404 103,876 203,383 33,486 39,696 109,134 4,362 1,568 27,267 286 16,289 15,946
Changes from: November 8, 2011 Total Change is: 5,673
-893 3,123 3,140 -4,432 3,576 328 5,520 -4,110 2,141 -60 -135 0 -71 -2,390
Percent of Open Interest Represented by Each Category of Trader
50.4 7.3 5.4 23.0 45.1 7.4 8.8 24.2 1.0 0.3 6.0 0.1 3.6 3.5
Number of Traders in Each Category Total Traders: 242
25 11 6 46 48 28 32 59 13 . 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 30,041
Positions
9,514 1,716 70 7,322 2,616 60 6,278 7,603 57 433 4,733 0 6,307 13,186
Changes from: November 8, 2011 Total Change is: 1,038
167 3 0 266 250 -13 737 -65 38 217 200 0 -374 625
Percent of Open Interest Represented by Each Category of Trader
31.7 5.7 0.2 24.4 8.7 0.2 20.9 25.3 0.2 1.4 15.8 0.0 21.0 43.9
Number of Traders in Each Category Total Traders: 50
12 . . 9 5 . 10 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 47,399
Positions
19,253 6,959 2,479 9,084 2,640 596 6,292 8,678 1,928 1,456 0 0 6,311 24,119
Changes from: November 8, 2011 Total Change is: -907
-2,870 781 1,480 -189 97 -284 -69 745 333 554 0 0 138 -4,059
Percent of Open Interest Represented by Each Category of Trader
40.6 14.7 5.2 19.2 5.6 1.3 13.3 18.3 4.1 3.1 0.0 0.0 13.3 50.9
Number of Traders in Each Category Total Traders: 66
24 10 4 8 . . 6 12 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 47,521
Positions
1,665 3,732 1,910 33,137 22,746 4,405 2,366 12,520 122 284 0 0 3,632 2,086
Changes from: November 8, 2011 Total Change is: -603
-1,044 -1,521 1,047 -118 579 -73 -400 -502 0 0 0 0 -15 -133
Percent of Open Interest Represented by Each Category of Trader
3.5 7.9 4.0 69.7 47.9 9.3 5.0 26.3 0.3 0.6 0.0 0.0 7.6 4.4
Number of Traders in Each Category Total Traders: 56
. 4 . 18 19 9 4 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 634,416
Positions
14,767 111,016 9,508 308,274 92,290 93,733 46,122 128,664 8,767 10,438 67,221 242 142,565 122,975
Changes from: November 8, 2011 Total Change is: 12,820
-10,064 -5,203 2,952 4,102 -8,755 5,181 3,345 14,713 -774 -132 -5 227 7,983 4,484
Percent of Open Interest Represented by Each Category of Trader
2.3 17.5 1.5 48.6 14.5 14.8 7.3 20.3 1.4 1.6 10.6 0.0 22.5 19.4
Number of Traders in Each Category Total Traders: 158
10 20 10 43 18 32 30 22 13 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 391,849
Positions
5,331 184,220 1,015 274,699 13,007 32,276 5,924 116,374 802 2,875 3,415 0 68,927 40,740
Changes from: November 8, 2011 Total Change is: 10,612
315 9,283 692 8,609 -706 -3,989 2,065 10,380 -138 0 -1,860 0 3,058 -3,050
Percent of Open Interest Represented by Each Category of Trader
1.4 47.0 0.3 70.1 3.3 8.2 1.5 29.7 0.2 0.7 0.9 0.0 17.6 10.4
Number of Traders in Each Category Total Traders: 72
. 12 4 38 4 20 4 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 758,953
Positions
93,945 80,822 2,003 150,953 220,373 81,505 262,941 173,062 21,104 33,140 62,924 11,591 101,771 105,569
Changes from: November 8, 2011 Total Change is: -10,869
-1,311 4,170 -2,816 371 -2,996 -2,626 -848 -4,443 -742 2,419 604 503 -5,819 -2,523
Percent of Open Interest Represented by Each Category of Trader
12.4 10.6 0.3 19.9 29.0 10.7 34.6 22.8 2.8 4.4 8.3 1.5 13.4 13.9
Number of Traders in Each Category Total Traders: 223
12 24 5 34 50 41 40 30 20 13 19 4
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Traders in Financial Futures - Futures Only Positions as of November 15, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,480,368
Positions
98,121 144,946 35,023 610,058 538,499 195,466 170,303 146,872 37,675 46,732 98,804 6,907 280,083 276,176
Changes from: November 8, 2011 Total Change is: -4,319
-30,901 14,578 3,015 19,269 -27,167 10,977 -8,616 28,397 10,924 10,776 4,807 -8,055 -11,708 -41,795
Percent of Open Interest Represented by Each Category of Trader
6.6 9.8 2.4 41.2 36.4 13.2 11.5 9.9 2.5 3.2 6.7 0.5 18.9 18.7
Number of Traders in Each Category Total Traders: 242
20 33 17 34 56 48 38 42 39 4 14 4
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Traders in Financial Futures - Futures Only Positions as of November 15, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,264,166
Positions
75,441 138,603 10,026 300,054 469,167 184,572 263,991 142,456 23,017 200,979 65,924 4,672 201,414 225,729
Changes from: November 8, 2011 Total Change is: 522
6,074 -22,057 -1,953 -33,671 -1,118 24,332 -21,619 1,240 6,079 20,119 -1,345 3,116 -1,955 -7,772
Percent of Open Interest Represented by Each Category of Trader
6.0 11.0 0.8 23.7 37.1 14.6 20.9 11.3 1.8 15.9 5.2 0.4 15.9 17.9
Number of Traders in Each Category Total Traders: 188
10 29 10 23 41 36 38 28 25 8 10 .
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Traders in Financial Futures - Futures Only Positions as of November 15, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 598,935
Positions
211,626 232,353 184,485 3,507 5,080 3,570 71,289 48,376 61,456 6,801 5,678 11,973 44,228 45,964
Changes from: November 8, 2011 Total Change is: 11,991
-656 2,778 -1,401 0 138 0 3,066 -368 -3,687 156 176 1,011 13,502 13,344
Percent of Open Interest Represented by Each Category of Trader
35.3 38.8 30.8 0.6 0.8 0.6 11.9 8.1 10.3 1.1 0.9 2.0 7.4 7.7
Number of Traders in Each Category Total Traders: 110
24 29 41 . 4 . 17 21 24 . 5 .
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Traders in Financial Futures - Futures Only Positions as of November 15, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,620,542
Positions
1,184,222 2,666,341 1,880,806 2,234,227 37,174 159,406 630,158 678,140 1,511,232 96,673 477,933 174,323 749,495 1,035,187
Changes from: November 8, 2011 Total Change is: 31,590
176,526 -263,211 27,639 -175,168 -14,370 44,927 -84,555 61,433 63,345 -4,007 -530 22,896 -40,013 89,461
Percent of Open Interest Represented by Each Category of Trader
13.7 30.9 21.8 25.9 0.4 1.8 7.3 7.9 17.5 1.1 5.5 2.0 8.7 12.0
Number of Traders in Each Category Total Traders: 263
38 53 82 16 6 18 40 64 88 9 18 22
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Traders in Financial Futures - Futures Only Positions as of November 15, 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 :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,029
Positions
5,481 2,885 0 1,903 841 7 1,016 6,018 0 1,390 160 0 232 118
Changes from: November 8, 2011 Total Change is: -678
-616 -173 0 -134 0 0 7 -513 0 60 0 0 5 8
Percent of Open Interest Represented by Each Category of Trader
54.7 28.8 0.0 19.0 8.4 0.1 10.1 60.0 0.0 13.9 1.6 0.0 2.3 1.2
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 5 8 0 4 . 0
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Traders in Financial Futures - Futures Only Positions as of November 15, 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 :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 15,062
Positions
12,471 7,957 0 1,366 2,003 0 854 4,618 0 40 340 0 331 144
Changes from: November 8, 2011 Total Change is: -576
-135 638 0 -194 -410 0 -296 -765 0 0 0 0 49 -39
Percent of Open Interest Represented by Each Category of Trader
82.8 52.8 0.0 9.1 13.3 0.0 5.7 30.7 0.0 0.3 2.3 0.0 2.2 1.0
Number of Traders in Each Category Total Traders: 28
4 4 0 . 4 0 6 6 0 . . 0
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Traders in Financial Futures - Futures Only Positions as of November 15, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 57,305
Positions
18,892 41,893 512 2,413 457 395 22,008 10,213 654 4,401 354 0 8,030 2,827
Changes from: November 8, 2011 Total Change is: -2,556
-1,366 572 0 998 276 -57 -4,747 -3,470 58 517 -81 0 2,041 146
Percent of Open Interest Represented by Each Category of Trader
33.0 73.1 0.9 4.2 0.8 0.7 38.4 17.8 1.1 7.7 0.6 0.0 14.0 4.9
Number of Traders in Each Category Total Traders: 100
4 . . 6 . . 30 22 4 28 . 0
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Traders in Financial Futures - Futures Only Positions as of November 15, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 147,703
Positions
38,622 45,317 38,154 9,001 515 2,332 10,576 14,161 18,807 2,425 2,258 11,315 16,471 14,844
Changes from: November 8, 2011 Total Change is: 9,617
-3,784 -5,330 10,247 707 -5 -760 415 3,389 1,370 -603 -1,163 848 1,177 1,021
Percent of Open Interest Represented by Each Category of Trader
26.1 30.7 25.8 6.1 0.3 1.6 7.2 9.6 12.7 1.6 1.5 7.7 11.2 10.0
Number of Traders in Each Category Total Traders: 86
10 10 17 12 . 6 19 18 24 5 5 7
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Traders in Financial Futures - Futures Only Positions as of November 15, 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 :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 15,023
Positions
2,884 0 0 1,939 1,573 0 9,342 2,698 71 0 10,088 443 344 150
Changes from: November 8, 2011 Total Change is: 1,251
534 0 0 142 59 0 717 2 0 0 1,044 0 -142 146
Percent of Open Interest Represented by Each Category of Trader
19.2 0.0 0.0 12.9 10.5 0.0 62.2 18.0 0.5 0.0 67.2 2.9 2.3 1.0
Number of Traders in Each Category Total Traders: 26
4 0 0 5 4 0 5 5 . 0 . .
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Updated November 18, 2011