Traders in Financial Futures - Futures Only Positions as of November 29, 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 143,231
Positions
43,797 15,798 5,299 20,893 35,215 520 30,485 54,585 6,635 9,762 1,469 0 25,840 23,710
Changes from: November 22, 2011 Total Change is: 14,080
4,656 -975 4,258 867 3,305 13 1,502 4,901 1,740 1,264 134 0 -220 704
Percent of Open Interest Represented by Each Category of Trader
30.6 11.0 3.7 14.6 24.6 0.4 21.3 38.1 4.6 6.8 1.0 0.0 18.0 16.6
Number of Traders in Each Category Total Traders: 77
10 10 7 6 5 . 10 23 6 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 37,224
Positions
12,534 6,151 737 869 1,326 217 14,561 13,251 123 0 0 0 8,183 15,419
Changes from: November 22, 2011 Total Change is: 6,202
4,173 -354 218 -6 -12 0 2,555 4,323 2 0 0 0 -740 2,025
Percent of Open Interest Represented by Each Category of Trader
33.7 16.5 2.0 2.3 3.6 0.6 39.1 35.6 0.3 0.0 0.0 0.0 22.0 41.4
Number of Traders in Each Category Total Traders: 41
7 7 . . . . 6 17 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 190,728
Positions
141,180 2,531 253 7,831 71,138 2,725 21,608 80,479 1,273 3,562 2,789 0 12,296 29,540
Changes from: November 22, 2011 Total Change is: 30,441
30,799 -768 -213 -408 10,574 -10 1,481 18,562 99 -570 -132 0 -737 2,329
Percent of Open Interest Represented by Each Category of Trader
74.0 1.3 0.1 4.1 37.3 1.4 11.3 42.2 0.7 1.9 1.5 0.0 6.4 15.5
Number of Traders in Each Category Total Traders: 92
17 . . 5 15 4 16 28 7 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 166,279
Positions
19,526 113,642 1,489 60,973 9,406 1,532 61,943 13,871 35 1,220 1,543 0 19,561 24,761
Changes from: November 22, 2011 Total Change is: 16,708
9,972 13,752 1,192 6,338 4 24 922 1,706 -359 220 -663 0 -1,601 1,052
Percent of Open Interest Represented by Each Category of Trader
11.7 68.3 0.9 36.7 5.7 0.9 37.3 8.3 0.0 0.7 0.9 0.0 11.8 14.9
Number of Traders in Each Category Total Traders: 90
6 13 . 10 7 . 29 19 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 277,511
Positions
101,801 55,757 583 64,442 32,138 2,853 69,316 108,084 3,283 5,728 11,768 465 29,040 62,580
Changes from: November 22, 2011 Total Change is: 17,447
3,401 8,383 516 16,107 26 -6,046 6,589 18,028 -166 -287 -901 -473 -2,194 -1,920
Percent of Open Interest Represented by Each Category of Trader
36.7 20.1 0.2 23.2 11.6 1.0 25.0 38.9 1.2 2.1 4.2 0.2 10.5 22.6
Number of Traders in Each Category Total Traders: 180
24 13 6 17 21 10 23 61 15 5 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 124,760
Positions
60,238 40,844 873 2,381 38,661 932 39,743 19,573 884 2,113 596 5 17,591 22,392
Changes from: November 22, 2011 Total Change is: -3,432
8,085 -2,873 156 -44 176 5 -8,723 -4,572 461 261 180 5 -3,638 3,030
Percent of Open Interest Represented by Each Category of Trader
48.3 32.7 0.7 1.9 31.0 0.7 31.9 15.7 0.7 1.7 0.5 0.0 14.1 17.9
Number of Traders in Each Category Total Traders: 74
13 11 5 . 5 . 13 24 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 105,329
Positions
65,618 58,614 33,256 0 0 0 4,743 11,718 1,159 0 0 0 553 582
Changes from: November 22, 2011 Total Change is: -200
974 303 -665 0 0 0 -517 215 0 0 0 0 8 -53
Percent of Open Interest Represented by Each Category of Trader
62.3 55.6 31.6 0.0 0.0 0.0 4.5 11.1 1.1 0.0 0.0 0.0 0.5 0.6
Number of Traders in Each Category Total Traders: 21
8 9 12 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 120,894
Positions
70,134 38,725 13,819 18,213 3,110 792 6,144 47,274 7,570 1,484 3,205 0 2,738 6,399
Changes from: November 22, 2011 Total Change is: 4,359
2,644 -862 3,131 0 294 32 300 4,065 1,809 461 -463 0 -4,018 -3,647
Percent of Open Interest Represented by Each Category of Trader
58.0 32.0 11.4 15.1 2.6 0.7 5.1 39.1 6.3 1.2 2.7 0.0 2.3 5.3
Number of Traders in Each Category Total Traders: 92
8 12 . 5 6 . 13 33 5 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 28,277
Positions
16,332 16,755 23 0 363 0 10,019 8,271 8 455 492 0 1,440 2,365
Changes from: November 22, 2011 Total Change is: 1,407
3,089 -1,298 23 0 109 0 -1,577 2,625 6 -88 150 0 -46 -208
Percent of Open Interest Represented by Each Category of Trader
57.8 59.3 0.1 0.0 1.3 0.0 35.4 29.2 0.0 1.6 1.7 0.0 5.1 8.4
Number of Traders in Each Category Total Traders: 43
8 8 . 0 . 0 5 16 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 59,620
Positions
23,530 27,633 7,672 2,962 2,960 580 10,285 7,182 3,746 2,163 925 1,724 6,960 7,198
Changes from: November 22, 2011 Total Change is: -2,018
666 -3,266 -168 -96 -271 42 -1,190 1,320 -387 -72 154 0 -814 559
Percent of Open Interest Represented by Each Category of Trader
39.5 46.3 12.9 5.0 5.0 1.0 17.3 12.0 6.3 3.6 1.6 2.9 11.7 12.1
Number of Traders in Each Category Total Traders: 86
22 13 9 . 6 . 19 15 9 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 17,682
Positions
12,377 11,631 265 617 292 0 1,071 2,434 42 1,344 0 380 1,586 2,638
Changes from: November 22, 2011 Total Change is: 31
0 -5 0 0 0 0 11 18 0 0 0 0 20 18
Percent of Open Interest Represented by Each Category of Trader
70.0 65.8 1.5 3.5 1.7 0.0 6.1 13.8 0.2 7.6 0.0 2.1 9.0 14.9
Number of Traders in Each Category Total Traders: 20
8 4 . . . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 83,875
Positions
36,715 46,414 404 4,689 5,336 1,159 25,415 16,483 421 4,325 4,538 0 10,747 9,120
Changes from: November 22, 2011 Total Change is: -4,098
1,252 -6,602 -255 -192 -541 83 -2,215 2,789 -960 -143 307 0 -1,668 1,081
Percent of Open Interest Represented by Each Category of Trader
43.8 55.3 0.5 5.6 6.4 1.4 30.3 19.7 0.5 5.2 5.4 0.0 12.8 10.9
Number of Traders in Each Category Total Traders: 84
21 14 4 . 5 . 19 16 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 902,281
Positions
96,176 131,872 86,536 357,475 212,596 66,964 74,200 175,309 66,677 18,486 37,949 7,730 128,037 116,647
Changes from: November 22, 2011 Total Change is: 701
-12,066 6,908 6,747 1,565 -13,582 2,253 -1,472 1,896 1,161 921 -6,670 2,581 -988 -592
Percent of Open Interest Represented by Each Category of Trader
10.7 14.6 9.6 39.6 23.6 7.4 8.2 19.4 7.4 2.0 4.2 0.9 14.2 12.9
Number of Traders in Each Category Total Traders: 560
35 54 32 111 77 64 75 135 77 30 42 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 299,108
Positions
49,856 75,422 18,437 105,049 44,671 12,559 31,006 67,349 3,600 5,949 15,866 361 72,291 60,843
Changes from: November 22, 2011 Total Change is: 4,632
-4,328 4,572 798 758 975 1,020 1,175 2,117 256 2,194 750 276 2,483 -6,132
Percent of Open Interest Represented by Each Category of Trader
16.7 25.2 6.2 35.1 14.9 4.2 10.4 22.5 1.2 2.0 5.3 0.1 24.2 20.3
Number of Traders in Each Category Total Traders: 128
13 15 9 27 15 13 18 31 13 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 3,015,865
Positions
497,638 548,288 74,457 1,284,513 862,010 249,640 476,417 800,246 54,940 87,510 135,241 12,022 278,728 279,021
Changes from: November 22, 2011 Total Change is: -19,656
-14,075 36,297 5,129 10,244 -66,575 -48 -12,242 -112 3,530 4,821 -25,913 338 -17,353 27,698
Percent of Open Interest Represented by Each Category of Trader
16.5 18.2 2.5 42.6 28.6 8.3 15.8 26.5 1.8 2.9 4.5 0.4 9.2 9.3
Number of Traders in Each Category Total Traders: 529
36 50 20 98 72 58 77 127 55 31 38 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 119,985
Positions
30,818 18,512 1 50,461 66,033 7,892 19,449 15,250 11 1,402 6,742 0 9,951 5,544
Changes from: November 22, 2011 Total Change is: 2,865
2,110 344 -104 -1,270 1,337 -95 2,926 2,648 -1,264 0 42 0 562 -43
Percent of Open Interest Represented by Each Category of Trader
25.7 15.4 0.0 42.1 55.0 6.6 16.2 12.7 0.0 1.2 5.6 0.0 8.3 4.6
Number of Traders in Each Category Total Traders: 87
10 9 . 31 14 9 9 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 88,202
Positions
23,910 36,918 6,859 18,447 9,719 1,685 12,983 7,022 5,529 828 3,994 70 17,891 16,406
Changes from: November 22, 2011 Total Change is: -6,516
1,296 -1,080 -1,731 -701 185 -41 -3,141 -2,649 -1,070 -151 -530 -31 -945 432
Percent of Open Interest Represented by Each Category of Trader
27.1 41.9 7.8 20.9 11.0 1.9 14.7 8.0 6.3 0.9 4.5 0.1 20.3 18.6
Number of Traders in Each Category Total Traders: 200
20 28 10 31 20 11 39 42 16 6 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 29,073
Positions
12,698 22,250 20 0 300 0 2,000 3,016 0 0 2,112 50 14,305 1,325
Changes from: November 22, 2011 Total Change is: -1,571
-492 -491 0 0 0 0 -980 -983 0 0 0 0 -99 -97
Percent of Open Interest Represented by Each Category of Trader
43.7 76.5 0.1 0.0 1.0 0.0 6.9 10.4 0.0 0.0 7.3 0.2 49.2 4.6
Number of Traders in Each Category Total Traders: 23
8 8 . 0 . 0 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 295,643
Positions
88,506 105,786 1,747 92,235 47,093 8,427 78,533 43,650 4,025 4,140 9,409 102 17,928 75,404
Changes from: November 22, 2011 Total Change is: -24,725
497 -11,391 -209 -3,506 924 -205 -14,835 -12,360 -1,322 -757 -2,649 -157 -4,231 2,644
Percent of Open Interest Represented by Each Category of Trader
29.9 35.8 0.6 31.2 15.9 2.9 26.6 14.8 1.4 1.4 3.2 0.0 6.1 25.5
Number of Traders in Each Category Total Traders: 197
19 26 7 31 20 11 39 42 12 6 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 471,133
Positions
245,256 32,499 27,605 109,874 217,228 28,909 40,269 119,835 3,589 1,615 23,971 391 13,625 17,106
Changes from: November 22, 2011 Total Change is: 7,848
8,958 -1,045 1,740 1,694 5,145 -1,073 -3,777 5,175 691 247 -690 105 -737 -2,200
Percent of Open Interest Represented by Each Category of Trader
52.1 6.9 5.9 23.3 46.1 6.1 8.5 25.4 0.8 0.3 5.1 0.1 2.9 3.6
Number of Traders in Each Category Total Traders: 237
23 10 6 46 48 26 24 66 11 . 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 28,319
Positions
8,098 1,960 70 7,259 2,719 82 5,930 4,285 109 216 4,976 0 6,555 14,118
Changes from: November 22, 2011 Total Change is: -2,253
-1,121 225 0 -137 253 0 -974 -2,538 61 0 -91 0 -82 -163
Percent of Open Interest Represented by Each Category of Trader
28.6 6.9 0.2 25.6 9.6 0.3 20.9 15.1 0.4 0.8 17.6 0.0 23.1 49.9
Number of Traders in Each Category Total Traders: 43
11 . . 8 5 . 8 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 49,227
Positions
21,352 9,460 1,611 8,954 3,446 2,251 2,595 9,221 1,296 2,923 0 0 8,245 21,942
Changes from: November 22, 2011 Total Change is: -215
64 -758 -35 221 496 1,661 -3,272 334 -175 137 0 0 1,184 -1,738
Percent of Open Interest Represented by Each Category of Trader
43.4 19.2 3.3 18.2 7.0 4.6 5.3 18.7 2.6 5.9 0.0 0.0 16.7 44.6
Number of Traders in Each Category Total Traders: 62
22 10 . 9 4 . . 11 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 44,758
Positions
4,524 1,787 159 30,237 26,473 4,411 2,198 9,342 4 0 0 0 3,225 2,582
Changes from: November 22, 2011 Total Change is: 1,664
899 -586 -74 814 1,324 367 -266 172 0 0 0 0 -76 461
Percent of Open Interest Represented by Each Category of Trader
10.1 4.0 0.4 67.6 59.1 9.9 4.9 20.9 0.0 0.0 0.0 0.0 7.2 5.8
Number of Traders in Each Category Total Traders: 50
. . . 17 19 10 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 64,821
Positions
17,115 25,651 42 25,213 26,240 3,148 10,139 3,356 544 2,234 2,812 907 5,479 2,121
Changes from: November 22, 2011 Total Change is: 843
-164 921 -7 1,079 470 -136 404 -371 234 0 69 0 -567 -337
Percent of Open Interest Represented by Each Category of Trader
26.4 39.6 0.1 38.9 40.5 4.9 15.6 5.2 0.8 3.4 4.3 1.4 8.5 3.3
Number of Traders in Each Category Total Traders: 69
13 8 . 12 9 6 13 5 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 658,141
Positions
12,530 102,213 29,738 303,462 95,760 85,651 49,561 124,869 22,991 7,375 66,480 3,499 143,334 126,940
Changes from: November 22, 2011 Total Change is: 7,183
-553 -8,939 14,405 -10,612 6,067 -6,326 7,228 -6,770 14,025 -1,411 -4,084 3,224 -12,797 -4,419
Percent of Open Interest Represented by Each Category of Trader
1.9 15.5 4.5 46.1 14.6 13.0 7.5 19.0 3.5 1.1 10.1 0.5 21.8 19.3
Number of Traders in Each Category Total Traders: 140
7 18 16 42 20 34 22 19 18 . 9 .
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Traders in Financial Futures - Futures Only Positions as of November 29, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 405,565
Positions
5,341 176,388 4,303 278,001 11,040 35,388 3,853 123,003 10,460 0 0 0 68,219 44,983
Changes from: November 22, 2011 Total Change is: -1,182
10 -6,270 -2,747 -5,266 -1,939 2,071 -2,046 1,361 7,087 -2,195 -1,692 0 1,904 947
Percent of Open Interest Represented by Each Category of Trader
1.3 43.5 1.1 68.5 2.7 8.7 1.0 30.3 2.6 0.0 0.0 0.0 16.8 11.1
Number of Traders in Each Category Total Traders: 72
. 12 7 39 5 20 . 10 6 0 0 0
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Traders in Financial Futures - Futures Only Positions as of November 29, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 740,797
Positions
67,060 65,138 21,507 137,080 205,614 76,325 219,228 184,609 60,677 48,563 26,846 580 109,777 99,501
Changes from: November 22, 2011 Total Change is: -14,581
-31,386 -14,928 16,887 -14,571 -8,209 -3,699 -3,088 -17,103 32,109 -14,011 -6,488 -93 3,271 -13,057
Percent of Open Interest Represented by Each Category of Trader
9.1 8.8 2.9 18.5 27.8 10.3 29.6 24.9 8.2 6.6 3.6 0.1 14.8 13.4
Number of Traders in Each Category Total Traders: 202
11 23 15 32 46 40 32 35 23 10 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,556,443
Positions
81,563 148,256 39,699 574,027 559,937 169,789 207,102 120,326 141,717 50,060 75,425 2,577 289,909 298,717
Changes from: November 22, 2011 Total Change is: 34,405
-17,299 -3,427 -416 -34,813 2,603 -3,288 12,159 6,258 82,958 4,780 -41,792 -1,459 -8,217 -7,032
Percent of Open Interest Represented by Each Category of Trader
5.2 9.5 2.6 36.9 36.0 10.9 13.3 7.7 9.1 3.2 4.8 0.2 18.6 19.2
Number of Traders in Each Category Total Traders: 221
16 27 25 32 54 46 45 31 29 5 11 7
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Traders in Financial Futures - Futures Only Positions as of November 29, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,337,169
Positions
99,208 112,917 19,818 367,094 430,399 167,487 213,866 236,570 62,394 193,949 67,606 160 213,193 239,818
Changes from: November 22, 2011 Total Change is: 52,422
15,045 -33,310 -1,679 25,575 -36,587 -7,097 -3,914 80,777 43,761 -9,799 2,944 -10,149 679 13,762
Percent of Open Interest Represented by Each Category of Trader
7.4 8.4 1.5 27.5 32.2 12.5 16.0 17.7 4.7 14.5 5.1 0.0 15.9 17.9
Number of Traders in Each Category Total Traders: 171
9 26 16 22 42 40 26 29 18 7 10 .
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Traders in Financial Futures - Futures Only Positions as of November 29, 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 616,393
Positions
227,903 258,867 179,533 3,998 5,066 3,570 89,632 54,874 57,872 13,812 6,152 10,128 29,945 40,331
Changes from: November 22, 2011 Total Change is: 18,878
5,480 13,482 321 250 -14 0 10,188 6,631 245 6,860 424 650 -5,116 -2,861
Percent of Open Interest Represented by Each Category of Trader
37.0 42.0 29.1 0.6 0.8 0.6 14.5 8.9 9.4 2.2 1.0 1.6 4.9 6.5
Number of Traders in Each Category Total Traders: 115
24 29 39 . 4 . 23 18 24 5 6 6
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Traders in Financial Futures - Futures Only Positions as of November 29, 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 8,721,607
Positions
1,560,718 2,587,736 1,809,593 1,965,518 95,940 157,293 615,870 739,959 1,575,338 95,811 456,329 172,276 769,190 1,127,143
Changes from: November 22, 2011 Total Change is: 80,147
33,982 -53,899 27,795 -74,490 17,992 -3,245 15,878 -1,963 18,228 -2,350 -26,740 6,826 57,523 95,153
Percent of Open Interest Represented by Each Category of Trader
17.9 29.7 20.7 22.5 1.1 1.8 7.1 8.5 18.1 1.1 5.2 2.0 8.8 12.9
Number of Traders in Each Category Total Traders: 259
37 52 83 11 7 15 40 70 91 8 14 19
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Traders in Financial Futures - Futures Only Positions as of November 29, 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 11,637
Positions
5,448 3,784 0 1,856 834 7 2,593 6,429 287 1,174 160 0 272 136
Changes from: November 22, 2011 Total Change is: 855
-4 340 0 -52 -6 0 616 236 287 3 0 0 5 -2
Percent of Open Interest Represented by Each Category of Trader
46.8 32.5 0.0 15.9 7.2 0.1 22.3 55.2 2.5 10.1 1.4 0.0 2.3 1.2
Number of Traders in Each Category Total Traders: 28
. 4 0 . 4 . 5 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 15,572
Positions
12,533 7,281 0 1,350 2,461 0 659 4,695 595 40 340 0 395 200
Changes from: November 22, 2011 Total Change is: 544
-107 -251 0 -16 189 0 -10 -44 595 0 0 0 82 55
Percent of Open Interest Represented by Each Category of Trader
80.5 46.8 0.0 8.7 15.8 0.0 4.2 30.2 3.8 0.3 2.2 0.0 2.5 1.3
Number of Traders in Each Category Total Traders: 30
5 4 0 . 5 0 4 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 58,641
Positions
18,115 45,688 500 5,380 308 375 21,315 8,278 793 4,950 381 21 7,192 2,297
Changes from: November 22, 2011 Total Change is: 4,199
-78 2,469 -1 1,278 -147 -13 4,204 1,448 158 225 -80 13 -1,587 352
Percent of Open Interest Represented by Each Category of Trader
30.9 77.9 0.9 9.2 0.5 0.6 36.3 14.1 1.4 8.4 0.6 0.0 12.3 3.9
Number of Traders in Each Category Total Traders: 99
5 4 . 5 . . 40 15 4 26 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 138,609
Positions
38,062 50,681 32,342 7,857 500 1,709 13,917 10,801 18,116 1,590 3,345 9,670 15,346 11,445
Changes from: November 22, 2011 Total Change is: 4,678
324 825 5,238 -754 0 -510 554 -944 1,084 -720 694 333 -871 -2,042
Percent of Open Interest Represented by Each Category of Trader
27.5 36.6 23.3 5.7 0.4 1.2 10.0 7.8 13.1 1.1 2.4 7.0 11.1 8.3
Number of Traders in Each Category Total Traders: 76
9 9 14 10 . 6 17 16 22 4 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 15,942
Positions
3,042 0 0 1,848 1,517 0 10,240 2,766 71 0 11,034 545 196 9
Changes from: November 22, 2011 Total Change is: -98
-38 0 0 -122 -145 0 -38 8 0 0 -62 100 0 1
Percent of Open Interest Represented by Each Category of Trader
19.1 0.0 0.0 11.6 9.5 0.0 64.2 17.4 0.4 0.0 69.2 3.4 1.2 0.1
Number of Traders in Each Category Total Traders: 26
4 0 0 5 4 0 5 5 . 0 . .
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Updated December 2, 2011