Traders in Financial Futures - Futures Only Positions as of December 6, 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 150,326 Positions 43,116 21,047 12,512 19,860 34,913 449 32,144 49,428 6,593 8,699 1,924 24 26,929 23,436 Changes from: November 29, 2011 Total Change is: 7,095 -681 5,249 7,213 -1,033 -302 -71 1,659 -5,157 -42 -1,063 455 24 1,089 -274 Percent of Open Interest Represented by Each Category of Trader 28.7 14.0 8.3 13.2 23.2 0.3 21.4 32.9 4.4 5.8 1.3 0.0 17.9 15.6 Number of Traders in Each Category Total Traders: 75 9 12 10 5 4 . 16 17 8 9 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 42,548 Positions 17,564 6,437 1,177 999 907 203 13,811 14,872 696 0 464 0 8,098 17,792 Changes from: November 29, 2011 Total Change is: 5,324 5,030 286 440 130 -419 -14 -750 1,621 573 0 464 0 -85 2,373 Percent of Open Interest Represented by Each Category of Trader 41.3 15.1 2.8 2.3 2.1 0.5 32.5 35.0 1.6 0.0 1.1 0.0 19.0 41.8 Number of Traders in Each Category Total Traders: 42 8 8 4 . . . 6 16 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 209,514 Positions 156,088 4,001 947 8,255 79,656 3,084 23,475 88,040 1,164 4,308 2,803 0 12,193 29,819 Changes from: November 29, 2011 Total Change is: 18,786 14,908 1,470 694 424 8,518 359 1,867 7,561 -109 746 14 0 -103 279 Percent of Open Interest Represented by Each Category of Trader 74.5 1.9 0.5 3.9 38.0 1.5 11.2 42.0 0.6 2.1 1.3 0.0 5.8 14.2 Number of Traders in Each Category Total Traders: 93 17 4 4 5 16 4 16 27 8 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 178,625 Positions 19,319 118,944 9,035 63,230 10,102 1,451 65,312 12,051 164 1,285 2,033 0 18,829 24,845 Changes from: November 29, 2011 Total Change is: 12,346 -207 5,302 7,546 2,257 696 -81 3,369 -1,820 129 65 490 0 -732 84 Percent of Open Interest Represented by Each Category of Trader 10.8 66.6 5.1 35.4 5.7 0.8 36.6 6.7 0.1 0.7 1.1 0.0 10.5 13.9 Number of Traders in Each Category Total Traders: 87 6 13 7 8 8 6 25 19 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 283,309 Positions 100,514 59,830 6,936 57,161 32,936 3,659 66,525 104,430 3,712 14,223 13,298 1,108 29,471 57,400 Changes from: November 29, 2011 Total Change is: 5,798 -1,287 4,073 6,353 -7,281 798 806 -2,791 -3,654 429 8,495 1,530 643 431 -5,180 Percent of Open Interest Represented by Each Category of Trader 35.5 21.1 2.4 20.2 11.6 1.3 23.5 36.9 1.3 5.0 4.7 0.4 10.4 20.3 Number of Traders in Each Category Total Traders: 180 22 16 7 17 22 10 26 51 16 7 19 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 142,807 Positions 50,518 46,191 6,139 2,572 41,692 908 54,079 25,445 4,076 6,592 1,563 9 17,914 16,784 Changes from: November 29, 2011 Total Change is: 18,047 -9,720 5,347 5,266 191 3,031 -24 14,336 5,872 3,192 4,479 967 4 323 -5,608 Percent of Open Interest Represented by Each Category of Trader 35.4 32.3 4.3 1.8 29.2 0.6 37.9 17.8 2.9 4.6 1.1 0.0 12.5 11.8 Number of Traders in Each Category Total Traders: 79 13 11 7 . 6 . 14 26 6 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 108,244 Positions 62,300 56,268 37,407 0 0 0 4,903 11,588 1,289 0 0 0 2,345 1,692 Changes from: November 29, 2011 Total Change is: 2,915 -3,318 -2,346 4,151 0 0 0 160 -130 130 0 0 0 1,792 1,110 Percent of Open Interest Represented by Each Category of Trader 57.6 52.0 34.6 0.0 0.0 0.0 4.5 10.7 1.2 0.0 0.0 0.0 2.2 1.6 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 December 6, 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 130,231 Positions 70,953 49,417 11,576 18,895 2,227 620 17,946 49,640 6,714 598 3,612 336 2,593 6,089 Changes from: November 29, 2011 Total Change is: 9,337 819 10,692 -2,243 682 -883 -172 11,802 2,366 -856 -886 407 336 -145 -310 Percent of Open Interest Represented by Each Category of Trader 54.5 37.9 8.9 14.5 1.7 0.5 13.8 38.1 5.2 0.5 2.8 0.3 2.0 4.7 Number of Traders in Each Category Total Traders: 87 9 11 4 6 5 . 16 28 5 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 27,597 Positions 15,860 17,626 204 0 294 0 9,723 6,607 170 165 485 0 1,475 2,211 Changes from: November 29, 2011 Total Change is: -680 -472 871 181 0 -69 0 -296 -1,664 162 -290 -7 0 35 -154 Percent of Open Interest Represented by Each Category of Trader 57.5 63.9 0.7 0.0 1.1 0.0 35.2 23.9 0.6 0.6 1.8 0.0 5.3 8.0 Number of Traders in Each Category Total Traders: 42 8 9 . 0 . 0 6 14 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 66,743 Positions 23,342 34,917 8,896 3,807 2,814 362 15,663 5,831 3,062 2,107 1,368 1,734 7,771 7,761 Changes from: November 29, 2011 Total Change is: 7,124 -188 7,284 1,224 845 -147 -218 5,378 -1,352 -684 -56 443 10 812 563 Percent of Open Interest Represented by Each Category of Trader 35.0 52.3 13.3 5.7 4.2 0.5 23.5 8.7 4.6 3.2 2.0 2.6 11.6 11.6 Number of Traders in Each Category Total Traders: 93 21 17 9 6 7 . 21 13 8 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 18,720 Positions 13,377 12,612 265 597 292 0 1,067 2,455 48 1,344 0 390 1,632 2,658 Changes from: November 29, 2011 Total Change is: 1,038 1,000 981 0 -20 0 0 -4 21 6 0 0 10 46 20 Percent of Open Interest Represented by Each Category of Trader 71.5 67.4 1.4 3.2 1.6 0.0 5.7 13.1 0.3 7.2 0.0 2.1 8.7 14.2 Number of Traders in Each Category Total Traders: 20 8 4 . . . 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 96,046 Positions 36,192 60,871 1,000 6,419 5,043 724 35,127 12,686 93 4,213 5,423 0 12,278 10,206 Changes from: November 29, 2011 Total Change is: 12,171 -523 14,457 596 1,730 -293 -435 9,712 -3,797 -328 -112 885 0 1,531 1,086 Percent of Open Interest Represented by Each Category of Trader 37.7 63.4 1.0 6.7 5.3 0.8 36.6 13.2 0.1 4.4 5.6 0.0 12.8 10.6 Number of Traders in Each Category Total Traders: 91 21 17 4 5 6 . 23 12 4 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 926,993 Positions 92,555 167,949 98,009 348,918 200,244 68,104 90,972 156,434 73,460 15,866 37,030 5,690 133,419 120,073 Changes from: November 29, 2011 Total Change is: 24,712 -3,620 36,077 11,473 -8,557 -12,352 1,140 16,771 -18,876 6,783 -2,620 -920 -2,040 5,382 3,426 Percent of Open Interest Represented by Each Category of Trader 10.0 18.1 10.6 37.6 21.6 7.3 9.8 16.9 7.9 1.7 4.0 0.6 14.4 13.0 Number of Traders in Each Category Total Traders: 555 30 58 32 112 70 67 87 127 77 29 42 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 323,580 Positions 54,588 107,601 19,954 100,527 42,960 12,098 41,297 67,975 3,988 2,761 12,279 938 87,429 55,787 Changes from: November 29, 2011 Total Change is: 24,472 4,732 32,179 1,517 -4,522 -1,711 -461 10,291 626 388 -3,188 -3,587 577 15,138 -5,056 Percent of Open Interest Represented by Each Category of Trader 16.9 33.3 6.2 31.1 13.3 3.7 12.8 21.0 1.2 0.9 3.8 0.3 27.0 17.2 Number of Traders in Each Category Total Traders: 123 12 16 9 26 13 13 16 32 13 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 3,017,064 Positions 459,022 570,925 121,089 1,268,203 812,672 253,782 526,590 720,510 69,141 79,829 138,057 9,459 229,949 321,429 Changes from: November 29, 2011 Total Change is: 1,199 -38,616 22,637 46,632 -16,310 -49,338 4,142 50,173 -79,736 14,201 -7,681 2,816 -2,563 -48,779 42,408 Percent of Open Interest Represented by Each Category of Trader 15.2 18.9 4.0 42.0 26.9 8.4 17.5 23.9 2.3 2.6 4.6 0.3 7.6 10.7 Number of Traders in Each Category Total Traders: 526 33 53 22 100 65 61 91 117 58 29 38 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 117,150 Positions 26,155 19,686 1 49,040 61,165 9,941 18,789 14,566 32 1,640 6,715 25 11,527 5,019 Changes from: November 29, 2011 Total Change is: -2,835 -4,663 1,174 0 -1,421 -4,868 2,049 -660 -684 21 238 -27 25 1,576 -525 Percent of Open Interest Represented by Each Category of Trader 22.3 16.8 0.0 41.9 52.2 8.5 16.0 12.4 0.0 1.4 5.7 0.0 9.8 4.3 Number of Traders in Each Category Total Traders: 88 10 10 . 31 13 13 9 10 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 94,208 Positions 20,962 38,153 10,896 20,815 9,386 1,236 15,430 9,289 5,154 975 4,105 50 18,691 15,941 Changes from: November 29, 2011 Total Change is: 6,007 -2,947 1,235 4,037 2,368 -333 -450 2,447 2,266 -374 147 111 -20 801 -465 Percent of Open Interest Represented by Each Category of Trader 22.3 40.5 11.6 22.1 10.0 1.3 16.4 9.9 5.5 1.0 4.4 0.1 19.8 16.9 Number of Traders in Each Category Total Traders: 208 20 29 12 30 20 11 47 39 16 8 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 29,888 Positions 12,697 22,250 122 0 300 0 2,981 4,000 0 0 2,112 50 14,038 1,054 Changes from: November 29, 2011 Total Change is: 815 -1 0 102 0 0 0 981 984 0 0 0 0 -267 -271 Percent of Open Interest Represented by Each Category of Trader 42.5 74.4 0.4 0.0 1.0 0.0 10.0 13.4 0.0 0.0 7.1 0.2 47.0 3.5 Number of Traders in Each Category Total Traders: 24 8 8 . 0 . 0 . . 0 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 321,602 Positions 90,677 128,865 4,517 104,076 45,428 6,178 86,588 50,788 1,427 4,873 9,964 0 23,266 74,435 Changes from: November 29, 2011 Total Change is: 25,959 2,171 23,079 2,770 11,841 -1,665 -2,249 8,055 7,138 -2,598 733 555 -102 5,338 -969 Percent of Open Interest Represented by Each Category of Trader 28.2 40.1 1.4 32.4 14.1 1.9 26.9 15.8 0.4 1.5 3.1 0.0 7.2 23.1 Number of Traders in Each Category Total Traders: 207 22 26 9 30 20 11 47 39 11 8 15 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 444,543 Positions 215,437 32,270 24,688 104,902 208,671 30,230 47,877 102,935 2,563 1,625 23,884 12 17,209 19,290 Changes from: November 29, 2011 Total Change is: -26,590 -29,819 -229 -2,917 -4,972 -8,557 1,321 7,608 -16,900 -1,026 10 -87 -379 3,584 2,184 Percent of Open Interest Represented by Each Category of Trader 48.5 7.3 5.6 23.6 46.9 6.8 10.8 23.2 0.6 0.4 5.4 0.0 3.9 4.3 Number of Traders in Each Category Total Traders: 234 25 10 8 41 49 25 29 59 13 . 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 30,676 Positions 9,325 2,066 1,071 7,491 2,748 82 4,667 3,745 1,514 216 4,976 0 6,310 14,474 Changes from: November 29, 2011 Total Change is: 2,357 1,227 106 1,001 232 29 0 -1,263 -540 1,405 0 0 0 -245 356 Percent of Open Interest Represented by Each Category of Trader 30.4 6.7 3.5 24.4 9.0 0.3 15.2 12.2 4.9 0.7 16.2 0.0 20.6 47.2 Number of Traders in Each Category Total Traders: 44 10 . . 8 5 . 9 6 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 50,054 Positions 20,778 7,190 4,569 7,731 2,687 2,234 3,260 7,870 1,618 3,209 80 220 6,435 23,586 Changes from: November 29, 2011 Total Change is: 827 -574 -2,270 2,958 -1,223 -759 -17 665 -1,351 322 286 80 220 -1,810 1,644 Percent of Open Interest Represented by Each Category of Trader 41.5 14.4 9.1 15.4 5.4 4.5 6.5 15.7 3.2 6.4 0.2 0.4 12.9 47.1 Number of Traders in Each Category Total Traders: 66 24 10 8 7 . . 6 12 4 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 44,172 Positions 3,785 3,153 233 28,936 22,743 4,326 3,000 11,435 4 0 0 0 3,888 2,278 Changes from: November 29, 2011 Total Change is: -586 -739 1,366 74 -1,301 -3,730 -85 802 2,093 0 0 0 0 663 -304 Percent of Open Interest Represented by Each Category of Trader 8.6 7.1 0.5 65.5 51.5 9.8 6.8 25.9 0.0 0.0 0.0 0.0 8.8 5.2 Number of Traders in Each Category Total Traders: 51 . 4 . 15 19 10 5 7 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 66,773 Positions 14,896 22,613 96 27,980 25,141 1,983 8,673 5,855 1,701 2,173 2,727 1,421 7,850 5,236 Changes from: November 29, 2011 Total Change is: 1,952 -2,219 -3,038 54 2,767 -1,099 -1,165 -1,466 2,499 1,157 -61 -85 514 2,371 3,115 Percent of Open Interest Represented by Each Category of Trader 22.3 33.9 0.1 41.9 37.7 3.0 13.0 8.8 2.5 3.3 4.1 2.1 11.8 7.8 Number of Traders in Each Category Total Traders: 67 12 10 . 12 9 5 11 4 . 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 591,861 Positions 20,975 92,970 8,330 276,239 106,603 94,461 42,225 91,783 6,241 9,512 63,162 0 133,878 128,311 Changes from: November 29, 2011 Total Change is: -66,280 8,445 -9,243 -21,408 -27,223 10,843 8,810 -7,336 -33,086 -16,750 2,137 -3,318 -3,499 -9,456 1,371 Percent of Open Interest Represented by Each Category of Trader 3.5 15.7 1.4 46.7 18.0 16.0 7.1 15.5 1.1 1.6 10.7 0.0 22.6 21.7 Number of Traders in Each Category Total Traders: 141 9 17 11 40 22 34 24 19 13 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 405,421 Positions 5,175 161,011 8,172 273,236 15,687 40,571 1,837 126,326 13,568 0 0 0 62,862 40,086 Changes from: November 29, 2011 Total Change is: -144 -166 -15,377 3,869 -4,765 4,647 5,183 -2,016 3,323 3,108 0 0 0 -5,357 -4,897 Percent of Open Interest Represented by Each Category of Trader 1.3 39.7 2.0 67.4 3.9 10.0 0.5 31.2 3.3 0.0 0.0 0.0 15.5 9.9 Number of Traders in Each Category Total Traders: 72 . 12 6 37 7 21 . 12 5 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 669,366 Positions 75,066 65,905 16,036 137,104 176,213 68,555 205,853 180,228 30,007 35,775 30,098 587 100,383 101,737 Changes from: November 29, 2011 Total Change is: -71,431 8,006 767 -5,471 24 -29,401 -7,770 -13,375 -4,381 -30,670 -12,788 3,252 7 -9,394 2,236 Percent of Open Interest Represented by Each Category of Trader 11.2 9.8 2.4 20.5 26.3 10.2 30.8 26.9 4.5 5.3 4.5 0.1 15.0 15.2 Number of Traders in Each Category Total Traders: 193 12 23 9 30 45 39 30 34 21 7 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 1,406,900 Positions 69,121 111,606 25,343 537,656 558,414 188,137 195,448 83,573 73,906 42,418 83,130 1,912 272,959 280,879 Changes from: November 29, 2011 Total Change is: -149,543 -12,442 -36,650 -14,356 -36,371 -1,523 18,348 -11,654 -36,753 -67,811 -7,642 7,705 -665 -16,950 -17,838 Percent of Open Interest Represented by Each Category of Trader 4.9 7.9 1.8 38.2 39.7 13.4 13.9 5.9 5.3 3.0 5.9 0.1 19.4 20.0 Number of Traders in Each Category Total Traders: 217 14 24 23 35 49 50 46 30 28 5 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 1,244,361 Positions 82,430 127,629 15,740 354,199 452,184 151,811 175,045 151,938 64,608 192,948 63,832 0 207,580 216,619 Changes from: November 29, 2011 Total Change is: -92,808 -16,778 14,712 -4,078 -12,895 21,785 -15,676 -38,821 -84,632 2,214 -1,001 -3,774 -160 -5,613 -23,199 Percent of Open Interest Represented by Each Category of Trader 6.6 10.3 1.3 28.5 36.3 12.2 14.1 12.2 5.2 15.5 5.1 0.0 16.7 17.4 Number of Traders in Each Category Total Traders: 167 7 27 13 24 40 40 24 28 13 7 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 559,953 Positions 205,601 241,211 171,560 3,516 3,667 3,570 81,732 36,162 48,380 10,154 5,717 8,047 27,393 41,639 Changes from: November 29, 2011 Total Change is: -56,440 -22,302 -17,656 -7,973 -482 -1,399 0 -7,900 -18,712 -9,492 -3,658 -435 -2,081 -2,552 1,308 Percent of Open Interest Represented by Each Category of Trader 36.7 43.1 30.6 0.6 0.7 0.6 14.6 6.5 8.6 1.8 1.0 1.4 4.9 7.4 Number of Traders in Each Category Total Traders: 105 24 26 39 . . . 24 14 21 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 8,495,479 Positions 1,523,322 2,693,864 1,705,104 1,914,867 55,882 154,163 614,569 653,153 1,574,403 101,826 477,602 174,921 732,304 1,006,387 Changes from: November 29, 2011 Total Change is: -226,128 -37,396 106,128 -104,489 -50,651 -40,058 -3,130 -1,301 -86,806 -935 6,015 21,273 2,645 -36,886 -120,756 Percent of Open Interest Represented by Each Category of Trader 17.9 31.7 20.1 22.5 0.7 1.8 7.2 7.7 18.5 1.2 5.6 2.1 8.6 11.8 Number of Traders in Each Category Total Traders: 251 33 54 84 12 8 15 36 69 84 9 12 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 11,027 Positions 6,294 3,567 0 1,535 832 7 1,032 5,597 756 1,134 160 0 269 108 Changes from: November 29, 2011 Total Change is: -610 846 -217 0 -321 -2 0 -1,561 -832 469 -40 0 0 -3 -28 Percent of Open Interest Represented by Each Category of Trader 57.1 32.3 0.0 13.9 7.5 0.1 9.4 50.8 6.9 10.3 1.5 0.0 2.4 1.0 Number of Traders in Each Category Total Traders: 28 . 4 0 . 4 . 4 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 13,769 Positions 11,084 6,772 190 1,367 2,085 0 680 4,220 0 40 305 0 408 197 Changes from: November 29, 2011 Total Change is: -1,803 -1,449 -509 190 17 -376 0 21 -475 -595 0 -35 0 13 -3 Percent of Open Interest Represented by Each Category of Trader 80.5 49.2 1.4 9.9 15.1 0.0 4.9 30.6 0.0 0.3 2.2 0.0 3.0 1.4 Number of Traders in Each Category Total Traders: 29 4 5 . . 5 0 4 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 57,372 Positions 18,262 45,738 500 4,761 308 340 21,949 7,579 1,005 4,166 211 0 6,389 1,691 Changes from: November 29, 2011 Total Change is: -1,269 147 50 0 -619 0 -35 634 -699 212 -784 -170 -21 -803 -606 Percent of Open Interest Represented by Each Category of Trader 31.8 79.7 0.9 8.3 0.5 0.6 38.3 13.2 1.8 7.3 0.4 0.0 11.1 2.9 Number of Traders in Each Category Total Traders: 102 4 6 . 6 . . 42 14 7 25 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 148,494 Positions 38,832 47,137 39,313 9,014 776 1,229 14,380 19,107 17,263 1,430 369 11,782 15,251 11,518 Changes from: November 29, 2011 Total Change is: 9,885 770 -3,544 6,971 1,157 276 -480 463 8,306 -853 -160 -2,976 2,112 -95 73 Percent of Open Interest Represented by Each Category of Trader 26.2 31.7 26.5 6.1 0.5 0.8 9.7 12.9 11.6 1.0 0.2 7.9 10.3 7.8 Number of Traders in Each Category Total Traders: 82 12 8 15 12 . 5 19 17 23 4 4 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 6, 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 16,882 Positions 3,081 188 0 1,796 1,471 90 10,752 2,780 71 0 11,369 904 188 9 Changes from: November 29, 2011 Total Change is: 940 39 188 0 -52 -46 90 512 14 0 0 335 359 -8 0 Percent of Open Interest Represented by Each Category of Trader 18.3 1.1 0.0 10.6 8.7 0.5 63.7 16.5 0.4 0.0 67.3 5.4 1.1 0.1 Number of Traders in Each Category Total Traders: 26 4 . 0 4 4 . 5 5 . 0 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 9, 2011