Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 133,935
Positions
33,688 23,336 8,191 18,376 31,719 509 24,773 37,566 8,264 8,790 433 733 30,611 23,183
Changes from: October 25, 2011 Total Change is: 681
-4,045 7,105 -27 -382 -10 136 3,160 -2,129 153 -429 -9 61 2,053 -4,599
Percent of Open Interest Represented by Each Category of Trader
25.2 17.4 6.1 13.7 23.7 0.4 18.5 28.0 6.2 6.6 0.3 0.5 22.9 17.3
Number of Traders in Each Category Total Traders: 78
8 11 8 5 5 . 18 18 14 12 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 29,839
Positions
5,063 7,256 2,003 874 1,365 234 6,373 4,624 3,344 0 0 0 11,947 11,013
Changes from: October 25, 2011 Total Change is: -4,275
-532 938 112 -265 -9 68 -3,516 -1,198 -299 0 0 0 157 -3,886
Percent of Open Interest Represented by Each Category of Trader
17.0 24.3 6.7 2.9 4.6 0.8 21.4 15.5 11.2 0.0 0.0 0.0 40.0 36.9
Number of Traders in Each Category Total Traders: 32
5 6 6 . . . 7 10 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 177,969
Positions
101,204 2,969 3,395 7,500 60,874 2,818 37,838 75,064 5,229 1,622 2,191 237 18,126 25,192
Changes from: October 25, 2011 Total Change is: -1,527
-6,037 905 359 -925 -1,159 422 3,190 -120 223 41 -853 237 962 -1,541
Percent of Open Interest Represented by Each Category of Trader
56.9 1.7 1.9 4.2 34.2 1.6 21.3 42.2 2.9 0.9 1.2 0.1 10.2 14.2
Number of Traders in Each Category Total Traders: 90
15 5 8 5 14 5 23 23 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 155,283
Positions
8,914 83,945 6,975 51,724 7,878 2,225 50,097 15,747 7,974 1,032 2,017 189 26,153 28,332
Changes from: October 25, 2011 Total Change is: -24,063
7,565 -20,978 242 -3,587 -562 741 -21,418 -994 2,153 -1,167 -1,010 56 -8,646 -3,710
Percent of Open Interest Represented by Each Category of Trader
5.7 54.1 4.5 33.3 5.1 1.4 32.3 10.1 5.1 0.7 1.3 0.1 16.8 18.2
Number of Traders in Each Category Total Traders: 97
9 11 9 9 6 5 28 26 24 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 289,306
Positions
89,309 41,390 13,023 39,110 35,527 10,091 47,962 72,800 35,944 6,252 9,348 7,508 40,108 63,675
Changes from: October 25, 2011 Total Change is: 5,993
-9,037 11,146 1,709 1,202 -213 1,784 -3,786 -13,336 6,736 -24 -568 4,130 3,279 -5,395
Percent of Open Interest Represented by Each Category of Trader
30.9 14.3 4.5 13.5 12.3 3.5 16.6 25.2 12.4 2.2 3.2 2.6 13.9 22.0
Number of Traders in Each Category Total Traders: 206
26 12 16 14 29 14 27 64 39 14 20 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 159,897
Positions
50,286 48,568 8,015 3,003 37,092 1,040 62,165 25,355 8,645 2,026 6,445 2,089 22,629 22,649
Changes from: October 25, 2011 Total Change is: 20,370
2,033 6,630 3,236 67 -732 233 8,571 6,396 3,137 131 5,071 687 2,274 -4,289
Percent of Open Interest Represented by Each Category of Trader
31.4 30.4 5.0 1.9 23.2 0.7 38.9 15.9 5.4 1.3 4.0 1.3 14.2 14.2
Number of Traders in Each Category Total Traders: 84
11 10 8 . 6 . 22 22 13 6 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 102,857
Positions
60,014 53,872 35,481 0 0 0 5,191 12,051 1,159 0 0 0 1,012 294
Changes from: October 25, 2011 Total Change is: 8,450
4,005 5,850 2,337 0 0 0 1,124 114 155 0 0 0 829 -6
Percent of Open Interest Represented by Each Category of Trader
58.3 52.4 34.5 0.0 0.0 0.0 5.0 11.7 1.1 0.0 0.0 0.0 1.0 0.3
Number of Traders in Each Category Total Traders: 21
7 10 14 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 105,956
Positions
59,383 42,649 137 31,504 3,196 1,064 9,706 50,983 150 1,000 2,675 0 3,012 5,102
Changes from: October 25, 2011 Total Change is: 9,643
5,057 1,454 137 4,115 -425 237 -43 9,500 -268 -110 -456 0 518 -536
Percent of Open Interest Represented by Each Category of Trader
56.0 40.3 0.1 29.7 3.0 1.0 9.2 48.1 0.1 0.9 2.5 0.0 2.8 4.8
Number of Traders in Each Category Total Traders: 79
7 11 . 5 6 . 12 27 . 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 24,021
Positions
8,486 18,698 87 0 238 0 12,797 2,890 0 341 508 0 2,310 1,600
Changes from: October 25, 2011 Total Change is: -654
-1,169 174 69 -146 -150 0 242 -977 0 -26 26 0 376 204
Percent of Open Interest Represented by Each Category of Trader
35.3 77.8 0.4 0.0 1.0 0.0 53.3 12.0 0.0 1.4 2.1 0.0 9.6 6.7
Number of Traders in Each Category Total Traders: 37
5 8 . 0 . 0 9 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 58,965
Positions
22,180 28,829 4,816 3,831 3,767 576 10,422 5,589 3,674 1,916 311 2,968 8,583 8,436
Changes from: October 25, 2011 Total Change is: 3,258
-352 4,966 583 264 283 4 2,906 -2,111 -605 -74 272 375 158 -508
Percent of Open Interest Represented by Each Category of Trader
37.6 48.9 8.2 6.5 6.4 1.0 17.7 9.5 6.2 3.2 0.5 5.0 14.6 14.3
Number of Traders in Each Category Total Traders: 98
20 14 8 6 8 . 24 19 11 . . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 14,874
Positions
9,378 8,631 165 612 282 0 848 1,924 25 1,791 0 180 1,875 3,666
Changes from: October 25, 2011 Total Change is: 427
398 997 0 -93 0 0 12 -624 1 35 0 0 74 53
Percent of Open Interest Represented by Each Category of Trader
63.1 58.0 1.1 4.1 1.9 0.0 5.7 12.9 0.2 12.0 0.0 1.2 12.6 24.7
Number of Traders in Each Category Total Traders: 20
8 4 . . . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 88,184
Positions
34,050 48,841 857 6,437 6,970 1,152 23,906 12,086 2,541 3,832 4,204 1,993 13,417 9,540
Changes from: October 25, 2011 Total Change is: 5,662
-819 8,618 486 714 566 7 4,424 -4,338 151 -91 671 622 168 -1,121
Percent of Open Interest Represented by Each Category of Trader
38.6 55.4 1.0 7.3 7.9 1.3 27.1 13.7 2.9 4.3 4.8 2.3 15.2 10.8
Number of Traders in Each Category Total Traders: 94
20 13 . 5 7 . 26 16 9 . 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,032,206
Positions
101,599 134,074 84,759 345,684 208,819 70,574 79,751 158,912 173,421 17,493 47,252 31,213 127,712 123,182
Changes from: October 25, 2011 Total Change is: -15,087
-8,304 11,699 10,297 -21,669 -20,779 4,467 4,110 -6,496 10,841 1,143 -1,750 1,007 -16,978 -24,373
Percent of Open Interest Represented by Each Category of Trader
9.8 13.0 8.2 33.5 20.2 6.8 7.7 15.4 16.8 1.7 4.6 3.0 12.4 11.9
Number of Traders in Each Category Total Traders: 603
32 58 45 112 73 74 89 139 111 38 61 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 394,300
Positions
51,535 84,107 24,685 107,549 46,572 13,901 32,803 66,088 70,235 4,286 13,462 15,346 73,961 59,903
Changes from: October 25, 2011 Total Change is: 7,050
3,914 15,137 5,233 -2,410 -451 946 -8,786 3,018 6,819 -866 -392 231 1,969 -23,492
Percent of Open Interest Represented by Each Category of Trader
13.1 21.3 6.3 27.3 11.8 3.5 8.3 16.8 17.8 1.1 3.4 3.9 18.8 15.2
Number of Traders in Each Category Total Traders: 147
14 16 14 28 14 18 26 33 48 9 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,189,530
Positions
488,132 487,647 62,563 1,206,437 826,994 267,602 439,888 669,265 310,782 85,090 188,002 60,279 268,757 316,396
Changes from: October 25, 2011 Total Change is: -110,684
-44,423 -520 8,654 -94,088 -99,432 15,397 42,876 -69,175 41,714 2,951 -13,885 10,972 -94,737 -4,408
Percent of Open Interest Represented by Each Category of Trader
15.3 15.3 2.0 37.8 25.9 8.4 13.8 21.0 9.7 2.7 5.9 1.9 8.4 9.9
Number of Traders in Each Category Total Traders: 556
32 52 34 99 69 65 87 126 96 33 58 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 111,426
Positions
27,679 16,274 40 45,230 62,052 11,824 16,216 10,257 70 1,770 6,601 0 8,597 4,308
Changes from: October 25, 2011 Total Change is: 2,557
4,523 -918 -14 -9,537 4,347 2,675 4,759 -2,253 8 60 -121 0 83 -1,167
Percent of Open Interest Represented by Each Category of Trader
24.8 14.6 0.0 40.6 55.7 10.6 14.6 9.2 0.1 1.6 5.9 0.0 7.7 3.9
Number of Traders in Each Category Total Traders: 91
11 10 . 29 14 12 13 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 99,470
Positions
22,746 42,926 9,137 21,876 12,119 1,359 20,044 11,368 5,110 1,450 3,136 292 17,455 14,023
Changes from: October 25, 2011 Total Change is: 8,112
1,864 4,036 2,881 -528 -3,158 -53 -262 1,463 622 158 -203 69 3,361 2,455
Percent of Open Interest Represented by Each Category of Trader
22.9 43.2 9.2 22.0 12.2 1.4 20.2 11.4 5.1 1.5 3.2 0.3 17.5 14.1
Number of Traders in Each Category Total Traders: 214
25 28 12 29 22 12 56 34 18 13 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 30,422
Positions
14,121 21,250 20 0 300 0 4,034 6,139 0 0 1,374 0 12,247 1,339
Changes from: October 25, 2011 Total Change is: 7,384
4,053 2,800 0 0 0 0 665 4,299 0 0 0 0 2,666 285
Percent of Open Interest Represented by Each Category of Trader
46.4 69.8 0.1 0.0 1.0 0.0 13.3 20.2 0.0 0.0 4.5 0.0 40.3 4.4
Number of Traders in Each Category Total Traders: 24
8 9 . 0 . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 345,238
Positions
85,381 150,633 3,330 109,380 59,094 6,797 101,071 47,165 4,528 7,250 8,809 1,462 26,040 63,420
Changes from: October 25, 2011 Total Change is: 3,640
3,051 20,179 407 -2,639 -15,791 -263 -2,539 -12,086 1,016 789 -1,017 346 3,471 10,848
Percent of Open Interest Represented by Each Category of Trader
24.7 43.6 1.0 31.7 17.1 2.0 29.3 13.7 1.3 2.1 2.6 0.4 7.5 18.4
Number of Traders in Each Category Total Traders: 212
25 26 8 29 22 12 56 34 16 13 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 458,025
Positions
236,150 30,575 20,034 104,794 208,807 33,848 37,892 114,121 3,640 1,386 26,464 424 19,857 20,112
Changes from: October 25, 2011 Total Change is: -3,403
-6,216 2,595 -682 -6,547 -86 1,069 6,134 -5,669 -697 10 -639 310 3,216 396
Percent of Open Interest Represented by Each Category of Trader
51.6 6.7 4.4 22.9 45.6 7.4 8.3 24.9 0.8 0.3 5.8 0.1 4.3 4.4
Number of Traders in Each Category Total Traders: 238
25 10 . 49 45 26 30 60 19 . 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 28,806
Positions
9,942 1,500 70 7,193 2,336 96 4,796 7,468 0 216 4,820 0 6,493 12,516
Changes from: October 25, 2011 Total Change is: 2,379
-352 -20 0 3,732 250 0 -578 1,709 -12 0 -349 0 -411 801
Percent of Open Interest Represented by Each Category of Trader
34.5 5.2 0.2 25.0 8.1 0.3 16.6 25.9 0.0 0.7 16.7 0.0 22.5 43.4
Number of Traders in Each Category Total Traders: 46
12 . . 9 4 . 8 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 47,083
Positions
16,905 6,736 1,587 10,292 2,508 836 6,982 6,668 2,290 819 436 0 7,372 26,022
Changes from: October 25, 2011 Total Change is: 6,272
1,179 -903 1,126 1,385 -40 2 2,352 -1,959 735 217 105 0 -724 7,206
Percent of Open Interest Represented by Each Category of Trader
35.9 14.3 3.4 21.9 5.3 1.8 14.8 14.2 4.9 1.7 0.9 0.0 15.7 55.3
Number of Traders in Each Category Total Traders: 61
22 9 4 9 . . 7 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 41,215
Positions
631 3,555 1,163 26,978 22,540 4,544 3,806 7,393 152 284 0 0 3,657 1,868
Changes from: October 25, 2011 Total Change is: -101
-109 632 0 -2,216 157 224 1,649 -944 -44 0 0 0 395 -126
Percent of Open Interest Represented by Each Category of Trader
1.5 8.6 2.8 65.5 54.7 11.0 9.2 17.9 0.4 0.7 0.0 0.0 8.9 4.5
Number of Traders in Each Category Total Traders: 56
. 4 . 18 20 9 7 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 64,560
Positions
16,574 25,212 580 28,868 24,810 2,946 6,383 5,145 781 2,449 2,146 854 5,125 2,086
Changes from: October 25, 2011 Total Change is: -1,348
-1,601 1,288 530 700 13,293 409 -1,711 442 8 151 -342 390 -224 -17,366
Percent of Open Interest Represented by Each Category of Trader
25.7 39.1 0.9 44.7 38.4 4.6 9.9 8.0 1.2 3.8 3.3 1.3 7.9 3.2
Number of Traders in Each Category Total Traders: 74
11 10 . 18 10 6 11 5 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 755,826
Positions
11,546 128,306 48,566 307,072 99,134 95,807 57,745 110,216 66,894 10,587 62,035 6,886 150,724 137,984
Changes from: October 25, 2011 Total Change is: 25,565
3,621 -9,415 9,245 12,976 5,589 692 -2,481 -542 6,457 -7,818 3,989 1,618 1,254 7,932
Percent of Open Interest Represented by Each Category of Trader
1.5 17.0 6.4 40.6 13.1 12.7 7.6 14.6 8.9 1.4 8.2 0.9 19.9 18.3
Number of Traders in Each Category Total Traders: 156
7 22 22 41 19 33 28 25 30 7 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 383,162
Positions
5,006 179,408 330 271,255 18,217 34,399 3,977 97,268 2,585 2,875 7,890 0 62,736 43,066
Changes from: October 25, 2011 Total Change is: 5,856
97 6,363 25 9,603 -497 -499 -643 -5,475 117 0 4,475 0 -2,844 1,347
Percent of Open Interest Represented by Each Category of Trader
1.3 46.8 0.1 70.8 4.8 9.0 1.0 25.4 0.7 0.8 2.1 0.0 16.4 11.2
Number of Traders in Each Category Total Traders: 72
. 13 . 36 6 20 . 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 762,055
Positions
82,637 90,771 14,236 136,780 224,443 84,132 226,509 130,918 57,443 30,964 34,009 19,311 110,043 106,792
Changes from: October 25, 2011 Total Change is: -11,077
-744 -17,396 1,432 16,450 2,052 -720 -19,113 9,972 -3,092 -17,076 -10,777 12,875 -1,088 -5,422
Percent of Open Interest Represented by Each Category of Trader
10.8 11.9 1.9 17.9 29.5 11.0 29.7 17.2 7.5 4.1 4.5 2.5 14.4 14.0
Number of Traders in Each Category Total Traders: 219
10 26 10 32 48 38 37 36 28 13 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,783,752
Positions
91,833 142,094 122,584 604,572 560,174 214,488 181,976 130,406 167,407 54,117 88,164 39,002 307,773 319,433
Changes from: October 25, 2011 Total Change is: 40,579
-31,644 20,178 21,041 -3,023 -51,236 16,133 -44,503 17,731 41,667 5,442 -27,924 24,664 10,802 -21,676
Percent of Open Interest Represented by Each Category of Trader
5.1 8.0 6.9 33.9 31.4 12.0 10.2 7.3 9.4 3.0 4.9 2.2 17.3 17.9
Number of Traders in Each Category Total Traders: 248
19 36 46 29 58 54 38 46 60 10 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,390,164
Positions
82,832 143,999 79,555 320,308 476,199 158,983 238,683 108,989 96,805 189,829 65,528 13,871 209,299 246,236
Changes from: October 25, 2011 Total Change is: 21,223
-17,079 -14,106 18,789 -22,385 -15,005 6,530 -10,816 -12,417 21,695 7,302 1,833 6,605 10,583 7,300
Percent of Open Interest Represented by Each Category of Trader
6.0 10.4 5.7 23.0 34.3 11.4 17.2 7.8 7.0 13.7 4.7 1.0 15.1 17.7
Number of Traders in Each Category Total Traders: 178
10 30 27 24 37 37 35 26 33 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 765,748
Positions
216,701 232,100 212,211 3,507 5,165 3,570 48,199 47,377 190,415 19,957 6,291 31,170 40,017 37,447
Changes from: October 25, 2011 Total Change is: -68,764
-33,645 -26,040 -14,406 -300 -429 0 5,379 3,924 -21,971 -2,165 388 -3,054 1,398 -7,176
Percent of Open Interest Represented by Each Category of Trader
28.3 30.3 27.7 0.5 0.7 0.5 6.3 6.2 24.9 2.6 0.8 4.1 5.2 4.9
Number of Traders in Each Category Total Traders: 124
26 33 47 . 4 . 16 27 38 . 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,850,260
Positions
998,856 2,801,480 3,381,919 2,481,001 124,044 161,494 506,858 576,454 5,468,307 86,707 378,899 975,736 789,381 981,926
Changes from: October 25, 2011 Total Change is: 656,577
-96,615 148,601 145,609 60,119 2,312 -34,680 100,863 16,037 288,529 17,159 -40,799 174,075 1,517 -43,107
Percent of Open Interest Represented by Each Category of Trader
6.7 18.9 22.8 16.7 0.8 1.1 3.4 3.9 36.8 0.6 2.6 6.6 5.3 6.6
Number of Traders in Each Category Total Traders: 282
27 64 86 15 14 23 50 70 118 11 16 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,146
Positions
5,343 3,117 0 2,073 842 22 894 5,884 1 1,580 170 0 233 110
Changes from: October 25, 2011 Total Change is: 644
593 299 0 645 1 15 -557 332 0 -5 0 0 -47 -3
Percent of Open Interest Represented by Each Category of Trader
52.7 30.7 0.0 20.4 8.3 0.2 8.8 58.0 0.0 15.6 1.7 0.0 2.3 1.1
Number of Traders in Each Category Total Traders: 27
. . 0 . 4 . 5 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 14,852
Positions
12,511 6,573 0 1,560 2,773 45 448 4,946 0 40 380 0 248 135
Changes from: October 25, 2011 Total Change is: 717
1,179 -586 0 113 125 -1 -529 1,234 0 0 -35 0 -45 -20
Percent of Open Interest Represented by Each Category of Trader
84.2 44.3 0.0 10.5 18.7 0.3 3.0 33.3 0.0 0.3 2.6 0.0 1.7 0.9
Number of Traders in Each Category Total Traders: 29
. 5 0 . 4 . . 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 64,324
Positions
21,422 42,070 618 878 233 460 28,471 14,286 1,118 3,787 883 122 7,449 4,534
Changes from: October 25, 2011 Total Change is: -163
-558 -5,830 41 -2,308 52 -67 5,798 3,455 123 -1,302 133 118 -2,008 1,811
Percent of Open Interest Represented by Each Category of Trader
33.3 65.4 1.0 1.4 0.4 0.7 44.3 22.2 1.7 5.9 1.4 0.2 11.6 7.0
Number of Traders in Each Category Total Traders: 94
. 4 . 4 . . 26 22 6 24 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 146,654
Positions
37,187 40,388 31,374 5,856 905 2,940 11,060 14,204 17,558 1,894 1,979 12,080 26,705 25,226
Changes from: October 25, 2011 Total Change is: 12,954
1,901 -978 1,051 1,410 71 108 -644 3,006 -2,075 -1,433 284 1,833 10,803 9,654
Percent of Open Interest Represented by Each Category of Trader
25.4 27.5 21.4 4.0 0.6 2.0 7.5 9.7 12.0 1.3 1.3 8.2 18.2 17.2
Number of Traders in Each Category Total Traders: 88
11 9 14 9 . 7 17 18 21 6 7 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 13,636
Positions
2,304 0 0 1,764 1,515 0 8,571 2,652 71 150 8,944 443 333 11
Changes from: October 25, 2011 Total Change is: 232
190 0 0 26 8 0 50 140 0 0 75 9 -43 0
Percent of Open Interest Represented by Each Category of Trader
16.9 0.0 0.0 12.9 11.1 0.0 62.9 19.4 0.5 1.1 65.6 3.2 2.4 0.1
Number of Traders in Each Category Total Traders: 26
4 0 0 4 4 0 6 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 10, 2011