Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 131,776
Positions
35,076 21,931 5,993 17,919 31,714 487 25,065 40,887 6,883 8,126 1,013 699 31,527 22,168
Changes from: November 1, 2011 Total Change is: -2,158
1,389 -1,405 -2,198 -457 -5 -22 292 3,321 -1,381 -663 580 -34 917 -1,015
Percent of Open Interest Represented by Each Category of Trader
26.6 16.6 4.5 13.6 24.1 0.4 19.0 31.0 5.2 6.2 0.8 0.5 23.9 16.8
Number of Traders in Each Category Total Traders: 76
9 10 8 5 5 . 14 19 13 12 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 31,016
Positions
5,477 7,396 1,903 875 1,335 217 9,269 5,824 2,827 0 0 0 10,448 11,514
Changes from: November 1, 2011 Total Change is: 1,177
413 140 -100 1 -30 -17 2,895 1,200 -518 0 0 0 -1,499 501
Percent of Open Interest Represented by Each Category of Trader
17.7 23.8 6.1 2.8 4.3 0.7 29.9 18.8 9.1 0.0 0.0 0.0 33.7 37.1
Number of Traders in Each Category Total Traders: 36
6 6 6 . . . 10 10 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 154,179
Positions
90,572 2,637 3,651 9,191 58,369 2,701 23,357 55,276 3,361 1,622 2,837 0 19,725 25,348
Changes from: November 1, 2011 Total Change is: -23,790
-10,633 -332 256 1,691 -2,505 -117 -14,481 -19,789 -1,868 0 646 -237 1,599 156
Percent of Open Interest Represented by Each Category of Trader
58.7 1.7 2.4 6.0 37.9 1.8 15.1 35.9 2.2 1.1 1.8 0.0 12.8 16.4
Number of Traders in Each Category Total Traders: 80
15 . 7 6 12 5 20 19 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 150,807
Positions
10,543 85,236 5,764 53,267 7,442 1,474 48,355 14,588 4,977 1,000 1,820 0 25,428 29,508
Changes from: November 1, 2011 Total Change is: -4,475
1,629 1,291 -1,212 1,543 -437 -751 -1,741 -1,159 -2,997 -32 -198 -189 -725 1,176
Percent of Open Interest Represented by Each Category of Trader
7.0 56.5 3.8 35.3 4.9 1.0 32.1 9.7 3.3 0.7 1.2 0.0 16.9 19.6
Number of Traders in Each Category Total Traders: 89
8 11 9 9 5 . 29 21 21 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 270,208
Positions
85,672 49,135 9,052 41,872 34,342 9,206 51,628 61,812 24,718 5,834 10,854 4,291 37,934 66,797
Changes from: November 1, 2011 Total Change is: -19,099
-3,637 7,745 -3,971 2,762 -1,185 -885 3,667 -10,987 -11,226 -418 1,506 -3,216 -2,175 3,121
Percent of Open Interest Represented by Each Category of Trader
31.7 18.2 3.3 15.5 12.7 3.4 19.1 22.9 9.1 2.2 4.0 1.6 14.0 24.7
Number of Traders in Each Category Total Traders: 184
25 15 14 15 26 13 27 51 30 8 16 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 155,709
Positions
44,786 51,672 4,205 3,438 36,801 927 68,120 32,653 3,214 2,181 1,115 818 28,019 24,303
Changes from: November 1, 2011 Total Change is: -4,188
-5,500 3,103 -3,810 435 -291 -113 5,955 7,298 -5,431 155 -5,330 -1,270 5,390 1,654
Percent of Open Interest Represented by Each Category of Trader
28.8 33.2 2.7 2.2 23.6 0.6 43.7 21.0 2.1 1.4 0.7 0.5 18.0 15.6
Number of Traders in Each Category Total Traders: 77
11 10 8 4 5 . 21 19 10 4 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 102,745
Positions
58,772 52,251 37,169 0 0 0 5,232 11,793 1,159 0 0 0 414 374
Changes from: November 1, 2011 Total Change is: -112
-1,243 -1,622 1,688 0 0 0 41 -258 0 0 0 0 -598 80
Percent of Open Interest Represented by Each Category of Trader
57.2 50.9 36.2 0.0 0.0 0.0 5.1 11.5 1.1 0.0 0.0 0.0 0.4 0.4
Number of Traders in Each Category Total Traders: 22
7 11 13 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 98,340
Positions
61,919 40,367 1,682 19,071 2,771 940 11,720 45,893 633 983 2,663 0 1,392 3,391
Changes from: November 1, 2011 Total Change is: -7,616
2,536 -2,282 1,545 -12,433 -425 -124 2,014 -5,090 483 -17 -12 0 -1,620 -1,711
Percent of Open Interest Represented by Each Category of Trader
63.0 41.0 1.7 19.4 2.8 1.0 11.9 46.7 0.6 1.0 2.7 0.0 1.4 3.4
Number of Traders in Each Category Total Traders: 80
9 11 . 6 5 . 12 25 4 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 24,750
Positions
8,895 19,834 0 0 238 0 13,494 2,999 6 306 342 0 2,049 1,331
Changes from: November 1, 2011 Total Change is: 729
409 1,136 -87 0 0 0 697 109 6 -35 -166 0 -261 -269
Percent of Open Interest Represented by Each Category of Trader
35.9 80.1 0.0 0.0 1.0 0.0 54.5 12.1 0.0 1.2 1.4 0.0 8.3 5.4
Number of Traders in Each Category Total Traders: 35
5 9 0 0 . 0 8 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 44,713
Positions
17,957 23,994 335 3,219 2,850 734 12,108 7,939 1,151 1,913 1,911 761 6,535 5,039
Changes from: November 1, 2011 Total Change is: -14,252
-4,223 -4,836 -4,481 -612 -917 158 1,686 2,350 -2,523 -3 1,600 -2,206 -2,048 -3,398
Percent of Open Interest Represented by Each Category of Trader
40.2 53.7 0.7 7.2 6.4 1.6 27.1 17.8 2.6 4.3 4.3 1.7 14.6 11.3
Number of Traders in Each Category Total Traders: 88
21 12 . 4 7 . 22 16 5 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 89,426
Positions
35,915 47,987 670 6,437 5,700 1,467 24,216 15,878 2,301 3,826 3,823 1,523 13,071 10,078
Changes from: November 1, 2011 Total Change is: 1,243
1,865 -854 -186 0 -1,270 315 311 3,792 -239 -6 -382 -471 -346 538
Percent of Open Interest Represented by Each Category of Trader
40.2 53.7 0.7 7.2 6.4 1.6 27.1 17.8 2.6 4.3 4.3 1.7 14.6 11.3
Number of Traders in Each Category Total Traders: 88
21 12 . 4 7 . 22 16 5 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 1,046,106
Positions
96,847 135,047 94,119 355,680 202,316 68,770 75,656 158,531 180,330 17,666 50,910 29,546 127,492 126,537
Changes from: November 1, 2011 Total Change is: 13,900
-4,752 973 9,360 9,996 -6,503 -1,804 -4,094 -381 6,909 173 3,658 -1,667 -220 3,354
Percent of Open Interest Represented by Each Category of Trader
9.3 12.9 9.0 34.0 19.3 6.6 7.2 15.2 17.2 1.7 4.9 2.8 12.2 12.1
Number of Traders in Each Category Total Traders: 612
32 60 42 115 74 75 80 153 112 36 62 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 395,951
Positions
55,234 85,233 24,060 107,213 44,715 13,924 37,730 63,171 69,085 3,003 14,927 14,582 71,122 66,255
Changes from: November 1, 2011 Total Change is: 1,651
3,699 1,126 -625 -337 -1,858 23 4,927 -2,917 -1,151 -1,282 1,464 -765 -2,839 6,352
Percent of Open Interest Represented by Each Category of Trader
13.9 21.5 6.1 27.1 11.3 3.5 9.5 16.0 17.4 0.8 3.8 3.7 18.0 16.7
Number of Traders in Each Category Total Traders: 148
15 14 15 29 14 16 21 37 48 7 11 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 3,250,775
Positions
491,663 532,669 66,698 1,259,530 805,202 257,035 425,766 712,930 320,096 88,320 194,924 59,815 281,853 301,406
Changes from: November 1, 2011 Total Change is: 61,245
3,531 45,022 4,134 53,093 -21,791 -10,567 -14,122 43,666 9,314 3,230 6,922 -464 13,095 -14,990
Percent of Open Interest Represented by Each Category of Trader
15.1 16.4 2.1 38.7 24.8 7.9 13.1 21.9 9.8 2.7 6.0 1.8 8.7 9.3
Number of Traders in Each Category Total Traders: 565
34 53 32 101 70 67 80 140 98 33 54 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 107,962
Positions
24,512 18,633 80 50,365 58,860 7,724 14,744 11,280 221 1,639 6,572 0 8,677 4,592
Changes from: November 1, 2011 Total Change is: -3,464
-3,167 2,359 40 5,135 -3,192 -4,100 -1,472 1,023 151 -131 -29 0 80 284
Percent of Open Interest Represented by Each Category of Trader
22.7 17.3 0.1 46.7 54.5 7.2 13.7 10.4 0.2 1.5 6.1 0.0 8.0 4.3
Number of Traders in Each Category Total Traders: 92
10 10 . 31 13 10 11 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 101,699
Positions
20,421 44,885 8,760 22,006 9,277 1,508 21,313 11,237 6,251 1,085 3,193 307 20,049 16,282
Changes from: November 1, 2011 Total Change is: 2,229
-2,325 1,959 -377 130 -2,841 148 1,269 -131 1,141 -365 57 14 2,594 2,258
Percent of Open Interest Represented by Each Category of Trader
20.1 44.1 8.6 21.6 9.1 1.5 21.0 11.0 6.1 1.1 3.1 0.3 19.7 16.0
Number of Traders in Each Category Total Traders: 219
22 27 12 34 20 11 58 40 22 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 31,318
Positions
11,792 23,327 20 0 300 0 5,017 4,787 0 0 1,374 50 14,439 1,460
Changes from: November 1, 2011 Total Change is: 895
-2,329 2,077 0 0 0 0 983 -1,352 0 0 0 50 2,191 120
Percent of Open Interest Represented by Each Category of Trader
37.7 74.5 0.1 0.0 1.0 0.0 16.0 15.3 0.0 0.0 4.4 0.2 46.1 4.7
Number of Traders in Each Category Total Traders: 24
7 9 . 0 . 0 4 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 351,909
Positions
83,695 148,340 3,150 110,031 44,887 7,538 108,777 59,548 3,956 5,425 9,095 1,284 28,053 74,112
Changes from: November 1, 2011 Total Change is: 6,671
-1,686 -2,293 -180 651 -14,207 741 7,706 12,383 -571 -1,824 285 -178 2,013 10,691
Percent of Open Interest Represented by Each Category of Trader
23.8 42.2 0.9 31.3 12.8 2.1 30.9 16.9 1.1 1.5 2.6 0.4 8.0 21.1
Number of Traders in Each Category Total Traders: 218
23 25 8 34 20 11 58 40 19 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 447,552
Positions
228,277 29,960 21,264 108,308 199,807 33,158 33,816 112,394 4,167 1,628 27,447 437 16,497 18,918
Changes from: November 1, 2011 Total Change is: -10,473
-7,873 -615 1,230 3,514 -9,000 -690 -4,076 -1,727 526 242 983 13 -3,359 -1,193
Percent of Open Interest Represented by Each Category of Trader
51.0 6.7 4.8 24.2 44.6 7.4 7.6 25.1 0.9 0.4 6.1 0.1 3.7 4.2
Number of Traders in Each Category Total Traders: 237
25 10 . 49 43 27 26 63 20 4 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 29,003
Positions
9,347 1,713 70 7,056 2,366 73 5,541 7,668 19 216 4,533 0 6,681 12,561
Changes from: November 1, 2011 Total Change is: 197
-595 213 0 -137 30 -23 745 200 19 0 -287 0 188 45
Percent of Open Interest Represented by Each Category of Trader
32.2 5.9 0.2 24.3 8.2 0.3 19.1 26.4 0.1 0.7 15.6 0.0 23.0 43.3
Number of Traders in Each Category Total Traders: 46
11 . . 8 4 . 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 48,306
Positions
22,123 6,178 999 9,273 2,543 880 6,361 7,933 1,595 902 0 0 6,173 28,178
Changes from: November 1, 2011 Total Change is: 1,223
5,218 -558 -588 -1,019 35 44 -621 1,265 -695 83 -436 0 -1,199 2,156
Percent of Open Interest Represented by Each Category of Trader
45.8 12.8 2.1 19.2 5.3 1.8 13.2 16.4 3.3 1.9 0.0 0.0 12.8 58.3
Number of Traders in Each Category Total Traders: 66
25 10 4 9 . . 7 11 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 48,124
Positions
2,709 5,253 863 33,255 22,167 4,478 2,766 13,022 122 284 0 0 3,647 2,219
Changes from: November 1, 2011 Total Change is: 6,909
2,078 1,698 -300 6,277 -373 -66 -1,040 5,629 -30 0 0 0 -10 351
Percent of Open Interest Represented by Each Category of Trader
5.6 10.9 1.8 69.1 46.1 9.3 5.7 27.1 0.3 0.6 0.0 0.0 7.6 4.6
Number of Traders in Each Category Total Traders: 58
. 4 . 18 20 10 4 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 66,701
Positions
15,772 25,329 888 28,538 24,791 3,038 8,385 6,571 451 3,038 2,288 893 5,698 2,452
Changes from: November 1, 2011 Total Change is: 2,141
-802 117 308 -330 -19 92 2,002 1,426 -330 589 142 39 573 366
Percent of Open Interest Represented by Each Category of Trader
23.6 38.0 1.3 42.8 37.2 4.6 12.6 9.9 0.7 4.6 3.4 1.3 8.5 3.7
Number of Traders in Each Category Total Traders: 76
12 9 . 17 10 9 11 6 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 755,785
Positions
16,665 119,206 48,881 306,178 102,966 92,678 53,321 113,363 73,829 11,305 66,229 7,663 145,264 130,969
Changes from: November 1, 2011 Total Change is: -41
5,119 -9,099 315 -894 3,832 -3,128 -4,424 3,147 6,935 718 4,194 776 -5,460 -7,014
Percent of Open Interest Represented by Each Category of Trader
2.2 15.8 6.5 40.5 13.6 12.3 7.1 15.0 9.8 1.5 8.8 1.0 19.2 17.3
Number of Traders in Each Category Total Traders: 158
9 21 24 41 21 41 28 24 35 4 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 384,940
Positions
5,016 176,730 323 266,136 13,713 36,281 3,800 104,721 2,787 2,875 5,275 0 67,723 45,111
Changes from: November 1, 2011 Total Change is: 1,778
10 -2,679 -7 -5,119 -4,504 1,882 -177 7,454 202 0 -2,615 0 4,987 2,045
Percent of Open Interest Represented by Each Category of Trader
1.3 45.9 0.1 69.1 3.6 9.4 1.0 27.2 0.7 0.7 1.4 0.0 17.6 11.7
Number of Traders in Each Category Total Traders: 70
. 12 . 37 4 22 . 9 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 819,448
Positions
77,923 76,211 28,644 150,964 224,336 84,211 257,635 158,127 62,777 31,219 60,430 15,035 111,040 109,677
Changes from: November 1, 2011 Total Change is: 57,393
-4,714 -14,561 14,408 14,184 -107 79 31,126 27,210 5,334 255 26,421 -4,277 997 2,885
Percent of Open Interest Represented by Each Category of Trader
9.5 9.3 3.5 18.4 27.4 10.3 31.4 19.3 7.7 3.8 7.4 1.8 13.6 13.4
Number of Traders in Each Category Total Traders: 229
14 26 11 36 49 41 42 31 27 13 17 6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,797,189
Positions
119,613 145,205 135,949 600,018 565,580 204,982 170,278 103,336 165,701 40,390 88,157 44,425 315,832 343,853
Changes from: November 1, 2011 Total Change is: 13,436
27,781 3,112 13,365 -4,554 5,406 -9,506 -11,699 -27,070 -1,706 -13,727 -7 5,423 8,059 24,420
Percent of Open Interest Represented by Each Category of Trader
6.7 8.1 7.6 33.4 31.5 11.4 9.5 5.7 9.2 2.2 4.9 2.5 17.6 19.1
Number of Traders in Each Category Total Traders: 247
19 33 47 32 58 53 45 38 62 8 14 14
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,419,675
Positions
69,001 167,198 78,759 332,764 469,323 162,399 279,109 131,234 89,476 182,534 63,949 15,033 210,602 242,305
Changes from: November 1, 2011 Total Change is: 29,511
-13,831 23,199 -797 12,456 -6,876 3,416 40,426 22,245 -7,330 -7,295 -1,579 1,163 1,303 -3,931
Percent of Open Interest Represented by Each Category of Trader
4.9 11.8 5.5 23.4 33.1 11.4 19.7 9.2 6.3 12.9 4.5 1.1 14.8 17.1
Number of Traders in Each Category Total Traders: 189
9 35 31 24 39 40 37 28 33 7 10 4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 757,885
Positions
213,834 230,055 207,676 3,507 4,942 3,570 52,707 46,663 188,615 19,443 6,109 34,014 34,519 36,241
Changes from: November 1, 2011 Total Change is: -7,863
-2,867 -2,046 -4,535 0 -223 0 4,508 -714 -1,801 -514 -182 2,845 -5,498 -1,207
Percent of Open Interest Represented by Each Category of Trader
28.2 30.4 27.4 0.5 0.7 0.5 7.0 6.2 24.9 2.6 0.8 4.5 4.6 4.8
Number of Traders in Each Category Total Traders: 122
29 29 46 . 4 . 17 26 37 . 8 7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,995,345
Positions
1,038,531 2,887,509 3,311,466 2,475,708 123,986 156,123 513,348 541,238 5,569,335 89,421 378,716 982,118 859,295 1,044,853
Changes from: November 1, 2011 Total Change is: 145,084
39,675 86,030 -70,453 -5,293 -58 -5,371 6,489 -35,216 101,027 2,713 -183 6,382 69,914 62,927
Percent of Open Interest Represented by Each Category of Trader
6.9 19.3 22.1 16.5 0.8 1.0 3.4 3.6 37.1 0.6 2.5 6.5 5.7 7.0
Number of Traders in Each Category Total Traders: 280
27 64 86 14 15 22 47 73 118 11 18 23
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,707
Positions
6,097 3,058 0 2,037 841 7 1,009 6,531 0 1,330 160 0 227 110
Changes from: November 1, 2011 Total Change is: 561
754 -59 0 -36 -1 -15 115 647 -1 -250 -10 0 -6 0
Percent of Open Interest Represented by Each Category of Trader
56.9 28.6 0.0 19.0 7.9 0.1 9.4 61.0 0.0 12.4 1.5 0.0 2.1 1.0
Number of Traders in Each Category Total Traders: 27
. . 0 . 4 . 5 8 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 15,638
Positions
12,606 7,319 0 1,560 2,413 0 1,150 5,383 0 40 340 0 282 183
Changes from: November 1, 2011 Total Change is: 786
95 746 0 0 -360 -45 702 437 0 0 -40 0 34 48
Percent of Open Interest Represented by Each Category of Trader
80.6 46.8 0.0 10.0 15.4 0.0 7.4 34.4 0.0 0.3 2.2 0.0 1.8 1.2
Number of Traders in Each Category Total Traders: 28
4 4 0 . 4 0 6 5 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 60,328
Positions
20,271 41,321 548 1,415 181 452 26,651 13,683 941 3,945 439 0 6,105 2,762
Changes from: November 1, 2011 Total Change is: -3,997
-1,151 -749 -69 537 -52 -8 -1,820 -603 -177 158 -444 -122 -1,344 -1,772
Percent of Open Interest Represented by Each Category of Trader
33.6 68.5 0.9 2.3 0.3 0.7 44.2 22.7 1.6 6.5 0.7 0.0 10.1 4.6
Number of Traders in Each Category Total Traders: 98
4 . . 6 . . 24 23 6 30 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 138,086
Positions
42,406 50,647 27,907 8,294 520 3,092 10,161 10,772 17,437 3,028 3,421 10,467 15,294 13,823
Changes from: November 1, 2011 Total Change is: -8,568
5,219 10,259 -3,467 2,438 -385 152 -899 -3,432 -121 1,134 1,442 -1,613 -11,411 -11,403
Percent of Open Interest Represented by Each Category of Trader
30.7 36.7 20.2 6.0 0.4 2.2 7.4 7.8 12.6 2.2 2.5 7.6 11.1 10.0
Number of Traders in Each Category Total Traders: 86
10 9 14 11 . 8 16 17 23 7 5 10
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 13,772
Positions
2,350 0 0 1,797 1,514 0 8,625 2,696 71 0 9,044 443 486 4
Changes from: November 1, 2011 Total Change is: 136
46 0 0 33 -1 0 54 44 0 -150 100 0 153 -7
Percent of Open Interest Represented by Each Category of Trader
17.1 0.0 0.0 13.0 11.0 0.0 62.6 19.6 0.5 0.0 65.7 3.2 3.5 0.0
Number of Traders in Each Category Total Traders: 26
4 0 0 4 4 0 6 5 . 0 . .
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Updated November 14, 2011