Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 134,482
Positions
35,422 20,420 6,731 18,846 31,831 490 25,569 43,995 6,854 8,431 1,053 673 31,467 22,435
Changes from: November 8, 2011 Total Change is: 2,706
346 -1,511 738 927 117 3 504 3,108 -30 305 40 -26 -60 267
Percent of Open Interest Represented by Each Category of Trader
26.3 15.2 5.0 14.0 23.7 0.4 19.0 32.7 5.1 6.3 0.8 0.5 23.4 16.7
Number of Traders in Each Category Total Traders: 75
8 11 8 5 5 . 13 19 13 11 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 36,641
Positions
8,063 6,839 2,698 875 1,336 217 11,502 7,789 3,151 0 0 0 10,135 14,610
Changes from: November 8, 2011 Total Change is: 5,625
2,586 -557 795 0 1 0 2,234 1,966 324 0 0 0 -314 3,096
Percent of Open Interest Represented by Each Category of Trader
22.0 18.7 7.4 2.4 3.6 0.6 31.4 21.3 8.6 0.0 0.0 0.0 27.7 39.9
Number of Traders in Each Category Total Traders: 35
6 6 6 . . . 9 10 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 156,988
Positions
93,265 3,322 3,577 9,721 58,456 2,730 24,675 57,864 3,556 3,477 2,186 0 15,987 25,297
Changes from: November 8, 2011 Total Change is: 2,809
2,693 685 -74 530 87 29 1,318 2,588 196 1,855 -651 0 -3,737 -51
Percent of Open Interest Represented by Each Category of Trader
59.4 2.1 2.3 6.2 37.2 1.7 15.7 36.9 2.3 2.2 1.4 0.0 10.2 16.1
Number of Traders in Each Category Total Traders: 91
15 4 8 7 12 5 24 23 16 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 153,994
Positions
9,981 88,741 5,628 54,011 8,114 1,494 53,759 14,222 4,849 1,000 2,470 7 23,265 28,468
Changes from: November 8, 2011 Total Change is: 3,186
-562 3,505 -136 744 673 20 5,404 -366 -127 0 651 7 -2,163 -1,040
Percent of Open Interest Represented by Each Category of Trader
6.5 57.6 3.7 35.1 5.3 1.0 34.9 9.2 3.1 0.6 1.6 0.0 15.1 18.5
Number of Traders in Each Category Total Traders: 92
8 10 7 9 6 . 27 24 22 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 291,503
Positions
92,627 38,844 10,877 42,807 33,643 9,689 58,582 81,856 28,513 6,317 11,187 4,295 37,796 72,601
Changes from: November 8, 2011 Total Change is: 21,296
6,955 -10,291 1,825 935 -699 483 6,954 20,043 3,795 483 333 4 -138 5,804
Percent of Open Interest Represented by Each Category of Trader
31.8 13.3 3.7 14.7 11.5 3.3 20.1 28.1 9.8 2.2 3.8 1.5 13.0 24.9
Number of Traders in Each Category Total Traders: 191
26 12 14 16 25 14 30 54 33 11 17 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 145,755
Positions
46,072 47,390 4,518 3,022 37,431 1,197 62,071 30,592 3,740 1,462 0 715 22,956 20,170
Changes from: November 8, 2011 Total Change is: -9,954
1,286 -4,282 313 -416 630 270 -6,049 -2,061 526 -719 -1,115 -103 -5,062 -4,133
Percent of Open Interest Represented by Each Category of Trader
31.6 32.5 3.1 2.1 25.7 0.8 42.6 21.0 2.6 1.0 0.0 0.5 15.7 13.8
Number of Traders in Each Category Total Traders: 78
12 10 8 . 6 . 21 21 12 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 102,813
Positions
58,558 52,255 37,461 0 0 0 5,260 11,503 1,159 0 0 0 375 435
Changes from: November 8, 2011 Total Change is: 67
-214 4 292 0 0 0 28 -290 0 0 0 0 -39 61
Percent of Open Interest Represented by Each Category of Trader
57.0 50.8 36.4 0.0 0.0 0.0 5.1 11.2 1.1 0.0 0.0 0.0 0.4 0.4
Number of Traders in Each Category Total Traders: 22
8 10 13 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 105,696
Positions
66,022 41,893 885 15,958 2,868 897 17,222 50,916 660 979 2,858 0 3,073 4,719
Changes from: November 8, 2011 Total Change is: 7,356
4,103 1,526 -797 -3,113 97 -43 5,502 5,023 27 -4 195 0 1,681 1,328
Percent of Open Interest Represented by Each Category of Trader
62.5 39.6 0.8 15.1 2.7 0.8 16.3 48.2 0.6 0.9 2.7 0.0 2.9 4.5
Number of Traders in Each Category Total Traders: 81
9 11 . 5 6 . 15 22 4 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 25,966
Positions
10,691 19,223 8 0 254 0 13,105 4,128 3 255 342 0 1,904 2,008
Changes from: November 8, 2011 Total Change is: 1,216
1,796 -611 8 0 16 0 -389 1,129 -3 -51 0 0 -145 677
Percent of Open Interest Represented by Each Category of Trader
41.2 74.0 0.0 0.0 1.0 0.0 50.5 15.9 0.0 1.0 1.3 0.0 7.3 7.7
Number of Traders in Each Category Total Traders: 35
5 9 . 0 . 0 6 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 47,581
Positions
16,804 27,899 340 3,085 2,766 664 15,272 6,246 1,314 1,932 2,027 748 7,423 5,577
Changes from: November 8, 2011 Total Change is: 2,868
-1,153 3,906 5 -134 -85 -70 3,164 -1,692 163 19 116 -13 887 538
Percent of Open Interest Represented by Each Category of Trader
35.3 58.6 0.7 6.5 5.8 1.4 32.1 13.1 2.8 4.1 4.3 1.6 15.6 11.7
Number of Traders in Each Category Total Traders: 93
20 14 4 4 7 . 28 13 8 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 95,161
Positions
33,609 55,799 679 6,170 5,531 1,327 30,543 12,493 2,628 3,864 4,055 1,496 14,845 11,154
Changes from: November 8, 2011 Total Change is: 5,735
-2,306 7,812 9 -267 -169 -140 6,327 -3,385 326 38 232 -27 1,774 1,076
Percent of Open Interest Represented by Each Category of Trader
35.3 58.6 0.7 6.5 5.8 1.4 32.1 13.1 2.8 4.1 4.3 1.6 15.6 11.7
Number of Traders in Each Category Total Traders: 93
20 14 4 4 7 . 28 13 8 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,065,240
Positions
98,668 137,643 97,010 354,848 212,635 69,377 79,011 154,823 183,259 17,145 51,517 30,280 135,643 128,696
Changes from: November 8, 2011 Total Change is: 19,134
1,821 2,596 2,892 -832 10,319 607 3,355 -3,708 2,928 -521 607 734 8,151 2,159
Percent of Open Interest Represented by Each Category of Trader
9.3 12.9 9.1 33.3 20.0 6.5 7.4 14.5 17.2 1.6 4.8 2.8 12.7 12.1
Number of Traders in Each Category Total Traders: 614
34 57 43 118 76 75 86 146 113 39 58 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 398,909
Positions
58,917 85,146 21,523 107,216 43,814 14,285 37,600 67,037 66,242 3,366 14,143 14,938 74,822 71,780
Changes from: November 8, 2011 Total Change is: 2,958
3,683 -87 -2,537 3 -901 361 -129 3,866 -2,843 363 -783 356 3,700 5,524
Percent of Open Interest Represented by Each Category of Trader
14.8 21.3 5.4 26.9 11.0 3.6 9.4 16.8 16.6 0.8 3.5 3.7 18.8 18.0
Number of Traders in Each Category Total Traders: 149
14 15 14 28 15 16 22 36 47 6 13 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,331,654
Positions
494,972 558,699 81,223 1,256,239 862,184 257,377 459,151 691,026 332,985 83,751 201,726 61,853 304,104 284,581
Changes from: November 8, 2011 Total Change is: 80,879
3,308 26,030 14,525 -3,291 56,982 342 33,385 -21,904 12,888 -4,569 6,802 2,038 22,252 -16,825
Percent of Open Interest Represented by Each Category of Trader
14.9 16.8 2.4 37.7 25.9 7.7 13.8 20.7 10.0 2.5 6.1 1.9 9.1 8.5
Number of Traders in Each Category Total Traders: 568
35 52 33 104 72 67 87 133 100 34 51 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 111,149
Positions
24,970 18,785 125 48,070 59,888 8,531 16,611 12,582 10 1,402 6,597 0 11,430 4,631
Changes from: November 8, 2011 Total Change is: 3,186
458 152 45 -2,295 1,028 807 1,867 1,302 -211 -237 25 0 2,753 39
Percent of Open Interest Represented by Each Category of Trader
22.5 16.9 0.1 43.2 53.9 7.7 14.9 11.3 0.0 1.3 5.9 0.0 10.3 4.2
Number of Traders in Each Category Total Traders: 89
10 9 . 29 14 11 12 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 103,133
Positions
20,153 44,768 10,852 21,073 9,483 1,625 21,495 9,694 7,021 1,008 4,018 236 19,672 15,438
Changes from: November 8, 2011 Total Change is: 1,434
-268 -117 2,092 -933 205 117 183 -1,542 770 -77 825 -71 -378 -844
Percent of Open Interest Represented by Each Category of Trader
19.5 43.4 10.5 20.4 9.2 1.6 20.8 9.4 6.8 1.0 3.9 0.2 19.1 15.0
Number of Traders in Each Category Total Traders: 218
23 29 15 32 19 13 58 39 18 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 32,678
Positions
13,545 24,778 20 0 300 0 5,016 3,926 0 0 2,112 50 14,047 1,492
Changes from: November 8, 2011 Total Change is: 1,360
1,753 1,451 0 0 0 0 -1 -861 0 0 738 0 -392 32
Percent of Open Interest Represented by Each Category of Trader
41.5 75.8 0.1 0.0 0.9 0.0 15.3 12.0 0.0 0.0 6.5 0.2 43.0 4.6
Number of Traders in Each Category Total Traders: 25
7 10 . 0 . 0 4 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 352,278
Positions
83,738 150,648 3,461 105,365 45,914 8,123 111,119 57,565 6,382 5,038 9,528 928 28,125 69,730
Changes from: November 8, 2011 Total Change is: 369
43 2,308 311 -4,666 1,027 585 2,343 -1,982 2,426 -387 433 -356 71 -4,382
Percent of Open Interest Represented by Each Category of Trader
23.8 42.8 1.0 29.9 13.0 2.3 31.5 16.3 1.8 1.4 2.7 0.3 8.0 19.8
Number of Traders in Each Category Total Traders: 217
25 26 9 32 19 13 59 38 15 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 453,419
Positions
227,384 33,083 24,404 103,876 203,383 33,486 39,363 108,423 6,344 1,614 27,345 483 16,465 16,469
Changes from: November 8, 2011 Total Change is: 5,867
-893 3,123 3,140 -4,432 3,576 328 5,547 -3,971 2,177 -14 -103 47 -32 -2,450
Percent of Open Interest Represented by Each Category of Trader
50.1 7.3 5.4 22.9 44.9 7.4 8.7 23.9 1.4 0.4 6.0 0.1 3.6 3.6
Number of Traders in Each Category Total Traders: 243
25 11 6 46 48 28 32 59 20 4 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 30,041
Positions
9,514 1,716 70 7,322 2,616 60 6,278 7,603 57 433 4,733 0 6,307 13,186
Changes from: November 8, 2011 Total Change is: 1,038
167 3 0 266 250 -13 737 -65 38 217 200 0 -374 625
Percent of Open Interest Represented by Each Category of Trader
31.7 5.7 0.2 24.4 8.7 0.2 20.9 25.3 0.2 1.4 15.8 0.0 21.0 43.9
Number of Traders in Each Category Total Traders: 50
12 . . 9 5 . 10 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 47,399
Positions
19,253 6,959 2,479 9,084 2,640 596 6,292 8,678 1,928 1,456 0 0 6,311 24,119
Changes from: November 8, 2011 Total Change is: -907
-2,870 781 1,480 -189 97 -284 -69 745 333 554 0 0 138 -4,059
Percent of Open Interest Represented by Each Category of Trader
40.6 14.7 5.2 19.2 5.6 1.3 13.3 18.3 4.1 3.1 0.0 0.0 13.3 50.9
Number of Traders in Each Category Total Traders: 66
24 10 4 8 . . 6 12 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 47,521
Positions
1,665 3,732 1,910 33,137 22,746 4,405 2,366 12,520 122 284 0 0 3,632 2,086
Changes from: November 8, 2011 Total Change is: -603
-1,044 -1,521 1,047 -118 579 -73 -400 -502 0 0 0 0 -15 -133
Percent of Open Interest Represented by Each Category of Trader
3.5 7.9 4.0 69.7 47.9 9.3 5.0 26.3 0.3 0.6 0.0 0.0 7.6 4.4
Number of Traders in Each Category Total Traders: 56
. 4 . 18 19 9 4 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 768,775
Positions
7,775 113,165 54,275 310,595 94,021 96,004 54,140 128,291 71,480 11,307 66,396 7,703 155,497 137,441
Changes from: November 8, 2011 Total Change is: 12,990
-8,891 -6,041 5,394 4,417 -8,945 3,325 819 14,929 -2,350 3 167 40 10,233 6,472
Percent of Open Interest Represented by Each Category of Trader
1.0 14.7 7.1 40.4 12.2 12.5 7.0 16.7 9.3 1.5 8.6 1.0 20.2 17.9
Number of Traders in Each Category Total Traders: 160
9 21 24 43 18 38 28 25 33 8 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 395,602
Positions
5,331 186,014 1,015 274,762 13,007 32,289 5,849 115,098 2,685 2,875 3,415 0 70,797 42,079
Changes from: November 8, 2011 Total Change is: 10,662
315 9,284 692 8,626 -706 -3,992 2,049 10,377 -102 0 -1,860 0 3,074 -3,031
Percent of Open Interest Represented by Each Category of Trader
1.3 47.0 0.3 69.5 3.3 8.2 1.5 29.1 0.7 0.7 0.9 0.0 17.9 10.6
Number of Traders in Each Category Total Traders: 72
. 12 4 38 4 20 . 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 810,830
Positions
77,478 82,019 25,024 151,468 221,212 81,556 257,563 153,920 64,073 33,568 61,075 15,583 104,516 106,368
Changes from: November 8, 2011 Total Change is: -8,618
-445 5,809 -3,620 504 -3,124 -2,655 -72 -4,208 1,296 2,349 645 549 -6,524 -3,309
Percent of Open Interest Represented by Each Category of Trader
9.6 10.1 3.1 18.7 27.3 10.1 31.8 19.0 7.9 4.1 7.5 1.9 12.9 13.1
Number of Traders in Each Category Total Traders: 223
13 23 10 34 50 41 38 32 27 13 19 7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,809,456
Positions
85,657 156,128 144,750 618,252 538,697 214,837 162,901 139,301 180,750 53,825 92,053 44,167 304,317 298,772
Changes from: November 8, 2011 Total Change is: 12,267
-33,957 10,923 8,801 18,234 -26,883 9,854 -7,377 35,965 15,049 13,435 3,896 -257 -11,515 -45,081
Percent of Open Interest Represented by Each Category of Trader
4.7 8.6 8.0 34.2 29.8 11.9 9.0 7.7 10.0 3.0 5.1 2.4 16.8 16.5
Number of Traders in Each Category Total Traders: 254
19 36 48 34 56 53 50 38 65 8 13 14
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,412,616
Positions
73,043 142,802 73,230 299,554 468,624 185,786 259,162 130,221 94,878 200,080 64,367 17,043 209,840 235,665
Changes from: November 8, 2011 Total Change is: -7,059
4,042 -24,396 -5,528 -33,210 -698 23,387 -19,946 -1,014 5,402 17,546 417 2,010 -762 -6,640
Percent of Open Interest Represented by Each Category of Trader
5.2 10.1 5.2 21.2 33.2 13.2 18.3 9.2 6.7 14.2 4.6 1.2 14.9 16.7
Number of Traders in Each Category Total Traders: 188
12 27 28 23 41 38 38 28 35 6 12 6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 768,944
Positions
213,423 232,735 206,166 3,507 5,080 3,570 54,617 46,374 184,235 20,629 6,539 34,734 48,063 49,512
Changes from: November 8, 2011 Total Change is: 11,059
-411 2,680 -1,510 0 138 0 1,910 -289 -4,380 1,186 430 720 13,544 13,271
Percent of Open Interest Represented by Each Category of Trader
27.8 30.3 26.8 0.5 0.7 0.5 7.1 6.0 24.0 2.7 0.9 4.5 6.3 6.4
Number of Traders in Each Category Total Traders: 120
28 29 44 . 4 . 18 24 36 . 8 6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,614,908
Positions
1,182,909 2,691,101 3,372,413 2,332,402 96,067 199,177 426,564 513,198 5,399,484 86,781 414,550 779,294 835,884 1,149,624
Changes from: November 8, 2011 Total Change is: -380,437
144,378 -196,408 60,947 -143,307 -27,919 43,053 -86,784 -28,040 -169,850 -2,639 35,834 -202,823 -23,411 104,771
Percent of Open Interest Represented by Each Category of Trader
8.1 18.4 23.1 16.0 0.7 1.4 2.9 3.5 36.9 0.6 2.8 5.3 5.7 7.9
Number of Traders in Each Category Total Traders: 285
36 57 87 13 14 23 53 69 116 10 21 27
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,029
Positions
5,481 2,885 0 1,903 841 7 1,016 6,018 0 1,390 160 0 232 118
Changes from: November 8, 2011 Total Change is: -678
-616 -173 0 -134 0 0 7 -513 0 60 0 0 5 8
Percent of Open Interest Represented by Each Category of Trader
54.7 28.8 0.0 19.0 8.4 0.1 10.1 60.0 0.0 13.9 1.6 0.0 2.3 1.2
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 5 8 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 15,062
Positions
12,471 7,957 0 1,366 2,003 0 854 4,618 0 40 340 0 331 144
Changes from: November 8, 2011 Total Change is: -576
-135 638 0 -194 -410 0 -296 -765 0 0 0 0 49 -39
Percent of Open Interest Represented by Each Category of Trader
82.8 52.8 0.0 9.1 13.3 0.0 5.7 30.7 0.0 0.3 2.3 0.0 2.2 1.0
Number of Traders in Each Category Total Traders: 28
4 4 0 . 4 0 6 6 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 58,090
Positions
18,900 41,893 559 2,413 457 395 22,081 10,442 1,090 4,475 356 2 8,175 2,897
Changes from: November 8, 2011 Total Change is: -2,238
-1,371 572 10 998 276 -57 -4,569 -3,241 149 531 -83 2 2,070 135
Percent of Open Interest Represented by Each Category of Trader
32.5 72.1 1.0 4.2 0.8 0.7 38.0 18.0 1.9 7.7 0.6 0.0 14.1 5.0
Number of Traders in Each Category Total Traders: 103
4 . . 6 . . 30 22 8 29 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 147,703
Positions
38,622 45,317 38,154 9,001 515 2,332 10,576 14,161 18,807 2,425 2,258 11,315 16,471 14,844
Changes from: November 8, 2011 Total Change is: 9,617
-3,784 -5,330 10,247 707 -5 -760 415 3,389 1,370 -603 -1,163 848 1,177 1,021
Percent of Open Interest Represented by Each Category of Trader
26.1 30.7 25.8 6.1 0.3 1.6 7.2 9.6 12.7 1.6 1.5 7.7 11.2 10.0
Number of Traders in Each Category Total Traders: 86
10 10 17 12 . 6 19 18 24 5 5 7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 15,023
Positions
2,884 0 0 1,939 1,573 0 9,342 2,698 71 0 10,088 443 344 150
Changes from: November 8, 2011 Total Change is: 1,251
534 0 0 142 59 0 717 2 0 0 1,044 0 -142 146
Percent of Open Interest Represented by Each Category of Trader
19.2 0.0 0.0 12.9 10.5 0.0 62.2 18.0 0.5 0.0 67.2 2.9 2.3 1.0
Number of Traders in Each Category Total Traders: 26
4 0 0 5 4 0 5 5 . 0 . .
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Updated November 18, 2011