Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 155,588
Positions
42,526 16,457 11,911 20,893 35,215 520 30,470 54,336 9,561 9,826 1,188 931 28,949 25,468
Changes from: November 22, 2011 Total Change is: 14,816
4,513 -1,458 4,807 867 3,305 13 1,508 4,924 1,991 1,311 52 165 -358 1,017
Percent of Open Interest Represented by Each Category of Trader
27.3 10.6 7.7 13.4 22.6 0.3 19.6 34.9 6.1 6.3 0.8 0.6 18.6 16.4
Number of Traders in Each Category Total Traders: 79
8 12 11 6 5 . 10 24 13 11 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 43,545
Positions
12,951 6,089 3,208 869 1,326 217 14,757 13,666 2,775 0 0 0 8,769 16,264
Changes from: November 22, 2011 Total Change is: 6,404
3,988 -317 443 -6 -12 0 2,884 4,404 -109 0 0 0 -796 1,995
Percent of Open Interest Represented by Each Category of Trader
29.7 14.0 7.4 2.0 3.0 0.5 33.9 31.4 6.4 0.0 0.0 0.0 20.1 37.3
Number of Traders in Each Category Total Traders: 41
7 7 6 . . . 8 15 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 198,958
Positions
140,056 2,338 4,133 7,831 71,138 2,725 21,692 79,603 4,534 3,565 2,917 394 14,028 31,176
Changes from: November 22, 2011 Total Change is: 31,575
30,307 -1,022 561 -408 10,574 -10 1,822 18,335 180 -567 -12 268 -578 2,701
Percent of Open Interest Represented by Each Category of Trader
70.4 1.2 2.1 3.9 35.8 1.4 10.9 40.0 2.3 1.8 1.5 0.2 7.1 15.7
Number of Traders in Each Category Total Traders: 93
16 . 9 5 15 4 16 28 13 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 178,779
Positions
19,963 112,098 7,166 60,973 9,509 1,562 61,413 13,901 4,434 1,220 1,668 204 21,846 28,238
Changes from: November 22, 2011 Total Change is: 17,805
10,069 13,949 1,412 6,338 59 -19 1,146 1,833 -145 220 -834 197 -1,413 1,353
Percent of Open Interest Represented by Each Category of Trader
11.2 62.7 4.0 34.1 5.3 0.9 34.4 7.8 2.5 0.7 0.9 0.1 12.2 15.8
Number of Traders in Each Category Total Traders: 96
7 12 8 10 8 4 28 22 20 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 334,219
Positions
100,482 56,896 13,408 64,431 33,675 3,438 68,813 102,661 36,597 6,085 10,280 5,828 35,136 71,434
Changes from: November 22, 2011 Total Change is: 26,911
3,450 10,523 1,592 16,094 -506 -6,074 7,046 17,133 5,769 -186 -1,222 614 -1,395 -918
Percent of Open Interest Represented by Each Category of Trader
30.1 17.0 4.0 19.3 10.1 1.0 20.6 30.7 11.0 1.8 3.1 1.7 10.5 21.4
Number of Traders in Each Category Total Traders: 198
24 14 15 17 24 14 29 62 40 10 18 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 137,254
Positions
60,132 40,180 5,173 2,381 38,776 1,070 39,549 18,603 6,474 2,125 1,398 902 19,448 24,679
Changes from: November 22, 2011 Total Change is: -2,961
7,874 -3,716 705 -44 244 -277 -8,266 -5,261 743 276 1,354 -32 -3,941 3,279
Percent of Open Interest Represented by Each Category of Trader
43.8 29.3 3.8 1.7 28.3 0.8 28.8 13.6 4.7 1.5 1.0 0.7 14.2 18.0
Number of Traders in Each Category Total Traders: 78
13 11 11 . 6 . 17 21 17 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 111,554
Positions
68,256 61,252 36,843 0 0 0 4,743 11,718 1,159 0 0 0 553 582
Changes from: November 22, 2011 Total Change is: -37
1,100 429 -628 0 0 0 -517 215 0 0 0 0 8 -53
Percent of Open Interest Represented by Each Category of Trader
61.2 54.9 33.0 0.0 0.0 0.0 4.3 10.5 1.0 0.0 0.0 0.0 0.5 0.5
Number of Traders in Each Category Total Traders: 21
7 10 13 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 120,894
Positions
70,134 38,725 13,819 18,213 3,110 792 6,144 47,274 7,570 1,484 3,205 0 2,738 6,399
Changes from: November 22, 2011 Total Change is: 4,359
2,644 -862 3,131 0 294 32 300 4,065 1,809 461 -463 0 -4,018 -3,647
Percent of Open Interest Represented by Each Category of Trader
58.0 32.0 11.4 15.1 2.6 0.7 5.1 39.1 6.3 1.2 2.7 0.0 2.3 5.3
Number of Traders in Each Category Total Traders: 92
8 12 . 5 6 . 13 33 5 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 28,277
Positions
16,332 16,755 23 0 363 0 10,019 8,271 8 455 492 0 1,440 2,365
Changes from: November 22, 2011 Total Change is: 1,407
3,089 -1,298 23 0 109 0 -1,577 2,625 6 -88 150 0 -46 -208
Percent of Open Interest Represented by Each Category of Trader
57.8 59.3 0.1 0.0 1.3 0.0 35.4 29.2 0.0 1.6 1.7 0.0 5.1 8.4
Number of Traders in Each Category Total Traders: 43
8 8 . 0 . 0 5 16 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 61,536
Positions
23,507 27,633 7,700 2,962 2,960 580 10,381 7,538 4,716 2,167 743 2,372 7,153 7,295
Changes from: November 22, 2011 Total Change is: -2,106
650 -3,266 -179 -96 -271 42 -1,199 1,386 -463 -90 58 20 -790 568
Percent of Open Interest Represented by Each Category of Trader
38.2 44.9 12.5 4.8 4.8 0.9 16.9 12.2 7.7 3.5 1.2 3.9 11.6 11.9
Number of Traders in Each Category Total Traders: 86
22 13 9 . 6 . 19 16 10 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 17,715
Positions
12,377 11,631 265 617 292 0 1,068 2,435 45 1,344 0 380 1,618 2,667
Changes from: November 22, 2011 Total Change is: 28
0 -5 0 0 0 0 11 18 -0 0 0 0 17 15
Percent of Open Interest Represented by Each Category of Trader
69.9 65.7 1.5 3.5 1.6 0.0 6.0 13.7 0.3 7.6 0.0 2.1 9.1 15.1
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 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 87,642
Positions
36,669 46,414 459 4,689 5,336 1,159 25,607 17,188 2,359 4,334 4,173 1,297 11,068 9,257
Changes from: November 22, 2011 Total Change is: -4,266
1,221 -6,602 -278 -192 -541 83 -2,235 2,921 -1,111 -179 116 40 -1,614 1,106
Percent of Open Interest Represented by Each Category of Trader
41.8 53.0 0.5 5.4 6.1 1.3 29.2 19.6 2.7 4.9 4.8 1.5 12.6 10.6
Number of Traders in Each Category Total Traders: 84
21 14 4 . 5 . 19 16 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,041,264
Positions
95,360 130,721 97,077 356,063 213,230 71,140 73,315 170,467 163,430 18,596 38,985 29,374 136,909 126,841
Changes from: November 22, 2011 Total Change is: 2,400
-11,904 6,488 6,698 1,257 -13,883 2,017 -3,270 -1,033 6,721 626 -6,556 3,327 -3,072 -1,379
Percent of Open Interest Represented by Each Category of Trader
9.2 12.6 9.3 34.2 20.5 6.8 7.0 16.4 15.7 1.8 3.7 2.8 13.1 12.2
Number of Traders in Each Category Total Traders: 584
35 55 42 111 79 72 74 146 109 35 48 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 379,764
Positions
51,049 75,569 24,083 103,860 45,228 16,120 31,596 68,497 56,376 6,055 14,352 12,634 77,989 66,903
Changes from: November 22, 2011 Total Change is: 5,756
-4,173 4,289 402 605 892 690 1,006 925 2,993 1,911 1,232 1,060 1,263 -6,727
Percent of Open Interest Represented by Each Category of Trader
13.4 19.9 6.3 27.3 11.9 4.2 8.3 18.0 14.8 1.6 3.8 3.3 20.5 17.6
Number of Traders in Each Category Total Traders: 141
14 14 13 27 16 18 20 35 45 6 9 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,307,504
Positions
495,395 549,600 91,126 1,284,172 863,164 251,944 458,035 759,290 285,830 88,121 148,583 58,282 294,599 299,686
Changes from: November 22, 2011 Total Change is: -16,779
-13,076 36,573 5,907 10,107 -67,028 -208 -10,783 803 8,042 5,098 -27,416 -191 -21,674 26,739
Percent of Open Interest Represented by Each Category of Trader
15.0 16.6 2.8 38.8 26.1 7.6 13.8 23.0 8.6 2.7 4.5 1.8 8.9 9.1
Number of Traders in Each Category Total Traders: 544
36 51 31 98 74 64 76 134 97 33 42 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 120,005
Positions
30,818 18,512 1 50,461 66,033 7,892 19,449 15,250 11 1,402 6,742 0 9,971 5,564
Changes from: November 22, 2011 Total Change is: 2,861
2,110 344 -104 -1,270 1,337 -95 2,926 2,648 -1,264 0 42 0 558 -47
Percent of Open Interest Represented by Each Category of Trader
25.7 15.4 0.0 42.0 55.0 6.6 16.2 12.7 0.0 1.2 5.6 0.0 8.3 4.6
Number of Traders in Each Category Total Traders: 87
10 9 . 31 14 9 9 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 89,095
Positions
23,906 36,903 6,962 18,447 9,715 1,690 13,007 7,098 5,971 882 4,017 193 18,038 16,547
Changes from: November 22, 2011 Total Change is: -6,419
1,300 -1,080 -1,720 -705 181 -37 -3,123 -2,622 -1,006 -157 -532 -39 -931 436
Percent of Open Interest Represented by Each Category of Trader
26.8 41.4 7.8 20.7 10.9 1.9 14.6 8.0 6.7 1.0 4.5 0.2 20.2 18.6
Number of Traders in Each Category Total Traders: 202
21 27 12 31 20 12 39 43 22 7 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 29,077
Positions
12,698 22,250 20 0 300 0 2,000 3,016 0 0 2,112 50 14,309 1,329
Changes from: November 22, 2011 Total Change is: -1,571
-492 -491 0 0 0 0 -980 -983 0 0 0 0 -99 -97
Percent of Open Interest Represented by Each Category of Trader
43.7 76.5 0.1 0.0 1.0 0.0 6.9 10.4 0.0 0.0 7.3 0.2 49.2 4.6
Number of Traders in Each Category Total Traders: 23
8 8 . 0 . 0 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 300,091
Positions
88,486 105,711 2,262 92,235 47,075 8,449 78,721 44,096 6,169 4,412 9,524 716 18,642 76,089
Changes from: November 22, 2011 Total Change is: -24,236
514 -11,391 -155 -3,524 906 -185 -14,758 -12,238 -989 -786 -2,658 -194 -4,159 2,669
Percent of Open Interest Represented by Each Category of Trader
29.5 35.2 0.8 30.7 15.7 2.8 26.2 14.7 2.1 1.5 3.2 0.2 6.2 25.4
Number of Traders in Each Category Total Traders: 199
20 25 9 31 20 12 39 43 19 7 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 472,883
Positions
245,256 32,499 27,605 109,874 217,228 28,909 40,285 119,727 4,979 1,615 24,123 508 13,852 17,304
Changes from: November 22, 2011 Total Change is: 8,065
8,958 -1,045 1,740 1,694 5,145 -1,073 -3,796 5,120 920 247 -677 95 -719 -2,160
Percent of Open Interest Represented by Each Category of Trader
51.9 6.9 5.8 23.2 45.9 6.1 8.5 25.3 1.1 0.3 5.1 0.1 2.9 3.7
Number of Traders in Each Category Total Traders: 237
23 10 6 46 48 26 23 67 18 . 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 28,319
Positions
8,098 1,960 70 7,259 2,719 82 5,930 4,285 109 216 4,976 0 6,555 14,118
Changes from: November 22, 2011 Total Change is: -2,253
-1,121 225 0 -137 253 0 -974 -2,538 61 0 -91 0 -82 -163
Percent of Open Interest Represented by Each Category of Trader
28.6 6.9 0.2 25.6 9.6 0.3 20.9 15.1 0.4 0.8 17.6 0.0 23.1 49.9
Number of Traders in Each Category Total Traders: 43
11 . . 8 5 . 8 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 49,227
Positions
21,352 9,460 1,611 8,954 3,446 2,251 2,595 9,221 1,296 2,923 0 0 8,245 21,942
Changes from: November 22, 2011 Total Change is: -215
64 -758 -35 221 496 1,661 -3,272 334 -175 137 0 0 1,184 -1,738
Percent of Open Interest Represented by Each Category of Trader
43.4 19.2 3.3 18.2 7.0 4.6 5.3 18.7 2.6 5.9 0.0 0.0 16.7 44.6
Number of Traders in Each Category Total Traders: 62
22 10 . 9 4 . . 11 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 44,758
Positions
4,524 1,787 159 30,237 26,473 4,411 2,198 9,342 4 0 0 0 3,225 2,582
Changes from: November 22, 2011 Total Change is: 1,664
899 -586 -74 814 1,324 367 -266 172 0 0 0 0 -76 461
Percent of Open Interest Represented by Each Category of Trader
10.1 4.0 0.4 67.6 59.1 9.9 4.9 20.9 0.0 0.0 0.0 0.0 7.2 5.8
Number of Traders in Each Category Total Traders: 50
. . . 17 19 10 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 64,821
Positions
17,115 25,651 42 25,213 26,240 3,148 10,139 3,356 544 2,234 2,812 907 5,479 2,121
Changes from: November 22, 2011 Total Change is: 843
-164 921 -7 1,079 470 -136 404 -371 234 0 69 0 -567 -337
Percent of Open Interest Represented by Each Category of Trader
26.4 39.6 0.1 38.9 40.5 4.9 15.6 5.2 0.8 3.4 4.3 1.4 8.5 3.3
Number of Traders in Each Category Total Traders: 69
13 8 . 12 9 6 13 5 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 731,641
Positions
9,358 101,705 52,207 305,124 95,725 89,289 46,875 123,990 48,219 7,758 62,938 18,543 154,269 139,025
Changes from: November 22, 2011 Total Change is: -79,166
1,051 -13,553 -9,621 -12,650 2,512 -9,444 4,804 1,677 -36,360 -1,154 -3,623 856 -16,649 -11,609
Percent of Open Interest Represented by Each Category of Trader
1.3 13.9 7.1 41.7 13.1 12.2 6.4 16.9 6.6 1.1 8.6 2.5 21.1 19.0
Number of Traders in Each Category Total Traders: 142
7 19 23 43 19 38 20 21 25 5 8 6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 405,812
Positions
5,328 176,388 4,360 278,001 11,040 35,388 3,853 122,976 10,526 0 0 0 68,357 45,134
Changes from: November 22, 2011 Total Change is: -5,540
-3 -8,018 -2,690 -5,266 -1,939 2,071 -2,046 2,772 5,209 -2,195 -1,692 0 -619 -1,252
Percent of Open Interest Represented by Each Category of Trader
1.3 43.5 1.1 68.5 2.7 8.7 0.9 30.3 2.6 0.0 0.0 0.0 16.8 11.1
Number of Traders in Each Category Total Traders: 72
. 12 7 39 5 20 . 10 6 0 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 746,732
Positions
67,060 65,138 21,507 137,080 205,614 76,325 220,560 184,750 63,244 48,563 27,956 580 111,812 101,618
Changes from: November 22, 2011 Total Change is: -62,072
-15,306 -16,555 -6,109 -14,973 -8,121 -3,911 3,550 2,893 -9,975 -14,282 -3,431 -4,308 3,242 -12,556
Percent of Open Interest Represented by Each Category of Trader
9.0 8.7 2.9 18.4 27.5 10.2 29.5 24.7 8.5 6.5 3.7 0.1 15.0 13.6
Number of Traders in Each Category Total Traders: 203
11 23 15 32 46 40 34 34 26 10 13 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,769,548
Positions
80,735 142,923 98,548 565,643 560,513 185,985 187,817 120,002 238,619 70,531 72,294 37,671 303,999 312,993
Changes from: November 22, 2011 Total Change is: -121,855
-5,427 -23,467 -68,027 -53,765 4,268 -6,341 1,530 15,872 29,599 14,671 -38,738 -18,299 -15,797 -16,722
Percent of Open Interest Represented by Each Category of Trader
4.6 8.1 5.6 32.0 31.7 10.5 10.6 6.8 13.5 4.0 4.1 2.1 17.2 17.7
Number of Traders in Each Category Total Traders: 225
18 27 38 32 54 48 37 40 54 4 13 10
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,425,692
Positions
100,325 117,679 59,772 367,095 430,470 167,726 212,834 232,822 91,405 193,333 64,422 10,435 222,769 250,962
Changes from: November 22, 2011 Total Change is: -13,068
15,259 -34,433 -31,705 27,039 -36,547 -8,682 -4,966 87,684 8,065 -7,946 277 -12,326 2,195 14,600
Percent of Open Interest Represented by Each Category of Trader
7.0 8.3 4.2 25.7 30.2 11.8 14.9 16.3 6.4 13.6 4.5 0.7 15.6 17.6
Number of Traders in Each Category Total Traders: 172
9 26 24 22 42 42 29 26 27 7 11 4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 784,793
Positions
229,945 259,739 199,683 3,998 5,066 3,570 73,759 52,303 183,359 26,837 6,605 30,119 33,523 44,349
Changes from: November 22, 2011 Total Change is: 15,948
5,822 13,615 -570 250 -14 0 9,055 6,330 227 7,671 478 -1,232 -5,276 -2,887
Percent of Open Interest Represented by Each Category of Trader
29.3 33.1 25.4 0.5 0.6 0.5 9.4 6.7 23.4 3.4 0.8 3.8 4.3 5.7
Number of Traders in Each Category Total Traders: 125
28 29 44 . 4 . 26 19 38 4 9 9
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,853,655
Positions
1,543,690 2,606,552 3,366,617 2,066,076 142,134 197,742 448,997 601,944 5,547,826 86,717 409,165 736,707 859,282 1,244,966
Changes from: November 22, 2011 Total Change is: 46,119
42,468 -73,315 18,360 -72,561 19,560 -11,188 10,754 28,732 9,900 3,096 -31,115 -11,062 56,352 96,247
Percent of Open Interest Represented by Each Category of Trader
10.4 17.5 22.7 13.9 1.0 1.3 3.0 4.1 37.3 0.6 2.8 5.0 5.8 8.4
Number of Traders in Each Category Total Traders: 285
38 54 87 11 13 20 56 70 115 12 18 25
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,637
Positions
5,448 3,784 0 1,856 834 7 2,593 6,429 287 1,174 160 0 272 136
Changes from: November 22, 2011 Total Change is: 855
-4 340 0 -52 -6 0 616 236 287 3 0 0 5 -2
Percent of Open Interest Represented by Each Category of Trader
46.8 32.5 0.0 15.9 7.2 0.1 22.3 55.2 2.5 10.1 1.4 0.0 2.3 1.2
Number of Traders in Each Category Total Traders: 28
. 4 0 . 4 . 5 7 . 4 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 15,572
Positions
12,533 7,281 0 1,350 2,461 0 659 4,695 595 40 340 0 395 200
Changes from: November 22, 2011 Total Change is: 544
-107 -251 0 -16 189 0 -10 -44 595 0 0 0 82 55
Percent of Open Interest Represented by Each Category of Trader
80.5 46.8 0.0 8.7 15.8 0.0 4.2 30.2 3.8 0.3 2.2 0.0 2.5 1.3
Number of Traders in Each Category Total Traders: 30
5 4 0 . 5 0 4 8 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 59,623
Positions
18,115 45,685 559 5,380 308 375 21,282 8,345 1,571 4,979 383 25 7,336 2,371
Changes from: November 22, 2011 Total Change is: 4,348
-78 2,469 5 1,278 -147 -13 4,132 1,352 388 203 -80 13 -1,580 360
Percent of Open Interest Represented by Each Category of Trader
30.4 76.6 0.9 9.0 0.5 0.6 35.7 14.0 2.6 8.4 0.6 0.0 12.3 4.0
Number of Traders in Each Category Total Traders: 102
5 4 . 5 . . 40 15 8 27 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 138,609
Positions
38,062 50,681 32,342 7,857 500 1,709 13,917 10,801 18,116 1,590 3,345 9,670 15,346 11,445
Changes from: November 22, 2011 Total Change is: 4,678
324 825 5,238 -754 0 -510 554 -944 1,084 -720 694 333 -871 -2,042
Percent of Open Interest Represented by Each Category of Trader
27.5 36.6 23.3 5.7 0.4 1.2 10.0 7.8 13.1 1.1 2.4 7.0 11.1 8.3
Number of Traders in Each Category Total Traders: 76
9 9 14 10 . 6 17 16 22 4 4 7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 15,942
Positions
3,042 0 0 1,848 1,517 0 10,240 2,766 71 0 11,034 545 196 9
Changes from: November 22, 2011 Total Change is: -98
-38 0 0 -122 -145 0 -38 8 0 0 -62 100 0 1
Percent of Open Interest Represented by Each Category of Trader
19.1 0.0 0.0 11.6 9.5 0.0 64.2 17.4 0.4 0.0 69.2 3.4 1.2 0.1
Number of Traders in Each Category Total Traders: 26
4 0 0 5 4 0 5 5 . 0 . .
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Updated December 2, 2011