Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 168,339
Positions
31,023 73,559 1,815 22,528 33,482 269 66,063 31,186 1,962 7,840 5,124 773 36,066 20,169
Changes from: November 6, 2012 Total Change is: 1,917
8,074 2,481 238 1,428 -122 -471 -8,217 -1,631 290 -173 -122 234 514 1,020
Percent of Open Interest Represented by Each Category of Trader
18.4 43.7 1.1 13.4 19.9 0.2 39.2 18.5 1.2 4.7 3.0 0.5 21.4 12.0
Number of Traders in Each Category Total Traders: 91
5 13 6 9 4 4 33 12 10 9 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 46,940
Positions
11,611 10,146 0 1,631 2,588 161 16,897 17,464 144 6,127 519 0 10,369 15,918
Changes from: November 6, 2012 Total Change is: 6,629
4,575 -980 0 -898 53 0 2,864 5,931 -19 1,100 519 0 -993 1,125
Percent of Open Interest Represented by Each Category of Trader
24.7 21.6 0.0 3.5 5.5 0.3 36.0 37.2 0.3 13.1 1.1 0.0 22.1 33.9
Number of Traders in Each Category Total Traders: 42
6 6 0 . 4 . 8 11 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 149,173
Positions
10,688 33,203 20 10,040 34,083 10,950 81,870 33,786 1,906 1,168 13,897 0 32,531 21,328
Changes from: November 6, 2012 Total Change is: -15,308
1,690 -11,055 3 374 776 -34 -15,188 -76 251 -571 -4,008 -444 -1,389 -721
Percent of Open Interest Represented by Each Category of Trader
7.2 22.3 0.0 6.7 22.8 7.3 54.9 22.6 1.3 0.8 9.3 0.0 21.8 14.3
Number of Traders in Each Category Total Traders: 91
6 13 . 6 14 5 29 15 8 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 155,931
Positions
44,741 25,662 342 55,485 8,038 1,546 40,246 51,350 407 1,184 17,374 38 11,942 51,174
Changes from: November 6, 2012 Total Change is: -5,621
-3,080 6,449 254 -431 729 477 -4,624 -11,716 -479 117 2,331 -1 2,146 -3,665
Percent of Open Interest Represented by Each Category of Trader
28.7 16.5 0.2 35.6 5.2 1.0 25.8 32.9 0.3 0.8 11.1 0.0 7.7 32.8
Number of Traders in Each Category Total Traders: 112
11 13 4 8 7 5 22 36 4 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 231,660
Positions
77,535 10,475 1,307 47,601 39,840 4,566 26,746 102,124 2,260 30,815 11,908 2,029 38,801 57,151
Changes from: November 6, 2012 Total Change is: 3,935
5,729 -7,823 -697 -3,787 -271 123 -753 11,969 469 -900 -750 1,600 2,151 -685
Percent of Open Interest Represented by Each Category of Trader
33.5 4.5 0.6 20.5 17.2 2.0 11.5 44.1 1.0 13.3 5.1 0.9 16.7 24.7
Number of Traders in Each Category Total Traders: 172
27 13 8 18 22 15 17 41 11 17 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 183,439
Positions
35,226 51,798 77 3,177 43,318 1,066 102,457 57,604 736 5,572 3,560 530 34,598 24,750
Changes from: November 6, 2012 Total Change is: 5,018
297 -1,066 6 -551 -135 0 6,909 1,769 85 805 944 0 -2,533 3,415
Percent of Open Interest Represented by Each Category of Trader
19.2 28.2 0.0 1.7 23.6 0.6 55.9 31.4 0.4 3.0 1.9 0.3 18.9 13.5
Number of Traders in Each Category Total Traders: 102
9 13 . . 10 . 29 24 8 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 86,500
Positions
50,574 57,713 18,333 3,117 0 0 4,039 2,317 4,874 2,470 0 2,861 232 402
Changes from: November 6, 2012 Total Change is: 1,596
1,331 -721 172 -639 0 0 981 2,144 -56 0 0 0 -193 57
Percent of Open Interest Represented by Each Category of Trader
58.5 66.7 21.2 3.6 0.0 0.0 4.7 2.7 5.6 2.9 0.0 3.3 0.3 0.5
Number of Traders in Each Category Total Traders: 23
6 11 10 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 170,011
Positions
32,524 93,732 751 26,935 297 2 94,526 65,574 1,131 6,103 5,610 418 7,621 2,496
Changes from: November 6, 2012 Total Change is: -19,648
1,073 -3,346 94 3,569 -327 -3,113 -20,376 -9,123 158 455 -3,721 118 -1,626 -388
Percent of Open Interest Represented by Each Category of Trader
19.1 55.1 0.4 15.8 0.2 0.0 55.6 38.6 0.7 3.6 3.3 0.2 4.5 1.5
Number of Traders in Each Category Total Traders: 123
6 10 . 10 . . 59 16 7 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 32,424
Positions
16,421 14,224 10 399 0 0 3,292 1,197 39 10,572 15,567 1,014 677 373
Changes from: November 6, 2012 Total Change is: -166
385 2 -200 -99 0 0 -100 -43 39 45 0 -25 -211 61
Percent of Open Interest Represented by Each Category of Trader
50.6 43.9 0.0 1.2 0.0 0.0 10.2 3.7 0.1 32.6 48.0 3.1 2.1 1.2
Number of Traders in Each Category Total Traders: 23
5 6 . . 0 0 5 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,252
Positions
1,489 23,594 0 573 252 0 26,271 5,013 231 299 2,137 70 4,319 1,955
Changes from: November 6, 2012 Total Change is: -2,071
-53 -1,580 -229 -262 0 0 -780 -553 7 10 195 70 -834 19
Percent of Open Interest Represented by Each Category of Trader
4.5 71.0 0.0 1.7 0.8 0.0 79.0 15.1 0.7 0.9 6.4 0.2 13.0 5.9
Number of Traders in Each Category Total Traders: 55
. 8 0 4 . 0 23 11 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,635
Positions
13,712 31,568 304 4,117 1,105 332 17,408 9,778 3,064 2,175 611 0 9,525 3,875
Changes from: November 6, 2012 Total Change is: -477
-393 -4,049 -34 -486 543 -144 -2,600 2,509 1,029 190 87 0 1,962 -418
Percent of Open Interest Represented by Each Category of Trader
27.1 62.3 0.6 8.1 2.2 0.7 34.4 19.3 6.1 4.3 1.2 0.0 18.8 7.7
Number of Traders in Each Category Total Traders: 100
18 16 . 5 . . 31 17 9 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 101,270
Positions
27,423 63,135 607 8,234 2,210 663 34,815 19,556 6,128 4,350 1,221 0 19,050 7,750
Changes from: November 6, 2012 Total Change is: -954
-786 -8,097 -67 -972 1,085 -288 -5,200 5,018 2,057 379 173 0 3,923 -835
Percent of Open Interest Represented by Each Category of Trader
27.1 62.3 0.6 8.1 2.2 0.7 34.4 19.3 6.1 4.3 1.2 0.0 18.8 7.7
Number of Traders in Each Category Total Traders: 100
18 16 . 5 . . 31 17 9 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 828,091
Positions
54,806 220,654 31,154 356,379 167,830 59,847 121,486 181,209 39,356 38,124 33,941 6,104 120,836 87,997
Changes from: November 6, 2012 Total Change is: 20,525
-2,052 -14,768 4,673 -24,499 11,222 2,310 11,441 2,245 14,117 3,051 -5,888 871 10,614 5,743
Percent of Open Interest Represented by Each Category of Trader
6.6 26.6 3.8 43.0 20.3 7.2 14.7 21.9 4.8 4.6 4.1 0.7 14.6 10.6
Number of Traders in Each Category Total Traders: 558
39 43 25 120 58 63 102 99 61 51 46 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 212,911
Positions
26,268 72,877 3,827 90,158 29,806 7,849 13,580 37,599 1,267 10,108 12,710 384 59,470 46,592
Changes from: November 6, 2012 Total Change is: 4,609
3,352 -8,605 0 -2,665 -638 310 575 10,481 624 157 -4,500 0 2,256 6,937
Percent of Open Interest Represented by Each Category of Trader
12.3 34.2 1.8 42.3 14.0 3.7 6.4 17.7 0.6 4.7 6.0 0.2 27.9 21.9
Number of Traders in Each Category Total Traders: 105
11 13 . 27 8 11 15 21 5 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,075,902
Positions
207,081 803,275 72,244 1,359,854 718,871 231,241 646,478 824,998 83,495 156,054 122,129 12,624 306,831 207,025
Changes from: November 6, 2012 Total Change is: 79,579
-6,887 -10,679 3,229 -106,504 61,963 7,333 102,497 6,985 19,298 21,649 242 -2,824 41,788 -5,968
Percent of Open Interest Represented by Each Category of Trader
6.7 26.1 2.3 44.2 23.4 7.5 21.0 26.8 2.7 5.1 4.0 0.4 10.0 6.7
Number of Traders in Each Category Total Traders: 530
40 39 22 105 55 55 104 96 51 47 44 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 115,916
Positions
11,536 30,007 11 63,027 65,438 1,800 26,309 12,922 76 380 2,191 0 12,777 3,471
Changes from: November 6, 2012 Total Change is: -353
4,477 -4,942 -6 -798 3,767 49 -2,952 1,500 -1,152 -310 10 0 339 421
Percent of Open Interest Represented by Each Category of Trader
10.0 25.9 0.0 54.4 56.5 1.6 22.7 11.1 0.1 0.3 1.9 0.0 11.0 3.0
Number of Traders in Each Category Total Traders: 102
10 11 . 40 14 12 17 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 72,434
Positions
15,584 42,920 402 25,797 10,857 1,177 22,022 9,640 360 1,638 3,811 55 5,399 3,212
Changes from: November 6, 2012 Total Change is: 240
5,253 -2,580 -22 -5,096 1,053 220 -15 842 -129 279 571 9 -258 277
Percent of Open Interest Represented by Each Category of Trader
21.5 59.3 0.6 35.6 15.0 1.6 30.4 13.3 0.5 2.3 5.3 0.1 7.5 4.4
Number of Traders in Each Category Total Traders: 217
20 25 . 30 24 12 53 35 13 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 362,170
Positions
77,922 214,600 2,008 128,983 54,286 5,886 110,108 48,198 1,801 8,191 19,054 276 26,995 16,061
Changes from: November 6, 2012 Total Change is: 1,201
26,263 -12,902 -108 -25,481 5,264 1,100 -77 4,210 -645 1,395 2,856 43 -1,289 1,383
Percent of Open Interest Represented by Each Category of Trader
21.5 59.3 0.6 35.6 15.0 1.6 30.4 13.3 0.5 2.3 5.3 0.1 7.5 4.4
Number of Traders in Each Category Total Traders: 217
20 25 . 30 24 12 53 35 13 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 374,265
Positions
124,066 26,471 11,234 134,361 204,304 19,957 61,653 86,045 2,820 2,177 10,427 0 17,997 13,007
Changes from: November 6, 2012 Total Change is: 7,832
20,402 -8,482 2,644 -13,614 6,113 126 1,839 5,780 -14 -302 -154 0 -3,249 1,819
Percent of Open Interest Represented by Each Category of Trader
33.1 7.1 3.0 35.9 54.6 5.3 16.5 23.0 0.8 0.6 2.8 0.0 4.8 3.5
Number of Traders in Each Category Total Traders: 236
21 11 4 49 39 25 44 51 8 5 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 31,646
Positions
6,968 4,952 16 10,741 546 61 6,154 6,665 0 1,901 3,583 0 5,805 15,823
Changes from: November 6, 2012 Total Change is: -84
-441 3 15 59 276 61 502 -241 0 0 7 0 -280 -205
Percent of Open Interest Represented by Each Category of Trader
22.0 15.6 0.1 33.9 1.7 0.2 19.4 21.1 0.0 6.0 11.3 0.0 18.3 50.0
Number of Traders in Each Category Total Traders: 40
5 6 . 14 . . 6 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 35,896
Positions
10,898 12,700 1,703 5,581 3,002 912 7,006 6,804 565 3,381 915 0 5,850 9,295
Changes from: November 6, 2012 Total Change is: 3,300
2,264 -1,123 -445 -123 552 39 -1,508 2,050 382 2,336 -229 0 355 2,074
Percent of Open Interest Represented by Each Category of Trader
30.4 35.4 4.7 15.5 8.4 2.5 19.5 19.0 1.6 9.4 2.5 0.0 16.3 25.9
Number of Traders in Each Category Total Traders: 50
14 10 5 5 . . 6 8 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 65,224
Positions
2,749 9,132 770 40,599 36,157 6,873 9,135 9,631 106 218 0 0 4,774 2,555
Changes from: November 6, 2012 Total Change is: 1,773
579 -316 100 -462 3,011 35 1,587 -1,092 0 0 0 0 -66 35
Percent of Open Interest Represented by Each Category of Trader
4.2 14.0 1.2 62.2 55.4 10.5 14.0 14.8 0.2 0.3 0.0 0.0 7.3 3.9
Number of Traders in Each Category Total Traders: 73
5 . . 25 24 10 13 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 119,236
Positions
14,958 55,722 958 61,486 20,832 5,623 15,468 27,886 816 6,392 2,071 1,064 12,471 4,264
Changes from: November 6, 2012 Total Change is: 2,493
2,590 671 -2,199 -187 1,050 164 195 2,142 466 624 -4 0 840 203
Percent of Open Interest Represented by Each Category of Trader
12.5 46.7 0.8 51.6 17.5 4.7 13.0 23.4 0.7 5.4 1.7 0.9 10.5 3.6
Number of Traders in Each Category Total Traders: 127
15 16 4 33 14 14 27 7 4 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 615,062
Positions
7,790 110,763 6,610 276,388 135,516 72,890 67,078 92,794 16,893 20,019 38,418 477 146,917 140,701
Changes from: November 6, 2012 Total Change is: 60,034
-11,791 36,314 4,515 25,346 -6,638 2,311 22,918 12,721 5,151 -42 3,977 -308 11,934 1,991
Percent of Open Interest Represented by Each Category of Trader
1.3 18.0 1.1 44.9 22.0 11.9 10.9 15.1 2.7 3.3 6.2 0.1 23.9 22.9
Number of Traders in Each Category Total Traders: 167
4 19 8 43 27 33 25 33 19 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 357,444
Positions
6,779 124,615 194 220,849 42,393 37,770 3,017 77,938 984 18,159 19,407 0 69,692 54,143
Changes from: November 6, 2012 Total Change is: 11,376
6,779 -4,253 -446 4,839 17,238 -2,214 3,017 3,264 -970 -35 -2,938 0 406 1,695
Percent of Open Interest Represented by Each Category of Trader
1.9 34.9 0.1 61.8 11.9 10.6 0.8 21.8 0.3 5.1 5.4 0.0 19.5 15.1
Number of Traders in Each Category Total Traders: 64
. 11 . 28 9 16 . 7 4 . . 0
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Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,037,462
Positions
95,073 133,978 53,700 245,444 107,987 64,439 281,297 519,770 37,038 120,927 28,417 8,517 131,027 83,616
Changes from: November 6, 2012 Total Change is: 73,751
6,011 42,628 13,516 47,137 -16,235 -1,560 -9,197 40,574 4,536 2,658 -189 359 10,291 -9,878
Percent of Open Interest Represented by Each Category of Trader
9.2 12.9 5.2 23.7 10.4 6.2 27.1 50.1 3.6 11.7 2.7 0.8 12.6 8.1
Number of Traders in Each Category Total Traders: 220
17 20 12 44 24 31 41 39 30 21 14 9
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Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,764,600
Positions
164,921 143,649 35,156 400,191 686,083 183,797 532,378 182,929 62,896 86,166 126,152 8,629 290,466 335,309
Changes from: November 6, 2012 Total Change is: 69,836
-3,546 41,510 16,797 -25,124 -32,012 9,312 62,286 11,260 6,527 -28,861 -1,218 -103 32,548 17,763
Percent of Open Interest Represented by Each Category of Trader
9.3 8.1 2.0 22.7 38.9 10.4 30.2 10.4 3.6 4.9 7.1 0.5 16.5 19.0
Number of Traders in Each Category Total Traders: 276
30 27 13 26 60 45 53 48 41 12 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,442,795
Positions
247,856 172,560 18,836 224,232 496,069 119,107 379,379 268,003 29,667 180,813 78,584 5,297 237,608 254,672
Changes from: November 6, 2012 Total Change is: 94,936
-17,828 52,349 4,128 32,801 -27,202 -6,952 32,661 60,334 8,386 16,981 8,929 666 24,093 -5,702
Percent of Open Interest Represented by Each Category of Trader
17.2 12.0 1.3 15.5 34.4 8.3 26.3 18.6 2.1 12.5 5.4 0.4 16.5 17.7
Number of Traders in Each Category Total Traders: 207
14 33 9 27 38 32 34 39 25 10 12 .
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Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 372,098
Positions
165,202 135,598 102,705 9 2,015 3,548 27,299 37,270 42,990 486 8,170 6,882 22,977 32,920
Changes from: November 6, 2012 Total Change is: 12,064
7,411 9,905 -67 0 0 138 310 1,139 2,443 486 -232 -342 1,685 -920
Percent of Open Interest Represented by Each Category of Trader
44.4 36.4 27.6 0.0 0.5 1.0 7.3 10.0 11.6 0.1 2.2 1.8 6.2 8.8
Number of Traders in Each Category Total Traders: 71
18 21 30 . . . 12 11 18 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 40,079
Positions
25,278 15,170 4,728 500 514 0 5,465 15,552 3,342 0 22 386 380 365
Changes from: November 6, 2012 Total Change is: 2,529
581 6 1,282 0 50 0 1,156 2,010 265 0 1 -1 -754 -1,084
Percent of Open Interest Represented by Each Category of Trader
63.1 37.9 11.8 1.2 1.3 0.0 13.6 38.8 8.3 0.0 0.1 1.0 0.9 0.9
Number of Traders in Each Category Total Traders: 45
12 6 12 . . 0 11 11 10 0 . .
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Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is 8,480,299
Positions
1,210,427 2,903,490 1,878,637 866,018 208,021 134,370 1,661,009 412,028 1,500,744 67,795 185,839 262,506 898,793 994,664
Changes from: November 6, 2012 Total Change is: -12,333
-118,813 102,458 25,391 4,323 -61,937 -9,245 62,709 -43,193 48,581 -5,901 -77,912 8,600 -27,978 -5,076
Percent of Open Interest Represented by Each Category of Trader
14.3 34.2 22.2 10.2 2.5 1.6 19.6 4.9 17.7 0.8 2.2 3.1 10.6 11.7
Number of Traders in Each Category Total Traders: 235
29 49 75 9 7 16 51 48 80 9 16 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 11,747
Positions
9,898 568 0 561 885 0 802 10,015 1 254 215 0 231 63
Changes from: November 6, 2012 Total Change is: 218
374 5 0 -2 0 0 -166 215 0 0 -25 0 12 23
Percent of Open Interest Represented by Each Category of Trader
84.3 4.8 0.0 4.8 7.5 0.0 6.8 85.3 0.0 2.2 1.8 0.0 2.0 0.5
Number of Traders in Each Category Total Traders: 31
4 4 0 . 4 0 5 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 14,047
Positions
11,472 6,483 0 961 869 42 1,274 6,523 0 0 91 0 298 39
Changes from: November 6, 2012 Total Change is: 27
-20 -321 0 0 2 0 -12 395 0 0 -34 0 59 -15
Percent of Open Interest Represented by Each Category of Trader
81.7 46.2 0.0 6.8 6.2 0.3 9.1 46.4 0.0 0.0 0.6 0.0 2.1 0.3
Number of Traders in Each Category Total Traders: 31
4 6 0 . 4 . 5 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 38,393
Positions
9,857 7,414 1,262 1,917 3,725 173 12,500 21,539 1,177 7,896 663 0 3,611 2,440
Changes from: November 6, 2012 Total Change is: 1,635
-337 1,685 -1 85 -523 -13 3,030 433 112 -2,777 134 0 1,536 -192
Percent of Open Interest Represented by Each Category of Trader
25.7 19.3 3.3 5.0 9.7 0.5 32.6 56.1 3.1 20.6 1.7 0.0 9.4 6.4
Number of Traders in Each Category Total Traders: 99
4 . . 6 6 . 28 24 7 23 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 382,416
Positions
116,615 31,962 45,029 36,170 19,464 10,567 32,133 125,292 52,191 3,542 12,609 59,644 26,525 25,658
Changes from: November 6, 2012 Total Change is: -1,807
-7,721 -103 877 572 734 451 3,755 -5,281 2,346 -469 2,149 -1,184 -434 -1,796
Percent of Open Interest Represented by Each Category of Trader
30.5 8.4 11.8 9.5 5.1 2.8 8.4 32.8 13.6 0.9 3.3 15.6 6.9 6.7
Number of Traders in Each Category Total Traders: 167
21 10 23 10 13 9 33 44 44 16 13 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 8,106
Positions
656 3,880 0 3,542 440 60 2,670 2,794 893 160 30 0 125 9
Changes from: November 6, 2012 Total Change is: 956
202 0 0 0 -13 -41 828 1,019 0 -32 0 0 -1 -9
Percent of Open Interest Represented by Each Category of Trader
8.1 47.9 0.0 43.7 5.4 0.7 32.9 34.5 11.0 2.0 0.4 0.0 1.5 0.1
Number of Traders in Each Category Total Traders: 21
4 . 0 4 . . 4 4 . . . 0
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Updated November 16, 2012