Traders in Financial Futures - Futures Only Positions as of November 27, 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 170,497
Positions
34,427 75,312 2,029 23,817 33,579 180 62,530 31,904 2,215 7,431 3,593 593 37,275 21,092
Changes from: November 20, 2012 Total Change is: 980
-1,368 2,817 -173 295 66 -14 47 -688 115 -837 -1,078 275 2,640 -340
Percent of Open Interest Represented by Each Category of Trader
20.2 44.2 1.2 14.0 19.7 0.1 36.7 18.7 1.3 4.4 2.1 0.3 21.9 12.4
Number of Traders in Each Category Total Traders: 96
6 12 4 11 4 . 36 14 10 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 42,767
Positions
8,134 15,103 52 1,592 2,810 168 12,169 11,970 26 4,119 0 0 16,507 12,638
Changes from: November 20, 2012 Total Change is: -3,443
-3,555 4,957 52 -9 1 9 -2,284 -5,120 -90 -2,030 -567 0 4,464 -2,685
Percent of Open Interest Represented by Each Category of Trader
19.0 35.3 0.1 3.7 6.6 0.4 28.5 28.0 0.1 9.6 0.0 0.0 38.6 29.6
Number of Traders in Each Category Total Traders: 40
4 9 . . 4 . 7 10 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 157,701
Positions
13,980 36,318 894 10,173 33,539 10,610 82,507 38,920 1,801 2,055 17,222 970 34,711 17,427
Changes from: November 20, 2012 Total Change is: 6,979
-2,531 9,777 194 151 -1,588 794 4,057 -2,192 -899 376 3,716 -104 4,941 -2,719
Percent of Open Interest Represented by Each Category of Trader
8.9 23.0 0.6 6.5 21.3 6.7 52.3 24.7 1.1 1.3 10.9 0.6 22.0 11.1
Number of Traders in Each Category Total Traders: 100
6 14 . 6 14 6 26 22 9 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 208,130
Positions
82,163 16,667 893 55,601 10,267 1,556 53,361 100,835 1,018 1,366 16,817 38 12,134 60,039
Changes from: November 20, 2012 Total Change is: 27,151
20,324 -1,787 847 -222 1,321 -43 7,981 25,939 -132 -1,284 -1,205 0 -320 2,211
Percent of Open Interest Represented by Each Category of Trader
39.5 8.0 0.4 26.7 4.9 0.7 25.6 48.4 0.5 0.7 8.1 0.0 5.8 28.8
Number of Traders in Each Category Total Traders: 120
12 12 . 8 8 5 20 45 5 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 210,234
Positions
70,090 12,178 1,698 44,738 40,923 5,441 18,908 80,275 1,621 25,188 12,709 2,005 40,545 53,384
Changes from: November 20, 2012 Total Change is: -22,094
-16,414 1,742 372 -998 1,699 956 -4,321 -24,081 -364 -4,000 633 -108 2,783 -2,943
Percent of Open Interest Represented by Each Category of Trader
33.3 5.8 0.8 21.3 19.5 2.6 9.0 38.2 0.8 12.0 6.0 1.0 19.3 25.4
Number of Traders in Each Category Total Traders: 174
25 12 7 17 23 15 19 43 11 15 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 196,520
Positions
28,065 54,698 114 4,480 44,175 1,073 119,338 66,816 918 3,366 3,934 1,092 38,074 23,700
Changes from: November 20, 2012 Total Change is: 16,156
-6,759 6,302 49 1,374 554 14 17,856 7,062 123 -1,246 823 -247 4,992 1,476
Percent of Open Interest Represented by Each Category of Trader
14.3 27.8 0.1 2.3 22.5 0.5 60.7 34.0 0.5 1.7 2.0 0.6 19.4 12.1
Number of Traders in Each Category Total Traders: 107
8 13 . 4 9 . 36 21 11 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 77,926
Positions
40,646 51,630 18,859 2,288 0 0 6,037 0 4,230 2,470 0 2,861 535 346
Changes from: November 20, 2012 Total Change is: 170
-1,193 1,699 -41 69 0 0 1,164 -1,461 0 0 0 0 171 -27
Percent of Open Interest Represented by Each Category of Trader
52.2 66.3 24.2 2.9 0.0 0.0 7.7 0.0 5.4 3.2 0.0 3.7 0.7 0.4
Number of Traders in Each Category Total Traders: 24
7 11 11 . 0 0 4 0 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 173,160
Positions
30,774 94,261 1,687 30,430 529 0 94,845 65,017 2,130 5,833 7,004 94 7,367 2,438
Changes from: November 20, 2012 Total Change is: 7,220
-1,145 2,238 700 1,355 30 -8 5,509 3,534 525 518 350 -80 -154 -69
Percent of Open Interest Represented by Each Category of Trader
17.8 54.4 1.0 17.6 0.3 0.0 54.8 37.5 1.2 3.4 4.0 0.1 4.3 1.4
Number of Traders in Each Category Total Traders: 128
4 9 . 16 . 0 53 21 7 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 34,629
Positions
16,734 14,491 459 334 0 0 3,547 2,173 279 11,586 15,587 1,014 676 626
Changes from: November 20, 2012 Total Change is: 1,867
165 484 342 -63 0 0 255 974 114 1,031 -210 0 23 163
Percent of Open Interest Represented by Each Category of Trader
48.3 41.8 1.3 1.0 0.0 0.0 10.2 6.3 0.8 33.5 45.0 2.9 2.0 1.8
Number of Traders in Each Category Total Traders: 26
6 5 5 . 0 0 6 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 31,901
Positions
1,307 23,759 239 965 124 0 24,173 3,268 286 280 2,297 164 4,487 1,764
Changes from: November 20, 2012 Total Change is: 2,144
0 3,087 239 119 0 0 1,252 -683 -19 140 82 -62 475 -500
Percent of Open Interest Represented by Each Category of Trader
4.1 74.5 0.7 3.0 0.4 0.0 75.8 10.2 0.9 0.9 7.2 0.5 14.1 5.5
Number of Traders in Each Category Total Traders: 53
. 9 . 5 . 0 22 10 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 48,110
Positions
16,238 26,662 343 4,942 509 471 12,319 10,863 2,505 3,118 1,852 0 8,175 4,907
Changes from: November 20, 2012 Total Change is: -39
-1,400 1,098 14 595 -7 -19 542 -2,288 -42 707 1,176 0 -435 29
Percent of Open Interest Represented by Each Category of Trader
33.8 55.4 0.7 10.3 1.1 1.0 25.6 22.6 5.2 6.5 3.8 0.0 17.0 10.2
Number of Traders in Each Category Total Traders: 95
17 15 . 7 . . 22 18 7 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 96,220
Positions
32,476 53,323 686 9,884 1,017 941 24,638 21,725 5,010 6,235 3,704 0 16,350 9,814
Changes from: November 20, 2012 Total Change is: -77
-2,800 2,196 28 1,189 -13 -38 1,084 -4,576 -83 1,413 2,352 0 -870 57
Percent of Open Interest Represented by Each Category of Trader
33.8 55.4 0.7 10.3 1.1 1.0 25.6 22.6 5.2 6.5 3.8 0.0 17.0 10.2
Number of Traders in Each Category Total Traders: 95
17 15 . 7 . . 22 18 7 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 847,506
Positions
61,249 211,627 33,753 359,918 160,036 60,029 111,642 188,937 41,174 37,892 36,788 7,471 134,379 107,692
Changes from: November 20, 2012 Total Change is: -5,134
809 -3,669 -2,307 6,459 -917 -152 1,347 3,718 -4,450 -731 1,422 1,339 -7,448 -117
Percent of Open Interest Represented by Each Category of Trader
7.2 25.0 4.0 42.5 18.9 7.1 13.2 22.3 4.9 4.5 4.3 0.9 15.9 12.7
Number of Traders in Each Category Total Traders: 562
42 40 23 120 53 61 99 109 67 45 52 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 224,065
Positions
32,036 66,245 3,936 90,152 29,203 8,170 17,636 38,357 491 10,058 12,956 1,485 60,101 63,222
Changes from: November 20, 2012 Total Change is: -3,902
1,104 -3,920 43 1,630 -195 28 -2,984 -793 -117 -1,185 157 1,426 -3,847 -531
Percent of Open Interest Represented by Each Category of Trader
14.3 29.6 1.8 40.2 13.0 3.6 7.9 17.1 0.2 4.5 5.8 0.7 26.8 28.2
Number of Traders in Each Category Total Traders: 101
13 11 4 28 8 12 14 16 6 5 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 3,117,207
Positions
208,575 789,419 86,575 1,389,594 694,928 218,529 594,281 877,149 79,164 156,639 136,632 12,462 371,388 222,349
Changes from: November 20, 2012 Total Change is: -6,158
-9,221 -6,494 -4,003 23,588 -4,170 -342 6,327 7,230 -6,338 2,691 6,744 -853 -18,007 2,068
Percent of Open Interest Represented by Each Category of Trader
6.7 25.3 2.8 44.6 22.3 7.0 19.1 28.1 2.5 5.0 4.4 0.4 11.9 7.1
Number of Traders in Each Category Total Traders: 532
37 41 21 107 49 53 99 108 56 41 49 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 120,221
Positions
12,708 33,622 13 64,183 64,308 1,903 28,269 14,915 93 646 2,177 0 12,406 3,190
Changes from: November 20, 2012 Total Change is: 1,734
-3,364 3,798 6 1,774 -1,274 77 3,630 630 -660 255 -24 0 16 -819
Percent of Open Interest Represented by Each Category of Trader
10.6 28.0 0.0 53.4 53.5 1.6 23.5 12.4 0.1 0.5 1.8 0.0 10.3 2.7
Number of Traders in Each Category Total Traders: 102
8 13 . 39 13 13 15 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 79,925
Positions
25,943 43,596 516 22,013 10,755 903 20,994 16,169 534 1,946 3,288 55 7,021 4,110
Changes from: November 20, 2012 Total Change is: -28,113
14,076 13,019 -31,570 -2,777 -61 -231 2,249 109 -8,165 179 791 -640 -1,232 -1,364
Percent of Open Interest Represented by Each Category of Trader
32.5 54.5 0.6 27.5 13.5 1.1 26.3 20.2 0.7 2.4 4.1 0.1 8.8 5.1
Number of Traders in Each Category Total Traders: 224
21 22 5 33 23 10 45 50 12 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 399,627
Positions
129,714 217,980 2,582 110,065 53,773 4,513 104,971 80,844 2,671 9,731 16,441 273 35,107 20,550
Changes from: November 20, 2012 Total Change is: -855
-587 -1,338 109 -4,096 -515 -945 -1,006 943 -2,765 894 725 28 7,513 2,903
Percent of Open Interest Represented by Each Category of Trader
32.5 54.5 0.6 27.5 13.5 1.1 26.3 20.2 0.7 2.4 4.1 0.1 8.8 5.1
Number of Traders in Each Category Total Traders: 224
21 22 5 33 23 10 45 50 12 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 382,434
Positions
143,927 23,139 12,955 130,962 205,257 20,042 53,453 93,692 2,479 3,252 10,930 0 15,364 13,940
Changes from: November 20, 2012 Total Change is: -9,122
-7,086 3,240 -1,005 -1,767 -2,774 110 1,569 -5,439 -1,937 203 299 0 791 -1,616
Percent of Open Interest Represented by Each Category of Trader
37.6 6.1 3.4 34.2 53.7 5.2 14.0 24.5 0.6 0.9 2.9 0.0 4.0 3.6
Number of Traders in Each Category Total Traders: 241
24 11 . 47 43 23 37 56 7 7 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 41,183
Positions
8,869 4,435 0 11,959 440 94 7,394 12,542 0 5,084 3,589 0 7,783 20,083
Changes from: November 20, 2012 Total Change is: 3,939
-1,918 -19 0 49 -35 -2 1,116 3,625 0 1,732 0 0 2,962 370
Percent of Open Interest Represented by Each Category of Trader
21.5 10.8 0.0 29.0 1.1 0.2 18.0 30.5 0.0 12.3 8.7 0.0 18.9 48.8
Number of Traders in Each Category Total Traders: 47
. 4 0 14 . . 9 10 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 45,479
Positions
11,504 16,480 3,613 3,857 2,450 829 16,009 7,369 962 2,129 3,243 0 6,576 10,533
Changes from: November 20, 2012 Total Change is: 7,864
2,839 987 760 -420 -120 215 4,070 -452 293 510 1,579 0 -403 4,602
Percent of Open Interest Represented by Each Category of Trader
25.3 36.2 7.9 8.5 5.4 1.8 35.2 16.2 2.1 4.7 7.1 0.0 14.5 23.2
Number of Traders in Each Category Total Traders: 59
13 11 7 5 . . 15 7 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 63,918
Positions
4,021 8,277 770 40,387 35,181 6,905 7,483 9,783 0 218 0 0 4,134 3,002
Changes from: November 20, 2012 Total Change is: 17
-283 11 0 170 118 -20 74 -45 0 0 0 0 76 -47
Percent of Open Interest Represented by Each Category of Trader
6.3 12.9 1.2 63.2 55.0 10.8 11.7 15.3 0.0 0.3 0.0 0.0 6.5 4.7
Number of Traders in Each Category Total Traders: 66
4 . . 25 22 9 9 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 130,959
Positions
19,798 64,341 2,842 68,192 19,287 5,557 14,856 30,638 780 6,244 2,096 1,009 11,681 4,409
Changes from: November 20, 2012 Total Change is: 9,719
5,667 6,791 1,687 1,296 -643 -31 1,075 1,699 28 -383 -4 -46 426 238
Percent of Open Interest Represented by Each Category of Trader
15.1 49.1 2.2 52.1 14.7 4.2 11.3 23.4 0.6 4.8 1.6 0.8 8.9 3.4
Number of Traders in Each Category Total Traders: 131
13 18 6 35 16 15 27 8 4 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 688,751
Positions
3,583 114,611 30,464 245,098 137,868 76,987 86,247 79,264 55,464 18,806 34,546 320 171,782 159,227
Changes from: November 20, 2012 Total Change is: 55,566
-9,250 -7,932 24,244 -15,886 2,498 6,498 -192 -11,968 37,529 -1,048 -4,985 40 13,631 9,642
Percent of Open Interest Represented by Each Category of Trader
0.5 16.6 4.4 35.6 20.0 11.2 12.5 11.5 8.1 2.7 5.0 0.0 24.9 23.1
Number of Traders in Each Category Total Traders: 150
. 18 6 39 25 31 29 23 20 5 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 389,460
Positions
0 121,674 12,828 218,927 41,354 37,304 3,298 77,719 4,665 17,659 19,488 2,710 92,069 71,718
Changes from: November 20, 2012 Total Change is: 32,744
-3,332 958 12,096 -4,069 -1,709 262 269 190 3,808 0 0 2,710 21,000 14,429
Percent of Open Interest Represented by Each Category of Trader
0.0 31.2 3.3 56.2 10.6 9.6 0.8 20.0 1.2 4.5 5.0 0.7 23.6 18.4
Number of Traders in Each Category Total Traders: 63
0 12 . 26 8 16 . 7 6 . . .
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Traders in Financial Futures - Futures Only Positions as of November 27, 2012
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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 1,089,316
Positions
112,968 96,033 50,890 263,842 99,845 50,394 224,119 544,272 83,158 116,836 34,865 21,151 165,958 108,708
Changes from: November 20, 2012 Total Change is: -4,416
3,803 -20,420 -1,589 68 -3,731 -2,141 -65,104 -56,221 30,017 -4,357 5,322 12,859 22,028 31,488
Percent of Open Interest Represented by Each Category of Trader
10.4 8.8 4.7 24.2 9.2 4.6 20.6 50.0 7.6 10.7 3.2 1.9 15.2 10.0
Number of Traders in Each Category Total Traders: 221
21 19 18 42 24 30 43 33 32 25 13 8
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Traders in Financial Futures - Futures Only Positions as of November 27, 2012
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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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 43,458
Positions
28,946 13,787 4,005 0 514 0 5,105 20,104 3,792 0 25 360 1,250 871
Changes from: November 20, 2012 Total Change is: 3,066
1,431 -478 864 0 0 0 133 2,371 174 -4 25 -81 549 191
Percent of Open Interest Represented by Each Category of Trader
66.6 31.7 9.2 0.0 1.2 0.0 11.7 46.3 8.7 0.0 0.1 0.8 2.9 2.0
Number of Traders in Each Category Total Traders: 44
13 5 11 0 . 0 8 15 9 0 . .
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Traders in Financial Futures - Futures Only Positions as of November 27, 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 1,848,887
Positions
128,203 137,508 49,596 381,973 708,426 175,616 534,353 118,152 130,657 96,289 119,950 42,592 309,608 366,390
Changes from: November 20, 2012 Total Change is: -8,113
-53,608 -10,669 -9,955 -10,785 -18,077 -3,146 -38,134 -77,877 62,458 -2,410 -6,621 30,822 16,645 24,952
Percent of Open Interest Represented by Each Category of Trader
6.9 7.4 2.7 20.7 38.3 9.5 28.9 6.4 7.1 5.2 6.5 2.3 16.7 19.8
Number of Traders in Each Category Total Traders: 257
18 31 19 22 59 46 60 42 45 7 18 7
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Traders in Financial Futures - Futures Only Positions as of November 27, 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 1,598,721
Positions
294,236 158,185 66,146 218,383 465,508 127,336 378,692 353,632 55,960 177,002 97,668 6,307 274,659 267,979
Changes from: November 20, 2012 Total Change is: 86,126
-12,156 1,755 41,161 14,386 -6,137 -7,504 -6,438 10,130 35,812 4,202 840 1,172 15,491 8,897
Percent of Open Interest Represented by Each Category of Trader
18.4 9.9 4.1 13.7 29.1 8.0 23.7 22.1 3.5 11.1 6.1 0.4 17.2 16.8
Number of Traders in Each Category Total Traders: 196
14 26 16 23 37 33 38 35 26 10 13 .
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Traders in Financial Futures - Futures Only Positions as of November 27, 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 392,895
Positions
171,438 152,660 106,479 9 2,015 3,551 37,471 40,276 43,154 0 7,169 6,104 24,689 31,487
Changes from: November 20, 2012 Total Change is: 11,075
3,624 11,671 985 0 -602 0 9,282 1,667 -281 -53 -965 -404 -2,078 -996
Percent of Open Interest Represented by Each Category of Trader
43.6 38.9 27.1 0.0 0.5 0.9 9.5 10.3 11.0 0.0 1.8 1.6 6.3 8.0
Number of Traders in Each Category Total Traders: 74
18 23 33 . . . 16 9 19 0 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 8,525,648
Positions
1,231,268 2,850,213 1,878,695 900,753 113,563 129,810 1,567,022 444,813 1,575,017 92,846 228,924 277,584 872,653 1,027,029
Changes from: November 20, 2012 Total Change is: -60,595
72,690 -97,142 10,827 2,682 -34,947 -3,326 -189,828 -315 25,135 19,122 16,573 6,147 -4,044 16,453
Percent of Open Interest Represented by Each Category of Trader
14.4 33.4 22.0 10.6 1.3 1.5 18.4 5.2 18.5 1.1 2.7 3.3 10.2 12.0
Number of Traders in Each Category Total Traders: 236
29 46 72 8 8 15 55 45 81 9 19 22
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Traders in Financial Futures - Futures Only Positions as of November 27, 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 12,877
Positions
11,120 581 0 557 984 0 748 10,966 1 234 245 0 217 100
Changes from: November 20, 2012 Total Change is: 521
492 -10 0 -3 0 0 32 508 0 0 0 0 0 23
Percent of Open Interest Represented by Each Category of Trader
86.4 4.5 0.0 4.3 7.6 0.0 5.8 85.2 0.0 1.8 1.9 0.0 1.7 0.8
Number of Traders in Each Category Total Traders: 30
. . 0 . 4 0 5 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 13,198
Positions
11,213 6,178 0 957 868 41 718 5,915 12 0 91 0 257 93
Changes from: November 20, 2012 Total Change is: -408
-86 42 0 -4 -3 0 -331 -503 12 0 0 0 1 44
Percent of Open Interest Represented by Each Category of Trader
85.0 46.8 0.0 7.3 6.6 0.3 5.4 44.8 0.1 0.0 0.7 0.0 1.9 0.7
Number of Traders in Each Category Total Traders: 29
. 6 0 . 4 . 5 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 35,530
Positions
9,761 7,676 1,262 2,012 3,421 311 10,370 18,823 973 7,188 689 0 3,653 2,375
Changes from: November 20, 2012 Total Change is: -3,681
313 -25 0 -32 -102 58 -3,752 -2,597 75 -553 -1,346 0 210 256
Percent of Open Interest Represented by Each Category of Trader
27.5 21.6 3.6 5.7 9.6 0.9 29.2 53.0 2.7 20.2 1.9 0.0 10.3 6.7
Number of Traders in Each Category Total Traders: 101
. . . 8 5 . 21 27 6 27 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 375,098
Positions
123,871 20,010 39,810 35,817 22,199 14,181 30,126 132,397 42,708 4,144 17,624 60,685 23,756 25,484
Changes from: November 20, 2012 Total Change is: -43,283
9,666 -12,122 -17,087 -693 744 80 -19,797 190 -5,518 -3,942 -3,922 -5,801 -191 153
Percent of Open Interest Represented by Each Category of Trader
33.0 5.3 10.6 9.5 5.9 3.8 8.0 35.3 11.4 1.1 4.7 16.2 6.3 6.8
Number of Traders in Each Category Total Traders: 164
27 9 23 9 13 10 28 40 40 15 14 21
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Traders in Financial Futures - Futures Only Positions as of November 27, 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 9,331
Positions
206 4,496 0 3,657 479 83 4,115 3,332 902 240 30 0 128 9
Changes from: November 20, 2012 Total Change is: 2,178
-57 418 0 60 3 -1 2,282 1,758 0 -109 0 0 3 0
Percent of Open Interest Represented by Each Category of Trader
2.2 48.2 0.0 39.2 5.1 0.9 44.1 35.7 9.7 2.6 0.3 0.0 1.4 0.1
Number of Traders in Each Category Total Traders: 22
. 4 0 4 . . 5 4 . . . 0
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Updated December 5, 2012