Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 184,183
Positions
22,641 73,242 6,790 21,406 33,604 828 73,677 30,789 10,240 8,060 4,804 2,649 37,892 21,237
Changes from: October 30, 2012 Total Change is: -1,574
8,370 -4,278 991 -801 -26 -178 -4,668 -1,052 -508 -1,306 942 336 -3,810 2,199
Percent of Open Interest Represented by Each Category of Trader
12.3 39.8 3.7 11.6 18.2 0.4 40.0 16.7 5.6 4.4 2.6 1.4 20.6 11.5
Number of Traders in Each Category Total Traders: 90
7 10 6 8 4 4 31 12 18 11 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 41,474
Positions
7,036 11,110 41 2,529 2,535 161 14,033 11,562 220 5,027 0 0 12,427 15,845
Changes from: October 30, 2012 Total Change is: 2,700
1,465 -4,710 -20 -32 2 4 4,724 3,410 63 471 0 0 -3,974 3,952
Percent of Open Interest Represented by Each Category of Trader
17.0 26.8 0.1 6.1 6.1 0.4 33.8 27.9 0.5 12.1 0.0 0.0 30.0 38.2
Number of Traders in Each Category Total Traders: 41
4 7 . . 4 . 8 11 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 176,257
Positions
8,834 43,686 3,064 9,978 33,440 11,010 95,221 33,446 7,501 2,238 17,888 2,476 35,934 23,746
Changes from: October 30, 2012 Total Change is: 1,550
275 -4,236 148 118 -214 -189 -519 4,375 1,363 1,063 -1,213 456 -1,165 1,059
Percent of Open Interest Represented by Each Category of Trader
5.0 24.8 1.7 5.7 19.0 6.2 54.0 19.0 4.3 1.3 10.1 1.4 20.4 13.5
Number of Traders in Each Category Total Traders: 99
4 14 6 6 15 6 29 20 14 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 182,472
Positions
47,451 18,796 4,700 55,916 6,755 1,717 45,232 63,854 10,624 1,643 14,935 1,908 13,279 59,181
Changes from: October 30, 2012 Total Change is: 17,978
12,202 234 436 -2,098 3 609 4,230 9,892 2,255 1,014 184 43 -712 4,322
Percent of Open Interest Represented by Each Category of Trader
26.0 10.3 2.6 30.6 3.7 0.9 24.8 35.0 5.8 0.9 8.2 1.0 7.3 32.4
Number of Traders in Each Category Total Traders: 113
10 13 6 8 5 4 19 44 19 6 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 275,317
Positions
73,197 16,933 10,925 51,354 42,381 5,476 27,702 90,832 27,309 32,021 13,036 5,205 42,127 63,219
Changes from: October 30, 2012 Total Change is: 10,529
4,238 -7,184 -45 -1,239 2,508 546 4,662 9,192 3,378 1,200 1,938 896 -3,108 -701
Percent of Open Interest Represented by Each Category of Trader
26.6 6.2 4.0 18.7 15.4 2.0 10.1 33.0 9.9 11.6 4.7 1.9 15.3 23.0
Number of Traders in Each Category Total Traders: 211
26 12 15 18 25 19 27 53 36 24 26 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 191,585
Positions
34,511 51,944 5,132 3,506 43,465 1,369 95,443 54,390 6,761 4,887 2,361 1,657 38,318 24,506
Changes from: October 30, 2012 Total Change is: 2,702
-8,684 6,718 -191 490 -103 -183 7,329 -2,615 -34 -288 87 10 4,253 -988
Percent of Open Interest Represented by Each Category of Trader
18.0 27.1 2.7 1.8 22.7 0.7 49.8 28.4 3.5 2.6 1.2 0.9 20.0 12.8
Number of Traders in Each Category Total Traders: 112
9 13 7 4 11 5 37 23 17 5 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 84,904
Positions
49,243 58,434 18,161 3,756 0 0 3,058 173 4,930 2,470 0 2,861 425 345
Changes from: October 30, 2012 Total Change is: -348
971 -125 0 -68 0 0 -1,168 -269 129 0 0 0 -212 -83
Percent of Open Interest Represented by Each Category of Trader
58.0 68.8 21.4 4.4 0.0 0.0 3.6 0.2 5.8 2.9 0.0 3.4 0.5 0.4
Number of Traders in Each Category Total Traders: 23
6 11 10 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 189,659
Positions
31,451 97,078 657 23,366 624 3,115 114,902 74,697 973 5,648 9,331 300 9,247 2,884
Changes from: October 30, 2012 Total Change is: -12,797
-652 -5,631 194 -7,070 327 2,600 -8,734 -10,308 -81 -173 -14 198 921 -82
Percent of Open Interest Represented by Each Category of Trader
16.6 51.2 0.3 12.3 0.3 1.6 60.6 39.4 0.5 3.0 4.9 0.2 4.9 1.5
Number of Traders in Each Category Total Traders: 131
5 10 . 12 . . 66 14 7 14 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 32,590
Positions
16,036 14,222 210 498 0 0 3,392 1,240 0 10,527 15,567 1,039 888 312
Changes from: October 30, 2012 Total Change is: 3,887
-73 5,041 -451 -57 0 0 345 471 -384 5,197 0 -712 22 -78
Percent of Open Interest Represented by Each Category of Trader
49.2 43.6 0.6 1.5 0.0 0.0 10.4 3.8 0.0 32.3 47.8 3.2 2.7 1.0
Number of Traders in Each Category Total Traders: 24
5 6 . . 0 0 6 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 35,326
Positions
1,542 25,174 229 835 252 0 27,051 5,566 224 289 1,942 0 5,156 1,939
Changes from: October 30, 2012 Total Change is: 4,303
27 3,111 25 99 0 0 3,518 1,116 -2 116 247 -161 681 -33
Percent of Open Interest Represented by Each Category of Trader
4.4 71.3 0.6 2.4 0.7 0.0 76.6 15.8 0.6 0.8 5.5 0.0 14.6 5.5
Number of Traders in Each Category Total Traders: 59
. 9 . 4 . 0 26 10 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 52,350
Positions
14,105 35,616 337 4,603 563 476 19,501 7,332 2,905 2,259 299 380 7,786 4,445
Changes from: October 30, 2012 Total Change is: -2,651
-578 -1,779 8 252 -244 216 -2,642 -2,366 1,315 -261 0 -54 -907 253
Percent of Open Interest Represented by Each Category of Trader
26.9 68.0 0.6 8.8 1.1 0.9 37.3 14.0 5.5 4.3 0.6 0.7 14.9 8.5
Number of Traders in Each Category Total Traders: 92
18 15 . 5 4 . 27 15 14 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 104,701
Positions
28,209 71,232 674 9,206 1,125 951 39,002 14,663 5,810 4,518 597 759 15,572 8,890
Changes from: October 30, 2012 Total Change is: -5,302
-1,155 -3,557 16 504 -488 432 -5,284 -4,733 2,629 -522 0 -108 -1,814 506
Percent of Open Interest Represented by Each Category of Trader
26.9 68.0 0.6 8.8 1.1 0.9 37.3 14.0 5.5 4.3 0.6 0.7 14.9 8.5
Number of Traders in Each Category Total Traders: 92
18 15 . 5 4 . 27 15 14 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 947,767
Positions
57,764 235,104 32,798 380,635 156,038 59,852 104,164 170,766 133,384 36,450 43,543 20,368 122,351 95,913
Changes from: October 30, 2012 Total Change is: 454
107 -3,950 2,605 -18,451 -6,294 4,150 3,384 -5,580 5,974 5,356 -739 -1,344 -1,327 5,632
Percent of Open Interest Represented by Each Category of Trader
6.1 24.8 3.5 40.2 16.5 6.3 11.0 18.0 14.1 3.8 4.6 2.1 12.9 10.1
Number of Traders in Each Category Total Traders: 597
41 43 39 125 57 70 112 108 114 52 58 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 271,778
Positions
23,389 81,482 6,748 92,190 29,773 9,466 12,623 26,194 45,393 9,863 18,015 7,531 64,574 47,175
Changes from: October 30, 2012 Total Change is: -843
2,086 -4,845 273 -1,369 -196 1,264 -883 1,368 -2,516 3,645 123 -1,082 -2,260 4,769
Percent of Open Interest Represented by Each Category of Trader
8.6 30.0 2.5 33.9 11.0 3.5 4.6 9.6 16.7 3.6 6.6 2.8 23.8 17.4
Number of Traders in Each Category Total Traders: 117
11 13 7 27 9 11 20 22 37 7 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 3,379,945
Positions
216,351 812,589 85,770 1,468,314 657,409 225,846 508,246 773,403 389,410 132,937 127,642 64,182 288,888 243,695
Changes from: October 30, 2012 Total Change is: 6,485
-16,859 -2,494 18,631 -84,190 -29,266 13,210 23,222 -32,852 40,563 8,554 -4,311 -1,308 4,662 4,312
Percent of Open Interest Represented by Each Category of Trader
6.4 24.0 2.5 43.4 19.5 6.7 15.0 22.9 11.5 3.9 3.8 1.9 8.5 7.2
Number of Traders in Each Category Total Traders: 552
41 39 37 111 52 63 109 101 102 46 53 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 116,271
Positions
7,059 34,949 17 63,825 61,671 1,751 29,263 11,422 1,228 690 2,181 0 12,438 3,052
Changes from: October 30, 2012 Total Change is: 2,329
818 -1,035 -27 -446 191 29 2,570 3,679 -1,031 300 -10 0 117 533
Percent of Open Interest Represented by Each Category of Trader
6.1 30.1 0.0 54.9 53.0 1.5 25.2 9.8 1.1 0.6 1.9 0.0 10.7 2.6
Number of Traders in Each Category Total Traders: 103
9 12 . 40 13 12 18 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 74,253
Positions
10,209 45,438 817 30,893 9,804 957 21,804 8,732 1,615 1,354 3,031 798 5,806 3,059
Changes from: October 30, 2012 Total Change is: -1,891
2,004 -1,925 131 -154 2,053 -1,557 -1,387 -941 -11 -212 92 73 -778 194
Percent of Open Interest Represented by Each Category of Trader
13.7 61.2 1.1 41.6 13.2 1.3 29.4 11.8 2.2 1.8 4.1 1.1 7.8 4.1
Number of Traders in Each Category Total Traders: 210
18 22 5 32 23 9 50 36 17 15 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 371,265
Positions
51,043 227,192 4,086 154,464 49,022 4,786 109,020 43,660 8,077 6,771 15,157 3,989 29,029 15,295
Changes from: October 30, 2012 Total Change is: -9,454
10,018 -9,625 653 -770 10,266 -7,784 -6,934 -4,707 -56 -1,058 461 366 -3,890 971
Percent of Open Interest Represented by Each Category of Trader
13.7 61.2 1.1 41.6 13.2 1.3 29.4 11.8 2.2 1.8 4.1 1.1 7.8 4.1
Number of Traders in Each Category Total Traders: 210
18 22 5 32 23 9 50 36 17 15 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 368,068
Positions
103,664 34,953 8,590 147,975 198,191 19,831 60,219 80,557 3,207 2,479 10,639 462 21,641 11,639
Changes from: October 30, 2012 Total Change is: -3,399
-8,831 -3,015 1,783 -2,229 -3,975 3,611 3,958 1,885 -2,966 -124 -475 66 1,334 -313
Percent of Open Interest Represented by Each Category of Trader
28.2 9.5 2.3 40.2 53.8 5.4 16.4 21.9 0.9 0.7 2.9 0.1 5.9 3.2
Number of Traders in Each Category Total Traders: 236
19 12 6 49 40 23 45 50 12 6 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 31,730
Positions
7,409 4,949 1 10,682 270 0 5,652 6,906 0 1,901 3,576 0 6,085 16,028
Changes from: October 30, 2012 Total Change is: 1,659
-129 -108 0 1,120 270 -71 179 360 0 0 0 0 560 1,208
Percent of Open Interest Represented by Each Category of Trader
23.4 15.6 0.0 33.7 0.9 0.0 17.8 21.8 0.0 6.0 11.3 0.0 19.2 50.5
Number of Traders in Each Category Total Traders: 41
6 6 . 13 . 0 6 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 32,596
Positions
8,634 13,823 2,148 5,704 2,450 873 8,514 4,754 183 1,045 1,144 0 5,495 7,221
Changes from: October 30, 2012 Total Change is: -867
327 -260 1,179 306 90 51 -633 -875 -6 -1,530 93 0 -561 -1,139
Percent of Open Interest Represented by Each Category of Trader
26.5 42.4 6.6 17.5 7.5 2.7 26.1 14.6 0.6 3.2 3.5 0.0 16.9 22.2
Number of Traders in Each Category Total Traders: 55
14 11 6 6 . . 12 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 63,451
Positions
2,170 9,448 670 41,061 33,146 6,838 7,548 10,723 106 218 0 0 4,840 2,520
Changes from: October 30, 2012 Total Change is: -1,088
350 -8 -89 -1,499 -213 338 -752 -1,417 0 -3 0 0 567 301
Percent of Open Interest Represented by Each Category of Trader
3.4 14.9 1.1 64.7 52.2 10.8 11.9 16.9 0.2 0.3 0.0 0.0 7.6 4.0
Number of Traders in Each Category Total Traders: 69
5 . . 25 22 9 8 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 116,743
Positions
12,368 55,051 3,157 61,673 19,782 5,459 15,273 25,744 350 5,768 2,075 1,064 11,631 4,061
Changes from: October 30, 2012 Total Change is: 2,841
-2,031 -444 2,401 1,393 -600 95 1,175 1,811 -347 -135 -18 75 215 -132
Percent of Open Interest Represented by Each Category of Trader
10.6 47.2 2.7 52.8 16.9 4.7 13.1 22.1 0.3 4.9 1.8 0.9 10.0 3.5
Number of Traders in Each Category Total Traders: 128
15 16 5 34 13 13 27 9 5 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 652,562
Positions
15,426 75,816 30,806 255,844 140,643 75,287 43,313 79,661 53,245 22,045 33,963 7,276 149,319 155,865
Changes from: October 30, 2012 Total Change is: 18,020
3,656 3,867 8,202 11,293 -977 -8,917 3,672 12,546 2,803 1,573 -662 1,103 -5,365 56
Percent of Open Interest Represented by Each Category of Trader
2.4 11.6 4.7 39.2 21.6 11.5 6.6 12.2 8.2 3.4 5.2 1.1 22.9 23.9
Number of Traders in Each Category Total Traders: 168
10 18 22 39 28 39 25 30 41 10 8 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 346,406
Positions
0 128,868 640 216,010 25,155 39,984 0 74,687 1,955 18,194 22,345 0 69,623 52,772
Changes from: October 30, 2012 Total Change is: -7,740
0 1,664 553 -6,385 -2,290 -5,221 0 -2,088 1,693 2,904 -198 -1,909 624 56
Percent of Open Interest Represented by Each Category of Trader
0.0 37.2 0.2 62.4 7.3 11.5 0.0 21.6 0.6 5.3 6.5 0.0 20.1 15.2
Number of Traders in Each Category Total Traders: 61
0 12 4 27 8 18 0 7 4 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 1,081,345
Positions
85,731 86,196 68,000 202,107 124,820 65,999 280,283 475,429 118,081 121,285 30,771 16,201 123,658 95,847
Changes from: October 30, 2012 Total Change is: 25,336
-17,949 10,345 -10,618 7,007 -23,898 -294 15,740 40,191 17,721 8,401 -4,111 -338 5,665 -3,662
Percent of Open Interest Represented by Each Category of Trader
7.9 8.0 6.3 18.7 11.5 6.1 25.9 44.0 10.9 11.2 2.8 1.5 11.4 8.9
Number of Traders in Each Category Total Traders: 221
16 20 16 45 24 31 40 42 39 20 14 9
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Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 2,117,251
Positions
149,246 131,311 165,833 425,219 717,227 188,986 479,509 138,024 253,814 120,796 126,764 47,369 286,478 347,922
Changes from: October 30, 2012 Total Change is: 49,449
-9,491 2,060 20,976 -9,548 -53,815 6,037 -5,439 13,590 46,112 -4,534 -1,507 6,706 -1,373 9,290
Percent of Open Interest Represented by Each Category of Trader
7.0 6.2 7.8 20.1 33.9 8.9 22.6 6.5 12.0 5.7 6.0 2.2 13.5 16.4
Number of Traders in Each Category Total Traders: 288
23 31 46 27 59 53 61 47 72 15 25 22
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Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 1,566,439
Positions
236,724 124,003 84,654 213,876 523,327 132,591 345,995 195,811 140,335 167,558 73,892 15,618 229,088 276,207
Changes from: October 30, 2012 Total Change is: 41,560
28,132 24,535 8,082 -33,092 -64,671 17,103 -7,560 19,946 20,609 19,525 3,692 -1,246 -9,992 13,510
Percent of Open Interest Represented by Each Category of Trader
15.1 7.9 5.4 13.7 33.4 8.5 22.1 12.5 9.0 10.7 4.7 1.0 14.6 17.6
Number of Traders in Each Category Total Traders: 206
14 28 24 28 38 37 32 41 42 10 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 373,011
Positions
158,053 125,410 104,820 9 2,015 3,410 25,416 35,401 49,268 563 8,544 10,044 21,429 34,100
Changes from: October 30, 2012 Total Change is: -61,321
-22,657 -44,023 -16,214 0 0 481 -16,016 2,149 -4,266 -3,227 -211 -214 792 975
Percent of Open Interest Represented by Each Category of Trader
42.4 33.6 28.1 0.0 0.5 0.9 6.8 9.5 13.2 0.2 2.3 2.7 5.7 9.1
Number of Traders in Each Category Total Traders: 73
18 20 30 . . . 13 10 21 . 6 4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 37,550
Positions
24,697 15,164 3,446 500 464 0 4,309 13,542 3,077 0 21 387 1,134 1,449
Changes from: October 30, 2012 Total Change is: -4,360
-1,079 -2,806 -2,812 0 214 0 -1,043 362 14 -16 21 90 486 557
Percent of Open Interest Represented by Each Category of Trader
65.8 40.4 9.2 1.3 1.2 0.0 11.5 36.1 8.2 0.0 0.1 1.0 3.0 3.9
Number of Traders in Each Category Total Traders: 43
11 7 11 . . 0 7 13 9 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 is12,258,861
Positions
1,299,180 2,909,209 2,785,416 860,392 285,503 192,983 1,522,072 282,470 3,892,620 91,414 214,271 651,222 963,561 1,045,165
Changes from: October 30, 2012 Total Change is: 207,876
-93,082 84,218 41,997 24,951 -108,721 1,787 104,371 424 128,334 -31,265 61,817 -10,123 40,905 8,143
Percent of Open Interest Represented by Each Category of Trader
10.6 23.7 22.7 7.0 2.3 1.6 12.4 2.3 31.8 0.7 1.7 5.3 7.9 8.5
Number of Traders in Each Category Total Traders: 256
31 51 80 8 11 16 63 48 95 12 19 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 11,529
Positions
9,524 563 0 563 885 0 968 9,800 1 254 240 0 219 40
Changes from: October 30, 2012 Total Change is: -471
422 290 0 20 32 0 -952 -814 0 0 25 0 39 -4
Percent of Open Interest Represented by Each Category of Trader
82.6 4.9 0.0 4.9 7.7 0.0 8.4 85.0 0.0 2.2 2.1 0.0 1.9 0.3
Number of Traders in Each Category Total Traders: 32
4 4 0 . 4 0 6 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 14,020
Positions
11,492 6,804 0 961 867 42 1,286 6,128 0 0 125 0 239 54
Changes from: October 30, 2012 Total Change is: 51
156 -435 0 108 1 0 -164 452 0 0 34 0 -49 -1
Percent of Open Interest Represented by Each Category of Trader
82.0 48.5 0.0 6.9 6.2 0.3 9.2 43.7 0.0 0.0 0.9 0.0 1.7 0.4
Number of Traders in Each Category Total Traders: 31
4 6 0 . 4 . 4 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 37,968
Positions
10,194 6,178 1,334 2,046 4,248 186 9,414 20,868 1,940 10,675 526 4 2,176 2,684
Changes from: October 30, 2012 Total Change is: -4,062
-143 120 40 139 -1,047 -16 -5,521 -2,843 344 2,922 -219 -63 -1,763 -378
Percent of Open Interest Represented by Each Category of Trader
26.8 16.3 3.5 5.4 11.2 0.5 24.8 55.0 5.1 28.1 1.4 0.0 5.7 7.1
Number of Traders in Each Category Total Traders: 99
. . . 8 4 . 26 24 7 27 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 384,223
Positions
124,336 32,065 44,152 35,598 18,730 10,116 28,378 130,573 49,845 4,011 10,460 60,828 26,959 27,454
Changes from: October 30, 2012 Total Change is: 22,735
7,013 6,645 -2,172 3,798 5,359 -1,215 -1,015 431 6,321 -678 -1,886 1,851 8,832 7,401
Percent of Open Interest Represented by Each Category of Trader
32.4 8.3 11.5 9.3 4.9 2.6 7.4 34.0 13.0 1.0 2.7 15.8 7.0 7.1
Number of Traders in Each Category Total Traders: 156
21 12 23 7 14 8 29 39 44 14 13 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 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 7,150
Positions
454 3,880 0 3,542 453 101 1,842 1,775 893 192 30 0 126 18
Changes from: October 30, 2012 Total Change is: 394
126 450 0 501 -64 -37 -165 31 0 0 0 0 -31 14
Percent of Open Interest Represented by Each Category of Trader
6.3 54.3 0.0 49.5 6.3 1.4 25.8 24.8 12.5 2.7 0.4 0.0 1.8 0.3
Number of Traders in Each Category Total Traders: 20
4 . 0 4 . . . . . . . 0
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Updated November 9, 2012