Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 184,658
Positions
37,532 74,920 6,240 23,398 33,513 479 61,669 31,572 9,166 8,379 4,516 990 36,804 23,263
Changes from: November 13, 2012 Total Change is: 1,581
5,624 -1,041 544 835 31 121 -3,408 1,479 32 385 -403 -515 -2,038 1,334
Percent of Open Interest Represented by Each Category of Trader
20.3 40.6 3.4 12.7 18.1 0.3 33.4 17.1 5.0 4.5 2.4 0.5 19.9 12.6
Number of Traders in Each Category Total Traders: 100
7 10 6 10 4 4 35 16 17 13 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 47,167
Positions
11,707 10,146 32 1,601 2,809 159 14,377 17,111 322 6,149 567 0 12,820 16,021
Changes from: November 13, 2012 Total Change is: -718
60 0 8 -30 221 -2 -2,520 -387 147 22 48 0 1,597 -753
Percent of Open Interest Represented by Each Category of Trader
24.8 21.5 0.1 3.4 6.0 0.3 30.5 36.3 0.7 13.0 1.2 0.0 27.2 34.0
Number of Traders in Each Category Total Traders: 41
6 6 . . 4 . 7 11 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 160,072
Positions
16,414 26,167 3,217 9,984 35,127 9,990 77,322 41,508 6,896 2,299 13,359 1,798 32,152 22,011
Changes from: November 13, 2012 Total Change is: 2,082
5,776 -6,660 860 -97 1,044 -997 -3,023 7,551 847 267 -629 1,215 -2,767 -1,150
Percent of Open Interest Represented by Each Category of Trader
10.3 16.3 2.0 6.2 21.9 6.2 48.3 25.9 4.3 1.4 8.3 1.1 20.1 13.8
Number of Traders in Each Category Total Traders: 101
8 11 6 6 14 5 27 24 11 5 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 205,884
Positions
61,419 19,236 5,242 55,823 8,416 2,638 46,174 76,173 12,429 3,471 16,971 2,839 15,850 61,941
Changes from: November 13, 2012 Total Change is: 36,755
16,856 -6,068 2,097 338 235 950 4,437 24,382 6,295 2,400 19 1,114 2,267 7,731
Percent of Open Interest Represented by Each Category of Trader
29.8 9.3 2.5 27.1 4.1 1.3 22.4 37.0 6.0 1.7 8.2 1.4 7.7 30.1
Number of Traders in Each Category Total Traders: 128
11 13 7 8 7 6 23 47 24 9 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 272,749
Positions
88,363 8,391 9,743 45,871 41,111 5,067 24,085 104,469 23,346 29,675 14,175 4,834 41,764 61,613
Changes from: November 13, 2012 Total Change is: 1,560
10,129 -362 225 -1,777 433 -652 -3,379 1,160 693 -1,659 907 537 -2,557 -1,381
Percent of Open Interest Represented by Each Category of Trader
32.4 3.1 3.6 16.8 15.1 1.9 8.8 38.3 8.6 10.9 5.2 1.8 15.3 22.6
Number of Traders in Each Category Total Traders: 193
27 11 14 18 24 18 25 45 29 15 28 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 192,282
Positions
34,578 47,285 4,716 3,163 43,621 1,277 100,457 59,318 6,127 4,616 2,773 2,516 34,832 24,649
Changes from: November 13, 2012 Total Change is: -1,819
-670 -3,532 590 23 303 52 -1,525 2,512 862 -888 -681 924 -1,187 -2,849
Percent of Open Interest Represented by Each Category of Trader
18.0 24.6 2.5 1.6 22.7 0.7 52.2 30.8 3.2 2.4 1.4 1.3 18.1 12.8
Number of Traders in Each Category Total Traders: 107
10 12 7 . 9 4 28 27 17 8 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 77,756
Positions
41,839 49,931 18,900 2,219 0 0 4,873 1,461 4,230 2,470 0 2,861 364 373
Changes from: November 13, 2012 Total Change is: -8,744
-8,735 -7,782 567 -898 0 0 834 -856 -644 0 0 0 132 -29
Percent of Open Interest Represented by Each Category of Trader
53.8 64.2 24.3 2.9 0.0 0.0 6.3 1.9 5.4 3.2 0.0 3.7 0.5 0.5
Number of Traders in Each Category Total Traders: 24
7 11 11 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 165,940
Positions
31,919 92,023 987 29,075 499 8 89,336 61,483 1,605 5,315 6,654 174 7,521 2,507
Changes from: November 13, 2012 Total Change is: -4,071
-605 -1,709 236 2,140 202 6 -5,190 -4,091 474 -788 1,044 -244 -100 11
Percent of Open Interest Represented by Each Category of Trader
19.2 55.5 0.6 17.5 0.3 0.0 53.8 37.1 1.0 3.2 4.0 0.1 4.5 1.5
Number of Traders in Each Category Total Traders: 136
5 11 . 15 . . 58 20 8 14 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 32,762
Positions
16,569 14,007 117 397 0 0 3,292 1,199 165 10,555 15,797 1,014 653 463
Changes from: November 13, 2012 Total Change is: 338
148 -217 107 -2 0 0 0 2 126 -17 230 0 -24 90
Percent of Open Interest Represented by Each Category of Trader
50.6 42.8 0.4 1.2 0.0 0.0 10.0 3.7 0.5 32.2 48.2 3.1 2.0 1.4
Number of Traders in Each Category Total Traders: 25
6 5 . . 0 0 5 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 29,758
Positions
1,307 20,672 0 846 124 0 22,921 3,951 305 140 2,215 226 4,013 2,265
Changes from: November 13, 2012 Total Change is: -3,495
-182 -2,922 0 273 -128 0 -3,350 -1,062 74 -159 78 156 -307 309
Percent of Open Interest Represented by Each Category of Trader
4.4 69.5 0.0 2.8 0.4 0.0 77.0 13.3 1.0 0.5 7.4 0.8 13.5 7.6
Number of Traders in Each Category Total Traders: 51
. 8 0 5 . 0 20 11 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 49,227
Positions
17,656 25,564 335 4,348 515 490 11,574 13,246 3,123 2,411 328 515 8,776 5,111
Changes from: November 13, 2012 Total Change is: -3,047
3,905 -6,004 28 231 -590 158 -5,357 3,298 -949 154 -100 36 -1,252 1,076
Percent of Open Interest Represented by Each Category of Trader
35.9 51.9 0.7 8.8 1.0 1.0 23.5 26.9 6.3 4.9 0.7 1.0 17.8 10.4
Number of Traders in Each Category Total Traders: 93
20 13 4 7 . . 19 21 10 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 98,455
Positions
35,312 51,127 671 8,695 1,030 979 23,148 26,493 6,246 4,822 657 1,030 17,553 10,223
Changes from: November 13, 2012 Total Change is: -6,093
7,811 -12,008 56 461 -1,180 316 -10,714 6,596 -1,899 308 -199 72 -2,504 2,153
Percent of Open Interest Represented by Each Category of Trader
35.9 51.9 0.7 8.8 1.0 1.0 23.5 26.9 6.3 4.9 0.7 1.0 17.8 10.4
Number of Traders in Each Category Total Traders: 93
20 13 4 7 . . 19 21 10 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 978,643
Positions
60,767 215,117 41,490 352,680 161,107 62,202 103,571 174,460 143,676 38,311 37,268 20,908 155,039 122,415
Changes from: November 13, 2012 Total Change is: -18,091
5,269 -5,225 2,516 -3,033 -7,130 70 -3,655 9,233 -35,382 181 560 -2,905 18,847 20,172
Percent of Open Interest Represented by Each Category of Trader
6.2 22.0 4.2 36.0 16.5 6.4 10.6 17.8 14.7 3.9 3.8 2.1 15.8 12.5
Number of Traders in Each Category Total Traders: 579
40 42 37 117 57 64 105 109 106 56 53 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 287,352
Positions
31,068 70,119 6,699 87,757 29,419 9,774 20,671 37,906 40,789 11,246 13,021 7,186 72,162 72,438
Changes from: November 13, 2012 Total Change is: -3,198
4,453 -2,758 -798 -1,415 -507 -3 6,588 627 -14,286 1,146 -1,089 -1,937 3,053 17,553
Percent of Open Interest Represented by Each Category of Trader
10.8 24.4 2.3 30.5 10.2 3.4 7.2 13.2 14.2 3.9 4.5 2.5 25.1 25.2
Number of Traders in Each Category Total Traders: 117
12 13 8 27 8 12 16 25 32 10 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 3,456,455
Positions
218,646 795,140 103,802 1,365,940 699,764 220,814 554,909 823,182 374,025 145,470 131,379 58,463 414,386 249,885
Changes from: November 13, 2012 Total Change is: -74,462
9,628 -6,789 11,023 4,483 -20,540 -12,209 -35,365 58,877 -121,328 -3,392 9,679 -6,273 78,970 13,097
Percent of Open Interest Represented by Each Category of Trader
6.3 23.0 3.0 39.5 20.2 6.4 16.1 23.8 10.8 4.2 3.8 1.7 12.0 7.2
Number of Traders in Each Category Total Traders: 538
39 39 34 104 53 56 105 101 97 49 48 43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 118,488
Positions
16,072 29,824 7 62,409 65,582 1,826 24,639 14,285 754 391 2,201 0 12,391 4,010
Changes from: November 13, 2012 Total Change is: 2,572
4,536 -183 -4 -618 144 26 -1,671 1,363 678 11 10 0 -386 538
Percent of Open Interest Represented by Each Category of Trader
13.6 25.2 0.0 52.7 55.3 1.5 20.8 12.1 0.6 0.3 1.9 0.0 10.5 3.4
Number of Traders in Each Category Total Traders: 100
9 11 . 38 14 12 15 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 110,243
Positions
11,442 30,577 32,591 24,790 10,816 1,134 19,016 16,045 9,639 1,769 2,377 1,450 8,414 5,617
Changes from: November 13, 2012 Total Change is: 35,229
-4,035 -12,343 31,829 -1,006 -42 -44 -2,700 6,415 7,806 114 -1,182 489 2,776 2,301
Percent of Open Interest Represented by Each Category of Trader
10.4 27.7 29.6 22.5 9.8 1.0 17.2 14.6 8.7 1.6 2.2 1.3 7.6 5.1
Number of Traders in Each Category Total Traders: 228
25 22 13 34 22 12 43 50 20 17 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 27,949
Positions
17,319 18,225 80 2,000 0 0 5,162 7,692 0 646 0 0 2,742 1,952
Changes from: November 13, 2012 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
62.0 65.2 0.3 7.2 0.0 0.0 18.5 27.5 0.0 2.3 0.0 0.0 9.8 7.0
Number of Traders in Each Category Total Traders: 21
9 5 . . 0 0 . 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 411,474
Positions
128,175 219,318 4,995 114,161 54,288 5,458 107,333 79,827 10,132 8,843 15,115 4,018 28,359 18,324
Changes from: November 13, 2012 Total Change is: 36,401
50,788 4,718 1,186 -14,822 2 -428 -1,247 31,675 967 570 -2,681 -787 173 1,748
Percent of Open Interest Represented by Each Category of Trader
31.2 53.3 1.2 27.7 13.2 1.3 26.1 19.4 2.5 2.1 3.7 1.0 6.9 4.5
Number of Traders in Each Category Total Traders: 228
24 23 6 33 23 11 45 48 17 17 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 392,939
Positions
151,019 19,899 13,961 132,729 208,031 19,932 52,190 99,310 4,790 3,049 10,758 340 14,929 15,917
Changes from: November 13, 2012 Total Change is: 17,059
26,947 -6,572 2,726 -1,632 3,727 -25 -9,770 12,926 1,614 872 136 -65 -3,607 2,592
Percent of Open Interest Represented by Each Category of Trader
38.4 5.1 3.6 33.8 52.9 5.1 13.3 25.3 1.2 0.8 2.7 0.1 3.8 4.1
Number of Traders in Each Category Total Traders: 242
23 9 4 48 42 25 40 55 13 7 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 37,244
Positions
10,787 4,454 0 11,910 475 96 6,278 8,917 0 3,352 3,589 0 4,821 19,713
Changes from: November 13, 2012 Total Change is: 5,598
3,819 -498 -16 1,169 -71 35 124 2,252 0 1,451 6 0 -984 3,890
Percent of Open Interest Represented by Each Category of Trader
29.0 12.0 0.0 32.0 1.3 0.3 16.9 23.9 0.0 9.0 9.6 0.0 12.9 52.9
Number of Traders in Each Category Total Traders: 40
4 5 0 14 . . 6 4 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 37,615
Positions
8,665 15,493 2,853 4,277 2,570 614 11,939 7,821 669 1,619 1,664 0 6,979 5,931
Changes from: November 13, 2012 Total Change is: 1,719
-2,233 2,793 1,150 -1,304 -432 -298 4,933 1,017 104 -1,762 749 0 1,129 -3,364
Percent of Open Interest Represented by Each Category of Trader
23.0 41.2 7.6 11.4 6.8 1.6 31.7 20.8 1.8 4.3 4.4 0.0 18.6 15.8
Number of Traders in Each Category Total Traders: 57
13 14 7 5 . . 10 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 63,901
Positions
4,304 8,266 770 40,217 35,063 6,925 7,409 9,828 0 218 0 0 4,058 3,049
Changes from: November 13, 2012 Total Change is: -1,323
1,555 -866 0 -382 -1,094 52 -1,726 197 -106 0 0 0 -716 494
Percent of Open Interest Represented by Each Category of Trader
6.7 12.9 1.2 62.9 54.9 10.8 11.6 15.4 0.0 0.3 0.0 0.0 6.4 4.8
Number of Traders in Each Category Total Traders: 67
4 . . 25 23 9 9 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 121,240
Positions
14,131 57,550 1,155 66,896 19,930 5,588 13,781 28,939 752 6,627 2,100 1,055 11,255 4,171
Changes from: November 13, 2012 Total Change is: 2,004
-827 1,828 197 5,410 -902 -35 -1,687 1,053 -64 235 29 -9 -1,216 -93
Percent of Open Interest Represented by Each Category of Trader
11.7 47.5 1.0 55.2 16.4 4.6 11.4 23.9 0.6 5.5 1.7 0.9 9.3 3.4
Number of Traders in Each Category Total Traders: 129
14 17 5 34 16 15 25 8 . 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 746,805
Positions
9,052 122,092 38,349 264,004 133,579 77,303 82,666 83,361 73,061 20,847 37,838 9,696 171,827 171,527
Changes from: November 13, 2012 Total Change is: 11,231
3,498 11,430 565 -19,193 -2,356 -1,197 19,065 -3,177 2,612 -1,856 1,931 -2,825 10,561 4,249
Percent of Open Interest Represented by Each Category of Trader
1.2 16.3 5.1 35.4 17.9 10.4 11.1 11.2 9.8 2.8 5.1 1.3 23.0 23.0
Number of Traders in Each Category Total Traders: 181
5 25 24 44 25 39 31 33 40 7 11 11
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 357,205
Positions
3,332 120,716 732 222,996 43,063 37,042 3,029 77,535 866 17,659 19,488 0 71,549 57,763
Changes from: November 13, 2012 Total Change is: -917
-3,447 -3,899 538 2,147 670 -728 12 -403 -125 -500 81 0 1,186 2,949
Percent of Open Interest Represented by Each Category of Trader
0.9 33.8 0.2 62.4 12.1 10.4 0.8 21.7 0.2 4.9 5.5 0.0 20.0 16.2
Number of Traders in Each Category Total Traders: 63
. 10 . 28 9 16 . 7 4 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 1,223,724
Positions
110,878 112,793 79,777 267,942 104,407 52,535 252,526 581,895 164,992 131,415 31,150 17,993 145,664 78,182
Changes from: November 13, 2012 Total Change is: 57,149
12,430 -15,231 -4,459 17,454 -4,456 -11,904 -14,435 53,813 44,681 -551 11 1,135 12,798 -6,442
Percent of Open Interest Represented by Each Category of Trader
9.1 9.2 6.5 21.9 8.5 4.3 20.6 47.6 13.5 10.7 2.5 1.5 11.9 6.4
Number of Traders in Each Category Total Traders: 233
22 22 22 47 24 32 40 43 42 21 13 10
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 40,392
Positions
27,515 14,265 3,141 0 514 0 4,972 17,733 3,618 4 0 441 701 680
Changes from: November 13, 2012 Total Change is: 313
2,237 -905 -1,587 -500 0 0 -493 2,181 276 4 -22 55 321 315
Percent of Open Interest Represented by Each Category of Trader
68.1 35.3 7.8 0.0 1.3 0.0 12.3 43.9 9.0 0.0 0.0 1.1 1.7 1.7
Number of Traders in Each Category Total Traders: 45
13 5 11 0 . 0 9 14 10 . 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 2,238,859
Positions
128,755 146,775 214,088 391,768 730,120 191,079 569,792 137,444 267,375 96,725 122,578 63,459 315,818 365,939
Changes from: November 13, 2012 Total Change is: 76,087
-913 -22,203 32,677 -5,322 46,972 -8,931 40,234 8,065 15,460 11,248 5,810 -6,143 -2,223 4,380
Percent of Open Interest Represented by Each Category of Trader
5.8 6.6 9.6 17.5 32.6 8.5 25.5 6.1 11.9 4.3 5.5 2.8 14.1 16.3
Number of Traders in Each Category Total Traders: 304
23 39 50 26 62 52 65 52 76 14 23 21
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 1,748,215
Positions
283,422 158,158 97,430 209,974 465,444 144,093 372,973 322,824 173,518 175,743 96,572 19,824 271,237 270,352
Changes from: November 13, 2012 Total Change is: 45,781
57,567 -28,976 1,782 -24,342 -23,411 13,693 1,004 80,332 -18,491 -5,701 17,785 -4,291 24,560 7,359
Percent of Open Interest Represented by Each Category of Trader
16.2 9.0 5.6 12.0 26.6 8.2 21.3 18.5 9.9 10.1 5.5 1.1 15.5 15.5
Number of Traders in Each Category Total Traders: 211
10 32 25 26 39 37 38 41 40 10 15 7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 394,867
Positions
167,994 140,659 107,612 9 2,617 3,551 26,493 37,881 52,164 529 8,261 9,404 27,112 32,718
Changes from: November 13, 2012 Total Change is: 9,468
2,420 5,402 2,868 0 602 3 1,150 1,304 265 -445 56 -357 3,564 -675
Percent of Open Interest Represented by Each Category of Trader
42.5 35.6 27.3 0.0 0.7 0.9 6.7 9.6 13.2 0.1 2.1 2.4 6.9 8.3
Number of Traders in Each Category Total Traders: 76
19 21 31 . . . 13 12 21 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 is12,286,751
Positions
1,130,606 3,051,325 2,728,913 899,542 160,215 173,104 1,654,542 251,731 3,978,124 95,622 171,051 709,114 917,184 1,063,174
Changes from: November 13, 2012 Total Change is: -188,143
-59,249 27,411 -41,533 31,746 -58,510 5,214 108,879 1,673 -104,137 -52,488 19,021 -57,958 -18,616 20,676
Percent of Open Interest Represented by Each Category of Trader
9.2 24.8 22.2 7.3 1.3 1.4 13.5 2.0 32.4 0.8 1.4 5.8 7.5 8.7
Number of Traders in Each Category Total Traders: 261
28 54 80 9 12 18 65 51 93 13 19 25
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 12,356
Positions
10,628 591 0 560 984 0 716 10,458 1 234 245 0 217 77
Changes from: November 13, 2012 Total Change is: 609
730 23 0 -1 99 0 -86 443 0 -20 30 0 -14 14
Percent of Open Interest Represented by Each Category of Trader
86.0 4.8 0.0 4.5 8.0 0.0 5.8 84.6 0.0 1.9 2.0 0.0 1.8 0.6
Number of Traders in Each Category Total Traders: 31
. 4 0 . 4 0 6 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 13,606
Positions
11,299 6,136 0 961 871 41 1,049 6,418 0 0 91 0 256 49
Changes from: November 13, 2012 Total Change is: -441
-173 -347 0 0 2 -1 -225 -105 0 0 0 0 -42 10
Percent of Open Interest Represented by Each Category of Trader
83.0 45.1 0.0 7.1 6.4 0.3 7.7 47.2 0.0 0.0 0.7 0.0 1.9 0.4
Number of Traders in Each Category Total Traders: 30
. 6 0 . 4 . 5 10 0 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 40,328
Positions
9,448 8,174 1,312 2,226 3,473 303 14,121 21,202 1,666 7,741 2,030 5 3,508 2,164
Changes from: November 13, 2012 Total Change is: 809
-409 302 -9 121 -202 80 1,638 -141 -269 -155 1,372 -0 -187 -324
Percent of Open Interest Represented by Each Category of Trader
23.4 20.3 3.3 5.5 8.6 0.8 35.0 52.6 4.1 19.2 5.0 0.0 8.7 5.4
Number of Traders in Each Category Total Traders: 100
. . . 8 6 . 26 22 8 24 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 418,381
Positions
114,205 32,132 56,897 36,510 21,455 14,101 49,923 132,207 48,226 8,086 21,546 66,486 23,947 25,331
Changes from: November 13, 2012 Total Change is: 35,965
-2,410 170 11,868 340 1,991 3,534 17,790 6,915 -3,965 4,544 8,937 6,842 -2,578 -327
Percent of Open Interest Represented by Each Category of Trader
27.3 7.7 13.6 8.7 5.1 3.4 11.9 31.6 11.5 1.9 5.1 15.9 5.7 6.1
Number of Traders in Each Category Total Traders: 179
27 9 23 11 11 11 39 41 47 18 14 22
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Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 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 7,153
Positions
263 4,078 0 3,597 476 84 1,833 1,574 902 349 30 0 125 9
Changes from: November 13, 2012 Total Change is: -953
-393 198 0 55 36 24 -837 -1,220 9 189 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.7 57.0 0.0 50.3 6.7 1.2 25.6 22.0 12.6 4.9 0.4 0.0 1.7 0.1
Number of Traders in Each Category Total Traders: 20
. . 0 4 . . . 4 . . . 0
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Updated November 26, 2012