MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 41,305
COMMITMENTS
1,588 1,487 0 36,905 37,980 38,493 39,467 2,812 1,838
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -3,198)
-1,672 593 0 -700 -3,802 -2,372 -3,209 -826 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.6 0.0 89.3 92.0 93.2 95.6 6.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 4 0 27 29 31 33
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 64,761
COMMITMENTS
6,183 19,785 257 52,723 25,754 59,163 45,796 5,598 18,965
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,477)
119 -118 32 1,636 -7,983 1,787 -8,069 -310 9,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 30.6 0.4 81.4 39.8 91.4 70.7 8.6 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
13 6 1 37 21 50 28
Updated October 14, 2011