MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 44,172
COMMITMENTS
1,859 2,117 0 38,425 39,777 40,284 41,894 3,888 2,278
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -586)
377 405 0 -1,626 -687 -1,249 -282 663 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.8 0.0 87.0 90.1 91.2 94.8 8.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 5 0 24 31 28 36
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 66,773
COMMITMENTS
4,966 23,042 305 53,652 38,190 58,923 61,537 7,850 5,236
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 1,952)
-76 737 -318 -25 -1,582 -419 -1,163 2,371 3,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 34.5 0.5 80.3 57.2 88.2 92.2 11.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
10 5 1 34 28 44 34
Updated December 9, 2011