MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 61,041
COMMITMENTS
8,136 2,333 40 47,774 55,439 55,950 57,812 5,091 3,229
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 907)
1,208 -164 40 -932 96 316 -28 591 935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 3.8 0.1 78.3 90.8 91.7 94.7 8.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 3 1 36 30 46 34
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 115,210
COMMITMENTS
21,602 19,572 876 80,711 90,825 103,189 111,273 12,021 3,937
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -923)
-1,215 380 -33 2,520 -1,484 1,272 -1,137 -2,195 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 17.0 0.8 70.1 78.8 89.6 96.6 10.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
34 9 3 49 38 84 49
Updated October 5, 2012