MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 61,196
COMMITMENTS
6,547 4,203 0 50,236 54,035 56,783 58,238 4,413 2,958
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 155)
-1,589 1,870 -40 2,462 -1,404 833 426 -678 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 6.9 0.0 82.1 88.3 92.8 95.2 7.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
7 6 0 37 31 44 37
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 115,242
COMMITMENTS
22,370 20,328 777 79,515 89,804 102,662 110,909 12,580 4,333
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 32)
768 756 -99 -1,196 -1,021 -527 -364 559 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 17.6 0.7 69.0 77.9 89.1 96.2 10.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
34 9 3 49 37 84 48
Updated October 12, 2012