MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 64,539
COMMITMENTS
6,848 4,917 0 53,418 57,403 60,266 62,320 4,273 2,219
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 850)
-495 1,979 0 1,501 -717 1,006 1,262 -156 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 7.6 0.0 82.8 88.9 93.4 96.6 6.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
8 7 0 37 32 45 39
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 113,902
COMMITMENTS
24,119 18,324 1,502 76,865 89,883 102,486 109,709 11,416 4,193
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 223)
440 -1,319 778 -20 33 1,198 -508 -975 731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 16.1 1.3 67.5 78.9 90.0 96.3 10.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
38 12 6 51 38 92 53
Updated November 2, 2012