MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 63,451
COMMITMENTS
6,967 3,447 0 51,644 57,484 58,611 60,931 4,840 2,520
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,088)
119 -1,470 0 -1,774 81 -1,655 -1,389 567 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 5.4 0.0 81.4 90.6 92.4 96.0 7.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
8 5 0 36 31 44 36
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 116,743
COMMITMENTS
22,908 19,292 1,586 80,618 91,804 105,112 112,682 11,631 4,061
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 2,841)
-1,211 968 84 3,753 1,921 2,626 2,973 215 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 16.5 1.4 69.1 78.6 90.0 96.5 10.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
39 12 8 56 38 98 55
Updated November 9, 2012