MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 65,224
COMMITMENTS
8,749 2,483 0 51,701 60,186 60,450 62,669 4,774 2,555
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 1,773)
1,782 -964 0 57 2,702 1,839 1,738 -66 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 3.8 0.0 79.3 92.3 92.7 96.1 7.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
13 3 0 37 32 50 35
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 119,236
COMMITMENTS
23,393 18,982 1,576 81,796 94,414 106,765 114,972 12,471 4,264
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 2,493)
485 -310 -10 1,178 2,610 1,653 2,290 840 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 15.9 1.3 68.6 79.2 89.5 96.4 10.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
41 12 6 54 38 97 54
Updated November 16, 2012