MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 42,764
COMMITMENTS
2,096 908 0 37,346 39,693 39,442 40,601 3,322 2,163
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -720)
-1,181 -36 0 781 -1,130 -400 -1,166 -320 446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.1 0.0 87.3 92.8 92.2 94.9 7.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 0 26 31 30 33
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 63,820
COMMITMENTS
4,865 22,775 268 52,992 39,061 58,125 62,104 5,695 1,716
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 670)
-275 -152 -20 916 1,177 621 1,005 49 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 35.7 0.4 83.0 61.2 91.1 97.3 8.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
9 7 1 34 26 43 34
Updated December 30, 2011