MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 85,452
COMMITMENTS
23,569 2,428 390 56,352 80,053 80,311 82,871 5,141 2,581
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -22,255)
-1,819 -2,363 -1,402 -18,084 -17,954 -21,305 -21,719 -950 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 2.8 0.5 65.9 93.7 94.0 97.0 6.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
9 4 1 38 32 47 37
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 191,044
COMMITMENTS
62,501 31,601 1,041 112,040 154,517 175,582 187,159 15,462 3,885
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -38,489)
-1,367 3,184 -9,773 -16,496 -21,275 -27,636 -27,864 -10,853 -10,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 16.5 0.5 58.6 80.9 91.9 98.0 8.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
38 15 7 65 46 106 65
Updated March 22, 2013