MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 41,316
COMMITMENTS
1,313 1,928 0 36,741 37,394 38,054 39,322 3,262 1,994
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 935)
0 592 0 429 -246 429 346 506 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.7 0.0 88.9 90.5 92.1 95.2 7.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 5 0 27 30 30 35
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 65,908
COMMITMENTS
6,262 6,196 258 54,039 40,002 60,559 46,456 5,349 19,452
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 829)
175 0 -28 1,409 776 1,556 748 -727 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 9.4 0.4 82.0 60.7 91.9 70.5 8.1 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
14 4 2 36 24 50 30
Updated October 28, 2011