MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 80,300
COMMITMENTS
5,667 5,736 0 70,028 72,062 75,695 77,798 4,605 2,502
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 919)
-2,953 453 0 3,477 1,002 524 1,455 395 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 7.1 0.0 87.2 89.7 94.3 96.9 5.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
9 7 0 34 36 43 43
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 149,921
COMMITMENTS
30,677 18,171 2,081 102,445 125,836 135,203 146,088 14,718 3,833
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 4,345)
-69 1,275 346 2,537 2,518 2,814 4,139 1,531 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 12.1 1.4 68.3 83.9 90.2 97.4 9.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
38 14 6 61 38 101 56
Updated January 4, 2013