MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 44,503
COMMITMENTS
3,260 894 0 37,605 41,782 40,865 42,676 3,638 1,827
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 784)
-130 158 0 648 357 518 515 266 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 2.0 0.0 84.5 93.9 91.8 95.9 8.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 2 0 29 26 35 28
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 63,284
COMMITMENTS
6,064 19,903 225 51,087 33,737 57,376 53,865 5,908 9,419
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 5,682)
1,342 2,400 33 3,808 -3,666 5,183 -1,233 499 6,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 31.5 0.4 80.7 53.3 90.7 85.1 9.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
14 7 1 36 23 50 31
Updated October 7, 2011