MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(MSCI EAFE INDEX X $50) OPEN INTEREST: 47,521
COMMITMENTS
2,061 2,759 0 41,828 42,676 43,889 45,435 3,632 2,086
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -603)
3 -1,932 0 -591 1,462 -588 -470 -15 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 5.8 0.0 88.0 89.8 92.4 95.6 7.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 5 0 28 31 32 36
Updated November 18, 2011