MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 47,440
COMMITMENTS
2,450 430 308 40,405 44,575 43,163 45,313 4,277 2,127
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 5,489)
-900 -60 308 5,387 4,238 4,795 4,486 694 1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.9 0.6 85.2 94.0 91.0 95.5 9.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 2 3 31 30 38 34
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 65,111
COMMITMENTS
4,572 6,447 449 47,697 49,707 52,718 56,603 12,393 8,508
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 9,869)
-758 20 448 5,056 6,471 4,746 6,939 5,123 2,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 9.9 0.7 73.3 76.3 81.0 86.9 19.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
14 3 3 42 31 56 37
Updated September 16, 2011