MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 41,351
COMMITMENTS
2,336 992 0 35,767 38,714 38,103 39,706 3,248 1,645
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -6,089)
-114 562 -308 -4,638 -5,861 -5,060 -5,607 -1,029 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.4 0.0 86.5 93.6 92.1 96.0 7.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 2 0 26 27 31 29
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 55,433
COMMITMENTS
4,724 6,447 0 45,061 44,527 49,785 50,974 5,648 4,459
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -9,678)
152 0 -449 -2,636 -5,180 -2,933 -5,629 -6,745 -4,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 11.6 0.0 81.3 80.3 89.8 92.0 10.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
13 3 0 40 24 53 27
Updated September 23, 2011