MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 43,719
COMMITMENTS
3,390 736 0 36,957 41,425 40,347 42,161 3,372 1,558
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,368)
1,054 -256 0 1,190 2,711 2,244 2,455 124 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 1.7 0.0 84.5 94.8 92.3 96.4 7.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 2 0 26 28 32 30
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 57,602
COMMITMENTS
4,722 17,503 192 47,279 37,403 52,193 55,098 5,409 2,504
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 2,169)
-2 11,056 192 2,218 -7,124 2,408 4,124 -239 -1,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 30.4 0.3 82.1 64.9 90.6 95.7 9.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
13 5 1 36 22 49 28
Updated September 30, 2011