MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 40,381
COMMITMENTS
1,313 1,336 0 36,312 37,640 37,625 38,976 2,756 1,405
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -924)
-275 -151 0 -593 -340 -868 -491 -56 -433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.3 0.0 89.9 93.2 93.2 96.5 6.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 0 27 29 30 33
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 65,079
COMMITMENTS
6,087 6,196 286 52,630 39,226 59,003 45,708 6,076 19,371
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 318)
-96 -13,589 29 -93 13,472 -160 -88 478 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 9.5 0.4 80.9 60.3 90.7 70.2 9.3 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
12 4 1 34 24 46 29
Updated October 21, 2011