MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 41,215
COMMITMENTS
3,000 768 0 34,558 38,579 37,558 39,347 3,657 1,868
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -101)
1,687 -1,160 0 -2,183 1,185 -496 25 395 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.9 0.0 83.8 93.6 91.1 95.5 8.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 2 0 27 32 34 34
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 64,560
COMMITMENTS
4,871 4,545 306 54,258 57,623 59,435 62,474 5,125 2,086
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,348)
-1,391 -1,651 48 219 17,621 -1,124 16,018 -224 -17,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 7.0 0.5 84.0 89.3 92.1 96.8 7.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 3 1 41 29 53 33
Updated November 10, 2011