MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 48,124
COMMITMENTS
2,058 4,691 0 42,419 41,214 44,477 45,905 3,647 2,219
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 6,909)
-942 3,923 0 7,861 2,635 6,919 6,558 -10 351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 9.7 0.0 88.1 85.6 92.4 95.4 7.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 6 0 27 33 31 39
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 66,701
COMMITMENTS
5,280 21,312 440 55,283 42,497 61,003 64,249 5,698 2,452
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 2,141)
409 16,767 134 1,025 -15,126 1,568 1,775 573 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 32.0 0.7 82.9 63.7 91.5 96.3 8.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
11 6 2 42 29 54 36
Updated November 14, 2011