MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 43,094
COMMITMENTS
1,881 1,308 0 37,912 39,665 39,793 40,973 3,301 2,121
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -4,427)
-180 -1,451 0 -3,916 -3,011 -4,096 -4,462 -331 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 3.0 0.0 88.0 92.0 92.3 95.1 7.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 3 0 26 29 30 32
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 63,978
COMMITMENTS
4,996 21,289 389 52,547 39,842 57,932 61,520 6,046 2,458
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -3,081)
-323 -299 -31 -2,733 -2,577 -3,087 -2,907 6 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 33.3 0.6 82.1 62.3 90.5 96.2 9.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 6 2 36 26 47 33
Updated November 28, 2011