MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 44,758
COMMITMENTS
1,482 1,712 0 40,051 40,464 41,533 42,176 3,225 2,582
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 1,664)
-399 404 0 2,139 799 1,740 1,203 -76 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.8 0.0 89.5 90.4 92.8 94.2 7.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 0 27 29 30 33
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 64,821
COMMITMENTS
5,042 22,305 623 53,677 39,772 59,342 62,700 5,479 2,121
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 843)
46 1,016 234 1,130 -70 1,410 1,180 -567 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 34.4 1.0 82.8 61.4 91.5 96.7 8.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
11 7 3 36 23 48 32
Updated December 2, 2011