MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 50,830
COMMITMENTS
3,762 979 416 41,110 46,259 45,288 47,654 5,542 3,176
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 6,658)
1,903 -1,138 416 2,685 6,482 5,004 5,760 1,654 898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 1.9 0.8 80.9 91.0 89.1 93.8 10.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 2 2 27 31 34 35
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 85,838
COMMITMENTS
4,442 23,484 650 59,451 45,206 64,543 69,340 21,295 16,498
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 19,065)
-524 442 345 5,799 7,016 5,620 7,803 13,445 11,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 27.4 0.8 69.3 52.7 75.2 80.8 24.8 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
10 7 3 36 31 47 40
Updated December 16, 2011