MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 43,484
COMMITMENTS
3,277 944 0 36,565 40,823 39,842 41,767 3,642 1,717
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -7,346)
-485 -35 -416 -4,545 -5,436 -5,446 -5,887 -1,900 -1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 2.2 0.0 84.1 93.9 91.6 96.1 8.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 0 26 30 31 32
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 63,150
COMMITMENTS
5,140 22,927 288 52,076 37,884 57,504 61,099 5,646 2,051
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -22,688)
698 -557 -362 -7,375 -7,322 -7,039 -8,241 -15,649 -14,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 36.3 0.5 82.5 60.0 91.1 96.8 8.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
9 7 1 34 27 43 35
Updated December 23, 2011