MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 41,861
COMMITMENTS
1,859 873 0 36,301 38,983 38,160 39,856 3,701 2,005
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -903)
-237 -35 0 -1,045 -710 -1,282 -745 379 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 2.1 0.0 86.7 93.1 91.2 95.2 8.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 0 26 31 30 33
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 66,437
COMMITMENTS
5,353 21,250 240 55,298 42,990 60,891 64,480 5,546 1,957
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,617)
488 -1,525 -28 2,306 3,929 2,766 2,376 -149 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 32.0 0.4 83.2 64.7 91.7 97.1 8.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
8 8 1 35 26 43 35
Updated January 6, 2012