MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 68,364
COMMITMENTS
7,905 2,326 2,354 52,600 61,899 62,859 66,579 5,505 1,785
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,556)
-731 -45 2,354 -481 -451 1,142 1,858 414 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 3.4 3.4 76.9 90.5 91.9 97.4 8.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
11 3 2 36 35 47 40
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 133,720
COMMITMENTS
21,947 15,308 4,686 87,955 102,529 114,588 122,523 19,132 11,197
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 14,223)
1,618 -678 2,275 5,236 10,330 9,129 11,927 5,094 2,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 11.4 3.5 65.8 76.7 85.7 91.6 14.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
32 12 5 47 35 81 50
Updated September 14, 2012