MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 60,134
COMMITMENTS
6,928 2,497 0 48,706 55,343 55,634 57,840 4,500 2,294
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -9,964)
-479 183 -872 -7,137 -7,696 -8,488 -8,385 -1,476 -1,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 4.2 0.0 81.0 92.0 92.5 96.2 7.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
8 4 0 35 31 43 35
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 116,133
COMMITMENTS
22,817 19,192 909 78,191 92,309 101,917 112,410 14,216 3,723
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -25,248)
-420 1,749 -438 -15,944 -15,939 -16,802 -14,628 -8,446 -10,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 16.5 0.8 67.3 79.5 87.8 96.8 12.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
35 11 4 48 35 84 49
Updated September 28, 2012