MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 63,689
COMMITMENTS
7,343 2,938 0 51,917 58,120 59,260 61,058 4,429 2,631
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,879)
772 -873 0 1,066 3,215 1,838 2,342 41 -463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 4.6 0.0 81.5 91.3 93.0 95.9 7.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
9 4 0 36 32 45 36
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 113,679
COMMITMENTS
23,679 19,643 724 76,885 89,850 101,288 110,217 12,391 3,462
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -1,173)
1,620 -606 -7 -3,052 763 -1,439 150 266 -1,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 17.3 0.6 67.6 79.0 89.1 97.0 10.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
38 11 4 51 38 90 52
Updated October 26, 2012