MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 63,901
COMMITMENTS
9,922 2,541 0 49,921 58,311 59,843 60,852 4,058 3,049
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -1,323)
1,173 58 0 -1,780 -1,875 -607 -1,817 -716 494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 4.0 0.0 78.1 91.3 93.6 95.2 6.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
10 3 0 33 31 43 34
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 121,240
COMMITMENTS
21,877 19,976 1,605 86,503 95,488 109,985 117,069 11,255 4,171
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 2,004)
-1,516 994 29 4,707 1,074 3,220 2,097 -1,216 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 16.5 1.3 71.3 78.8 90.7 96.6 9.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
39 12 6 56 41 97 57
Updated November 26, 2012