MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 63,918
COMMITMENTS
10,653 2,487 0 49,131 58,429 59,784 60,916 4,134 3,002
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 17)
731 -54 0 -790 118 -59 64 76 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 3.9 0.0 76.9 91.4 93.5 95.3 6.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
11 3 0 32 30 43 33
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 130,959
COMMITMENTS
22,175 18,978 1,574 95,529 105,998 119,278 126,550 11,681 4,409
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 9,719)
298 -998 -31 9,026 10,510 9,293 9,481 426 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 14.5 1.2 72.9 80.9 91.1 96.6 8.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
39 12 7 57 43 99 59
Updated December 5, 2012