MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 65,465
COMMITMENTS
10,277 3,941 423 50,052 58,344 60,752 62,708 4,713 2,757
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 618)
116 778 423 44 -18 583 1,183 35 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 6.0 0.6 76.5 89.1 92.8 95.8 7.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
9 7 2 36 32 47 39
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 150,843
COMMITMENTS
23,367 20,304 6,817 105,058 119,131 135,242 146,252 15,601 4,591
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 18,494)
1,310 2,144 3,075 10,651 12,844 15,036 18,063 3,458 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 13.5 4.5 69.6 79.0 89.7 97.0 10.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
35 14 6 57 40 96 56
Updated December 14, 2012