MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 79,381
COMMITMENTS
8,620 5,283 0 66,551 71,060 75,171 76,343 4,210 3,038
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -12,380)
-2,174 235 -3,840 -4,737 -7,784 -10,751 -11,389 -1,629 -991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 6.7 0.0 83.8 89.5 94.7 96.2 5.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
10 6 0 33 33 43 39
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 145,576
COMMITMENTS
30,746 16,896 1,735 99,908 123,318 132,389 141,949 13,187 3,627
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -22,162)
1,306 -3,880 -1,893 -8,877 -1,003 -9,464 -6,776 -12,698 -15,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 11.6 1.2 68.6 84.7 90.9 97.5 9.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
38 13 5 61 40 101 56
Updated December 28, 2012