MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 107,707
COMMITMENTS
25,388 4,791 1,792 74,436 98,007 101,616 104,590 6,091 3,117
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 17,655)
399 -34 822 15,216 15,908 16,437 16,696 1,218 959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 4.4 1.7 69.1 91.0 94.3 97.1 5.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
10 5 6 39 32 52 40
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 229,533
COMMITMENTS
63,868 28,417 10,814 128,536 175,792 203,218 215,023 26,315 14,510
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 35,677)
-377 1,147 6,437 21,909 18,817 27,969 26,401 7,708 9,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 12.4 4.7 56.0 76.6 88.5 93.7 11.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
40 18 12 69 47 116 70
Updated March 15, 2013