MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 76,858
COMMITMENTS
25,640 2,166 3,732 41,775 69,164 71,147 75,062 5,711 1,796
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -15,678)
109 -573 -2,652 -10,334 -9,347 -12,877 -12,572 -2,801 -3,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 2.8 4.9 54.4 90.0 92.6 97.7 7.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
16 4 1 41 38 57 43
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 270,092
COMMITMENTS
89,443 37,999 1,288 160,696 223,506 251,427 262,793 18,665 7,299
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -31,957)
4,501 -4,722 -1,958 -30,345 -17,748 -27,802 -24,428 -4,155 -7,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 14.1 0.5 59.5 82.8 93.1 97.3 6.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
45 22 9 77 59 126 86
Updated September 27, 2013