MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 33,283
COMMITMENTS
1,492 1,110 0 28,461 31,361 29,953 32,471 3,330 812
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 2,015)
867 -211 0 647 2,133 1,514 1,922 501 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 3.3 0.0 85.5 94.2 90.0 97.6 10.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 3 0 27 27 31 30
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 47,100
COMMITMENTS
4,090 2,865 0 36,820 40,527 40,910 43,392 6,190 3,708
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 2,375)
288 -1,502 0 1,418 2,482 1,706 980 669 1,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 6.1 0.0 78.2 86.0 86.9 92.1 13.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
11 6 0 32 22 43 28
Updated July 15, 2011