MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 39,784
COMMITMENTS
2,851 460 0 33,623 37,458 36,474 37,918 3,310 1,866
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 470)
-753 -30 0 1,357 -128 604 -158 -134 628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.2 0.0 84.5 94.2 91.7 95.3 8.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 1 0 30 25 35 26
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 53,152
COMMITMENTS
3,532 3,120 0 42,949 45,833 46,481 48,953 6,671 4,199
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 5,460)
331 1,921 0 5,892 3,926 6,223 5,847 -763 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 5.9 0.0 80.8 86.2 87.4 92.1 12.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
10 5 0 33 27 43 32
Updated August 19, 2011