MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 47,384
COMMITMENTS
2,227 2,028 9 40,278 42,719 42,514 44,756 4,870 2,628
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -623)
686 -1,536 -57 -1,664 799 -1,035 -794 412 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 4.3 0.0 85.0 90.2 89.7 94.5 10.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 4 1 28 30 33 34
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 82,327
COMMITMENTS
16,789 17,113 839 53,998 61,254 71,626 79,206 10,701 3,121
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 1,025)
1,346 -1,596 616 -1,133 1,703 829 723 196 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 20.8 1.0 65.6 74.4 87.0 96.2 13.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 5 3 44 34 67 41
Updated March 9, 2012