MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 49,260
COMMITMENTS
1,681 761 0 42,856 46,426 44,537 47,187 4,723 2,073
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -6,910)
-272 -1,160 -408 -5,536 -4,485 -6,216 -6,053 -694 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.5 0.0 87.0 94.2 90.4 95.8 9.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 2 0 31 32 34 34
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 81,535
COMMITMENTS
15,697 17,871 223 55,155 60,235 71,075 78,329 10,460 3,206
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -18,540)
267 320 -1,767 -8,151 -9,263 -9,651 -10,710 -8,889 -7,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 21.9 0.3 67.6 73.9 87.2 96.1 12.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
22 7 1 44 31 66 39
Updated March 23, 2012