MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 51,754
COMMITMENTS
4,877 2,739 0 41,990 46,825 46,867 49,564 4,887 2,190
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 1,898)
1,729 457 0 116 1,082 1,845 1,539 53 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.3 0.0 81.1 90.5 90.6 95.8 9.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 4 0 31 32 36 36
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 84,703
COMMITMENTS
16,826 6,926 223 56,513 73,618 73,562 80,767 11,141 3,936
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 411)
1,997 -3,255 0 2,180 4,502 4,177 1,247 -3,766 -836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 8.2 0.3 66.7 86.9 86.8 95.4 13.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
23 11 1 44 35 67 47
Updated April 6, 2012