MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 55,798
COMMITMENTS
6,842 2,773 55 42,718 50,027 49,615 52,855 6,183 2,943
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 2,180)
2,682 -806 18 -1,521 2,473 1,179 1,685 1,001 495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 5.0 0.1 76.6 89.7 88.9 94.7 11.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 4 1 29 30 35 34
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 81,976
COMMITMENTS
14,526 4,400 248 56,060 72,943 70,834 77,591 11,142 4,385
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -1,752)
-1,254 -1,173 -422 -267 -446 -1,943 -2,041 191 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 5.4 0.3 68.4 89.0 86.4 94.7 13.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
19 8 1 39 35 58 44
Updated April 20, 2012