MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 59,577
COMMITMENTS
9,455 3,142 180 44,800 53,377 54,435 56,699 5,142 2,878
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,342)
603 380 84 -98 -225 589 239 753 1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 5.3 0.3 75.2 89.6 91.4 95.2 8.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 4 1 28 31 37 35
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 85,365
COMMITMENTS
16,384 3,776 331 57,895 77,008 74,610 81,115 10,755 4,250
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 737)
44 131 26 51 329 121 486 616 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 4.4 0.4 67.8 90.2 87.4 95.0 12.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
21 8 4 37 37 59 48
Updated May 11, 2012