MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 66,672
COMMITMENTS
6,600 3,063 0 55,346 60,935 61,946 63,998 4,726 2,674
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -5,769)
-646 -862 -13 -3,970 -3,825 -4,629 -4,700 -1,140 -1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 4.6 0.0 83.0 91.4 92.9 96.0 7.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 4 0 31 28 38 32
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 110,487
COMMITMENTS
18,932 6,923 223 80,230 94,934 99,385 102,080 11,102 8,407
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -25,650)
3,859 -550 -2,158 -23,091 -17,300 -21,390 -20,008 -4,260 -5,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 6.3 0.2 72.6 85.9 90.0 92.4 10.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
25 10 1 33 33 58 44
Updated June 22, 2012