MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 66,793
COMMITMENTS
7,123 2,667 0 55,994 61,246 63,117 63,913 3,676 2,880
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 311)
1,259 -2,614 0 -977 2,788 282 174 29 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 4.0 0.0 83.8 91.7 94.5 95.7 5.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
10 4 0 31 29 41 33
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 117,230
COMMITMENTS
19,368 8,433 335 85,243 99,944 104,946 108,712 12,284 8,518
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 3,709)
-1,286 910 0 4,703 1,254 3,417 2,164 292 1,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 7.2 0.3 72.7 85.3 89.5 92.7 10.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
28 14 2 34 33 63 48
Updated July 13, 2012