MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 66,959
COMMITMENTS
6,656 2,594 0 55,748 61,940 62,404 64,534 4,555 2,425
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,111)
570 -2,029 0 499 3,426 1,069 1,397 42 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 3.9 0.0 83.3 92.5 93.2 96.4 6.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
8 4 0 36 35 44 39
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 120,900
COMMITMENTS
22,761 17,027 548 83,965 98,938 107,274 116,513 13,626 4,387
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -1,570)
1,521 -753 -19 -2,301 -127 -799 -899 -771 -671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 14.1 0.5 69.4 81.8 88.7 96.4 11.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
29 13 2 48 37 78 51
Updated August 31, 2012