MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 66,808
COMMITMENTS
8,636 2,371 0 53,081 62,350 61,717 64,721 5,091 2,087
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -151)
1,980 -223 0 -2,667 410 -687 187 536 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 3.5 0.0 79.5 93.3 92.4 96.9 7.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
11 3 0 36 34 47 37
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 119,497
COMMITMENTS
20,329 15,986 2,411 82,719 92,199 105,459 110,596 14,038 8,901
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,403)
-2,432 -1,041 1,863 -1,246 -6,739 -1,815 -5,917 412 4,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 13.4 2.0 69.2 77.2 88.3 92.6 11.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
28 15 5 44 34 74 52
Updated September 4, 2012