MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,794
COMMITMENTS
776 706 0 28,210 30,138 28,986 30,844 2,808 950
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -197)
776 0 0 -305 292 471 292 -668 -489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.2 0.0 88.7 94.8 91.2 97.0 8.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 2 0 28 25 29 27
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 41,113
COMMITMENTS
2,612 1,987 0 33,428 37,412 36,040 39,399 5,073 1,714
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,848)
-272 408 0 3,206 1,485 2,934 1,893 -1,086 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 4.8 0.0 81.3 91.0 87.7 95.8 12.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 5 0 31 25 38 30
Updated July 1, 2011