MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 46,451
COMMITMENTS
1,541 1,855 0 40,244 42,496 41,785 44,351 4,666 2,100
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 490)
-279 -64 0 504 313 225 249 265 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.0 0.0 86.6 91.5 90.0 95.5 10.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 4 0 27 31 29 35
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 79,498
COMMITMENTS
13,942 18,643 223 55,542 57,144 69,707 76,010 9,791 3,488
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 3,024)
1,322 -654 0 1,504 3,284 2,826 2,630 198 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 23.5 0.3 69.9 71.9 87.7 95.6 12.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
20 5 1 41 31 61 37
Updated February 17, 2012