MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 65,848
COMMITMENTS
6,086 4,623 0 55,249 58,514 61,335 63,137 4,513 2,711
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -1,216)
-136 -247 0 -1,016 -313 -1,152 -560 -64 -656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 7.0 0.0 83.9 88.9 93.1 95.9 6.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
8 7 0 35 34 43 41
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 122,470
COMMITMENTS
21,240 17,780 567 86,266 99,065 108,073 117,412 14,397 5,058
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 622)
-617 3,746 -82 722 -2,655 23 1,009 599 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 14.5 0.5 70.4 80.9 88.2 95.9 11.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
27 15 2 41 35 69 51
Updated August 24, 2012