MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,991
COMMITMENTS
0 706 0 28,515 29,846 28,515 30,552 3,476 1,439
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -14,309)
0 282 -413 -14,401 -12,736 -14,814 -12,867 505 -1,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.2 0.0 89.1 93.3 89.1 95.5 10.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 2 0 27 24 27 26
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 39,265
COMMITMENTS
2,884 1,579 0 30,222 35,927 33,106 37,506 6,159 1,759
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -2,775)
1,580 822 -1,507 -7,276 -1,811 -7,203 -2,496 4,428 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 4.0 0.0 77.0 91.5 84.3 95.5 15.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 4 0 29 23 37 27
Updated June 24, 2011