MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,268
COMMITMENTS
625 1,321 0 27,814 29,228 28,439 30,549 2,829 719
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -526)
-151 615 0 -396 -910 -547 -295 21 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 4.2 0.0 89.0 93.5 91.0 97.7 9.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 4 0 27 27 29 31
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 44,725
COMMITMENTS
3,802 4,367 0 35,402 38,045 39,204 42,412 5,521 2,313
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 3,612)
1,190 2,380 0 1,974 633 3,164 3,013 448 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 9.8 0.0 79.2 85.1 87.7 94.8 12.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
11 7 0 31 23 42 30
Updated July 8, 2011