MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 33,675
COMMITMENTS
1,558 691 0 28,134 32,131 29,692 32,822 3,983 853
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 392)
66 -419 0 -327 770 -261 351 653 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.1 0.0 83.5 95.4 88.2 97.5 11.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 0 27 26 30 28
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 47,520
COMMITMENTS
3,543 1,983 0 37,355 41,189 40,898 43,172 6,622 4,348
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 420)
-547 -882 0 535 662 -12 -220 432 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 4.2 0.0 78.6 86.7 86.1 90.9 13.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 4 0 33 22 42 26
Updated July 22, 2011