MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 32,483
COMMITMENTS
1,417 671 0 27,749 30,725 29,166 31,396 3,317 1,087
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -1,192)
-141 -20 0 -385 -1,406 -526 -1,426 -666 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.1 0.0 85.4 94.6 89.8 96.7 10.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 0 28 26 31 28
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 48,211
COMMITMENTS
3,987 1,975 0 37,922 42,758 41,909 44,733 6,302 3,478
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 691)
444 -8 0 567 1,569 1,011 1,561 -320 -870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 4.1 0.0 78.7 88.7 86.9 92.8 13.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
10 5 0 34 23 44 28
Updated July 29, 2011