MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 35,633
COMMITMENTS
3,359 716 0 28,593 34,030 31,952 34,746 3,681 887
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 3,150)
1,942 45 0 844 3,305 2,786 3,350 364 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 2.0 0.0 80.2 95.5 89.7 97.5 10.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 0 30 26 34 28
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 48,361
COMMITMENTS
3,819 1,199 0 37,698 43,218 41,517 44,417 6,844 3,944
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 150)
-168 -776 0 -224 460 -392 -316 542 466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 2.5 0.0 78.0 89.4 85.8 91.8 14.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
9 2 0 32 23 41 25
Updated August 5, 2011