MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 39,314
COMMITMENTS
3,604 490 0 32,266 37,586 35,870 38,076 3,444 1,238
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 3,681)
245 -226 0 3,673 3,556 3,918 3,330 -237 351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.2 0.0 82.1 95.6 91.2 96.9 8.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 1 0 29 25 35 26
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 47,692
COMMITMENTS
3,201 1,199 0 37,057 41,907 40,258 43,106 7,434 4,586
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -669)
-618 0 0 -641 -1,311 -1,259 -1,311 590 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.5 0.0 77.7 87.9 84.4 90.4 15.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 2 0 30 25 39 27
Updated August 12, 2011