MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 40,646
COMMITMENTS
2,696 540 20 34,589 39,021 37,305 39,581 3,341 1,065
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 862)
-155 80 20 966 1,563 831 1,663 31 -801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.3 0.0 85.1 96.0 91.8 97.4 8.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 1 1 29 28 35 29
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 54,844
COMMITMENTS
4,046 2,399 0 42,768 46,570 46,814 48,969 8,030 5,875
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,692)
514 -721 0 -181 737 333 16 1,359 1,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.4 0.0 78.0 84.9 85.4 89.3 14.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 2 0 29 24 40 26
Updated August 26, 2011