MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 38,878
COMMITMENTS
2,498 490 0 34,384 38,370 36,882 38,860 1,996 18
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -1,768)
-198 -50 -20 -205 -651 -423 -721 -1,345 -1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.3 0.0 88.4 98.7 94.9 100.0 5.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 1 0 29 28 35 29
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 52,244
COMMITMENTS
5,536 6,447 0 40,345 43,183 45,881 49,630 6,363 2,614
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -2,600)
1,490 4,048 0 -2,423 -3,387 -933 661 -1,667 -3,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 12.3 0.0 77.2 82.7 87.8 95.0 12.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
13 3 0 30 22 43 25
Updated September 2, 2011