MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 41,951
COMMITMENTS
3,350 490 0 35,018 40,337 38,368 40,827 3,583 1,124
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 3,073)
852 0 0 634 1,967 1,486 1,967 1,587 1,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.2 0.0 83.5 96.2 91.5 97.3 8.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 1 0 30 27 37 28
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 55,242
COMMITMENTS
5,330 6,427 1 42,641 43,236 47,972 49,664 7,270 5,578
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 2,998)
-206 -20 1 2,296 53 2,091 34 907 2,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 11.6 0.0 77.2 78.3 86.8 89.9 13.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
14 3 1 36 26 50 30
Updated September 9, 2011