MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 49,856
COMMITMENTS
3,148 2,282 0 41,874 45,743 45,022 48,025 4,834 1,831
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 596)
1,467 1,521 0 -982 -683 485 838 111 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 4.6 0.0 84.0 91.8 90.3 96.3 9.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 3 0 29 32 35 35
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 84,292
COMMITMENTS
14,829 10,181 223 54,333 69,116 69,385 79,520 14,907 4,772
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 2,757)
-868 -7,690 0 -822 8,881 -1,690 1,191 4,447 1,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 12.1 0.3 64.5 82.0 82.3 94.3 17.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
21 8 1 41 34 62 43
Updated March 30, 2012