MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 43,139
COMMITMENTS
1,296 1,497 0 37,766 39,413 39,062 40,910 4,077 2,229
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 1,278)
-563 624 0 1,465 430 902 1,054 376 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.5 0.0 87.5 91.4 90.5 94.8 9.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 4 0 25 31 27 35
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 66,618
COMMITMENTS
5,924 20,692 240 54,729 43,707 60,893 64,639 5,725 1,979
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 181)
571 -558 0 -569 717 2 159 179 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 31.1 0.4 82.2 65.6 91.4 97.0 8.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
9 6 1 36 28 45 35
Updated January 13, 2012