MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 45,592
COMMITMENTS
1,083 1,941 0 40,135 41,323 41,218 43,264 4,374 2,328
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 2,453)
-213 444 0 2,369 1,910 2,156 2,354 297 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.3 0.0 88.0 90.6 90.4 94.9 9.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 4 0 25 32 27 36
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 69,764
COMMITMENTS
6,143 21,484 268 56,037 45,103 62,448 66,855 7,316 2,909
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 3,146)
219 792 28 1,308 1,396 1,555 2,216 1,591 930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 30.8 0.4 80.3 64.7 89.5 95.8 10.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
10 8 2 33 28 44 37
Updated January 20, 2012