MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 46,314
COMMITMENTS
1,457 2,391 0 40,280 41,922 41,737 44,313 4,577 2,001
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 722)
374 450 0 145 599 519 1,049 203 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 5.2 0.0 87.0 90.5 90.1 95.7 9.9 4.3
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 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 68,109
COMMITMENTS
7,446 20,970 223 54,019 45,367 61,688 66,560 6,421 1,549
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -1,655)
1,303 -514 -45 -2,018 264 -760 -295 -895 -1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 30.8 0.3 79.3 66.6 90.6 97.7 9.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 8 1 39 32 53 41
Updated January 27, 2012