MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 46,637
COMMITMENTS
1,457 1,811 0 40,438 42,761 41,895 44,572 4,742 2,065
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 323)
0 -580 0 158 839 158 259 165 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.9 0.0 86.7 91.7 89.8 95.6 10.2 4.4
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 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 72,328
COMMITMENTS
10,409 17,298 223 51,946 50,380 62,578 67,901 9,750 4,427
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 4,219)
2,963 -3,672 0 -2,073 5,013 890 1,341 3,329 2,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 23.9 0.3 71.8 69.7 86.5 93.9 13.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
17 5 1 37 32 54 38
Updated February 3, 2012