MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 45,961
COMMITMENTS
1,820 1,919 0 39,740 42,183 41,560 44,102 4,401 1,859
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -676)
363 108 0 -698 -578 -335 -470 -341 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.2 0.0 86.5 91.8 90.4 96.0 9.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 4 0 26 32 29 36
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 76,474
COMMITMENTS
12,620 19,297 223 54,038 53,860 66,881 73,380 9,593 3,094
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 4,146)
2,211 1,999 0 2,092 3,480 4,303 5,479 -157 -1,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 25.2 0.3 70.7 70.4 87.5 96.0 12.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
18 7 1 40 34 58 42
Updated February 10, 2012