MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 48,007
COMMITMENTS
1,541 3,564 66 41,942 41,920 43,549 45,550 4,458 2,457
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -534)
2 560 66 -816 -1,260 -748 -634 214 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 7.4 0.1 87.4 87.3 90.7 94.9 9.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 6 1 31 31 34 37
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 81,302
COMMITMENTS
15,443 18,709 223 55,131 59,551 70,797 78,483 10,505 2,819
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 317)
951 -406 0 -998 788 -47 382 364 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 23.0 0.3 67.8 73.2 87.1 96.5 12.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
20 6 1 44 32 64 39
Updated March 2, 2012