MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 56,170
COMMITMENTS
1,953 1,921 408 48,392 50,911 50,753 53,240 5,417 2,930
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 8,786)
-274 -107 399 8,114 8,192 8,239 8,484 547 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.4 0.7 86.2 90.6 90.4 94.8 9.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 4 1 34 31 39 35
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 100,075
COMMITMENTS
15,430 17,551 1,990 63,306 69,498 80,726 89,039 19,349 11,036
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 17,748)
-1,359 438 1,151 9,308 8,244 9,100 9,833 8,648 7,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 17.5 2.0 63.3 69.4 80.7 89.0 19.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 5 3 47 38 70 45
Updated March 16, 2012