MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 57,728
COMMITMENTS
8,147 2,417 0 44,130 52,761 52,277 55,178 5,451 2,550
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 1,930)
1,305 -356 -55 1,412 2,734 2,662 2,323 -732 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 4.2 0.0 76.4 91.4 90.6 95.6 9.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 3 0 30 30 37 33
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 83,580
COMMITMENTS
15,614 3,746 243 56,249 74,390 72,106 78,379 11,474 5,201
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 1,604)
1,088 -654 -5 189 1,447 1,272 788 332 816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 4.5 0.3 67.3 89.0 86.3 93.8 13.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
20 8 2 39 34 59 44
Updated April 27, 2012