MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 58,235
COMMITMENTS
8,852 2,762 96 44,898 53,602 53,846 56,460 4,389 1,775
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 507)
705 345 96 768 841 1,569 1,282 -1,062 -775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 4.7 0.2 77.1 92.0 92.5 97.0 7.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
8 4 1 30 31 39 35
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 84,628
COMMITMENTS
16,340 3,645 305 57,844 76,679 74,489 80,629 10,139 3,999
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,048)
726 -101 62 1,595 2,289 2,383 2,250 -1,335 -1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 4.3 0.4 68.4 90.6 88.0 95.3 12.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 9 2 38 34 59 45
Updated May 4, 2012