MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 59,111
COMMITMENTS
7,480 2,538 0 47,384 54,326 54,864 56,864 4,247 2,247
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -466)
-1,975 -604 -180 2,584 949 429 165 -895 -631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 4.3 0.0 80.2 91.9 92.8 96.2 7.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 3 0 30 33 38 36
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 91,768
COMMITMENTS
14,166 6,021 608 67,137 80,180 81,911 86,809 9,857 4,959
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 6,403)
-2,218 2,245 277 9,242 3,172 7,301 5,694 -898 709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 6.6 0.7 73.2 87.4 89.3 94.6 10.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 10 4 37 37 60 50
Updated May 21, 2012