MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 61,963
COMMITMENTS
6,940 3,046 0 50,848 56,282 57,788 59,328 4,175 2,635
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 839)
-139 451 0 790 -269 651 182 188 657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 4.9 0.0 82.1 90.8 93.3 95.7 6.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 4 0 30 32 37 36
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 97,257
COMMITMENTS
16,039 6,740 1,016 70,505 83,579 87,560 91,335 9,697 5,922
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 411)
-918 1,507 77 610 -802 -231 782 642 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 6.9 1.0 72.5 85.9 90.0 93.9 10.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
21 11 3 35 37 57 50
Updated June 5, 2012