MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 67,249
COMMITMENTS
8,089 3,763 343 54,354 60,493 62,786 64,599 4,463 2,650
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 5,286)
1,149 717 343 3,506 4,211 4,998 5,271 288 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 5.6 0.5 80.8 90.0 93.4 96.1 6.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
11 5 2 30 30 42 36
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 107,172
COMMITMENTS
15,825 8,964 1,851 79,252 88,467 96,928 99,282 10,244 7,890
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 9,915)
-214 2,224 835 8,747 4,888 9,368 7,947 547 1,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 8.4 1.7 73.9 82.5 90.4 92.6 9.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
21 12 4 34 34 56 49
Updated June 8, 2012