MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 72,441
COMMITMENTS
7,246 3,925 13 59,316 64,760 66,575 68,698 5,866 3,743
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 5,192)
-843 162 -330 4,962 4,267 3,789 4,099 1,403 1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 5.4 0.0 81.9 89.4 91.9 94.8 8.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 5 1 32 30 41 35
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 136,137
COMMITMENTS
15,073 7,473 2,381 103,321 112,234 120,775 122,088 15,362 14,049
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 28,965)
-752 -1,491 530 24,069 23,767 23,847 22,806 5,118 6,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 5.5 1.7 75.9 82.4 88.7 89.7 11.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 13 5 35 35 59 50
Updated June 15, 2012