MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 66,482
COMMITMENTS
5,864 5,281 0 56,971 58,458 62,835 63,739 3,647 2,743
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,055)
-1,338 2,394 0 1,282 -3,723 -56 -1,329 -999 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 7.9 0.0 85.7 87.9 94.5 95.9 5.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 7 0 31 30 38 37
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 113,521
COMMITMENTS
20,654 7,523 335 80,540 98,690 101,529 106,548 11,992 6,973
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 4,135)
957 852 10 1,662 4,229 2,629 5,091 1,506 -956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 6.6 0.3 70.9 86.9 89.4 93.9 10.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
30 12 2 36 36 67 49
Updated July 3, 2012