MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 67,127
COMMITMENTS
6,818 2,376 0 55,894 61,882 62,712 64,258 4,415 2,869
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 334)
-305 -291 0 -100 636 -405 345 739 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 3.5 0.0 83.3 92.2 93.4 95.7 6.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 4 0 31 29 40 33
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 116,891
COMMITMENTS
20,183 8,309 789 84,404 100,784 105,376 109,882 11,515 7,009
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -339)
815 -124 454 -839 840 430 1,170 -769 -1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 7.1 0.7 72.2 86.2 90.1 94.0 9.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 13 2 34 35 67 49
Updated July 20, 2012