MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 69,679
COMMITMENTS
6,627 2,429 0 57,934 64,366 64,561 66,795 5,118 2,884
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 2,552)
-191 53 0 2,040 2,484 1,849 2,537 703 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 3.5 0.0 83.1 92.4 92.7 95.9 7.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 3 0 33 29 41 32
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 117,861
COMMITMENTS
21,459 8,704 719 84,579 101,320 106,757 110,743 11,104 7,118
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 970)
1,276 395 -70 175 536 1,381 861 -411 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 7.4 0.6 71.8 86.0 90.6 94.0 9.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
31 14 2 37 35 69 50
Updated July 27, 2012