MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 66,651
COMMITMENTS
6,597 2,864 0 55,636 60,987 62,233 63,851 4,418 2,800
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -3,028)
-30 435 0 -2,298 -3,379 -2,328 -2,944 -700 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 4.3 0.0 83.5 91.5 93.4 95.8 6.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 4 0 34 30 42 34
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 116,446
COMMITMENTS
19,636 10,404 648 84,459 99,676 104,743 110,728 11,703 5,718
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -1,415)
-1,823 1,700 -71 -120 -1,644 -2,014 -15 599 -1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 8.9 0.6 72.5 85.6 89.9 95.1 10.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
29 14 2 37 36 66 52
Updated August 3, 2012