MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 64,753
COMMITMENTS
6,350 4,736 0 54,095 57,005 60,445 61,741 4,308 3,012
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,898)
-247 1,872 0 -1,541 -3,982 -1,788 -2,110 -110 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.3 0.0 83.5 88.0 93.3 95.3 6.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
8 7 0 34 31 42 38
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 120,756
COMMITMENTS
20,949 12,810 649 85,161 101,297 106,759 114,756 13,997 6,000
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 4,310)
1,313 2,406 1 702 1,621 2,016 4,028 2,294 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 10.6 0.5 70.5 83.9 88.4 95.0 11.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 10 3 38 35 69 48
Updated August 10, 2012