MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 67,064
COMMITMENTS
6,222 4,870 0 56,265 58,827 62,487 63,697 4,577 3,367
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 2,311)
-128 134 0 2,170 1,822 2,042 1,956 269 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 7.3 0.0 83.9 87.7 93.2 95.0 6.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
8 8 0 34 32 42 40
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 121,848
COMMITMENTS
21,857 14,034 649 85,544 101,720 108,050 116,403 13,798 5,445
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,092)
908 1,224 0 383 423 1,291 1,647 -199 -555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 11.5 0.5 70.2 83.5 88.7 95.5 11.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
31 10 3 41 36 72 49
Updated August 17, 2012