MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 31,794: 776 706 0 28,210 30,138 28,986 30,844: 2,808 950
Old : 31,794: 776 706 0 28,210 30,138 28,986 30,844: 2,808 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -197: 776 0 0 -305 292 471 292: -668 -489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.2 0.0 88.7 94.8 91.2 97.0: 8.8 3.0
Old : 100.0: 2.4 2.2 0.0 88.7 94.8 91.2 97.0: 8.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 2 0 28 25 29 27:
Old : 46: 1 2 0 28 25 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 49.0 66.0 71.4 46.4 47.6 58.2 64.8
Old : 52.6 49.0 66.0 71.4 46.4 47.6 58.2 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 41,113: 2,612 1,987 0 33,428 37,412 36,040 39,399: 5,073 1,714
Old : 41,113: 2,612 1,987 0 33,428 37,412 36,040 39,399: 5,073 1,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 1,848: -272 408 0 3,206 1,485 2,934 1,893: -1,086 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 4.8 0.0 81.3 91.0 87.7 95.8: 12.3 4.2
Old : 100.0: 6.4 4.8 0.0 81.3 91.0 87.7 95.8: 12.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 7 5 0 31 25 38 30:
Old : 58: 7 5 0 31 25 38 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 62.6 60.1 75.6 43.6 59.9 57.0 72.6
Old : 46.0 62.6 60.1 75.6 43.6 59.9 57.0 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2011