MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 31,268: 625 1,321 0 27,814 29,228 28,439 30,549: 2,829 719
Old : 31,268: 625 1,321 0 27,814 29,228 28,439 30,549: 2,829 719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -526: -151 615 0 -396 -910 -547 -295: 21 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 4.2 0.0 89.0 93.5 91.0 97.7: 9.0 2.3
Old : 100.0: 2.0 4.2 0.0 89.0 93.5 91.0 97.7: 9.0 2.3
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 : 49: 2 4 0 27 27 29 31:
Old : 49: 2 4 0 27 27 29 31:
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 : 55.2 48.0 66.5 67.3 49.8 44.8 59.1 60.3
Old : 55.2 48.0 66.5 67.3 49.8 44.8 59.1 60.3
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, July 5, 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 : 44,725: 3,802 4,367 0 35,402 38,045 39,204 42,412: 5,521 2,313
Old : 44,725: 3,802 4,367 0 35,402 38,045 39,204 42,412: 5,521 2,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 3,612: 1,190 2,380 0 1,974 633 3,164 3,013: 448 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.8 0.0 79.2 85.1 87.7 94.8: 12.3 5.2
Old : 100.0: 8.5 9.8 0.0 79.2 85.1 87.7 94.8: 12.3 5.2
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 : 62: 11 7 0 31 23 42 30:
Old : 62: 11 7 0 31 23 42 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 : 42.8 62.9 57.2 74.4 40.6 60.4 54.5 71.5
Old : 42.8 62.9 57.2 74.4 40.6 60.4 54.5 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2011