MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 33,283: 1,492 1,110 0 28,461 31,361 29,953 32,471: 3,330 812
Old : 33,283: 1,492 1,110 0 28,461 31,361 29,953 32,471: 3,330 812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 2,015: 867 -211 0 647 2,133 1,514 1,922: 501 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 3.3 0.0 85.5 94.2 90.0 97.6: 10.0 2.4
Old : 100.0: 4.5 3.3 0.0 85.5 94.2 90.0 97.6: 10.0 2.4
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 : 50: 4 3 0 27 27 31 30:
Old : 50: 4 3 0 27 27 31 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 : 53.0 46.2 64.1 67.4 45.4 44.7 53.7 61.4
Old : 53.0 46.2 64.1 67.4 45.4 44.7 53.7 61.4
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 12, 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 : 47,100: 4,090 2,865 0 36,820 40,527 40,910 43,392: 6,190 3,708
Old : 47,100: 4,090 2,865 0 36,820 40,527 40,910 43,392: 6,190 3,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 2,375: 288 -1,502 0 1,418 2,482 1,706 980: 669 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 6.1 0.0 78.2 86.0 86.9 92.1: 13.1 7.9
Old : 100.0: 8.7 6.1 0.0 78.2 86.0 86.9 92.1: 13.1 7.9
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 : 61: 11 6 0 32 22 43 28:
Old : 61: 11 6 0 32 22 43 28:
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 : 41.7 64.6 55.3 73.7 39.6 62.4 53.2 71.0
Old : 41.7 64.6 55.3 73.7 39.6 62.4 53.2 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2011