MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 39,784: 2,851 460 0 33,623 37,458 36,474 37,918: 3,310 1,866 Old : 39,784: 2,851 460 0 33,623 37,458 36,474 37,918: 3,310 1,866 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 470: -753 -30 0 1,357 -128 604 -158: -134 628 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 1.2 0.0 84.5 94.2 91.7 95.3: 8.3 4.7 Old : 100.0: 7.2 1.2 0.0 84.5 94.2 91.7 95.3: 8.3 4.7 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: 5 1 0 30 25 35 26: Old : 50: 5 1 0 30 25 35 26: 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 44.9 65.7 66.3 49.1 43.0 60.4 61.2 Old : 52.6 44.9 65.7 66.3 49.1 43.0 60.4 61.2 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, August 16, 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 : 53,152: 3,532 3,120 0 42,949 45,833 46,481 48,953: 6,671 4,199 Old : 53,152: 3,532 3,120 0 42,949 45,833 46,481 48,953: 6,671 4,199 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 5,460: 331 1,921 0 5,892 3,926 6,223 5,847: -763 -387 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 5.9 0.0 80.8 86.2 87.4 92.1: 12.6 7.9 Old : 100.0: 6.6 5.9 0.0 80.8 86.2 87.4 92.1: 12.6 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 : 65: 10 5 0 33 27 43 32: Old : 65: 10 5 0 33 27 43 32: 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 : 42.6 48.9 61.1 65.6 41.4 44.8 58.2 61.4 Old : 42.6 48.9 61.1 65.6 41.4 44.8 58.2 61.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2011