MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 38,878: 2,498 490 0 34,384 38,370 36,882 38,860: 1,996 18
Old : 38,878: 2,498 490 0 34,384 38,370 36,882 38,860: 1,996 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -1,768: -198 -50 -20 -205 -651 -423 -721: -1,345 -1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 1.3 0.0 88.4 98.7 94.9 100.0: 5.1 0.0
Old : 100.0: 6.4 1.3 0.0 88.4 98.7 94.9 100.0: 5.1 0.0
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 : 52: 6 1 0 29 28 35 29:
Old : 52: 6 1 0 29 28 35 29:
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 : 55.5 45.1 68.4 67.3 52.8 42.1 63.3 62.0
Old : 55.5 45.1 68.4 67.3 52.8 42.1 63.3 62.0
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 30, 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 : 52,244: 5,536 6,447 0 40,345 43,183 45,881 49,630: 6,363 2,614
Old : 52,244: 5,536 6,447 0 40,345 43,183 45,881 49,630: 6,363 2,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -2,600: 1,490 4,048 0 -2,423 -3,387 -933 661: -1,667 -3,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 12.3 0.0 77.2 82.7 87.8 95.0: 12.2 5.0
Old : 100.0: 10.6 12.3 0.0 77.2 82.7 87.8 95.0: 12.2 5.0
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 : 60: 13 3 0 30 22 43 25:
Old : 60: 13 3 0 30 22 43 25:
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 : 40.2 46.8 57.7 68.2 38.9 43.3 55.2 64.6
Old : 40.2 46.8 57.7 68.2 38.9 43.3 55.2 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2011