MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 41,951: 3,350 490 0 35,018 40,337 38,368 40,827: 3,583 1,124
Old : 41,951: 3,350 490 0 35,018 40,337 38,368 40,827: 3,583 1,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 3,073: 852 0 0 634 1,967 1,486 1,967: 1,587 1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 1.2 0.0 83.5 96.2 91.5 97.3: 8.5 2.7
Old : 100.0: 8.0 1.2 0.0 83.5 96.2 91.5 97.3: 8.5 2.7
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 : 53: 7 1 0 30 27 37 28:
Old : 53: 7 1 0 30 27 37 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 : 50.9 44.0 63.5 65.3 47.3 41.0 57.9 60.4
Old : 50.9 44.0 63.5 65.3 47.3 41.0 57.9 60.4
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, September 6, 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 : 55,242: 5,330 6,427 1 42,641 43,236 47,972 49,664: 7,270 5,578
Old : 55,242: 5,330 6,427 1 42,641 43,236 47,972 49,664: 7,270 5,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 2,998: -206 -20 1 2,296 53 2,091 34: 907 2,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.6 0.0 77.2 78.3 86.8 89.9: 13.2 10.1
Old : 100.0: 9.6 11.6 0.0 77.2 78.3 86.8 89.9: 13.2 10.1
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 : 66: 14 3 1 36 26 50 30:
Old : 66: 14 3 1 36 26 50 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 : 38.2 41.8 54.5 64.5 37.1 38.7 52.7 61.1
Old : 38.2 41.8 54.5 64.5 37.1 38.7 52.7 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2011