MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 41,351: 2,336 992 0 35,767 38,714 38,103 39,706: 3,248 1,645
Old : 41,351: 2,336 992 0 35,767 38,714 38,103 39,706: 3,248 1,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -6,089: -114 562 -308 -4,638 -5,861 -5,060 -5,607: -1,029 -482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.4 0.0 86.5 93.6 92.1 96.0: 7.9 4.0
Old : 100.0: 5.6 2.4 0.0 86.5 93.6 92.1 96.0: 7.9 4.0
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 : 49: 5 2 0 26 27 31 29:
Old : 49: 5 2 0 26 27 31 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 : 57.1 41.6 69.9 61.5 53.5 41.5 63.2 59.4
Old : 57.1 41.6 69.9 61.5 53.5 41.5 63.2 59.4
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 20, 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 : 55,433: 4,724 6,447 0 45,061 44,527 49,785 50,974: 5,648 4,459
Old : 55,433: 4,724 6,447 0 45,061 44,527 49,785 50,974: 5,648 4,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -9,678: 152 0 -449 -2,636 -5,180 -2,933 -5,629: -6,745 -4,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 11.6 0.0 81.3 80.3 89.8 92.0: 10.2 8.0
Old : 100.0: 8.5 11.6 0.0 81.3 80.3 89.8 92.0: 10.2 8.0
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 : 70: 13 3 0 40 24 53 27:
Old : 70: 13 3 0 40 24 53 27:
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 : 36.1 47.9 54.3 67.9 34.6 44.0 52.9 63.8
Old : 36.1 47.9 54.3 67.9 34.6 44.0 52.9 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2011