MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 43,719: 3,390 736 0 36,957 41,425 40,347 42,161: 3,372 1,558
Old : 43,719: 3,390 736 0 36,957 41,425 40,347 42,161: 3,372 1,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 2,368: 1,054 -256 0 1,190 2,711 2,244 2,455: 124 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 1.7 0.0 84.5 94.8 92.3 96.4: 7.7 3.6
Old : 100.0: 7.8 1.7 0.0 84.5 94.8 92.3 96.4: 7.7 3.6
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: 6 2 0 26 28 32 30:
Old : 50: 6 2 0 26 28 32 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 : 56.2 42.7 69.0 63.3 51.9 42.7 61.6 61.6
Old : 56.2 42.7 69.0 63.3 51.9 42.7 61.6 61.6
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 27, 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 : 57,602: 4,722 17,503 192 47,279 37,403 52,193 55,098: 5,409 2,504
Old : 57,602: 4,722 17,503 192 47,279 37,403 52,193 55,098: 5,409 2,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 2,169: -2 11,056 192 2,218 -7,124 2,408 4,124: -239 -1,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 30.4 0.3 82.1 64.9 90.6 95.7: 9.4 4.3
Old : 100.0: 8.2 30.4 0.3 82.1 64.9 90.6 95.7: 9.4 4.3
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 : 69: 13 5 1 36 22 49 28:
Old : 69: 13 5 1 36 22 49 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 : 37.2 49.3 56.0 68.1 35.2 44.2 52.9 62.8
Old : 37.2 49.3 56.0 68.1 35.2 44.2 52.9 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2011