MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 44,503: 3,260 894 0 37,605 41,782 40,865 42,676: 3,638 1,827
Old : 44,503: 3,260 894 0 37,605 41,782 40,865 42,676: 3,638 1,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 784: -130 158 0 648 357 518 515: 266 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 2.0 0.0 84.5 93.9 91.8 95.9: 8.2 4.1
Old : 100.0: 7.3 2.0 0.0 84.5 93.9 91.8 95.9: 8.2 4.1
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 : 53: 6 2 0 29 26 35 28:
Old : 53: 6 2 0 29 26 35 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 : 53.7 40.8 66.4 63.2 49.7 40.8 58.8 62.5
Old : 53.7 40.8 66.4 63.2 49.7 40.8 58.8 62.5
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, October 4, 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 : 63,284: 6,064 19,903 225 51,087 33,737 57,376 53,865: 5,908 9,419
Old : 63,284: 6,064 19,903 225 51,087 33,737 57,376 53,865: 5,908 9,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 5,682: 1,342 2,400 33 3,808 -3,666 5,183 -1,233: 499 6,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 31.5 0.4 80.7 53.3 90.7 85.1: 9.3 14.9
Old : 100.0: 9.6 31.5 0.4 80.7 53.3 90.7 85.1: 9.3 14.9
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 : 72: 14 7 1 36 23 50 31:
Old : 72: 14 7 1 36 23 50 31:
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 : 35.5 38.2 53.8 54.8 33.1 35.8 50.2 51.1
Old : 35.5 38.2 53.8 54.8 33.1 35.8 50.2 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2011