MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 40,381: 1,313 1,336 0 36,312 37,640 37,625 38,976: 2,756 1,405
Old : 40,381: 1,313 1,336 0 36,312 37,640 37,625 38,976: 2,756 1,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -924: -275 -151 0 -593 -340 -868 -491: -56 -433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.3 0.0 89.9 93.2 93.2 96.5: 6.8 3.5
Old : 100.0: 3.3 3.3 0.0 89.9 93.2 93.2 96.5: 6.8 3.5
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: 3 4 0 27 29 30 33:
Old : 52: 3 4 0 27 29 30 33:
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 : 58.0 36.5 72.1 59.6 54.2 36.5 65.1 57.7
Old : 58.0 36.5 72.1 59.6 54.2 36.5 65.1 57.7
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 18, 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 : 65,079: 6,087 6,196 286 52,630 39,226 59,003 45,708: 6,076 19,371
Old : 65,079: 6,087 6,196 286 52,630 39,226 59,003 45,708: 6,076 19,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 318: -96 -13,589 29 -93 13,472 -160 -88: 478 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 9.5 0.4 80.9 60.3 90.7 70.2: 9.3 29.8
Old : 100.0: 9.4 9.5 0.4 80.9 60.3 90.7 70.2: 9.3 29.8
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 : 67: 12 4 1 34 24 46 29:
Old : 67: 12 4 1 34 24 46 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 : 37.4 34.6 54.1 48.0 35.5 34.6 52.1 47.9
Old : 37.4 34.6 54.1 48.0 35.5 34.6 52.1 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2011