MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 41,316: 1,313 1,928 0 36,741 37,394 38,054 39,322: 3,262 1,994
Old : 41,316: 1,313 1,928 0 36,741 37,394 38,054 39,322: 3,262 1,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 935: 0 592 0 429 -246 429 346: 506 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 4.7 0.0 88.9 90.5 92.1 95.2: 7.9 4.8
Old : 100.0: 3.2 4.7 0.0 88.9 90.5 92.1 95.2: 7.9 4.8
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 : 54: 3 5 0 27 30 30 35:
Old : 54: 3 5 0 27 30 30 35:
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 : 56.5 34.4 70.8 56.2 53.3 34.4 63.7 54.1
Old : 56.5 34.4 70.8 56.2 53.3 34.4 63.7 54.1
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 25, 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 : 65,908: 6,262 6,196 258 54,039 40,002 60,559 46,456: 5,349 19,452
Old : 65,908: 6,262 6,196 258 54,039 40,002 60,559 46,456: 5,349 19,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 829: 175 0 -28 1,409 776 1,556 748: -727 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 9.4 0.4 82.0 60.7 91.9 70.5: 8.1 29.5
Old : 100.0: 9.5 9.4 0.4 82.0 60.7 91.9 70.5: 8.1 29.5
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 : 71: 14 4 2 36 24 50 30:
Old : 71: 14 4 2 36 24 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 : 40.5 34.4 56.9 47.7 38.6 34.4 55.0 47.6
Old : 40.5 34.4 56.9 47.7 38.6 34.4 55.0 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2011