MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 48,124: 2,058 4,691 0 42,419 41,214 44,477 45,905: 3,647 2,219
Old : 48,124: 2,058 4,691 0 42,419 41,214 44,477 45,905: 3,647 2,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 6,909: -942 3,923 0 7,861 2,635 6,919 6,558: -10 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.7 0.0 88.1 85.6 92.4 95.4: 7.6 4.6
Old : 100.0: 4.3 9.7 0.0 88.1 85.6 92.4 95.4: 7.6 4.6
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 : 58: 4 6 0 27 33 31 39:
Old : 58: 4 6 0 27 33 31 39:
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 : 56.3 35.2 71.8 54.9 52.8 35.2 65.9 53.6
Old : 56.3 35.2 71.8 54.9 52.8 35.2 65.9 53.6
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, November 8, 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 : 66,701: 5,280 21,312 440 55,283 42,497 61,003 64,249: 5,698 2,452
Old : 66,701: 5,280 21,312 440 55,283 42,497 61,003 64,249: 5,698 2,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 2,141: 409 16,767 134 1,025 -15,126 1,568 1,775: 573 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 32.0 0.7 82.9 63.7 91.5 96.3: 8.5 3.7
Old : 100.0: 7.9 32.0 0.7 82.9 63.7 91.5 96.3: 8.5 3.7
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 : 76: 11 6 2 42 29 54 36:
Old : 76: 11 6 2 42 29 54 36:
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 : 38.4 54.9 54.6 67.9 35.3 54.7 51.5 67.7
Old : 38.4 54.9 54.6 67.9 35.3 54.7 51.5 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2011