MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2011
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (MSCI EAFE INDEX X $50) :
: : :
All : 47,521: 2,061 2,759 0 41,828 42,676 43,889 45,435: 3,632 2,086
Old : 47,521: 2,061 2,759 0 41,828 42,676 43,889 45,435: 3,632 2,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -603: 3 -1,932 0 -591 1,462 -588 -470: -15 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 5.8 0.0 88.0 89.8 92.4 95.6: 7.6 4.4
Old : 100.0: 4.3 5.8 0.0 88.0 89.8 92.4 95.6: 7.6 4.4
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 : 56: 4 5 0 28 31 32 36:
Old : 56: 4 5 0 28 31 32 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 : 56.6 37.8 71.6 56.7 52.8 37.8 63.5 55.4
Old : 56.6 37.8 71.6 56.7 52.8 37.8 63.5 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2011