MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 43,094: 1,881 1,308 0 37,912 39,665 39,793 40,973: 3,301 2,121
Old : 43,094: 1,881 1,308 0 37,912 39,665 39,793 40,973: 3,301 2,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -4,427: -180 -1,451 0 -3,916 -3,011 -4,096 -4,462: -331 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 3.0 0.0 88.0 92.0 92.3 95.1: 7.7 4.9
Old : 100.0: 4.4 3.0 0.0 88.0 92.0 92.3 95.1: 7.7 4.9
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 : 50: 4 3 0 26 29 30 32:
Old : 50: 4 3 0 26 29 30 32:
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 : 60.6 41.3 73.4 62.4 58.5 41.3 69.1 61.2
Old : 60.6 41.3 73.4 62.4 58.5 41.3 69.1 61.2
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 22, 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 : 63,978: 4,996 21,289 389 52,547 39,842 57,932 61,520: 6,046 2,458
Old : 63,978: 4,996 21,289 389 52,547 39,842 57,932 61,520: 6,046 2,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -3,081: -323 -299 -31 -2,733 -2,577 -3,087 -2,907: 6 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 33.3 0.6 82.1 62.3 90.5 96.2: 9.5 3.8
Old : 100.0: 7.8 33.3 0.6 82.1 62.3 90.5 96.2: 9.5 3.8
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 : 68: 10 6 2 36 26 47 33:
Old : 68: 10 6 2 36 26 47 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 : 40.8 57.6 57.3 70.7 38.9 57.3 54.1 70.4
Old : 40.8 57.6 57.3 70.7 38.9 57.3 54.1 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2011