MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 44,172: 1,859 2,117 0 38,425 39,777 40,284 41,894: 3,888 2,278 Old : 44,172: 1,859 2,117 0 38,425 39,777 40,284 41,894: 3,888 2,278 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 29, 2011 : : -586: 377 405 0 -1,626 -687 -1,249 -282: 663 -304 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 4.8 0.0 87.0 90.1 91.2 94.8: 8.8 5.2 Old : 100.0: 4.2 4.8 0.0 87.0 90.1 91.2 94.8: 8.8 5.2 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 : 51: 4 5 0 24 31 28 36: Old : 51: 4 5 0 24 31 28 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 : 59.5 39.1 72.5 59.1 57.1 38.9 68.1 57.3 Old : 59.5 39.1 72.5 59.1 57.1 38.9 68.1 57.3 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, December 6, 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 : 66,773: 4,966 23,042 305 53,652 38,190 58,923 61,537: 7,850 5,236 Old : 66,773: 4,966 23,042 305 53,652 38,190 58,923 61,537: 7,850 5,236 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 29, 2011 : : 1,952: -76 737 -318 -25 -1,582 -419 -1,163: 2,371 3,115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 34.5 0.5 80.3 57.2 88.2 92.2: 11.8 7.8 Old : 100.0: 7.4 34.5 0.5 80.3 57.2 88.2 92.2: 11.8 7.8 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: 10 5 1 34 28 44 34: Old : 67: 10 5 1 34 28 44 34: 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 : 37.1 50.1 55.4 64.3 35.2 50.1 52.3 64.3 Old : 37.1 50.1 55.4 64.3 35.2 50.1 52.3 64.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2011