MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 50,830: 3,762 979 416 41,110 46,259 45,288 47,654: 5,542 3,176
Old : 50,830: 3,762 979 416 41,110 46,259 45,288 47,654: 5,542 3,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 6,658: 1,903 -1,138 416 2,685 6,482 5,004 5,760: 1,654 898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 1.9 0.8 80.9 91.0 89.1 93.8: 10.9 6.2
Old : 100.0: 7.4 1.9 0.8 80.9 91.0 89.1 93.8: 10.9 6.2
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 : 54: 7 2 2 27 31 34 35:
Old : 54: 7 2 2 27 31 34 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 : 53.6 38.7 64.8 57.3 48.0 34.4 56.0 51.9
Old : 53.6 38.7 64.8 57.3 48.0 34.4 56.0 51.9
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 13, 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 : 85,838: 4,442 23,484 650 59,451 45,206 64,543 69,340: 21,295 16,498
Old : 85,838: 4,442 23,484 650 59,451 45,206 64,543 69,340: 21,295 16,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 19,065: -524 442 345 5,799 7,016 5,620 7,803: 13,445 11,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 27.4 0.8 69.3 52.7 75.2 80.8: 24.8 19.2
Old : 100.0: 5.2 27.4 0.8 69.3 52.7 75.2 80.8: 24.8 19.2
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 : 70: 10 7 3 36 31 47 40:
Old : 70: 10 7 3 36 31 47 40:
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 : 31.8 41.0 46.2 56.1 28.7 40.8 41.7 52.6
Old : 31.8 41.0 46.2 56.1 28.7 40.8 41.7 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2011