MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 43,484: 3,277 944 0 36,565 40,823 39,842 41,767: 3,642 1,717
Old : 43,484: 3,277 944 0 36,565 40,823 39,842 41,767: 3,642 1,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -7,346: -485 -35 -416 -4,545 -5,436 -5,446 -5,887: -1,900 -1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 2.2 0.0 84.1 93.9 91.6 96.1: 8.4 3.9
Old : 100.0: 7.5 2.2 0.0 84.1 93.9 91.6 96.1: 8.4 3.9
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 : 51: 5 2 0 26 30 31 32:
Old : 51: 5 2 0 26 30 31 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 : 59.7 41.7 71.7 63.4 57.6 41.7 67.7 62.3
Old : 59.7 41.7 71.7 63.4 57.6 41.7 67.7 62.3
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 20, 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 : 63,150: 5,140 22,927 288 52,076 37,884 57,504 61,099: 5,646 2,051
Old : 63,150: 5,140 22,927 288 52,076 37,884 57,504 61,099: 5,646 2,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -22,688: 698 -557 -362 -7,375 -7,322 -7,039 -8,241: -15,649 -14,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 36.3 0.5 82.5 60.0 91.1 96.8: 8.9 3.2
Old : 100.0: 8.1 36.3 0.5 82.5 60.0 91.1 96.8: 8.9 3.2
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 : 68: 9 7 1 34 27 43 35:
Old : 68: 9 7 1 34 27 43 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 : 41.8 54.9 59.1 72.1 39.4 54.9 56.5 72.1
Old : 41.8 54.9 59.1 72.1 39.4 54.9 56.5 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2011