MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,861: 1,859 873 0 36,301 38,983 38,160 39,856: 3,701 2,005
Old : 41,861: 1,859 873 0 36,301 38,983 38,160 39,856: 3,701 2,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -903: -237 -35 0 -1,045 -710 -1,282 -745: 379 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.1 0.0 86.7 93.1 91.2 95.2: 8.8 4.8
Old : 100.0: 4.4 2.1 0.0 86.7 93.1 91.2 95.2: 8.8 4.8
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 : 50: 4 2 0 26 31 30 33:
Old : 50: 4 2 0 26 31 30 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 : 63.0 39.8 73.0 62.1 60.3 39.8 68.3 60.5
Old : 63.0 39.8 73.0 62.1 60.3 39.8 68.3 60.5
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, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 66,437: 5,353 21,250 240 55,298 42,990 60,891 64,480: 5,546 1,957
Old : 66,437: 5,353 21,250 240 55,298 42,990 60,891 64,480: 5,546 1,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 2,617: 488 -1,525 -28 2,306 3,929 2,766 2,376: -149 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 32.0 0.4 83.2 64.7 91.7 97.1: 8.3 2.9
Old : 100.0: 8.1 32.0 0.4 83.2 64.7 91.7 97.1: 8.3 2.9
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 : 69: 8 8 1 35 26 43 35:
Old : 69: 8 8 1 35 26 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 : 42.1 54.6 59.0 74.1 40.0 54.6 56.9 74.1
Old : 42.1 54.6 59.0 74.1 40.0 54.6 56.9 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2012