MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 43,139: 1,296 1,497 0 37,766 39,413 39,062 40,910: 4,077 2,229
Old : 43,139: 1,296 1,497 0 37,766 39,413 39,062 40,910: 4,077 2,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 1,278: -563 624 0 1,465 430 902 1,054: 376 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 3.5 0.0 87.5 91.4 90.5 94.8: 9.5 5.2
Old : 100.0: 3.0 3.5 0.0 87.5 91.4 90.5 94.8: 9.5 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 : 50: 2 4 0 25 31 27 35:
Old : 50: 2 4 0 25 31 27 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 : 61.8 37.2 72.1 58.9 58.8 37.2 67.4 57.3
Old : 61.8 37.2 72.1 58.9 58.8 37.2 67.4 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, January 10, 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 : 66,618: 5,924 20,692 240 54,729 43,707 60,893 64,639: 5,725 1,979
Old : 66,618: 5,924 20,692 240 54,729 43,707 60,893 64,639: 5,725 1,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 181: 571 -558 0 -569 717 2 159: 179 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 31.1 0.4 82.2 65.6 91.4 97.0: 8.6 3.0
Old : 100.0: 8.9 31.1 0.4 82.2 65.6 91.4 97.0: 8.6 3.0
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 : 71: 9 6 1 36 28 45 35:
Old : 71: 9 6 1 36 28 45 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 : 41.5 54.7 58.9 73.5 39.4 54.7 56.9 73.5
Old : 41.5 54.7 58.9 73.5 39.4 54.7 56.9 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2012