MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 45,592: 1,083 1,941 0 40,135 41,323 41,218 43,264: 4,374 2,328
Old : 45,592: 1,083 1,941 0 40,135 41,323 41,218 43,264: 4,374 2,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 2,453: -213 444 0 2,369 1,910 2,156 2,354: 297 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 4.3 0.0 88.0 90.6 90.4 94.9: 9.6 5.1
Old : 100.0: 2.4 4.3 0.0 88.0 90.6 90.4 94.9: 9.6 5.1
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: 2 4 0 25 32 27 36:
Old : 51: 2 4 0 25 32 27 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 : 62.1 36.6 72.3 57.2 59.4 36.6 68.1 56.4
Old : 62.1 36.6 72.3 57.2 59.4 36.6 68.1 56.4
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 17, 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 : 69,764: 6,143 21,484 268 56,037 45,103 62,448 66,855: 7,316 2,909
Old : 69,764: 6,143 21,484 268 56,037 45,103 62,448 66,855: 7,316 2,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 3,146: 219 792 28 1,308 1,396 1,555 2,216: 1,591 930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 30.8 0.4 80.3 64.7 89.5 95.8: 10.5 4.2
Old : 100.0: 8.8 30.8 0.4 80.3 64.7 89.5 95.8: 10.5 4.2
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 : 71: 10 8 2 33 28 44 37:
Old : 71: 10 8 2 33 28 44 37:
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 : 42.7 54.0 58.8 71.9 40.7 54.0 56.8 71.9
Old : 42.7 54.0 58.8 71.9 40.7 54.0 56.8 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2012