MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 46,314: 1,457 2,391 0 40,280 41,922 41,737 44,313: 4,577 2,001
Old : 46,314: 1,457 2,391 0 40,280 41,922 41,737 44,313: 4,577 2,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 722: 374 450 0 145 599 519 1,049: 203 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 5.2 0.0 87.0 90.5 90.1 95.7: 9.9 4.3
Old : 100.0: 3.1 5.2 0.0 87.0 90.5 90.1 95.7: 9.9 4.3
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 : 61.6 36.2 71.7 57.6 57.8 36.2 66.6 57.0
Old : 61.6 36.2 71.7 57.6 57.8 36.2 66.6 57.0
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 24, 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 : 68,109: 7,446 20,970 223 54,019 45,367 61,688 66,560: 6,421 1,549
Old : 68,109: 7,446 20,970 223 54,019 45,367 61,688 66,560: 6,421 1,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -1,655: 1,303 -514 -45 -2,018 264 -760 -295: -895 -1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 30.8 0.3 79.3 66.6 90.6 97.7: 9.4 2.3
Old : 100.0: 10.9 30.8 0.3 79.3 66.6 90.6 97.7: 9.4 2.3
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 : 82: 14 8 1 39 32 53 41:
Old : 82: 14 8 1 39 32 53 41:
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 51.9 55.9 71.1 40.4 51.9 54.5 71.1
Old : 41.8 51.9 55.9 71.1 40.4 51.9 54.5 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2012