MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 46,637: 1,457 1,811 0 40,438 42,761 41,895 44,572: 4,742 2,065
Old : 46,637: 1,457 1,811 0 40,438 42,761 41,895 44,572: 4,742 2,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 323: 0 -580 0 158 839 158 259: 165 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 3.9 0.0 86.7 91.7 89.8 95.6: 10.2 4.4
Old : 100.0: 3.1 3.9 0.0 86.7 91.7 89.8 95.6: 10.2 4.4
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 : 60.1 38.8 72.2 60.0 57.4 38.8 67.2 59.4
Old : 60.1 38.8 72.2 60.0 57.4 38.8 67.2 59.4
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 31, 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 : 72,328: 10,409 17,298 223 51,946 50,380 62,578 67,901: 9,750 4,427
Old : 72,328: 10,409 17,298 223 51,946 50,380 62,578 67,901: 9,750 4,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 4,219: 2,963 -3,672 0 -2,073 5,013 890 1,341: 3,329 2,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 23.9 0.3 71.8 69.7 86.5 93.9: 13.5 6.1
Old : 100.0: 14.4 23.9 0.3 71.8 69.7 86.5 93.9: 13.5 6.1
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 : 79: 17 5 1 37 32 54 38:
Old : 79: 17 5 1 37 32 54 38:
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 : 38.9 49.4 51.5 68.9 36.6 49.4 49.1 68.7
Old : 38.9 49.4 51.5 68.9 36.6 49.4 49.1 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2012