MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 46,451: 1,541 1,855 0 40,244 42,496 41,785 44,351: 4,666 2,100
Old : 46,451: 1,541 1,855 0 40,244 42,496 41,785 44,351: 4,666 2,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 490: -279 -64 0 504 313 225 249: 265 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 4.0 0.0 86.6 91.5 90.0 95.5: 10.0 4.5
Old : 100.0: 3.3 4.0 0.0 86.6 91.5 90.0 95.5: 10.0 4.5
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 : 53: 2 4 0 27 31 29 35:
Old : 53: 2 4 0 27 31 29 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 : 59.5 40.7 71.6 61.3 56.7 40.7 66.7 60.4
Old : 59.5 40.7 71.6 61.3 56.7 40.7 66.7 60.4
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, February 14, 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 : 79,498: 13,942 18,643 223 55,542 57,144 69,707 76,010: 9,791 3,488
Old : 79,498: 13,942 18,643 223 55,542 57,144 69,707 76,010: 9,791 3,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 3,024: 1,322 -654 0 1,504 3,284 2,826 2,630: 198 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 23.5 0.3 69.9 71.9 87.7 95.6: 12.3 4.4
Old : 100.0: 17.5 23.5 0.3 69.9 71.9 87.7 95.6: 12.3 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 : 84: 20 5 1 41 31 61 37:
Old : 84: 20 5 1 41 31 61 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 : 34.2 48.4 48.9 69.7 33.0 47.5 45.7 68.8
Old : 34.2 48.4 48.9 69.7 33.0 47.5 45.7 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2012