MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 48,541: 1,539 3,004 0 42,758 43,180 44,297 46,184: 4,244 2,357
Old : 48,541: 1,539 3,004 0 42,758 43,180 44,297 46,184: 4,244 2,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 2,090: -2 1,149 0 2,514 684 2,512 1,833: -422 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 6.2 0.0 88.1 89.0 91.3 95.1: 8.7 4.9
Old : 100.0: 3.2 6.2 0.0 88.1 89.0 91.3 95.1: 8.7 4.9
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 : 57: 2 4 0 31 31 33 35:
Old : 57: 2 4 0 31 31 33 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 : 56.7 38.8 68.5 59.4 54.3 38.8 64.0 58.4
Old : 56.7 38.8 68.5 59.4 54.3 38.8 64.0 58.4
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 21, 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 : 80,985: 14,492 19,115 223 56,129 58,763 70,844 78,101: 10,141 2,884
Old : 80,985: 14,492 19,115 223 56,129 58,763 70,844 78,101: 10,141 2,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 1,487: 550 472 0 587 1,619 1,137 2,091: 350 -604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 23.6 0.3 69.3 72.6 87.5 96.4: 12.5 3.6
Old : 100.0: 17.9 23.6 0.3 69.3 72.6 87.5 96.4: 12.5 3.6
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 : 91: 21 7 1 44 32 65 40:
Old : 91: 21 7 1 44 32 65 40:
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 : 34.1 49.4 47.9 70.4 33.3 48.3 45.6 69.3
Old : 34.1 49.4 47.9 70.4 33.3 48.3 45.6 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2012