MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 47,384: 2,227 2,028 9 40,278 42,719 42,514 44,756: 4,870 2,628
Old : 47,384: 2,227 2,028 9 40,278 42,719 42,514 44,756: 4,870 2,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -623: 686 -1,536 -57 -1,664 799 -1,035 -794: 412 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 4.3 0.0 85.0 90.2 89.7 94.5: 10.3 5.5
Old : 100.0: 4.7 4.3 0.0 85.0 90.2 89.7 94.5: 10.3 5.5
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 : 55: 4 4 1 28 30 33 34:
Old : 55: 4 4 1 28 30 33 34:
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 : 54.9 42.3 67.4 62.9 53.0 42.3 63.2 61.4
Old : 54.9 42.3 67.4 62.9 53.0 42.3 63.2 61.4
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, March 6, 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 : 82,327: 16,789 17,113 839 53,998 61,254 71,626 79,206: 10,701 3,121
Old : 82,327: 16,789 17,113 839 53,998 61,254 71,626 79,206: 10,701 3,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 1,025: 1,346 -1,596 616 -1,133 1,703 829 723: 196 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 20.8 1.0 65.6 74.4 87.0 96.2: 13.0 3.8
Old : 100.0: 20.4 20.8 1.0 65.6 74.4 87.0 96.2: 13.0 3.8
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: 22 5 3 44 34 67 41:
Old : 91: 22 5 3 44 34 67 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 : 33.3 46.4 46.1 66.4 32.5 45.1 44.2 65.2
Old : 33.3 46.4 46.1 66.4 32.5 45.1 44.2 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2012