MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 56,170: 1,953 1,921 408 48,392 50,911 50,753 53,240: 5,417 2,930
Old : 56,170: 1,953 1,921 408 48,392 50,911 50,753 53,240: 5,417 2,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 8,786: -274 -107 399 8,114 8,192 8,239 8,484: 547 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 3.4 0.7 86.2 90.6 90.4 94.8: 9.6 5.2
Old : 100.0: 3.5 3.4 0.7 86.2 90.6 90.4 94.8: 9.6 5.2
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 : 59: 4 4 1 34 31 39 35:
Old : 59: 4 4 1 34 31 39 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 : 52.4 41.2 64.8 59.4 47.0 35.5 54.4 52.9
Old : 52.4 41.2 64.8 59.4 47.0 35.5 54.4 52.9
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 13, 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 : 100,075: 15,430 17,551 1,990 63,306 69,498 80,726 89,039: 19,349 11,036
Old : 100,075: 15,430 17,551 1,990 63,306 69,498 80,726 89,039: 19,349 11,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 17,748: -1,359 438 1,151 9,308 8,244 9,100 9,833: 8,648 7,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 17.5 2.0 63.3 69.4 80.7 89.0: 19.3 11.0
Old : 100.0: 15.4 17.5 2.0 63.3 69.4 80.7 89.0: 19.3 11.0
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 47 38 70 45:
Old : 91: 22 5 3 47 38 70 45:
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 : 27.9 41.3 39.3 58.3 27.2 37.0 36.8 51.3
Old : 27.9 41.3 39.3 58.3 27.2 37.0 36.8 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2012