MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 49,260: 1,681 761 0 42,856 46,426 44,537 47,187: 4,723 2,073
Old : 49,260: 1,681 761 0 42,856 46,426 44,537 47,187: 4,723 2,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -6,910: -272 -1,160 -408 -5,536 -4,485 -6,216 -6,053: -694 -857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.5 0.0 87.0 94.2 90.4 95.8: 9.6 4.2
Old : 100.0: 3.4 1.5 0.0 87.0 94.2 90.4 95.8: 9.6 4.2
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 : 56: 3 2 0 31 32 34 34:
Old : 56: 3 2 0 31 32 34 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 : 57.0 43.8 67.1 63.9 54.3 43.8 63.0 62.5
Old : 57.0 43.8 67.1 63.9 54.3 43.8 63.0 62.5
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 20, 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 : 81,535: 15,697 17,871 223 55,155 60,235 71,075 78,329: 10,460 3,206
Old : 81,535: 15,697 17,871 223 55,155 60,235 71,075 78,329: 10,460 3,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -18,540: 267 320 -1,767 -8,151 -9,263 -9,651 -10,710: -8,889 -7,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 21.9 0.3 67.6 73.9 87.2 96.1: 12.8 3.9
Old : 100.0: 19.3 21.9 0.3 67.6 73.9 87.2 96.1: 12.8 3.9
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 : 92: 22 7 1 44 31 66 39:
Old : 92: 22 7 1 44 31 66 39:
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 : 31.2 53.4 45.1 67.7 30.5 52.3 43.4 66.5
Old : 31.2 53.4 45.1 67.7 30.5 52.3 43.4 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2012