MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 49,856: 3,148 2,282 0 41,874 45,743 45,022 48,025: 4,834 1,831
Old : 49,856: 3,148 2,282 0 41,874 45,743 45,022 48,025: 4,834 1,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 596: 1,467 1,521 0 -982 -683 485 838: 111 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 4.6 0.0 84.0 91.8 90.3 96.3: 9.7 3.7
Old : 100.0: 6.3 4.6 0.0 84.0 91.8 90.3 96.3: 9.7 3.7
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: 6 3 0 29 32 35 35:
Old : 59: 6 3 0 29 32 35 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 : 55.7 40.2 65.8 60.6 53.1 40.2 61.6 58.2
Old : 55.7 40.2 65.8 60.6 53.1 40.2 61.6 58.2
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 27, 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 : 84,292: 14,829 10,181 223 54,333 69,116 69,385 79,520: 14,907 4,772
Old : 84,292: 14,829 10,181 223 54,333 69,116 69,385 79,520: 14,907 4,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 2,757: -868 -7,690 0 -822 8,881 -1,690 1,191: 4,447 1,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 12.1 0.3 64.5 82.0 82.3 94.3: 17.7 5.7
Old : 100.0: 17.6 12.1 0.3 64.5 82.0 82.3 94.3: 17.7 5.7
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 : 90: 21 8 1 41 34 62 43:
Old : 90: 21 8 1 41 34 62 43:
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 : 30.4 47.8 44.3 62.3 29.7 46.7 42.3 61.1
Old : 30.4 47.8 44.3 62.3 29.7 46.7 42.3 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2012