MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 51,754: 4,877 2,739 0 41,990 46,825 46,867 49,564: 4,887 2,190 Old : 51,754: 4,877 2,739 0 41,990 46,825 46,867 49,564: 4,887 2,190 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 1,898: 1,729 457 0 116 1,082 1,845 1,539: 53 359 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 5.3 0.0 81.1 90.5 90.6 95.8: 9.4 4.2 Old : 100.0: 9.4 5.3 0.0 81.1 90.5 90.6 95.8: 9.4 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 : 60: 5 4 0 31 32 36 36: Old : 60: 5 4 0 31 32 36 36: 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 : 53.7 42.6 65.2 60.8 52.6 42.6 61.9 59.2 Old : 53.7 42.6 65.2 60.8 52.6 42.6 61.9 59.2 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, April 3, 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 : 84,703: 16,826 6,926 223 56,513 73,618 73,562 80,767: 11,141 3,936 Old : 84,703: 16,826 6,926 223 56,513 73,618 73,562 80,767: 11,141 3,936 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 411: 1,997 -3,255 0 2,180 4,502 4,177 1,247: -3,766 -836 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.9 8.2 0.3 66.7 86.9 86.8 95.4: 13.2 4.6 Old : 100.0: 19.9 8.2 0.3 66.7 86.9 86.8 95.4: 13.2 4.6 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 : 97: 23 11 1 44 35 67 47: Old : 97: 23 11 1 44 35 67 47: 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 : 32.5 49.5 46.3 62.4 31.7 48.3 44.3 60.7 Old : 32.5 49.5 46.3 62.4 31.7 48.3 44.3 60.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2012