MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 53,618: 4,160 3,579 37 44,239 47,554 48,436 51,170: 5,182 2,448
Old : 53,618: 4,160 3,579 37 44,239 47,554 48,436 51,170: 5,182 2,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 1,864: -717 840 37 2,249 729 1,569 1,606: 295 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 6.7 0.1 82.5 88.7 90.3 95.4: 9.7 4.6
Old : 100.0: 7.8 6.7 0.1 82.5 88.7 90.3 95.4: 9.7 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 : 60: 4 6 1 30 31 35 37:
Old : 60: 4 6 1 30 31 35 37:
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 40.7 66.1 58.7 53.8 40.7 62.9 57.5
Old : 54.9 40.7 66.1 58.7 53.8 40.7 62.9 57.5
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, April 10, 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 : 83,728: 15,780 5,573 670 56,327 73,389 72,777 79,632: 10,951 4,096
Old : 83,728: 15,780 5,573 670 56,327 73,389 72,777 79,632: 10,951 4,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -975: -1,046 -1,353 447 -186 -229 -785 -1,135: -190 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 6.7 0.8 67.3 87.7 86.9 95.1: 13.1 4.9
Old : 100.0: 18.8 6.7 0.8 67.3 87.7 86.9 95.1: 13.1 4.9
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 : 95: 22 10 3 42 38 65 50:
Old : 95: 22 10 3 42 38 65 50:
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 : 32.8 50.3 47.1 63.4 32.1 49.3 45.0 61.8
Old : 32.8 50.3 47.1 63.4 32.1 49.3 45.0 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 13, 2012