MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 57,728: 8,147 2,417 0 44,130 52,761 52,277 55,178: 5,451 2,550
Old : 57,728: 8,147 2,417 0 44,130 52,761 52,277 55,178: 5,451 2,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,930: 1,305 -356 -55 1,412 2,734 2,662 2,323: -732 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 4.2 0.0 76.4 91.4 90.6 95.6: 9.4 4.4
Old : 100.0: 14.1 4.2 0.0 76.4 91.4 90.6 95.6: 9.4 4.4
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: 7 3 0 30 30 37 33:
Old : 59: 7 3 0 30 30 37 33:
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 : 53.3 44.5 65.7 61.0 52.9 44.4 63.0 60.2
Old : 53.3 44.5 65.7 61.0 52.9 44.4 63.0 60.2
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 24, 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 : 83,580: 15,614 3,746 243 56,249 74,390 72,106 78,379: 11,474 5,201
Old : 83,580: 15,614 3,746 243 56,249 74,390 72,106 78,379: 11,474 5,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,604: 1,088 -654 -5 189 1,447 1,272 788: 332 816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 4.5 0.3 67.3 89.0 86.3 93.8: 13.7 6.2
Old : 100.0: 18.7 4.5 0.3 67.3 89.0 86.3 93.8: 13.7 6.2
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 : 87: 20 8 2 39 34 59 44:
Old : 87: 20 8 2 39 34 59 44:
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 : 33.4 52.7 46.5 65.0 32.7 51.2 44.4 63.0
Old : 33.4 52.7 46.5 65.0 32.7 51.2 44.4 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2012