MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 59,111: 7,480 2,538 0 47,384 54,326 54,864 56,864: 4,247 2,247
Old : 59,111: 7,480 2,538 0 47,384 54,326 54,864 56,864: 4,247 2,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -466: -1,975 -604 -180 2,584 949 429 165: -895 -631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 4.3 0.0 80.2 91.9 92.8 96.2: 7.2 3.8
Old : 100.0: 12.7 4.3 0.0 80.2 91.9 92.8 96.2: 7.2 3.8
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 : 62: 8 3 0 30 33 38 36:
Old : 62: 8 3 0 30 33 38 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 : 53.3 45.2 64.8 62.4 53.0 43.1 62.8 60.2
Old : 53.3 45.2 64.8 62.4 53.0 43.1 62.8 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, May 15, 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 : 91,768: 14,166 6,021 608 67,137 80,180 81,911 86,809: 9,857 4,959
Old : 91,768: 14,166 6,021 608 67,137 80,180 81,911 86,809: 9,857 4,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 6,403: -2,218 2,245 277 9,242 3,172 7,301 5,694: -898 709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 6.6 0.7 73.2 87.4 89.3 94.6: 10.7 5.4
Old : 100.0: 15.4 6.6 0.7 73.2 87.4 89.3 94.6: 10.7 5.4
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 : 91: 22 10 4 37 37 60 50:
Old : 91: 22 10 4 37 37 60 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 : 40.1 52.6 54.6 67.3 39.4 51.4 53.2 65.6
Old : 40.1 52.6 54.6 67.3 39.4 51.4 53.2 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 21, 2012