MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 61,124: 7,079 2,595 0 50,058 56,551 57,137 59,146: 3,987 1,978
Old : 61,124: 7,079 2,595 0 50,058 56,551 57,137 59,146: 3,987 1,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 2,013: -401 57 0 2,674 2,225 2,273 2,282: -260 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 4.2 0.0 81.9 92.5 93.5 96.8: 6.5 3.2
Old : 100.0: 11.6 4.2 0.0 81.9 92.5 93.5 96.8: 6.5 3.2
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 : 63: 8 3 0 30 33 38 36:
Old : 63: 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 : 55.5 43.8 67.0 61.3 55.4 41.9 65.7 59.3
Old : 55.5 43.8 67.0 61.3 55.4 41.9 65.7 59.3
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 22, 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 : 96,846: 16,957 5,233 939 69,895 84,381 87,791 90,553: 9,055 6,293
Old : 96,846: 16,957 5,233 939 69,895 84,381 87,791 90,553: 9,055 6,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 5,078: 2,791 -788 331 2,758 4,201 5,880 3,744: -802 1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 5.4 1.0 72.2 87.1 90.7 93.5: 9.3 6.5
Old : 100.0: 17.5 5.4 1.0 72.2 87.1 90.7 93.5: 9.3 6.5
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: 23 9 3 38 35 62 46:
Old : 90: 23 9 3 38 35 62 46:
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 : 39.2 50.0 54.1 63.9 36.4 48.8 51.1 62.3
Old : 39.2 50.0 54.1 63.9 36.4 48.8 51.1 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2012