MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 67,249: 8,089 3,763 343 54,354 60,493 62,786 64,599: 4,463 2,650
Old : 67,249: 8,089 3,763 343 54,354 60,493 62,786 64,599: 4,463 2,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 5,286: 1,149 717 343 3,506 4,211 4,998 5,271: 288 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 5.6 0.5 80.8 90.0 93.4 96.1: 6.6 3.9
Old : 100.0: 12.0 5.6 0.5 80.8 90.0 93.4 96.1: 6.6 3.9
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 : 64: 11 5 2 30 30 42 36:
Old : 64: 11 5 2 30 30 42 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 : 51.4 40.4 63.8 59.1 51.3 39.7 62.3 57.7
Old : 51.4 40.4 63.8 59.1 51.3 39.7 62.3 57.7
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, June 5, 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 : 107,172: 15,825 8,964 1,851 79,252 88,467 96,928 99,282: 10,244 7,890
Old : 107,172: 15,825 8,964 1,851 79,252 88,467 96,928 99,282: 10,244 7,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 9,915: -214 2,224 835 8,747 4,888 9,368 7,947: 547 1,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 8.4 1.7 73.9 82.5 90.4 92.6: 9.6 7.4
Old : 100.0: 14.8 8.4 1.7 73.9 82.5 90.4 92.6: 9.6 7.4
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 : 88: 21 12 4 34 34 56 49:
Old : 88: 21 12 4 34 34 56 49:
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 46.8 54.4 59.0 36.3 45.3 51.5 56.9
Old : 39.2 46.8 54.4 59.0 36.3 45.3 51.5 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2012