MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 72,441: 7,246 3,925 13 59,316 64,760 66,575 68,698: 5,866 3,743
Old : 72,441: 7,246 3,925 13 59,316 64,760 66,575 68,698: 5,866 3,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 5,192: -843 162 -330 4,962 4,267 3,789 4,099: 1,403 1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 5.4 0.0 81.9 89.4 91.9 94.8: 8.1 5.2
Old : 100.0: 10.0 5.4 0.0 81.9 89.4 91.9 94.8: 8.1 5.2
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 : 62: 8 5 1 32 30 41 35:
Old : 62: 8 5 1 32 30 41 35:
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 : 48.0 44.9 62.0 60.3 48.0 38.0 60.0 53.4
Old : 48.0 44.9 62.0 60.3 48.0 38.0 60.0 53.4
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 12, 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 : 136,137: 15,073 7,473 2,381 103,321 112,234 120,775 122,088: 15,362 14,049
Old : 136,137: 15,073 7,473 2,381 103,321 112,234 120,775 122,088: 15,362 14,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 28,965: -752 -1,491 530 24,069 23,767 23,847 22,806: 5,118 6,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 5.5 1.7 75.9 82.4 88.7 89.7: 11.3 10.3
Old : 100.0: 11.1 5.5 1.7 75.9 82.4 88.7 89.7: 11.3 10.3
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: 21 13 5 35 35 59 50:
Old : 87: 21 13 5 35 35 59 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 : 37.8 48.3 53.4 60.1 32.6 35.7 44.4 47.0
Old : 37.8 48.3 53.4 60.1 32.6 35.7 44.4 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2012