MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 66,672: 6,600 3,063 0 55,346 60,935 61,946 63,998: 4,726 2,674
Old : 66,672: 6,600 3,063 0 55,346 60,935 61,946 63,998: 4,726 2,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -5,769: -646 -862 -13 -3,970 -3,825 -4,629 -4,700: -1,140 -1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 4.6 0.0 83.0 91.4 92.9 96.0: 7.1 4.0
Old : 100.0: 9.9 4.6 0.0 83.0 91.4 92.9 96.0: 7.1 4.0
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 4 0 31 28 38 32:
Old : 59: 7 4 0 31 28 38 32:
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 : 54.3 45.5 67.5 63.2 54.3 44.8 67.3 62.5
Old : 54.3 45.5 67.5 63.2 54.3 44.8 67.3 62.5
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 19, 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 : 110,487: 18,932 6,923 223 80,230 94,934 99,385 102,080: 11,102 8,407
Old : 110,487: 18,932 6,923 223 80,230 94,934 99,385 102,080: 11,102 8,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -25,650: 3,859 -550 -2,158 -23,091 -17,300 -21,390 -20,008: -4,260 -5,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 6.3 0.2 72.6 85.9 90.0 92.4: 10.0 7.6
Old : 100.0: 17.1 6.3 0.2 72.6 85.9 90.0 92.4: 10.0 7.6
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: 25 10 1 33 33 58 44:
Old : 88: 25 10 1 33 33 58 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 : 43.2 61.0 57.0 70.9 40.9 59.7 54.0 69.4
Old : 43.2 61.0 57.0 70.9 40.9 59.7 54.0 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2012