MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 67,537: 7,202 2,887 0 55,689 62,181 62,891 65,068: 4,646 2,469
Old : 67,537: 7,202 2,887 0 55,689 62,181 62,891 65,068: 4,646 2,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 865: 602 -176 0 343 1,246 945 1,070: -80 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 4.3 0.0 82.5 92.1 93.1 96.3: 6.9 3.7
Old : 100.0: 10.7 4.3 0.0 82.5 92.1 93.1 96.3: 6.9 3.7
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: 9 4 0 30 27 39 31:
Old : 59: 9 4 0 30 27 39 31:
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 : 54.0 45.3 67.1 64.4 53.9 45.3 66.0 63.7
Old : 54.0 45.3 67.1 64.4 53.9 45.3 66.0 63.7
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 26, 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 : 109,386: 19,697 6,671 325 78,878 94,461 98,900 101,457: 10,486 7,929
Old : 109,386: 19,697 6,671 325 78,878 94,461 98,900 101,457: 10,486 7,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -1,101: 765 -252 102 -1,352 -473 -485 -623: -616 -478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 6.1 0.3 72.1 86.4 90.4 92.8: 9.6 7.2
Old : 100.0: 18.0 6.1 0.3 72.1 86.4 90.4 92.8: 9.6 7.2
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 : 96: 29 11 3 35 35 64 49:
Old : 96: 29 11 3 35 35 64 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 : 42.0 60.4 55.8 70.8 39.7 59.2 52.8 69.2
Old : 42.0 60.4 55.8 70.8 39.7 59.2 52.8 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2012