MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 66,482: 5,864 5,281 0 56,971 58,458 62,835 63,739: 3,647 2,743
Old : 66,482: 5,864 5,281 0 56,971 58,458 62,835 63,739: 3,647 2,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,055: -1,338 2,394 0 1,282 -3,723 -56 -1,329: -999 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 7.9 0.0 85.7 87.9 94.5 95.9: 5.5 4.1
Old : 100.0: 8.8 7.9 0.0 85.7 87.9 94.5 95.9: 5.5 4.1
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 : 65: 7 7 0 31 30 38 37:
Old : 65: 7 7 0 31 30 38 37:
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 : 55.9 41.0 70.7 56.9 52.5 39.0 64.2 53.7
Old : 55.9 41.0 70.7 56.9 52.5 39.0 64.2 53.7
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, July 3, 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 : 113,521: 20,654 7,523 335 80,540 98,690 101,529 106,548: 11,992 6,973
Old : 113,521: 20,654 7,523 335 80,540 98,690 101,529 106,548: 11,992 6,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 4,135: 957 852 10 1,662 4,229 2,629 5,091: 1,506 -956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 6.6 0.3 70.9 86.9 89.4 93.9: 10.6 6.1
Old : 100.0: 18.2 6.6 0.3 70.9 86.9 89.4 93.9: 10.6 6.1
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 : 99: 30 12 2 36 36 67 49:
Old : 99: 30 12 2 36 36 67 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 : 42.3 61.6 55.0 72.1 40.1 60.2 52.2 70.7
Old : 42.3 61.6 55.0 72.1 40.1 60.2 52.2 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 3, 2012