MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 66,793: 7,123 2,667 0 55,994 61,246 63,117 63,913: 3,676 2,880 Old : 66,793: 7,123 2,667 0 55,994 61,246 63,117 63,913: 3,676 2,880 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2012 : : 311: 1,259 -2,614 0 -977 2,788 282 174: 29 137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 4.0 0.0 83.8 91.7 94.5 95.7: 5.5 4.3 Old : 100.0: 10.7 4.0 0.0 83.8 91.7 94.5 95.7: 5.5 4.3 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 : 64: 10 4 0 31 29 41 33: Old : 64: 10 4 0 31 29 41 33: 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 : 55.1 41.9 69.5 58.0 51.7 39.9 63.6 55.3 Old : 55.1 41.9 69.5 58.0 51.7 39.9 63.6 55.3 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 10, 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 : 117,230: 19,368 8,433 335 85,243 99,944 104,946 108,712: 12,284 8,518 Old : 117,230: 19,368 8,433 335 85,243 99,944 104,946 108,712: 12,284 8,518 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2012 : : 3,709: -1,286 910 0 4,703 1,254 3,417 2,164: 292 1,545 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 7.2 0.3 72.7 85.3 89.5 92.7: 10.5 7.3 Old : 100.0: 16.5 7.2 0.3 72.7 85.3 89.5 92.7: 10.5 7.3 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 : 95: 28 14 2 34 33 63 48: Old : 95: 28 14 2 34 33 63 48: 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 : 45.5 58.0 58.0 70.1 43.3 56.6 55.3 68.7 Old : 45.5 58.0 58.0 70.1 43.3 56.6 55.3 68.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2012