MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 67,127: 6,818 2,376 0 55,894 61,882 62,712 64,258: 4,415 2,869
Old : 67,127: 6,818 2,376 0 55,894 61,882 62,712 64,258: 4,415 2,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 334: -305 -291 0 -100 636 -405 345: 739 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 3.5 0.0 83.3 92.2 93.4 95.7: 6.6 4.3
Old : 100.0: 10.2 3.5 0.0 83.3 92.2 93.4 95.7: 6.6 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 : 63: 9 4 0 31 29 40 33:
Old : 63: 9 4 0 31 29 40 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 : 55.4 42.3 69.7 58.9 52.1 40.4 63.9 56.2
Old : 55.4 42.3 69.7 58.9 52.1 40.4 63.9 56.2
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 17, 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 : 116,891: 20,183 8,309 789 84,404 100,784 105,376 109,882: 11,515 7,009
Old : 116,891: 20,183 8,309 789 84,404 100,784 105,376 109,882: 11,515 7,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -339: 815 -124 454 -839 840 430 1,170: -769 -1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 7.1 0.7 72.2 86.2 90.1 94.0: 9.9 6.0
Old : 100.0: 17.3 7.1 0.7 72.2 86.2 90.1 94.0: 9.9 6.0
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 : 98: 32 13 2 34 35 67 49:
Old : 98: 32 13 2 34 35 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 : 45.3 58.1 58.3 70.2 43.1 56.6 55.4 68.7
Old : 45.3 58.1 58.3 70.2 43.1 56.6 55.4 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2012