MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 69,679: 6,627 2,429 0 57,934 64,366 64,561 66,795: 5,118 2,884 Old : 69,679: 6,627 2,429 0 57,934 64,366 64,561 66,795: 5,118 2,884 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 17, 2012 : : 2,552: -191 53 0 2,040 2,484 1,849 2,537: 703 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 3.5 0.0 83.1 92.4 92.7 95.9: 7.3 4.1 Old : 100.0: 9.5 3.5 0.0 83.1 92.4 92.7 95.9: 7.3 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 : 62: 8 3 0 33 29 41 32: Old : 62: 8 3 0 33 29 41 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 : 55.7 42.2 69.8 60.1 52.5 41.6 63.9 57.3 Old : 55.7 42.2 69.8 60.1 52.5 41.6 63.9 57.3 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 24, 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 : 117,861: 21,459 8,704 719 84,579 101,320 106,757 110,743: 11,104 7,118 Old : 117,861: 21,459 8,704 719 84,579 101,320 106,757 110,743: 11,104 7,118 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 17, 2012 : : 970: 1,276 395 -70 175 536 1,381 861: -411 109 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.2 7.4 0.6 71.8 86.0 90.6 94.0: 9.4 6.0 Old : 100.0: 18.2 7.4 0.6 71.8 86.0 90.6 94.0: 9.4 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 : 101: 31 14 2 37 35 69 50: Old : 101: 31 14 2 37 35 69 50: 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 : 44.9 59.2 58.0 71.1 42.7 57.7 55.1 69.6 Old : 44.9 59.2 58.0 71.1 42.7 57.7 55.1 69.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2012