MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 64,753: 6,350 4,736 0 54,095 57,005 60,445 61,741: 4,308 3,012
Old : 64,753: 6,350 4,736 0 54,095 57,005 60,445 61,741: 4,308 3,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -1,898: -247 1,872 0 -1,541 -3,982 -1,788 -2,110: -110 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 7.3 0.0 83.5 88.0 93.3 95.3: 6.7 4.7
Old : 100.0: 9.8 7.3 0.0 83.5 88.0 93.3 95.3: 6.7 4.7
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 : 69: 8 7 0 34 31 42 38:
Old : 69: 8 7 0 34 31 42 38:
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 : 52.8 44.2 67.9 59.6 48.4 44.2 62.2 57.9
Old : 52.8 44.2 67.9 59.6 48.4 44.2 62.2 57.9
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, August 7, 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 : 120,756: 20,949 12,810 649 85,161 101,297 106,759 114,756: 13,997 6,000
Old : 120,756: 20,949 12,810 649 85,161 101,297 106,759 114,756: 13,997 6,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 4,310: 1,313 2,406 1 702 1,621 2,016 4,028: 2,294 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 10.6 0.5 70.5 83.9 88.4 95.0: 11.6 5.0
Old : 100.0: 17.3 10.6 0.5 70.5 83.9 88.4 95.0: 11.6 5.0
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: 31 10 3 38 35 69 48:
Old : 98: 31 10 3 38 35 69 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 : 42.3 59.9 53.9 73.0 41.1 58.3 52.3 71.4
Old : 42.3 59.9 53.9 73.0 41.1 58.3 52.3 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 10, 2012