MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 67,064: 6,222 4,870 0 56,265 58,827 62,487 63,697: 4,577 3,367
Old : 67,064: 6,222 4,870 0 56,265 58,827 62,487 63,697: 4,577 3,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 2,311: -128 134 0 2,170 1,822 2,042 1,956: 269 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.3 0.0 83.9 87.7 93.2 95.0: 6.8 5.0
Old : 100.0: 9.3 7.3 0.0 83.9 87.7 93.2 95.0: 6.8 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 : 71: 8 8 0 34 32 42 40:
Old : 71: 8 8 0 34 32 42 40:
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 : 51.4 45.4 66.4 60.3 47.2 45.4 61.2 59.2
Old : 51.4 45.4 66.4 60.3 47.2 45.4 61.2 59.2
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, August 14, 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 : 121,848: 21,857 14,034 649 85,544 101,720 108,050 116,403: 13,798 5,445
Old : 121,848: 21,857 14,034 649 85,544 101,720 108,050 116,403: 13,798 5,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 1,092: 908 1,224 0 383 423 1,291 1,647: -199 -555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 11.5 0.5 70.2 83.5 88.7 95.5: 11.3 4.5
Old : 100.0: 17.9 11.5 0.5 70.2 83.5 88.7 95.5: 11.3 4.5
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 10 3 41 36 72 49:
Old : 101: 31 10 3 41 36 72 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 : 42.2 59.3 53.2 72.3 40.9 57.6 51.6 70.6
Old : 42.2 59.3 53.2 72.3 40.9 57.6 51.6 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2012