MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 65,848: 6,086 4,623 0 55,249 58,514 61,335 63,137: 4,513 2,711
Old : 65,848: 6,086 4,623 0 55,249 58,514 61,335 63,137: 4,513 2,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -1,216: -136 -247 0 -1,016 -313 -1,152 -560: -64 -656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 7.0 0.0 83.9 88.9 93.1 95.9: 6.9 4.1
Old : 100.0: 9.2 7.0 0.0 83.9 88.9 93.1 95.9: 6.9 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 : 72: 8 7 0 35 34 43 41:
Old : 72: 8 7 0 35 34 43 41:
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 : 51.7 47.2 66.9 62.0 47.4 47.1 62.1 60.6
Old : 51.7 47.2 66.9 62.0 47.4 47.1 62.1 60.6
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 21, 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 : 122,470: 21,240 17,780 567 86,266 99,065 108,073 117,412: 14,397 5,058
Old : 122,470: 21,240 17,780 567 86,266 99,065 108,073 117,412: 14,397 5,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 622: -617 3,746 -82 722 -2,655 23 1,009: 599 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 14.5 0.5 70.4 80.9 88.2 95.9: 11.8 4.1
Old : 100.0: 17.3 14.5 0.5 70.4 80.9 88.2 95.9: 11.8 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 : 101: 27 15 2 41 35 69 51:
Old : 101: 27 15 2 41 35 69 51:
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 : 43.1 58.0 54.6 71.4 42.1 56.5 53.3 69.9
Old : 43.1 58.0 54.6 71.4 42.1 56.5 53.3 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2012