MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 66,959: 6,656 2,594 0 55,748 61,940 62,404 64,534: 4,555 2,425
Old : 66,959: 6,656 2,594 0 55,748 61,940 62,404 64,534: 4,555 2,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 1,111: 570 -2,029 0 499 3,426 1,069 1,397: 42 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 3.9 0.0 83.3 92.5 93.2 96.4: 6.8 3.6
Old : 100.0: 9.9 3.9 0.0 83.3 92.5 93.2 96.4: 6.8 3.6
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 4 0 36 35 44 39:
Old : 71: 8 4 0 36 35 44 39:
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 : 49.1 48.7 65.0 64.1 42.1 46.8 57.2 60.2
Old : 49.1 48.7 65.0 64.1 42.1 46.8 57.2 60.2
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 28, 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 : 120,900: 22,761 17,027 548 83,965 98,938 107,274 116,513: 13,626 4,387
Old : 120,900: 22,761 17,027 548 83,965 98,938 107,274 116,513: 13,626 4,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -1,570: 1,521 -753 -19 -2,301 -127 -799 -899: -771 -671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 14.1 0.5 69.4 81.8 88.7 96.4: 11.3 3.6
Old : 100.0: 18.8 14.1 0.5 69.4 81.8 88.7 96.4: 11.3 3.6
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 : 108: 29 13 2 48 37 78 51:
Old : 108: 29 13 2 48 37 78 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 : 42.7 57.6 52.3 71.3 40.6 56.4 49.9 70.0
Old : 42.7 57.6 52.3 71.3 40.6 56.4 49.9 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2012