MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 66,808: 8,636 2,371 0 53,081 62,350 61,717 64,721: 5,091 2,087
Old : 66,808: 8,636 2,371 0 53,081 62,350 61,717 64,721: 5,091 2,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -151: 1,980 -223 0 -2,667 410 -687 187: 536 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 3.5 0.0 79.5 93.3 92.4 96.9: 7.6 3.1
Old : 100.0: 12.9 3.5 0.0 79.5 93.3 92.4 96.9: 7.6 3.1
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: 11 3 0 36 34 47 37:
Old : 72: 11 3 0 36 34 47 37:
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 : 46.2 47.7 60.1 64.1 39.2 46.2 52.7 61.2
Old : 46.2 47.7 60.1 64.1 39.2 46.2 52.7 61.2
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, September 4, 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 : 119,497: 20,329 15,986 2,411 82,719 92,199 105,459 110,596: 14,038 8,901
Old : 119,497: 20,329 15,986 2,411 82,719 92,199 105,459 110,596: 14,038 8,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -1,403: -2,432 -1,041 1,863 -1,246 -6,739 -1,815 -5,917: 412 4,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 13.4 2.0 69.2 77.2 88.3 92.6: 11.7 7.4
Old : 100.0: 17.0 13.4 2.0 69.2 77.2 88.3 92.6: 11.7 7.4
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 : 104: 28 15 5 44 34 74 52:
Old : 104: 28 15 5 44 34 74 52:
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 : 40.9 56.4 50.7 69.3 38.1 56.3 48.0 69.2
Old : 40.9 56.4 50.7 69.3 38.1 56.3 48.0 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2012