MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 68,364: 7,905 2,326 2,354 52,600 61,899 62,859 66,579: 5,505 1,785 Old : 68,364: 7,905 2,326 2,354 52,600 61,899 62,859 66,579: 5,505 1,785 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 4, 2012 : : 1,556: -731 -45 2,354 -481 -451 1,142 1,858: 414 -302 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 3.4 3.4 76.9 90.5 91.9 97.4: 8.1 2.6 Old : 100.0: 11.6 3.4 3.4 76.9 90.5 91.9 97.4: 8.1 2.6 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 : 72: 11 3 2 36 35 47 40: Old : 72: 11 3 2 36 35 47 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 : 47.0 45.6 59.8 61.6 38.3 44.1 50.3 58.4 Old : 47.0 45.6 59.8 61.6 38.3 44.1 50.3 58.4 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 11, 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 : 133,720: 21,947 15,308 4,686 87,955 102,529 114,588 122,523: 19,132 11,197 Old : 133,720: 21,947 15,308 4,686 87,955 102,529 114,588 122,523: 19,132 11,197 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 4, 2012 : : 14,223: 1,618 -678 2,275 5,236 10,330 9,129 11,927: 5,094 2,296 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 11.4 3.5 65.8 76.7 85.7 91.6: 14.3 8.4 Old : 100.0: 16.4 11.4 3.5 65.8 76.7 85.7 91.6: 14.3 8.4 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 : 106: 32 12 5 47 35 81 50: Old : 106: 32 12 5 47 35 81 50: 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 : 35.0 52.8 48.0 65.1 32.1 49.4 41.0 61.7 Old : 35.0 52.8 48.0 65.1 32.1 49.4 41.0 61.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2012