MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 60,134: 6,928 2,497 0 48,706 55,343 55,634 57,840: 4,500 2,294 Old : 60,134: 6,928 2,497 0 48,706 55,343 55,634 57,840: 4,500 2,294 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : -9,964: -479 183 -872 -7,137 -7,696 -8,488 -8,385: -1,476 -1,579 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 4.2 0.0 81.0 92.0 92.5 96.2: 7.5 3.8 Old : 100.0: 11.5 4.2 0.0 81.0 92.0 92.5 96.2: 7.5 3.8 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 : 66: 8 4 0 35 31 43 35: Old : 66: 8 4 0 35 31 43 35: 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 : 51.0 41.9 63.3 58.4 47.2 41.9 58.3 57.7 Old : 51.0 41.9 63.3 58.4 47.2 41.9 58.3 57.7 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 25, 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 : 116,133: 22,817 19,192 909 78,191 92,309 101,917 112,410: 14,216 3,723 Old : 116,133: 22,817 19,192 909 78,191 92,309 101,917 112,410: 14,216 3,723 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2012 : : -25,248: -420 1,749 -438 -15,944 -15,939 -16,802 -14,628: -8,446 -10,620 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 16.5 0.8 67.3 79.5 87.8 96.8: 12.2 3.2 Old : 100.0: 19.6 16.5 0.8 67.3 79.5 87.8 96.8: 12.2 3.2 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 : 114: 35 11 4 48 35 84 49: Old : 114: 35 11 4 48 35 84 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 : 40.4 55.5 50.4 71.2 38.4 55.5 48.1 71.2 Old : 40.4 55.5 50.4 71.2 38.4 55.5 48.1 71.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2012