MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 61,041: 8,136 2,333 40 47,774 55,439 55,950 57,812: 5,091 3,229
Old : 61,041: 8,136 2,333 40 47,774 55,439 55,950 57,812: 5,091 3,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 907: 1,208 -164 40 -932 96 316 -28: 591 935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 3.8 0.1 78.3 90.8 91.7 94.7: 8.3 5.3
Old : 100.0: 13.3 3.8 0.1 78.3 90.8 91.7 94.7: 8.3 5.3
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 : 68: 10 3 1 36 30 46 34:
Old : 68: 10 3 1 36 30 46 34:
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 : 48.0 40.1 59.9 57.9 41.9 39.0 53.3 55.3
Old : 48.0 40.1 59.9 57.9 41.9 39.0 53.3 55.3
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, October 2, 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 : 115,210: 21,602 19,572 876 80,711 90,825 103,189 111,273: 12,021 3,937
Old : 115,210: 21,602 19,572 876 80,711 90,825 103,189 111,273: 12,021 3,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -923: -1,215 380 -33 2,520 -1,484 1,272 -1,137: -2,195 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 17.0 0.8 70.1 78.8 89.6 96.6: 10.4 3.4
Old : 100.0: 18.8 17.0 0.8 70.1 78.8 89.6 96.6: 10.4 3.4
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 : 113: 34 9 3 49 38 84 49:
Old : 113: 34 9 3 49 38 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 : 40.0 54.5 50.9 70.5 38.3 54.5 48.7 70.4
Old : 40.0 54.5 50.9 70.5 38.3 54.5 48.7 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2012