MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 61,810: 6,571 3,811 0 50,851 54,905 57,422 58,716: 4,388 3,094
Old : 61,810: 6,571 3,811 0 50,851 54,905 57,422 58,716: 4,388 3,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 614: 24 -392 0 615 870 639 478: -25 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 6.2 0.0 82.3 88.8 92.9 95.0: 7.1 5.0
Old : 100.0: 10.6 6.2 0.0 82.3 88.8 92.9 95.0: 7.1 5.0
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 : 69: 7 6 0 37 30 44 36:
Old : 69: 7 6 0 37 30 44 36:
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 : 50.2 39.2 63.3 56.9 43.8 37.9 55.9 54.0
Old : 50.2 39.2 63.3 56.9 43.8 37.9 55.9 54.0
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 16, 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 : 114,852: 22,059 20,249 731 79,937 89,087 102,727 110,067: 12,125 4,785
Old : 114,852: 22,059 20,249 731 79,937 89,087 102,727 110,067: 12,125 4,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -390: -311 -79 -46 422 -717 65 -842: -455 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 17.6 0.6 69.6 77.6 89.4 95.8: 10.6 4.2
Old : 100.0: 19.2 17.6 0.6 69.6 77.6 89.4 95.8: 10.6 4.2
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 : 121: 34 14 6 52 38 88 56:
Old : 121: 34 14 6 52 38 88 56:
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 : 39.1 53.6 49.7 68.7 37.3 53.6 47.3 68.7
Old : 39.1 53.6 49.7 68.7 37.3 53.6 47.3 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2007