MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 63,689: 7,343 2,938 0 51,917 58,120 59,260 61,058: 4,429 2,631
Old : 63,689: 7,343 2,938 0 51,917 58,120 59,260 61,058: 4,429 2,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 1,879: 772 -873 0 1,066 3,215 1,838 2,342: 41 -463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 4.6 0.0 81.5 91.3 93.0 95.9: 7.0 4.1
Old : 100.0: 11.5 4.6 0.0 81.5 91.3 93.0 95.9: 7.0 4.1
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 : 70: 9 4 0 36 32 45 36:
Old : 70: 9 4 0 36 32 45 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 : 49.2 40.4 62.4 58.1 43.0 38.9 55.5 55.8
Old : 49.2 40.4 62.4 58.1 43.0 38.9 55.5 55.8
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 23, 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 : 113,679: 23,679 19,643 724 76,885 89,850 101,288 110,217: 12,391 3,462
Old : 113,679: 23,679 19,643 724 76,885 89,850 101,288 110,217: 12,391 3,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -1,173: 1,620 -606 -7 -3,052 763 -1,439 150: 266 -1,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 17.3 0.6 67.6 79.0 89.1 97.0: 10.9 3.0
Old : 100.0: 20.8 17.3 0.6 67.6 79.0 89.1 97.0: 10.9 3.0
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 : 122: 38 11 4 51 38 90 52:
Old : 122: 38 11 4 51 38 90 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 : 37.1 53.6 46.4 68.4 34.7 53.3 44.0 68.1
Old : 37.1 53.6 46.4 68.4 34.7 53.3 44.0 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2012