MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 63,451: 6,967 3,447 0 51,644 57,484 58,611 60,931: 4,840 2,520
Old : 63,451: 6,967 3,447 0 51,644 57,484 58,611 60,931: 4,840 2,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -1,088: 119 -1,470 0 -1,774 81 -1,655 -1,389: 567 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 5.4 0.0 81.4 90.6 92.4 96.0: 7.6 4.0
Old : 100.0: 11.0 5.4 0.0 81.4 90.6 92.4 96.0: 7.6 4.0
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: 8 5 0 36 31 44 36:
Old : 69: 8 5 0 36 31 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 : 49.6 38.5 62.8 58.5 43.4 38.4 55.0 56.4
Old : 49.6 38.5 62.8 58.5 43.4 38.4 55.0 56.4
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, November 6, 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 : 116,743: 22,908 19,292 1,586 80,618 91,804 105,112 112,682: 11,631 4,061
Old : 116,743: 22,908 19,292 1,586 80,618 91,804 105,112 112,682: 11,631 4,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 2,841: -1,211 968 84 3,753 1,921 2,626 2,973: 215 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 16.5 1.4 69.1 78.6 90.0 96.5: 10.0 3.5
Old : 100.0: 19.6 16.5 1.4 69.1 78.6 90.0 96.5: 10.0 3.5
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 : 128: 39 12 8 56 38 98 55:
Old : 128: 39 12 8 56 38 98 55:
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 : 36.4 52.6 45.5 67.0 34.0 52.0 42.2 66.1
Old : 36.4 52.6 45.5 67.0 34.0 52.0 42.2 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2012