MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 65,224: 8,749 2,483 0 51,701 60,186 60,450 62,669: 4,774 2,555
Old : 65,224: 8,749 2,483 0 51,701 60,186 60,450 62,669: 4,774 2,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 1,773: 1,782 -964 0 57 2,702 1,839 1,738: -66 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 3.8 0.0 79.3 92.3 92.7 96.1: 7.3 3.9
Old : 100.0: 13.4 3.8 0.0 79.3 92.3 92.7 96.1: 7.3 3.9
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 : 73: 13 3 0 37 32 50 35:
Old : 73: 13 3 0 37 32 50 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 : 48.2 39.2 60.7 59.1 42.1 39.2 53.3 57.2
Old : 48.2 39.2 60.7 59.1 42.1 39.2 53.3 57.2
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 13, 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 : 119,236: 23,393 18,982 1,576 81,796 94,414 106,765 114,972: 12,471 4,264
Old : 119,236: 23,393 18,982 1,576 81,796 94,414 106,765 114,972: 12,471 4,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 2,493: 485 -310 -10 1,178 2,610 1,653 2,290: 840 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 15.9 1.3 68.6 79.2 89.5 96.4: 10.5 3.6
Old : 100.0: 19.6 15.9 1.3 68.6 79.2 89.5 96.4: 10.5 3.6
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 : 127: 41 12 6 54 38 97 54:
Old : 127: 41 12 6 54 38 97 54:
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 : 36.5 53.1 45.7 67.7 33.9 52.6 43.1 67.2
Old : 36.5 53.1 45.7 67.7 33.9 52.6 43.1 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2012