MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 63,918: 10,653 2,487 0 49,131 58,429 59,784 60,916: 4,134 3,002
Old : 63,918: 10,653 2,487 0 49,131 58,429 59,784 60,916: 4,134 3,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 17: 731 -54 0 -790 118 -59 64: 76 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 3.9 0.0 76.9 91.4 93.5 95.3: 6.5 4.7
Old : 100.0: 16.7 3.9 0.0 76.9 91.4 93.5 95.3: 6.5 4.7
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 : 66: 11 3 0 32 30 43 33:
Old : 66: 11 3 0 32 30 43 33:
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 : 49.4 40.0 63.3 59.8 43.4 40.0 56.1 57.6
Old : 49.4 40.0 63.3 59.8 43.4 40.0 56.1 57.6
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 27, 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 : 130,959: 22,175 18,978 1,574 95,529 105,998 119,278 126,550: 11,681 4,409
Old : 130,959: 22,175 18,978 1,574 95,529 105,998 119,278 126,550: 11,681 4,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 9,719: 298 -998 -31 9,026 10,510 9,293 9,481: 426 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 14.5 1.2 72.9 80.9 91.1 96.6: 8.9 3.4
Old : 100.0: 16.9 14.5 1.2 72.9 80.9 91.1 96.6: 8.9 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 : 131: 39 12 7 57 43 99 59:
Old : 131: 39 12 7 57 43 99 59:
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 : 39.7 50.6 49.1 64.8 37.6 50.1 46.4 64.1
Old : 39.7 50.6 49.1 64.8 37.6 50.1 46.4 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 5, 2012