MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 65,465: 10,277 3,941 423 50,052 58,344 60,752 62,708: 4,713 2,757
Old : 65,465: 10,277 3,941 423 50,052 58,344 60,752 62,708: 4,713 2,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 618: 116 778 423 44 -18 583 1,183: 35 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 6.0 0.6 76.5 89.1 92.8 95.8: 7.2 4.2
Old : 100.0: 15.7 6.0 0.6 76.5 89.1 92.8 95.8: 7.2 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 : 72: 9 7 2 36 32 47 39:
Old : 72: 9 7 2 36 32 47 39:
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 : 47.7 39.5 60.6 58.7 41.5 39.5 53.5 56.2
Old : 47.7 39.5 60.6 58.7 41.5 39.5 53.5 56.2
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, December 11, 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 : 150,843: 23,367 20,304 6,817 105,058 119,131 135,242 146,252: 15,601 4,591
Old : 150,843: 23,367 20,304 6,817 105,058 119,131 135,242 146,252: 15,601 4,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 18,494: 1,310 2,144 3,075 10,651 12,844 15,036 18,063: 3,458 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.5 4.5 69.6 79.0 89.7 97.0: 10.3 3.0
Old : 100.0: 15.5 13.5 4.5 69.6 79.0 89.7 97.0: 10.3 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 : 126: 35 14 6 57 40 96 56:
Old : 126: 35 14 6 57 40 96 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 : 35.4 47.3 47.3 63.7 31.2 46.9 39.0 60.3
Old : 35.4 47.3 47.3 63.7 31.2 46.9 39.0 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2012