MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 91,761: 10,794 5,048 3,840 71,288 78,844 85,922 87,732: 5,839 4,029
Old : 91,761: 10,794 5,048 3,840 71,288 78,844 85,922 87,732: 5,839 4,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 26,296: 517 1,107 3,417 21,236 20,500 25,170 25,024: 1,126 1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.5 4.2 77.7 85.9 93.6 95.6: 6.4 4.4
Old : 100.0: 11.8 5.5 4.2 77.7 85.9 93.6 95.6: 6.4 4.4
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 : 73: 10 8 5 35 32 49 41:
Old : 73: 10 8 5 35 32 49 41:
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 : 53.1 40.7 65.5 58.5 31.4 26.9 39.9 38.6
Old : 53.1 40.7 65.5 58.5 31.4 26.9 39.9 38.6
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, December 18, 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 : 167,738: 29,440 20,776 3,628 108,785 124,321 141,853 148,725: 25,885 19,013
Old : 167,738: 29,440 20,776 3,628 108,785 124,321 141,853 148,725: 25,885 19,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 16,895: 6,073 472 -3,189 3,727 5,190 6,611 2,473: 10,284 14,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 12.4 2.2 64.9 74.1 84.6 88.7: 15.4 11.3
Old : 100.0: 17.6 12.4 2.2 64.9 74.1 84.6 88.7: 15.4 11.3
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 : 132: 38 13 6 66 42 107 58:
Old : 132: 38 13 6 66 42 107 58:
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 : 30.9 49.7 40.8 63.0 28.2 43.9 36.2 55.1
Old : 30.9 49.7 40.8 63.0 28.2 43.9 36.2 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 21, 2012