MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 80,300: 5,667 5,736 0 70,028 72,062 75,695 77,798: 4,605 2,502
Old : 80,300: 5,667 5,736 0 70,028 72,062 75,695 77,798: 4,605 2,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 919: -2,953 453 0 3,477 1,002 524 1,455: 395 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 7.1 0.0 87.2 89.7 94.3 96.9: 5.7 3.1
Old : 100.0: 7.1 7.1 0.0 87.2 89.7 94.3 96.9: 5.7 3.1
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 : 74: 9 7 0 34 36 43 43:
Old : 74: 9 7 0 34 36 43 43:
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 : 55.8 40.8 68.9 58.3 50.8 40.8 63.1 56.8
Old : 55.8 40.8 68.9 58.3 50.8 40.8 63.1 56.8
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 31, 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 : 149,921: 30,677 18,171 2,081 102,445 125,836 135,203 146,088: 14,718 3,833
Old : 149,921: 30,677 18,171 2,081 102,445 125,836 135,203 146,088: 14,718 3,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 4,345: -69 1,275 346 2,537 2,518 2,814 4,139: 1,531 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 12.1 1.4 68.3 83.9 90.2 97.4: 9.8 2.6
Old : 100.0: 20.5 12.1 1.4 68.3 83.9 90.2 97.4: 9.8 2.6
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 : 134: 38 14 6 61 38 101 56:
Old : 134: 38 14 6 61 38 101 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 : 34.4 56.6 44.5 72.5 32.7 56.6 41.5 70.8
Old : 34.4 56.6 44.5 72.5 32.7 56.6 41.5 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 4, 2013