MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,646: 2,696 540 20 34,589 39,021 37,305 39,581: 3,341 1,065
Old : 40,646: 2,696 540 20 34,589 39,021 37,305 39,581: 3,341 1,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 862: -155 80 20 966 1,563 831 1,663: 31 -801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.3 0.0 85.1 96.0 91.8 97.4: 8.2 2.6
Old : 100.0: 6.6 1.3 0.0 85.1 96.0 91.8 97.4: 8.2 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 : 51: 5 1 1 29 28 35 29:
Old : 51: 5 1 1 29 28 35 29:
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 : 52.4 43.8 65.3 65.7 49.5 41.1 60.4 60.3
Old : 52.4 43.8 65.3 65.7 49.5 41.1 60.4 60.3
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, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,844: 4,046 2,399 0 42,768 46,570 46,814 48,969: 8,030 5,875
Old : 54,844: 4,046 2,399 0 42,768 46,570 46,814 48,969: 8,030 5,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,692: 514 -721 0 -181 737 333 16: 1,359 1,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 4.4 0.0 78.0 84.9 85.4 89.3: 14.6 10.7
Old : 100.0: 7.4 4.4 0.0 78.0 84.9 85.4 89.3: 14.6 10.7
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 : 57: 11 2 0 29 24 40 26:
Old : 57: 11 2 0 29 24 40 26:
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 : 42.0 47.7 60.2 66.2 40.9 43.6 57.6 61.9
Old : 42.0 47.7 60.2 66.2 40.9 43.6 57.6 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2011