MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 44,758: 1,482 1,712 0 40,051 40,464 41,533 42,176: 3,225 2,582
Old : 44,758: 1,482 1,712 0 40,051 40,464 41,533 42,176: 3,225 2,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 1,664: -399 404 0 2,139 799 1,740 1,203: -76 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.8 0.0 89.5 90.4 92.8 94.2: 7.2 5.8
Old : 100.0: 3.3 3.8 0.0 89.5 90.4 92.8 94.2: 7.2 5.8
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 : 50: 3 4 0 27 29 30 33:
Old : 50: 3 4 0 27 29 30 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 : 60.6 42.7 73.6 63.4 58.4 42.7 69.2 61.7
Old : 60.6 42.7 73.6 63.4 58.4 42.7 69.2 61.7
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 29, 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 : 64,821: 5,042 22,305 623 53,677 39,772 59,342 62,700: 5,479 2,121
Old : 64,821: 5,042 22,305 623 53,677 39,772 59,342 62,700: 5,479 2,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 843: 46 1,016 234 1,130 -70 1,410 1,180: -567 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 34.4 1.0 82.8 61.4 91.5 96.7: 8.5 3.3
Old : 100.0: 7.8 34.4 1.0 82.8 61.4 91.5 96.7: 8.5 3.3
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 : 69: 11 7 3 36 23 48 32:
Old : 69: 11 7 3 36 23 48 32:
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 : 40.3 58.3 56.9 72.2 37.6 58.1 53.0 71.9
Old : 40.3 58.3 56.9 72.2 37.6 58.1 53.0 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2011