MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 51,754: 4,877 2,739 0 41,990 46,825 46,867 49,564: 4,887 2,190
Old : 51,754: 4,877 2,739 0 41,990 46,825 46,867 49,564: 4,887 2,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 1,898: 1,729 457 0 116 1,082 1,845 1,539: 53 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 5.3 0.0 81.1 90.5 90.6 95.8: 9.4 4.2
Old : 100.0: 9.4 5.3 0.0 81.1 90.5 90.6 95.8: 9.4 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 : 60: 5 4 0 31 32 36 36:
Old : 60: 5 4 0 31 32 36 36:
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 : 53.7 42.6 65.2 60.8 52.6 42.6 61.9 59.2
Old : 53.7 42.6 65.2 60.8 52.6 42.6 61.9 59.2
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, April 3, 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 : 84,703: 16,826 6,926 223 56,513 73,618 73,562 80,767: 11,141 3,936
Old : 84,703: 16,826 6,926 223 56,513 73,618 73,562 80,767: 11,141 3,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 411: 1,997 -3,255 0 2,180 4,502 4,177 1,247: -3,766 -836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 8.2 0.3 66.7 86.9 86.8 95.4: 13.2 4.6
Old : 100.0: 19.9 8.2 0.3 66.7 86.9 86.8 95.4: 13.2 4.6
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 : 97: 23 11 1 44 35 67 47:
Old : 97: 23 11 1 44 35 67 47:
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 : 32.5 49.5 46.3 62.4 31.7 48.3 44.3 60.7
Old : 32.5 49.5 46.3 62.4 31.7 48.3 44.3 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2012