MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 70,098: 7,407 2,314 872 55,843 63,039 64,122 66,225: 5,976 3,873
Old : 70,098: 7,407 2,314 872 55,843 63,039 64,122 66,225: 5,976 3,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 1,734: -498 -12 -1,482 3,243 1,140 1,263 -354: 471 2,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 3.3 1.2 79.7 89.9 91.5 94.5: 8.5 5.5
Old : 100.0: 10.6 3.3 1.2 79.7 89.9 91.5 94.5: 8.5 5.5
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 : 70: 10 4 2 37 32 48 37:
Old : 70: 10 4 2 37 32 48 37:
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 : 47.4 44.1 60.7 58.9 39.8 43.7 52.9 57.2
Old : 47.4 44.1 60.7 58.9 39.8 43.7 52.9 57.2
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, September 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 : 141,381: 23,237 17,443 1,347 94,135 108,248 118,719 127,038: 22,662 14,343
Old : 141,381: 23,237 17,443 1,347 94,135 108,248 118,719 127,038: 22,662 14,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 7,661: 1,290 2,135 -3,339 6,180 5,719 4,131 4,515: 3,530 3,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.3 1.0 66.6 76.6 84.0 89.9: 16.0 10.1
Old : 100.0: 16.4 12.3 1.0 66.6 76.6 84.0 89.9: 16.0 10.1
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 : 109: 32 10 5 50 39 84 52:
Old : 109: 32 10 5 50 39 84 52:
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 : 38.1 49.4 50.9 62.6 32.4 48.5 40.5 60.3
Old : 38.1 49.4 50.9 62.6 32.4 48.5 40.5 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2012