MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 63,901: 9,922 2,541 0 49,921 58,311 59,843 60,852: 4,058 3,049
Old : 63,901: 9,922 2,541 0 49,921 58,311 59,843 60,852: 4,058 3,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -1,323: 1,173 58 0 -1,780 -1,875 -607 -1,817: -716 494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 4.0 0.0 78.1 91.3 93.6 95.2: 6.4 4.8
Old : 100.0: 15.5 4.0 0.0 78.1 91.3 93.6 95.2: 6.4 4.8
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 : 67: 10 3 0 33 31 43 34:
Old : 67: 10 3 0 33 31 43 34:
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 : 50.1 37.9 63.2 58.1 43.9 37.9 55.8 56.0
Old : 50.1 37.9 63.2 58.1 43.9 37.9 55.8 56.0
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 20, 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 : 121,240: 21,877 19,976 1,605 86,503 95,488 109,985 117,069: 11,255 4,171
Old : 121,240: 21,877 19,976 1,605 86,503 95,488 109,985 117,069: 11,255 4,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 2,004: -1,516 994 29 4,707 1,074 3,220 2,097: -1,216 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 16.5 1.3 71.3 78.8 90.7 96.6: 9.3 3.4
Old : 100.0: 18.0 16.5 1.3 71.3 78.8 90.7 96.6: 9.3 3.4
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 : 129: 39 12 6 56 41 97 57:
Old : 129: 39 12 6 56 41 97 57:
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 : 37.5 53.4 46.8 68.2 34.8 52.8 44.1 67.3
Old : 37.5 53.4 46.8 68.2 34.8 52.8 44.1 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2012