MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 64,847: 10,161 3,163 0 50,008 58,362 60,169 61,525: 4,678 3,322
Old : 64,847: 10,161 3,163 0 50,008 58,362 60,169 61,525: 4,678 3,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 929: -492 676 0 877 -67 385 609: 544 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 4.9 0.0 77.1 90.0 92.8 94.9: 7.2 5.1
Old : 100.0: 15.7 4.9 0.0 77.1 90.0 92.8 94.9: 7.2 5.1
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 : 68: 9 5 0 34 32 43 37:
Old : 68: 9 5 0 34 32 43 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 : 48.3 40.5 62.2 59.8 42.2 40.5 55.1 57.3
Old : 48.3 40.5 62.2 59.8 42.2 40.5 55.1 57.3
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, December 4, 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 : 132,349: 22,057 18,160 3,742 94,407 106,287 120,206 128,189: 12,143 4,160
Old : 132,349: 22,057 18,160 3,742 94,407 106,287 120,206 128,189: 12,143 4,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 1,390: -118 -818 2,168 -1,122 289 928 1,639: 462 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 13.7 2.8 71.3 80.3 90.8 96.9: 9.2 3.1
Old : 100.0: 16.7 13.7 2.8 71.3 80.3 90.8 96.9: 9.2 3.1
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 : 125: 37 13 7 54 40 94 57:
Old : 125: 37 13 7 54 40 94 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 : 35.8 52.4 45.5 67.7 33.6 51.3 42.3 65.6
Old : 35.8 52.4 45.5 67.7 33.6 51.3 42.3 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 7, 2012