MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, June 21, 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 : 31,991: 0 706 0 28,515 29,846 28,515 30,552: 3,476 1,439
Old : 31,991: 0 706 0 28,515 29,846 28,515 30,552: 3,476 1,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -14,309: 0 282 -413 -14,401 -12,736 -14,814 -12,867: 505 -1,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.0 89.1 93.3 89.1 95.5: 10.9 4.5
Old : 100.0: 0.0 2.2 0.0 89.1 93.3 89.1 95.5: 10.9 4.5
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 : 43: 0 2 0 27 24 27 26:
Old : 43: 0 2 0 27 24 27 26:
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 : 54.1 49.6 67.6 72.1 49.2 48.3 60.2 65.7
Old : 54.1 49.6 67.6 72.1 49.2 48.3 60.2 65.7
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 - Futures Only, June 21, 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 : 39,265: 2,884 1,579 0 30,222 35,927 33,106 37,506: 6,159 1,759
Old : 39,265: 2,884 1,579 0 30,222 35,927 33,106 37,506: 6,159 1,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -2,775: 1,580 822 -1,507 -7,276 -1,811 -7,203 -2,496: 4,428 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 4.0 0.0 77.0 91.5 84.3 95.5: 15.7 4.5
Old : 100.0: 7.3 4.0 0.0 77.0 91.5 84.3 95.5: 15.7 4.5
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 : 55: 8 4 0 29 23 37 27:
Old : 55: 8 4 0 29 23 37 27:
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 : 43.3 61.5 57.0 76.8 41.0 58.9 54.3 73.9
Old : 43.3 61.5 57.0 76.8 41.0 58.9 54.3 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2011