MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, July 19, 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 : 33,675: 1,558 691 0 28,134 32,131 29,692 32,822: 3,983 853
Old : 33,675: 1,558 691 0 28,134 32,131 29,692 32,822: 3,983 853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 392: 66 -419 0 -327 770 -261 351: 653 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.1 0.0 83.5 95.4 88.2 97.5: 11.8 2.5
Old : 100.0: 4.6 2.1 0.0 83.5 95.4 88.2 97.5: 11.8 2.5
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 : 46: 3 2 0 27 26 30 28:
Old : 46: 3 2 0 27 26 30 28:
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 : 51.4 46.7 63.6 70.5 45.9 45.3 55.7 63.4
Old : 51.4 46.7 63.6 70.5 45.9 45.3 55.7 63.4
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, July 19, 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 : 47,520: 3,543 1,983 0 37,355 41,189 40,898 43,172: 6,622 4,348
Old : 47,520: 3,543 1,983 0 37,355 41,189 40,898 43,172: 6,622 4,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 420: -547 -882 0 535 662 -12 -220: 432 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 4.2 0.0 78.6 86.7 86.1 90.9: 13.9 9.1
Old : 100.0: 7.5 4.2 0.0 78.6 86.7 86.1 90.9: 13.9 9.1
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 : 58: 9 4 0 33 22 42 26:
Old : 58: 9 4 0 33 22 42 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 : 41.8 63.6 55.2 73.5 39.7 61.0 52.6 70.5
Old : 41.8 63.6 55.2 73.5 39.7 61.0 52.6 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2011