MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, July 26, 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 : 32,483: 1,417 671 0 27,749 30,725 29,166 31,396: 3,317 1,087
Old : 32,483: 1,417 671 0 27,749 30,725 29,166 31,396: 3,317 1,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -1,192: -141 -20 0 -385 -1,406 -526 -1,426: -666 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.1 0.0 85.4 94.6 89.8 96.7: 10.2 3.3
Old : 100.0: 4.4 2.1 0.0 85.4 94.6 89.8 96.7: 10.2 3.3
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 : 47: 3 2 0 28 26 31 28:
Old : 47: 3 2 0 28 26 31 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 : 51.2 45.4 63.5 68.9 45.8 43.3 56.3 61.5
Old : 51.2 45.4 63.5 68.9 45.8 43.3 56.3 61.5
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 26, 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 : 48,211: 3,987 1,975 0 37,922 42,758 41,909 44,733: 6,302 3,478
Old : 48,211: 3,987 1,975 0 37,922 42,758 41,909 44,733: 6,302 3,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 691: 444 -8 0 567 1,569 1,011 1,561: -320 -870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 4.1 0.0 78.7 88.7 86.9 92.8: 13.1 7.2
Old : 100.0: 8.3 4.1 0.0 78.7 88.7 86.9 92.8: 13.1 7.2
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 : 63: 10 5 0 34 23 44 28:
Old : 63: 10 5 0 34 23 44 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 : 41.1 65.0 54.3 74.4 39.3 62.4 52.1 71.6
Old : 41.1 65.0 54.3 74.4 39.3 62.4 52.1 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2011