MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, August 2, 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 : 35,633: 3,359 716 0 28,593 34,030 31,952 34,746: 3,681 887
Old : 35,633: 3,359 716 0 28,593 34,030 31,952 34,746: 3,681 887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 3,150: 1,942 45 0 844 3,305 2,786 3,350: 364 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.0 0.0 80.2 95.5 89.7 97.5: 10.3 2.5
Old : 100.0: 9.4 2.0 0.0 80.2 95.5 89.7 97.5: 10.3 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 : 50: 4 2 0 30 26 34 28:
Old : 50: 4 2 0 30 26 34 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 : 45.0 45.7 59.7 69.2 41.0 43.5 54.0 62.1
Old : 45.0 45.7 59.7 69.2 41.0 43.5 54.0 62.1
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, August 2, 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 : 48,361: 3,819 1,199 0 37,698 43,218 41,517 44,417: 6,844 3,944
Old : 48,361: 3,819 1,199 0 37,698 43,218 41,517 44,417: 6,844 3,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 150: -168 -776 0 -224 460 -392 -316: 542 466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 2.5 0.0 78.0 89.4 85.8 91.8: 14.2 8.2
Old : 100.0: 7.9 2.5 0.0 78.0 89.4 85.8 91.8: 14.2 8.2
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 : 57: 9 2 0 32 23 41 25:
Old : 57: 9 2 0 32 23 41 25:
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 : 41.4 64.7 55.2 74.5 39.5 61.9 52.7 71.4
Old : 41.4 64.7 55.2 74.5 39.5 61.9 52.7 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2011