MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, August 9, 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 : 39,314: 3,604 490 0 32,266 37,586 35,870 38,076: 3,444 1,238
Old : 39,314: 3,604 490 0 32,266 37,586 35,870 38,076: 3,444 1,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 3,681: 245 -226 0 3,673 3,556 3,918 3,330: -237 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 1.2 0.0 82.1 95.6 91.2 96.9: 8.8 3.1
Old : 100.0: 9.2 1.2 0.0 82.1 95.6 91.2 96.9: 8.8 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 : 50: 6 1 0 29 25 35 26:
Old : 50: 6 1 0 29 25 35 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 : 50.7 46.3 64.2 68.3 46.5 44.5 58.1 62.6
Old : 50.7 46.3 64.2 68.3 46.5 44.5 58.1 62.6
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 9, 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 : 47,692: 3,201 1,199 0 37,057 41,907 40,258 43,106: 7,434 4,586
Old : 47,692: 3,201 1,199 0 37,057 41,907 40,258 43,106: 7,434 4,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -669: -618 0 0 -641 -1,311 -1,259 -1,311: 590 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 2.5 0.0 77.7 87.9 84.4 90.4: 15.6 9.6
Old : 100.0: 6.7 2.5 0.0 77.7 87.9 84.4 90.4: 15.6 9.6
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 : 56: 9 2 0 30 25 39 27:
Old : 56: 9 2 0 30 25 39 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 : 43.6 55.2 58.2 70.5 42.1 50.9 54.7 66.0
Old : 43.6 55.2 58.2 70.5 42.1 50.9 54.7 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2011