MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, August 16, 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 : 39,784: 2,851 460 0 33,623 37,458 36,474 37,918: 3,310 1,866
Old : 39,784: 2,851 460 0 33,623 37,458 36,474 37,918: 3,310 1,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 470: -753 -30 0 1,357 -128 604 -158: -134 628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 1.2 0.0 84.5 94.2 91.7 95.3: 8.3 4.7
Old : 100.0: 7.2 1.2 0.0 84.5 94.2 91.7 95.3: 8.3 4.7
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: 5 1 0 30 25 35 26:
Old : 50: 5 1 0 30 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 : 52.6 44.9 65.7 66.3 49.1 43.0 60.4 61.2
Old : 52.6 44.9 65.7 66.3 49.1 43.0 60.4 61.2
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 16, 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 : 53,152: 3,532 3,120 0 42,949 45,833 46,481 48,953: 6,671 4,199
Old : 53,152: 3,532 3,120 0 42,949 45,833 46,481 48,953: 6,671 4,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 5,460: 331 1,921 0 5,892 3,926 6,223 5,847: -763 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 5.9 0.0 80.8 86.2 87.4 92.1: 12.6 7.9
Old : 100.0: 6.6 5.9 0.0 80.8 86.2 87.4 92.1: 12.6 7.9
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 : 65: 10 5 0 33 27 43 32:
Old : 65: 10 5 0 33 27 43 32:
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 : 42.6 48.9 61.1 65.6 41.4 44.8 58.2 61.4
Old : 42.6 48.9 61.1 65.6 41.4 44.8 58.2 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2011