MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 Commitments of Traders - Futures Only, August 30, 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 : 38,878: 2,498 490 0 34,384 38,370 36,882 38,860: 1,996 18 Old : 38,878: 2,498 490 0 34,384 38,370 36,882 38,860: 1,996 18 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : -1,768: -198 -50 -20 -205 -651 -423 -721: -1,345 -1,047 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 1.3 0.0 88.4 98.7 94.9 100.0: 5.1 0.0 Old : 100.0: 6.4 1.3 0.0 88.4 98.7 94.9 100.0: 5.1 0.0 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 : 52: 6 1 0 29 28 35 29: Old : 52: 6 1 0 29 28 35 29: 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 : 55.5 45.1 68.4 67.3 52.8 42.1 63.3 62.0 Old : 55.5 45.1 68.4 67.3 52.8 42.1 63.3 62.0 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 30, 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 : 52,244: 5,536 6,447 0 40,345 43,183 45,881 49,630: 6,363 2,614 Old : 52,244: 5,536 6,447 0 40,345 43,183 45,881 49,630: 6,363 2,614 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : -2,600: 1,490 4,048 0 -2,423 -3,387 -933 661: -1,667 -3,261 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 12.3 0.0 77.2 82.7 87.8 95.0: 12.2 5.0 Old : 100.0: 10.6 12.3 0.0 77.2 82.7 87.8 95.0: 12.2 5.0 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 : 60: 13 3 0 30 22 43 25: Old : 60: 13 3 0 30 22 43 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 : 40.2 46.8 57.7 68.2 38.9 43.3 55.2 64.6 Old : 40.2 46.8 57.7 68.2 38.9 43.3 55.2 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2011