MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, September 13, 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 : 47,440: 2,450 430 308 40,405 44,575 43,163 45,313: 4,277 2,127
Old : 47,440: 2,450 430 308 40,405 44,575 43,163 45,313: 4,277 2,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 5,489: -900 -60 308 5,387 4,238 4,795 4,486: 694 1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.9 0.6 85.2 94.0 91.0 95.5: 9.0 4.5
Old : 100.0: 5.2 0.9 0.6 85.2 94.0 91.0 95.5: 9.0 4.5
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 : 53: 6 2 3 31 30 38 34:
Old : 53: 6 2 3 31 30 38 34:
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 : 48.6 42.8 63.3 63.4 44.1 33.8 53.3 51.6
Old : 48.6 42.8 63.3 63.4 44.1 33.8 53.3 51.6
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, September 13, 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 : 65,111: 4,572 6,447 449 47,697 49,707 52,718 56,603: 12,393 8,508
Old : 65,111: 4,572 6,447 449 47,697 49,707 52,718 56,603: 12,393 8,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 9,869: -758 20 448 5,056 6,471 4,746 6,939: 5,123 2,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 9.9 0.7 73.3 76.3 81.0 86.9: 19.0 13.1
Old : 100.0: 7.0 9.9 0.7 73.3 76.3 81.0 86.9: 19.0 13.1
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 : 72: 14 3 3 42 31 56 37:
Old : 72: 14 3 3 42 31 56 37:
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 : 29.2 39.4 44.0 59.8 28.3 33.5 41.7 53.0
Old : 29.2 39.4 44.0 59.8 28.3 33.5 41.7 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2011