MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, October 11, 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 : 41,305: 1,588 1,487 0 36,905 37,980 38,493 39,467: 2,812 1,838
Old : 41,305: 1,588 1,487 0 36,905 37,980 38,493 39,467: 2,812 1,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -3,198: -1,672 593 0 -700 -3,802 -2,372 -3,209: -826 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 3.6 0.0 89.3 92.0 93.2 95.6: 6.8 4.4
Old : 100.0: 3.8 3.6 0.0 89.3 92.0 93.2 95.6: 6.8 4.4
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 : 54: 4 4 0 27 29 31 33:
Old : 54: 4 4 0 27 29 31 33:
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 : 59.0 36.4 71.8 59.5 54.3 36.4 64.1 57.9
Old : 59.0 36.4 71.8 59.5 54.3 36.4 64.1 57.9
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, October 11, 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 : 64,761: 6,183 19,785 257 52,723 25,754 59,163 45,796: 5,598 18,965
Old : 64,761: 6,183 19,785 257 52,723 25,754 59,163 45,796: 5,598 18,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 1,477: 119 -118 32 1,636 -7,983 1,787 -8,069: -310 9,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 30.6 0.4 81.4 39.8 91.4 70.7: 8.6 29.3
Old : 100.0: 9.5 30.6 0.4 81.4 39.8 91.4 70.7: 8.6 29.3
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 : 69: 13 6 1 37 21 50 28:
Old : 69: 13 6 1 37 21 50 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 : 34.8 34.8 51.4 49.0 32.9 34.7 49.5 48.9
Old : 34.8 34.8 51.4 49.0 32.9 34.7 49.5 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2011