MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, November 1, 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 : 41,215: 3,000 768 0 34,558 38,579 37,558 39,347: 3,657 1,868
Old : 41,215: 3,000 768 0 34,558 38,579 37,558 39,347: 3,657 1,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -101: 1,687 -1,160 0 -2,183 1,185 -496 25: 395 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 1.9 0.0 83.8 93.6 91.1 95.5: 8.9 4.5
Old : 100.0: 7.3 1.9 0.0 83.8 93.6 91.1 95.5: 8.9 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 : 56: 7 2 0 27 32 34 34:
Old : 56: 7 2 0 27 32 34 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 : 53.9 36.9 67.6 58.4 49.7 36.9 59.7 56.4
Old : 53.9 36.9 67.6 58.4 49.7 36.9 59.7 56.4
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, November 1, 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 : 64,560: 4,871 4,545 306 54,258 57,623 59,435 62,474: 5,125 2,086
Old : 64,560: 4,871 4,545 306 54,258 57,623 59,435 62,474: 5,125 2,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -1,348: -1,391 -1,651 48 219 17,621 -1,124 16,018: -224 -17,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 7.0 0.5 84.0 89.3 92.1 96.8: 7.9 3.2
Old : 100.0: 7.5 7.0 0.5 84.0 89.3 92.1 96.8: 7.9 3.2
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 : 74: 12 3 1 41 29 53 33:
Old : 74: 12 3 1 41 29 53 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 : 40.5 56.3 57.3 69.0 37.8 56.1 54.6 68.8
Old : 40.5 56.3 57.3 69.0 37.8 56.1 54.6 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2011