MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, December 6, 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 : 44,172: 1,859 2,117 0 38,425 39,777 40,284 41,894: 3,888 2,278
Old : 44,172: 1,859 2,117 0 38,425 39,777 40,284 41,894: 3,888 2,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -586: 377 405 0 -1,626 -687 -1,249 -282: 663 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 4.8 0.0 87.0 90.1 91.2 94.8: 8.8 5.2
Old : 100.0: 4.2 4.8 0.0 87.0 90.1 91.2 94.8: 8.8 5.2
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 : 51: 4 5 0 24 31 28 36:
Old : 51: 4 5 0 24 31 28 36:
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 : 59.5 39.1 72.5 59.1 57.1 38.9 68.1 57.3
Old : 59.5 39.1 72.5 59.1 57.1 38.9 68.1 57.3
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, December 6, 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 : 66,773: 4,966 23,042 305 53,652 38,190 58,923 61,537: 7,850 5,236
Old : 66,773: 4,966 23,042 305 53,652 38,190 58,923 61,537: 7,850 5,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 1,952: -76 737 -318 -25 -1,582 -419 -1,163: 2,371 3,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 34.5 0.5 80.3 57.2 88.2 92.2: 11.8 7.8
Old : 100.0: 7.4 34.5 0.5 80.3 57.2 88.2 92.2: 11.8 7.8
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 : 67: 10 5 1 34 28 44 34:
Old : 67: 10 5 1 34 28 44 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 : 37.1 50.1 55.4 64.3 35.2 50.1 52.3 64.3
Old : 37.1 50.1 55.4 64.3 35.2 50.1 52.3 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2011