MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,961: 1,820 1,919 0 39,740 42,183 41,560 44,102: 4,401 1,859
Old : 45,961: 1,820 1,919 0 39,740 42,183 41,560 44,102: 4,401 1,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -676: 363 108 0 -698 -578 -335 -470: -341 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.2 0.0 86.5 91.8 90.4 96.0: 9.6 4.0
Old : 100.0: 4.0 4.2 0.0 86.5 91.8 90.4 96.0: 9.6 4.0
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 : 53: 3 4 0 26 32 29 36:
Old : 53: 3 4 0 26 32 29 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 : 59.3 40.3 71.6 61.5 57.1 40.3 67.2 60.7
Old : 59.3 40.3 71.6 61.5 57.1 40.3 67.2 60.7
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, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 76,474: 12,620 19,297 223 54,038 53,860 66,881 73,380: 9,593 3,094
Old : 76,474: 12,620 19,297 223 54,038 53,860 66,881 73,380: 9,593 3,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 4,146: 2,211 1,999 0 2,092 3,480 4,303 5,479: -157 -1,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 25.2 0.3 70.7 70.4 87.5 96.0: 12.5 4.0
Old : 100.0: 16.5 25.2 0.3 70.7 70.4 87.5 96.0: 12.5 4.0
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 : 85: 18 7 1 40 34 58 42:
Old : 85: 18 7 1 40 34 58 42:
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 : 35.4 47.5 50.6 68.3 34.2 47.5 48.1 67.1
Old : 35.4 47.5 50.6 68.3 34.2 47.5 48.1 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2012