MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, February 28, 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 : 48,007: 1,541 3,564 66 41,942 41,920 43,549 45,550: 4,458 2,457
Old : 48,007: 1,541 3,564 66 41,942 41,920 43,549 45,550: 4,458 2,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -534: 2 560 66 -816 -1,260 -748 -634: 214 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 7.4 0.1 87.4 87.3 90.7 94.9: 9.3 5.1
Old : 100.0: 3.2 7.4 0.1 87.4 87.3 90.7 94.9: 9.3 5.1
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 : 58: 2 6 1 31 31 34 37:
Old : 58: 2 6 1 31 31 34 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 : 56.1 39.4 68.1 59.9 54.2 39.4 64.2 58.4
Old : 56.1 39.4 68.1 59.9 54.2 39.4 64.2 58.4
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, February 28, 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 : 81,302: 15,443 18,709 223 55,131 59,551 70,797 78,483: 10,505 2,819
Old : 81,302: 15,443 18,709 223 55,131 59,551 70,797 78,483: 10,505 2,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 317: 951 -406 0 -998 788 -47 382: 364 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 23.0 0.3 67.8 73.2 87.1 96.5: 12.9 3.5
Old : 100.0: 19.0 23.0 0.3 67.8 73.2 87.1 96.5: 12.9 3.5
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 : 89: 20 6 1 44 32 64 39:
Old : 89: 20 6 1 44 32 64 39:
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 : 34.9 49.1 48.1 69.2 34.1 48.1 46.0 68.1
Old : 34.9 49.1 48.1 69.2 34.1 48.1 46.0 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2012