MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, April 17, 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 : 55,798: 6,842 2,773 55 42,718 50,027 49,615 52,855: 6,183 2,943
Old : 55,798: 6,842 2,773 55 42,718 50,027 49,615 52,855: 6,183 2,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 2,180: 2,682 -806 18 -1,521 2,473 1,179 1,685: 1,001 495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 5.0 0.1 76.6 89.7 88.9 94.7: 11.1 5.3
Old : 100.0: 12.3 5.0 0.1 76.6 89.7 88.9 94.7: 11.1 5.3
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 : 57: 5 4 1 29 30 35 34:
Old : 57: 5 4 1 29 30 35 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 : 54.3 41.4 66.8 58.7 53.9 41.4 64.4 57.8
Old : 54.3 41.4 66.8 58.7 53.9 41.4 64.4 57.8
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, April 17, 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 : 81,976: 14,526 4,400 248 56,060 72,943 70,834 77,591: 11,142 4,385
Old : 81,976: 14,526 4,400 248 56,060 72,943 70,834 77,591: 11,142 4,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -1,752: -1,254 -1,173 -422 -267 -446 -1,943 -2,041: 191 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 5.4 0.3 68.4 89.0 86.4 94.7: 13.6 5.3
Old : 100.0: 17.7 5.4 0.3 68.4 89.0 86.4 94.7: 13.6 5.3
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 : 87: 19 8 1 39 35 58 44:
Old : 87: 19 8 1 39 35 58 44:
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 : 34.2 52.1 47.5 64.8 33.4 51.0 45.3 63.2
Old : 34.2 52.1 47.5 64.8 33.4 51.0 45.3 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2012