MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, May 1, 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 : 58,235: 8,852 2,762 96 44,898 53,602 53,846 56,460: 4,389 1,775
Old : 58,235: 8,852 2,762 96 44,898 53,602 53,846 56,460: 4,389 1,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 507: 705 345 96 768 841 1,569 1,282: -1,062 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 4.7 0.2 77.1 92.0 92.5 97.0: 7.5 3.0
Old : 100.0: 15.2 4.7 0.2 77.1 92.0 92.5 97.0: 7.5 3.0
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 : 61: 8 4 1 30 31 39 35:
Old : 61: 8 4 1 30 31 39 35:
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 : 52.6 44.9 65.4 61.0 52.2 44.9 62.7 59.8
Old : 52.6 44.9 65.4 61.0 52.2 44.9 62.7 59.8
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, May 1, 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 : 84,628: 16,340 3,645 305 57,844 76,679 74,489 80,629: 10,139 3,999
Old : 84,628: 16,340 3,645 305 57,844 76,679 74,489 80,629: 10,139 3,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 1,048: 726 -101 62 1,595 2,289 2,383 2,250: -1,335 -1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 4.3 0.4 68.4 90.6 88.0 95.3: 12.0 4.7
Old : 100.0: 19.3 4.3 0.4 68.4 90.6 88.0 95.3: 12.0 4.7
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: 21 9 2 38 34 59 45:
Old : 87: 21 9 2 38 34 59 45:
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 : 36.4 54.6 49.0 68.7 34.4 53.0 47.1 66.6
Old : 36.4 54.6 49.0 68.7 34.4 53.0 47.1 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 4, 2012