MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, May 8, 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 : 59,577: 9,455 3,142 180 44,800 53,377 54,435 56,699: 5,142 2,878
Old : 59,577: 9,455 3,142 180 44,800 53,377 54,435 56,699: 5,142 2,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 1,342: 603 380 84 -98 -225 589 239: 753 1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.3 0.3 75.2 89.6 91.4 95.2: 8.6 4.8
Old : 100.0: 15.9 5.3 0.3 75.2 89.6 91.4 95.2: 8.6 4.8
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 : 60: 8 4 1 28 31 37 35:
Old : 60: 8 4 1 28 31 37 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 : 53.3 43.6 65.9 60.3 52.9 43.5 63.5 58.5
Old : 53.3 43.6 65.9 60.3 52.9 43.5 63.5 58.5
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 8, 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 : 85,365: 16,384 3,776 331 57,895 77,008 74,610 81,115: 10,755 4,250
Old : 85,365: 16,384 3,776 331 57,895 77,008 74,610 81,115: 10,755 4,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 737: 44 131 26 51 329 121 486: 616 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 4.4 0.4 67.8 90.2 87.4 95.0: 12.6 5.0
Old : 100.0: 19.2 4.4 0.4 67.8 90.2 87.4 95.0: 12.6 5.0
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 : 88: 21 8 4 37 37 59 48:
Old : 88: 21 8 4 37 37 59 48:
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 56.5 49.3 68.9 34.7 54.9 47.6 66.8
Old : 36.4 56.5 49.3 68.9 34.7 54.9 47.6 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2012