MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, July 24, 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 : 69,679: 6,627 2,429 0 57,934 64,366 64,561 66,795: 5,118 2,884
Old : 69,679: 6,627 2,429 0 57,934 64,366 64,561 66,795: 5,118 2,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 2,552: -191 53 0 2,040 2,484 1,849 2,537: 703 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 3.5 0.0 83.1 92.4 92.7 95.9: 7.3 4.1
Old : 100.0: 9.5 3.5 0.0 83.1 92.4 92.7 95.9: 7.3 4.1
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 : 62: 8 3 0 33 29 41 32:
Old : 62: 8 3 0 33 29 41 32:
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 : 55.7 42.2 69.8 60.1 52.5 41.6 63.9 57.3
Old : 55.7 42.2 69.8 60.1 52.5 41.6 63.9 57.3
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, July 24, 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 : 117,861: 21,459 8,704 719 84,579 101,320 106,757 110,743: 11,104 7,118
Old : 117,861: 21,459 8,704 719 84,579 101,320 106,757 110,743: 11,104 7,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 970: 1,276 395 -70 175 536 1,381 861: -411 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 7.4 0.6 71.8 86.0 90.6 94.0: 9.4 6.0
Old : 100.0: 18.2 7.4 0.6 71.8 86.0 90.6 94.0: 9.4 6.0
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 : 101: 31 14 2 37 35 69 50:
Old : 101: 31 14 2 37 35 69 50:
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 : 44.9 59.2 58.0 71.1 42.7 57.7 55.1 69.6
Old : 44.9 59.2 58.0 71.1 42.7 57.7 55.1 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2012