MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, July 31, 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 : 66,651: 6,597 2,864 0 55,636 60,987 62,233 63,851: 4,418 2,800
Old : 66,651: 6,597 2,864 0 55,636 60,987 62,233 63,851: 4,418 2,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -3,028: -30 435 0 -2,298 -3,379 -2,328 -2,944: -700 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 4.3 0.0 83.5 91.5 93.4 95.8: 6.6 4.2
Old : 100.0: 9.9 4.3 0.0 83.5 91.5 93.4 95.8: 6.6 4.2
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 : 65: 8 4 0 34 30 42 34:
Old : 65: 8 4 0 34 30 42 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 : 52.2 42.9 67.1 58.9 48.7 42.1 61.3 56.8
Old : 52.2 42.9 67.1 58.9 48.7 42.1 61.3 56.8
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, July 31, 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 : 116,446: 19,636 10,404 648 84,459 99,676 104,743 110,728: 11,703 5,718
Old : 116,446: 19,636 10,404 648 84,459 99,676 104,743 110,728: 11,703 5,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -1,415: -1,823 1,700 -71 -120 -1,644 -2,014 -15: 599 -1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 8.9 0.6 72.5 85.6 89.9 95.1: 10.1 4.9
Old : 100.0: 16.9 8.9 0.6 72.5 85.6 89.9 95.1: 10.1 4.9
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 : 100: 29 14 2 37 36 66 52:
Old : 100: 29 14 2 37 36 66 52:
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 : 44.5 56.8 56.7 70.1 41.9 55.1 53.8 68.5
Old : 44.5 56.8 56.7 70.1 41.9 55.1 53.8 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2012