MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, September 25, 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 : 60,134: 6,928 2,497 0 48,706 55,343 55,634 57,840: 4,500 2,294
Old : 60,134: 6,928 2,497 0 48,706 55,343 55,634 57,840: 4,500 2,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -9,964: -479 183 -872 -7,137 -7,696 -8,488 -8,385: -1,476 -1,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 4.2 0.0 81.0 92.0 92.5 96.2: 7.5 3.8
Old : 100.0: 11.5 4.2 0.0 81.0 92.0 92.5 96.2: 7.5 3.8
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 : 66: 8 4 0 35 31 43 35:
Old : 66: 8 4 0 35 31 43 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 : 51.0 41.9 63.3 58.4 47.2 41.9 58.3 57.7
Old : 51.0 41.9 63.3 58.4 47.2 41.9 58.3 57.7
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, September 25, 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 : 116,133: 22,817 19,192 909 78,191 92,309 101,917 112,410: 14,216 3,723
Old : 116,133: 22,817 19,192 909 78,191 92,309 101,917 112,410: 14,216 3,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -25,248: -420 1,749 -438 -15,944 -15,939 -16,802 -14,628: -8,446 -10,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 16.5 0.8 67.3 79.5 87.8 96.8: 12.2 3.2
Old : 100.0: 19.6 16.5 0.8 67.3 79.5 87.8 96.8: 12.2 3.2
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 : 114: 35 11 4 48 35 84 49:
Old : 114: 35 11 4 48 35 84 49:
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 : 40.4 55.5 50.4 71.2 38.4 55.5 48.1 71.2
Old : 40.4 55.5 50.4 71.2 38.4 55.5 48.1 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2012