MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, October 9, 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 : 61,196: 6,547 4,203 0 50,236 54,035 56,783 58,238: 4,413 2,958
Old : 61,196: 6,547 4,203 0 50,236 54,035 56,783 58,238: 4,413 2,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 155: -1,589 1,870 -40 2,462 -1,404 833 426: -678 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 6.9 0.0 82.1 88.3 92.8 95.2: 7.2 4.8
Old : 100.0: 10.7 6.9 0.0 82.1 88.3 92.8 95.2: 7.2 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 : 70: 7 6 0 37 31 44 37:
Old : 70: 7 6 0 37 31 44 37:
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 : 50.7 39.2 63.3 56.8 44.7 38.0 56.3 54.2
Old : 50.7 39.2 63.3 56.8 44.7 38.0 56.3 54.2
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, October 9, 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 : 115,242: 22,370 20,328 777 79,515 89,804 102,662 110,909: 12,580 4,333
Old : 115,242: 22,370 20,328 777 79,515 89,804 102,662 110,909: 12,580 4,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 32: 768 756 -99 -1,196 -1,021 -527 -364: 559 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 17.6 0.7 69.0 77.9 89.1 96.2: 10.9 3.8
Old : 100.0: 19.4 17.6 0.7 69.0 77.9 89.1 96.2: 10.9 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 : 112: 34 9 3 49 37 84 48:
Old : 112: 34 9 3 49 37 84 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 : 39.4 53.6 49.7 69.1 37.4 53.6 47.1 69.1
Old : 39.4 53.6 49.7 69.1 37.4 53.6 47.1 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2012