MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, October 30, 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 : 64,539: 6,848 4,917 0 53,418 57,403 60,266 62,320: 4,273 2,219
Old : 64,539: 6,848 4,917 0 53,418 57,403 60,266 62,320: 4,273 2,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 850: -495 1,979 0 1,501 -717 1,006 1,262: -156 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 7.6 0.0 82.8 88.9 93.4 96.6: 6.6 3.4
Old : 100.0: 10.6 7.6 0.0 82.8 88.9 93.4 96.6: 6.6 3.4
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 : 73: 8 7 0 37 32 45 39:
Old : 73: 8 7 0 37 32 45 39:
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 : 51.7 38.5 64.6 56.2 45.6 37.2 57.8 53.8
Old : 51.7 38.5 64.6 56.2 45.6 37.2 57.8 53.8
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, October 30, 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 : 113,902: 24,119 18,324 1,502 76,865 89,883 102,486 109,709: 11,416 4,193
Old : 113,902: 24,119 18,324 1,502 76,865 89,883 102,486 109,709: 11,416 4,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 223: 440 -1,319 778 -20 33 1,198 -508: -975 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 16.1 1.3 67.5 78.9 90.0 96.3: 10.0 3.7
Old : 100.0: 21.2 16.1 1.3 67.5 78.9 90.0 96.3: 10.0 3.7
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 : 123: 38 12 6 51 38 92 53:
Old : 123: 38 12 6 51 38 92 53:
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 : 36.9 53.6 46.3 68.2 34.6 53.3 43.9 67.7
Old : 36.9 53.6 46.3 68.2 34.6 53.3 43.9 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2012