MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, December 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 : 79,381: 8,620 5,283 0 66,551 71,060 75,171 76,343: 4,210 3,038
Old : 79,381: 8,620 5,283 0 66,551 71,060 75,171 76,343: 4,210 3,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -12,380: -2,174 235 -3,840 -4,737 -7,784 -10,751 -11,389: -1,629 -991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 6.7 0.0 83.8 89.5 94.7 96.2: 5.3 3.8
Old : 100.0: 10.9 6.7 0.0 83.8 89.5 94.7 96.2: 5.3 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 : 71: 10 6 0 33 33 43 39:
Old : 71: 10 6 0 33 33 43 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 : 57.4 41.3 69.9 59.0 52.4 41.3 64.6 57.5
Old : 57.4 41.3 69.9 59.0 52.4 41.3 64.6 57.5
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, December 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 : 145,576: 30,746 16,896 1,735 99,908 123,318 132,389 141,949: 13,187 3,627
Old : 145,576: 30,746 16,896 1,735 99,908 123,318 132,389 141,949: 13,187 3,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -22,162: 1,306 -3,880 -1,893 -8,877 -1,003 -9,464 -6,776: -12,698 -15,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 11.6 1.2 68.6 84.7 90.9 97.5: 9.1 2.5
Old : 100.0: 21.1 11.6 1.2 68.6 84.7 90.9 97.5: 9.1 2.5
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 : 135: 38 13 5 61 40 101 56:
Old : 135: 38 13 5 61 40 101 56:
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 : 34.6 57.1 44.9 74.1 32.9 57.1 42.4 72.7
Old : 34.6 57.1 44.9 74.1 32.9 57.1 42.4 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2012