MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,764: 2,096 908 0 37,346 39,693 39,442 40,601: 3,322 2,163
Old : 42,764: 2,096 908 0 37,346 39,693 39,442 40,601: 3,322 2,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -720: -1,181 -36 0 781 -1,130 -400 -1,166: -320 446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 2.1 0.0 87.3 92.8 92.2 94.9: 7.8 5.1
Old : 100.0: 4.9 2.1 0.0 87.3 92.8 92.2 94.9: 7.8 5.1
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 : 50: 4 2 0 26 31 30 33:
Old : 50: 4 2 0 26 31 30 33:
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 : 62.5 39.5 74.0 61.5 58.8 39.5 68.0 59.9
Old : 62.5 39.5 74.0 61.5 58.8 39.5 68.0 59.9
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 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 63,820: 4,865 22,775 268 52,992 39,061 58,125 62,104: 5,695 1,716
Old : 63,820: 4,865 22,775 268 52,992 39,061 58,125 62,104: 5,695 1,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 670: -275 -152 -20 916 1,177 621 1,005: 49 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 35.7 0.4 83.0 61.2 91.1 97.3: 8.9 2.7
Old : 100.0: 7.6 35.7 0.4 83.0 61.2 91.1 97.3: 8.9 2.7
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 : 67: 9 7 1 34 26 43 34:
Old : 67: 9 7 1 34 26 43 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 : 42.1 55.2 59.8 73.3 39.5 55.2 57.1 73.3
Old : 42.1 55.2 59.8 73.3 39.5 55.2 57.1 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2011