MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders - Futures Only, May 29, 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 : 61,963: 6,940 3,046 0 50,848 56,282 57,788 59,328: 4,175 2,635
Old : 61,963: 6,940 3,046 0 50,848 56,282 57,788 59,328: 4,175 2,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 839: -139 451 0 790 -269 651 182: 188 657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 4.9 0.0 82.1 90.8 93.3 95.7: 6.7 4.3
Old : 100.0: 11.2 4.9 0.0 82.1 90.8 93.3 95.7: 6.7 4.3
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 : 62: 7 4 0 30 32 37 36:
Old : 62: 7 4 0 30 32 37 36:
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 : 55.5 42.2 67.2 59.3 55.4 40.8 65.5 57.9
Old : 55.5 42.2 67.2 59.3 55.4 40.8 65.5 57.9
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, May 29, 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 : 97,257: 16,039 6,740 1,016 70,505 83,579 87,560 91,335: 9,697 5,922
Old : 97,257: 16,039 6,740 1,016 70,505 83,579 87,560 91,335: 9,697 5,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 411: -918 1,507 77 610 -802 -231 782: 642 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 6.9 1.0 72.5 85.9 90.0 93.9: 10.0 6.1
Old : 100.0: 16.5 6.9 1.0 72.5 85.9 90.0 93.9: 10.0 6.1
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 : 90: 21 11 3 35 37 57 50:
Old : 90: 21 11 3 35 37 57 50:
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 : 38.8 46.6 53.4 61.1 34.8 46.1 49.1 58.1
Old : 38.8 46.6 53.4 61.1 34.8 46.1 49.1 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2012