MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 Commitments of Traders - Futures Only, November 1, 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 : 41,215: 3,000 768 0 34,558 38,579 37,558 39,347: 3,657 1,868 Old : 41,215: 3,000 768 0 34,558 38,579 37,558 39,347: 3,657 1,868 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -101: 1,687 -1,160 0 -2,183 1,185 -496 25: 395 -126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 1.9 0.0 83.8 93.6 91.1 95.5: 8.9 4.5 Old : 100.0: 7.3 1.9 0.0 83.8 93.6 91.1 95.5: 8.9 4.5 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 : 56: 7 2 0 27 32 34 34: Old : 56: 7 2 0 27 32 34 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 : 53.9 36.9 67.6 58.4 49.7 36.9 59.7 56.4 Old : 53.9 36.9 67.6 58.4 49.7 36.9 59.7 56.4 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, November 1, 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 : 64,560: 4,871 4,545 306 54,258 57,623 59,435 62,474: 5,125 2,086 Old : 64,560: 4,871 4,545 306 54,258 57,623 59,435 62,474: 5,125 2,086 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 25, 2011 : : -1,348: -1,391 -1,651 48 219 17,621 -1,124 16,018: -224 -17,366 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 7.0 0.5 84.0 89.3 92.1 96.8: 7.9 3.2 Old : 100.0: 7.5 7.0 0.5 84.0 89.3 92.1 96.8: 7.9 3.2 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 : 74: 12 3 1 41 29 53 33: Old : 74: 12 3 1 41 29 53 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 : 40.5 56.3 57.3 69.0 37.8 56.1 54.6 68.8 Old : 40.5 56.3 57.3 69.0 37.8 56.1 54.6 68.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2011