MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 33,283 COMMITMENTS 1,492 1,110 0 28,461 31,361 29,953 32,471 3,330 812 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 2,015) 867 -211 0 647 2,133 1,514 1,922 501 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 3.3 0.0 85.5 94.2 90.0 97.6 10.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 3 0 27 27 31 30 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 47,100 COMMITMENTS 4,090 2,865 0 36,820 40,527 40,910 43,392 6,190 3,708 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 2,375) 288 -1,502 0 1,418 2,482 1,706 980 669 1,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 6.1 0.0 78.2 86.0 86.9 92.1 13.1 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 11 6 0 32 22 43 28
Updated July 15, 2011