MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 33,675 COMMITMENTS 1,558 691 0 28,134 32,131 29,692 32,822 3,983 853 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 392) 66 -419 0 -327 770 -261 351 653 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 2.1 0.0 83.5 95.4 88.2 97.5 11.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 2 0 27 26 30 28 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 47,520 COMMITMENTS 3,543 1,983 0 37,355 41,189 40,898 43,172 6,622 4,348 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 420) -547 -882 0 535 662 -12 -220 432 640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 4.2 0.0 78.6 86.7 86.1 90.9 13.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 9 4 0 33 22 42 26
Updated July 22, 2011