MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 39,784 COMMITMENTS 2,851 460 0 33,623 37,458 36,474 37,918 3,310 1,866 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 470) -753 -30 0 1,357 -128 604 -158 -134 628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 1.2 0.0 84.5 94.2 91.7 95.3 8.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 1 0 30 25 35 26 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 53,152 COMMITMENTS 3,532 3,120 0 42,949 45,833 46,481 48,953 6,671 4,199 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 5,460) 331 1,921 0 5,892 3,926 6,223 5,847 -763 -387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 5.9 0.0 80.8 86.2 87.4 92.1 12.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 10 5 0 33 27 43 32
Updated August 19, 2011