MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 40,646 COMMITMENTS 2,696 540 20 34,589 39,021 37,305 39,581 3,341 1,065 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 862) -155 80 20 966 1,563 831 1,663 31 -801 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 1.3 0.0 85.1 96.0 91.8 97.4 8.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 1 1 29 28 35 29 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 54,844 COMMITMENTS 4,046 2,399 0 42,768 46,570 46,814 48,969 8,030 5,875 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,692) 514 -721 0 -181 737 333 16 1,359 1,676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 4.4 0.0 78.0 84.9 85.4 89.3 14.6 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 11 2 0 29 24 40 26
Updated August 26, 2011