MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 38,878 COMMITMENTS 2,498 490 0 34,384 38,370 36,882 38,860 1,996 18 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -1,768) -198 -50 -20 -205 -651 -423 -721 -1,345 -1,047 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 1.3 0.0 88.4 98.7 94.9 100.0 5.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 1 0 29 28 35 29 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 52,244 COMMITMENTS 5,536 6,447 0 40,345 43,183 45,881 49,630 6,363 2,614 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -2,600) 1,490 4,048 0 -2,423 -3,387 -933 661 -1,667 -3,261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 12.3 0.0 77.2 82.7 87.8 95.0 12.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 13 3 0 30 22 43 25
Updated September 2, 2011