MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 41,951 COMMITMENTS 3,350 490 0 35,018 40,337 38,368 40,827 3,583 1,124 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 3,073) 852 0 0 634 1,967 1,486 1,967 1,587 1,106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 1.2 0.0 83.5 96.2 91.5 97.3 8.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 7 1 0 30 27 37 28 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 55,242 COMMITMENTS 5,330 6,427 1 42,641 43,236 47,972 49,664 7,270 5,578 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 2,998) -206 -20 1 2,296 53 2,091 34 907 2,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 11.6 0.0 77.2 78.3 86.8 89.9 13.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 14 3 1 36 26 50 30
Updated September 9, 2011