MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 47,440 COMMITMENTS 2,450 430 308 40,405 44,575 43,163 45,313 4,277 2,127 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 5,489) -900 -60 308 5,387 4,238 4,795 4,486 694 1,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.9 0.6 85.2 94.0 91.0 95.5 9.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 2 3 31 30 38 34 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 65,111 COMMITMENTS 4,572 6,447 449 47,697 49,707 52,718 56,603 12,393 8,508 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 9,869) -758 20 448 5,056 6,471 4,746 6,939 5,123 2,930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 9.9 0.7 73.3 76.3 81.0 86.9 19.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 14 3 3 42 31 56 37
Updated September 16, 2011