MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 40,381 COMMITMENTS 1,313 1,336 0 36,312 37,640 37,625 38,976 2,756 1,405 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -924) -275 -151 0 -593 -340 -868 -491 -56 -433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 3.3 0.0 89.9 93.2 93.2 96.5 6.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 4 0 27 29 30 33 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 65,079 COMMITMENTS 6,087 6,196 286 52,630 39,226 59,003 45,708 6,076 19,371 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 318) -96 -13,589 29 -93 13,472 -160 -88 478 406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 9.5 0.4 80.9 60.3 90.7 70.2 9.3 29.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 12 4 1 34 24 46 29
Updated October 21, 2011