MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 48,124 COMMITMENTS 2,058 4,691 0 42,419 41,214 44,477 45,905 3,647 2,219 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 6,909) -942 3,923 0 7,861 2,635 6,919 6,558 -10 351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 9.7 0.0 88.1 85.6 92.4 95.4 7.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 6 0 27 33 31 39 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 66,701 COMMITMENTS 5,280 21,312 440 55,283 42,497 61,003 64,249 5,698 2,452 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 2,141) 409 16,767 134 1,025 -15,126 1,568 1,775 573 366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 32.0 0.7 82.9 63.7 91.5 96.3 8.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 11 6 2 42 29 54 36
Updated November 14, 2011