MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 11/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 43,094 COMMITMENTS 1,881 1,308 0 37,912 39,665 39,793 40,973 3,301 2,121 CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -4,427) -180 -1,451 0 -3,916 -3,011 -4,096 -4,462 -331 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 3.0 0.0 88.0 92.0 92.3 95.1 7.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 3 0 26 29 30 32 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 11/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 63,978 COMMITMENTS 4,996 21,289 389 52,547 39,842 57,932 61,520 6,046 2,458 CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -3,081) -323 -299 -31 -2,733 -2,577 -3,087 -2,907 6 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 33.3 0.6 82.1 62.3 90.5 96.2 9.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 10 6 2 36 26 47 33
Updated November 28, 2011