MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 50,830 COMMITMENTS 3,762 979 416 41,110 46,259 45,288 47,654 5,542 3,176 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 6,658) 1,903 -1,138 416 2,685 6,482 5,004 5,760 1,654 898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 1.9 0.8 80.9 91.0 89.1 93.8 10.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 7 2 2 27 31 34 35 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 12/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 85,838 COMMITMENTS 4,442 23,484 650 59,451 45,206 64,543 69,340 21,295 16,498 CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 19,065) -524 442 345 5,799 7,016 5,620 7,803 13,445 11,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 27.4 0.8 69.3 52.7 75.2 80.8 24.8 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 10 7 3 36 31 47 40
Updated December 16, 2011