MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 44,503 COMMITMENTS 3,260 894 0 37,605 41,782 40,865 42,676 3,638 1,827 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 784) -130 158 0 648 357 518 515 266 269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 2.0 0.0 84.5 93.9 91.8 95.9 8.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 2 0 29 26 35 28 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 63,284 COMMITMENTS 6,064 19,903 225 51,087 33,737 57,376 53,865 5,908 9,419 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 5,682) 1,342 2,400 33 3,808 -3,666 5,183 -1,233 499 6,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 31.5 0.4 80.7 53.3 90.7 85.1 9.3 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 14 7 1 36 23 50 31
Updated October 7, 2011