MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 41,305 COMMITMENTS 1,588 1,487 0 36,905 37,980 38,493 39,467 2,812 1,838 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -3,198) -1,672 593 0 -700 -3,802 -2,372 -3,209 -826 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 3.6 0.0 89.3 92.0 93.2 95.6 6.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 4 0 27 29 31 33 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 64,761 COMMITMENTS 6,183 19,785 257 52,723 25,754 59,163 45,796 5,598 18,965 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,477) 119 -118 32 1,636 -7,983 1,787 -8,069 -310 9,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 30.6 0.4 81.4 39.8 91.4 70.7 8.6 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 13 6 1 37 21 50 28
Updated October 14, 2011