MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 43,139 COMMITMENTS 1,296 1,497 0 37,766 39,413 39,062 40,910 4,077 2,229 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 1,278) -563 624 0 1,465 430 902 1,054 376 224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 3.5 0.0 87.5 91.4 90.5 94.8 9.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 4 0 25 31 27 35 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 01/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 66,618 COMMITMENTS 5,924 20,692 240 54,729 43,707 60,893 64,639 5,725 1,979 CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 181) 571 -558 0 -569 717 2 159 179 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 31.1 0.4 82.2 65.6 91.4 97.0 8.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 9 6 1 36 28 45 35
Updated January 13, 2012