MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 46,637 COMMITMENTS 1,457 1,811 0 40,438 42,761 41,895 44,572 4,742 2,065 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 323) 0 -580 0 158 839 158 259 165 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.9 0.0 86.7 91.7 89.8 95.6 10.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 4 0 25 32 27 36 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 01/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 72,328 COMMITMENTS 10,409 17,298 223 51,946 50,380 62,578 67,901 9,750 4,427 CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 4,219) 2,963 -3,672 0 -2,073 5,013 890 1,341 3,329 2,878 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 23.9 0.3 71.8 69.7 86.5 93.9 13.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 17 5 1 37 32 54 38
Updated February 3, 2012