MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 45,961 COMMITMENTS 1,820 1,919 0 39,740 42,183 41,560 44,102 4,401 1,859 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -676) 363 108 0 -698 -578 -335 -470 -341 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 4.2 0.0 86.5 91.8 90.4 96.0 9.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 4 0 26 32 29 36 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 76,474 COMMITMENTS 12,620 19,297 223 54,038 53,860 66,881 73,380 9,593 3,094 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 4,146) 2,211 1,999 0 2,092 3,480 4,303 5,479 -157 -1,333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 25.2 0.3 70.7 70.4 87.5 96.0 12.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 18 7 1 40 34 58 42
Updated February 10, 2012