MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 48,541 COMMITMENTS 1,539 3,004 0 42,758 43,180 44,297 46,184 4,244 2,357 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 2,090) -2 1,149 0 2,514 684 2,512 1,833 -422 257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 6.2 0.0 88.1 89.0 91.3 95.1 8.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 4 0 31 31 33 35 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 80,985 COMMITMENTS 14,492 19,115 223 56,129 58,763 70,844 78,101 10,141 2,884 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 1,487) 550 472 0 587 1,619 1,137 2,091 350 -604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 23.6 0.3 69.3 72.6 87.5 96.4 12.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 21 7 1 44 32 65 40
Updated February 24, 2012