MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 67,249 COMMITMENTS 8,089 3,763 343 54,354 60,493 62,786 64,599 4,463 2,650 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 5,286) 1,149 717 343 3,506 4,211 4,998 5,271 288 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 5.6 0.5 80.8 90.0 93.4 96.1 6.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 11 5 2 30 30 42 36 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 107,172 COMMITMENTS 15,825 8,964 1,851 79,252 88,467 96,928 99,282 10,244 7,890 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 9,915) -214 2,224 835 8,747 4,888 9,368 7,947 547 1,968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 8.4 1.7 73.9 82.5 90.4 92.6 9.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 21 12 4 34 34 56 49
Updated June 8, 2012