MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 66,672 COMMITMENTS 6,600 3,063 0 55,346 60,935 61,946 63,998 4,726 2,674 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -5,769) -646 -862 -13 -3,970 -3,825 -4,629 -4,700 -1,140 -1,069 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 4.6 0.0 83.0 91.4 92.9 96.0 7.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 4 0 31 28 38 32 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 110,487 COMMITMENTS 18,932 6,923 223 80,230 94,934 99,385 102,080 11,102 8,407 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -25,650) 3,859 -550 -2,158 -23,091 -17,300 -21,390 -20,008 -4,260 -5,642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 6.3 0.2 72.6 85.9 90.0 92.4 10.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 25 10 1 33 33 58 44
Updated June 22, 2012