MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 67,537 COMMITMENTS 7,202 2,887 0 55,689 62,181 62,891 65,068 4,646 2,469 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 865) 602 -176 0 343 1,246 945 1,070 -80 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 4.3 0.0 82.5 92.1 93.1 96.3 6.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 9 4 0 30 27 39 31 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 109,386 COMMITMENTS 19,697 6,671 325 78,878 94,461 98,900 101,457 10,486 7,929 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -1,101) 765 -252 102 -1,352 -473 -485 -623 -616 -478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 6.1 0.3 72.1 86.4 90.4 92.8 9.6 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 29 11 3 35 35 64 49
Updated June 29, 2012