MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 66,482 COMMITMENTS 5,864 5,281 0 56,971 58,458 62,835 63,739 3,647 2,743 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,055) -1,338 2,394 0 1,282 -3,723 -56 -1,329 -999 274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 7.9 0.0 85.7 87.9 94.5 95.9 5.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 7 7 0 31 30 38 37 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 113,521 COMMITMENTS 20,654 7,523 335 80,540 98,690 101,529 106,548 11,992 6,973 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 4,135) 957 852 10 1,662 4,229 2,629 5,091 1,506 -956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 6.6 0.3 70.9 86.9 89.4 93.9 10.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 30 12 2 36 36 67 49
Updated July 3, 2012