MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 66,651 COMMITMENTS 6,597 2,864 0 55,636 60,987 62,233 63,851 4,418 2,800 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -3,028) -30 435 0 -2,298 -3,379 -2,328 -2,944 -700 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 4.3 0.0 83.5 91.5 93.4 95.8 6.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 8 4 0 34 30 42 34 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 116,446 COMMITMENTS 19,636 10,404 648 84,459 99,676 104,743 110,728 11,703 5,718 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -1,415) -1,823 1,700 -71 -120 -1,644 -2,014 -15 599 -1,400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 8.9 0.6 72.5 85.6 89.9 95.1 10.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 29 14 2 37 36 66 52
Updated August 3, 2012