MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 08/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 64,753 COMMITMENTS 6,350 4,736 0 54,095 57,005 60,445 61,741 4,308 3,012 CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -1,898) -247 1,872 0 -1,541 -3,982 -1,788 -2,110 -110 212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 7.3 0.0 83.5 88.0 93.3 95.3 6.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 8 7 0 34 31 42 38 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 08/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 120,756 COMMITMENTS 20,949 12,810 649 85,161 101,297 106,759 114,756 13,997 6,000 CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 4,310) 1,313 2,406 1 702 1,621 2,016 4,028 2,294 282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 10.6 0.5 70.5 83.9 88.4 95.0 11.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 31 10 3 38 35 69 48
Updated August 10, 2012