MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 66,808 COMMITMENTS 8,636 2,371 0 53,081 62,350 61,717 64,721 5,091 2,087 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -151) 1,980 -223 0 -2,667 410 -687 187 536 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 3.5 0.0 79.5 93.3 92.4 96.9 7.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 11 3 0 36 34 47 37 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 119,497 COMMITMENTS 20,329 15,986 2,411 82,719 92,199 105,459 110,596 14,038 8,901 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,403) -2,432 -1,041 1,863 -1,246 -6,739 -1,815 -5,917 412 4,514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 13.4 2.0 69.2 77.2 88.3 92.6 11.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 28 15 5 44 34 74 52
Updated September 4, 2012