MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 47,384 COMMITMENTS 2,227 2,028 9 40,278 42,719 42,514 44,756 4,870 2,628 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -623) 686 -1,536 -57 -1,664 799 -1,035 -794 412 171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 4.3 0.0 85.0 90.2 89.7 94.5 10.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 4 1 28 30 33 34 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 82,327 COMMITMENTS 16,789 17,113 839 53,998 61,254 71,626 79,206 10,701 3,121 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 1,025) 1,346 -1,596 616 -1,133 1,703 829 723 196 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 20.8 1.0 65.6 74.4 87.0 96.2 13.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 22 5 3 44 34 67 41
Updated March 9, 2012