MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 51,754 COMMITMENTS 4,877 2,739 0 41,990 46,825 46,867 49,564 4,887 2,190 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 1,898) 1,729 457 0 116 1,082 1,845 1,539 53 359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 5.3 0.0 81.1 90.5 90.6 95.8 9.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 4 0 31 32 36 36 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 84,703 COMMITMENTS 16,826 6,926 223 56,513 73,618 73,562 80,767 11,141 3,936 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 411) 1,997 -3,255 0 2,180 4,502 4,177 1,247 -3,766 -836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 8.2 0.3 66.7 86.9 86.8 95.4 13.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 23 11 1 44 35 67 47
Updated April 6, 2012