MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 53,618 COMMITMENTS 4,160 3,579 37 44,239 47,554 48,436 51,170 5,182 2,448 CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 1,864) -717 840 37 2,249 729 1,569 1,606 295 258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 6.7 0.1 82.5 88.7 90.3 95.4 9.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 4 6 1 30 31 35 37 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 83,728 COMMITMENTS 15,780 5,573 670 56,327 73,389 72,777 79,632 10,951 4,096 CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -975) -1,046 -1,353 447 -186 -229 -785 -1,135 -190 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 6.7 0.8 67.3 87.7 86.9 95.1 13.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 22 10 3 42 38 65 50
Updated April 13, 2012