MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 59,577 COMMITMENTS 9,455 3,142 180 44,800 53,377 54,435 56,699 5,142 2,878 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,342) 603 380 84 -98 -225 589 239 753 1,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 5.3 0.3 75.2 89.6 91.4 95.2 8.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 8 4 1 28 31 37 35 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 85,365 COMMITMENTS 16,384 3,776 331 57,895 77,008 74,610 81,115 10,755 4,250 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 737) 44 131 26 51 329 121 486 616 251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 4.4 0.4 67.8 90.2 87.4 95.0 12.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 21 8 4 37 37 59 48
Updated May 11, 2012