MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 69,679 COMMITMENTS 6,627 2,429 0 57,934 64,366 64,561 66,795 5,118 2,884 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 2,552) -191 53 0 2,040 2,484 1,849 2,537 703 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 3.5 0.0 83.1 92.4 92.7 95.9 7.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 8 3 0 33 29 41 32 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 117,861 COMMITMENTS 21,459 8,704 719 84,579 101,320 106,757 110,743 11,104 7,118 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 970) 1,276 395 -70 175 536 1,381 861 -411 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 7.4 0.6 71.8 86.0 90.6 94.0 9.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 31 14 2 37 35 69 50
Updated July 27, 2012