MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 31,794 COMMITMENTS 776 706 0 28,210 30,138 28,986 30,844 2,808 950 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -197) 776 0 0 -305 292 471 292 -668 -489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.2 0.0 88.7 94.8 91.2 97.0 8.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 2 0 28 25 29 27 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 41,113 COMMITMENTS 2,612 1,987 0 33,428 37,412 36,040 39,399 5,073 1,714 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,848) -272 408 0 3,206 1,485 2,934 1,893 -1,086 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 4.8 0.0 81.3 91.0 87.7 95.8 12.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 5 0 31 25 38 30
Updated July 1, 2011