MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 70,098 COMMITMENTS 7,407 2,314 872 55,843 63,039 64,122 66,225 5,976 3,873 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 1,734) -498 -12 -1,482 3,243 1,140 1,263 -354 471 2,088 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 3.3 1.2 79.7 89.9 91.5 94.5 8.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 10 4 2 37 32 48 37 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 141,381 COMMITMENTS 23,237 17,443 1,347 94,135 108,248 118,719 127,038 22,662 14,343 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 7,661) 1,290 2,135 -3,339 6,180 5,719 4,131 4,515 3,530 3,146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 12.3 1.0 66.6 76.6 84.0 89.9 16.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 32 10 5 50 39 84 52
Updated September 21, 2012