MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 82,568: 5,914 6,161 90 70,608 73,170 76,612 79,421: 5,956 3,147
Old : 82,568: 5,914 6,161 90 70,608 73,170 76,612 79,421: 5,956 3,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 2,268: 247 425 90 580 1,108 917 1,623: 1,351 645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 7.5 0.1 85.5 88.6 92.8 96.2: 7.2 3.8
Old : 100.0: 7.2 7.5 0.1 85.5 88.6 92.8 96.2: 7.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 8 7 1 37 33 46 40:
Old : 71: 8 7 1 37 33 46 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 49.7 66.4 65.6 49.3 49.7 61.5 64.2
Old : 53.8 49.7 66.4 65.6 49.3 49.7 61.5 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 155,860: 30,439 19,569 1,491 107,190 129,599 139,120 150,659: 16,740 5,201
Old : 155,860: 30,439 19,569 1,491 107,190 129,599 139,120 150,659: 16,740 5,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 5,939: -238 1,398 -590 4,745 3,763 3,917 4,571: 2,022 1,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 12.6 1.0 68.8 83.2 89.3 96.7: 10.7 3.3
Old : 100.0: 19.5 12.6 1.0 68.8 83.2 89.3 96.7: 10.7 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 37 13 5 63 35 103 50:
Old : 130: 37 13 5 63 35 103 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 56.4 44.0 73.1 31.0 55.6 40.9 71.8
Old : 33.4 56.4 44.0 73.1 31.0 55.6 40.9 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2013