MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 89,369: 6,893 6,828 0 77,601 79,940 84,494 86,768: 4,875 2,601
Old : 89,369: 6,893 6,828 0 77,601 79,940 84,494 86,768: 4,875 2,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 4,436: 64 800 -64 4,810 3,698 4,810 4,434: -374 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 7.6 0.0 86.8 89.4 94.5 97.1: 5.5 2.9
Old : 100.0: 7.7 7.6 0.0 86.8 89.4 94.5 97.1: 5.5 2.9
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 : 77: 9 9 0 37 35 46 44:
Old : 77: 9 9 0 37 35 46 44:
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 : 54.7 53.2 67.3 66.2 52.2 53.2 64.7 66.2
Old : 54.7 53.2 67.3 66.2 52.2 53.2 64.7 66.2
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 29, 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 : 170,875: 40,745 19,912 1,346 113,189 145,971 155,280 167,229: 15,595 3,646
Old : 170,875: 40,745 19,912 1,346 113,189 145,971 155,280 167,229: 15,595 3,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 2,087: 1,455 -935 -73 884 3,311 2,266 2,303: -179 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 11.7 0.8 66.2 85.4 90.9 97.9: 9.1 2.1
Old : 100.0: 23.8 11.7 0.8 66.2 85.4 90.9 97.9: 9.1 2.1
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 : 133: 38 13 4 64 37 105 51:
Old : 133: 38 13 4 64 37 105 51:
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 : 31.7 55.8 43.2 73.8 30.2 54.7 40.4 72.7
Old : 31.7 55.8 43.2 73.8 30.2 54.7 40.4 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2013