MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 88,008: 7,489 5,011 0 74,463 80,474 81,952 85,485: 6,056 2,523
Old : 88,008: 7,489 5,011 0 74,463 80,474 81,952 85,485: 6,056 2,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -1,361: 596 -1,817 0 -3,138 534 -2,542 -1,283: 1,181 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 5.7 0.0 84.6 91.4 93.1 97.1: 6.9 2.9
Old : 100.0: 8.5 5.7 0.0 84.6 91.4 93.1 97.1: 6.9 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 : 73: 11 5 0 35 34 46 39:
Old : 73: 11 5 0 35 34 46 39:
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 : 53.0 55.0 65.5 68.8 52.5 55.0 64.9 68.8
Old : 53.0 55.0 65.5 68.8 52.5 55.0 64.9 68.8
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, February 5, 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 : 181,184: 42,005 21,955 1,263 123,278 154,334 166,546 177,552: 14,638 3,632
Old : 181,184: 42,005 21,955 1,263 123,278 154,334 166,546 177,552: 14,638 3,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 10,309: 1,260 2,043 -83 10,089 8,363 11,266 10,323: -957 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 12.1 0.7 68.0 85.2 91.9 98.0: 8.1 2.0
Old : 100.0: 23.2 12.1 0.7 68.0 85.2 91.9 98.0: 8.1 2.0
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 : 136: 38 13 3 67 38 108 51:
Old : 136: 38 13 3 67 38 108 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 : 31.6 57.6 44.1 74.2 30.8 56.6 41.7 73.2
Old : 31.6 57.6 44.1 74.2 30.8 56.6 41.7 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 8, 2013