MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 90,152: 8,379 4,732 12 76,185 83,240 84,576 87,984: 5,576 2,168
Old : 90,152: 8,379 4,732 12 76,185 83,240 84,576 87,984: 5,576 2,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 1,235: 1,709 -341 -32 -289 1,845 1,388 1,472: -153 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 5.2 0.0 84.5 92.3 93.8 97.6: 6.2 2.4
Old : 100.0: 9.3 5.2 0.0 84.5 92.3 93.8 97.6: 6.2 2.4
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 4 2 37 34 48 40:
Old : 73: 11 4 2 37 34 48 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 : 52.7 58.3 65.5 72.0 51.9 58.3 64.4 72.0
Old : 52.7 58.3 65.5 72.0 51.9 58.3 64.4 72.0
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 26, 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 : 188,307: 47,060 23,517 1,222 122,637 159,096 170,919 183,835: 17,388 4,472
Old : 188,307: 47,060 23,517 1,222 122,637 159,096 170,919 183,835: 17,388 4,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 1,457: 3,322 -1,408 43 -3,965 1,628 -600 263: 2,057 1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 12.5 0.6 65.1 84.5 90.8 97.6: 9.2 2.4
Old : 100.0: 25.0 12.5 0.6 65.1 84.5 90.8 97.6: 9.2 2.4
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 : 142: 41 15 4 66 41 110 57:
Old : 142: 41 15 4 66 41 110 57:
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 : 30.1 53.6 43.3 71.6 29.0 52.6 40.3 70.5
Old : 30.1 53.6 43.3 71.6 29.0 52.6 40.3 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 1, 2013