MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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 : 85,452: 23,569 2,428 390 56,352 80,053 80,311 82,871: 5,141 2,581
Old : 85,452: 23,569 2,428 390 56,352 80,053 80,311 82,871: 5,141 2,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -22,255: -1,819 -2,363 -1,402 -18,084 -17,954 -21,305 -21,719: -950 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 2.8 0.5 65.9 93.7 94.0 97.0: 6.0 3.0
Old : 100.0: 27.6 2.8 0.5 65.9 93.7 94.0 97.0: 6.0 3.0
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 : 69: 9 4 1 38 32 47 37:
Old : 69: 9 4 1 38 32 47 37:
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 : 50.5 62.5 64.4 73.2 44.5 60.4 57.8 69.8
Old : 50.5 62.5 64.4 73.2 44.5 60.4 57.8 69.8
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, March 19, 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 : 191,044: 62,501 31,601 1,041 112,040 154,517 175,582 187,159: 15,462 3,885
Old : 191,044: 62,501 31,601 1,041 112,040 154,517 175,582 187,159: 15,462 3,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -38,489: -1,367 3,184 -9,773 -16,496 -21,275 -27,636 -27,864: -10,853 -10,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 16.5 0.5 58.6 80.9 91.9 98.0: 8.1 2.0
Old : 100.0: 32.7 16.5 0.5 58.6 80.9 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 : 142: 38 15 7 65 46 106 65:
Old : 142: 38 15 7 65 46 106 65:
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 : 33.2 58.2 47.6 70.6 31.9 57.2 45.8 69.5
Old : 33.2 58.2 47.6 70.6 31.9 57.2 45.8 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 22, 2013