MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 89,869: 24,648 4,975 390 58,544 81,141 83,582 86,506: 6,287 3,363
Old : 89,869: 24,648 4,975 390 58,544 81,141 83,582 86,506: 6,287 3,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 4,417: 1,079 2,547 0 2,192 1,088 3,271 3,635: 1,146 782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 5.5 0.4 65.1 90.3 93.0 96.3: 7.0 3.7
Old : 100.0: 27.4 5.5 0.4 65.1 90.3 93.0 96.3: 7.0 3.7
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 1 38 33 49 39:
Old : 73: 11 5 1 38 33 49 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 : 50.6 59.2 63.5 69.4 44.9 57.3 57.6 66.2
Old : 50.6 59.2 63.5 69.4 44.9 57.3 57.6 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, March 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 : 194,620: 63,133 31,827 1,217 115,629 157,248 179,979 190,292: 14,641 4,328
Old : 194,620: 63,133 31,827 1,217 115,629 157,248 179,979 190,292: 14,641 4,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 3,576: 632 226 176 3,589 2,731 4,397 3,133: -821 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 16.4 0.6 59.4 80.8 92.5 97.8: 7.5 2.2
Old : 100.0: 32.4 16.4 0.6 59.4 80.8 92.5 97.8: 7.5 2.2
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 : 143: 38 14 7 69 47 111 64:
Old : 143: 38 14 7 69 47 111 64:
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 : 33.0 57.7 46.5 69.9 31.3 56.7 44.3 68.9
Old : 33.0 57.7 46.5 69.9 31.3 56.7 44.3 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 29, 2013