MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 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 : 86,424: 26,551 2,295 748 52,854 81,345 80,153 84,388: 6,271 2,036
Old : 86,424: 26,551 2,295 748 52,854 81,345 80,153 84,388: 6,271 2,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -3,445: 1,903 -2,680 358 -5,690 204 -3,429 -2,118: -16 -1,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 2.7 0.9 61.2 94.1 92.7 97.6: 7.3 2.4
Old : 100.0: 30.7 2.7 0.9 61.2 94.1 92.7 97.6: 7.3 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 : 76: 14 3 1 38 36 52 40:
Old : 76: 14 3 1 38 36 52 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 : 48.6 59.0 60.6 70.6 42.0 56.8 53.7 67.0
Old : 48.6 59.0 60.6 70.6 42.0 56.8 53.7 67.0
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, April 2, 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 : 197,161: 69,172 33,106 1,530 112,110 157,832 182,812 192,468: 14,349 4,693
Old : 197,161: 69,172 33,106 1,530 112,110 157,832 182,812 192,468: 14,349 4,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 2,541: 6,039 1,279 313 -3,519 584 2,833 2,176: -292 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 16.8 0.8 56.9 80.1 92.7 97.6: 7.3 2.4
Old : 100.0: 35.1 16.8 0.8 56.9 80.1 92.7 97.6: 7.3 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 : 140: 39 14 7 65 46 109 62:
Old : 140: 39 14 7 65 46 109 62:
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 : 35.0 55.1 48.8 67.5 33.6 54.4 47.0 66.8
Old : 35.0 55.1 48.8 67.5 33.6 54.4 47.0 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 5, 2013