MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 90,465: 23,661 5,537 2,022 58,917 80,890 84,600 88,449: 5,865 2,016
Old : 90,465: 23,661 5,537 2,022 58,917 80,890 84,600 88,449: 5,865 2,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 980: 805 -142 9 346 1,659 1,160 1,526: -180 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 6.1 2.2 65.1 89.4 93.5 97.8: 6.5 2.2
Old : 100.0: 26.2 6.1 2.2 65.1 89.4 93.5 97.8: 6.5 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 : 79: 10 5 2 41 37 52 43:
Old : 79: 10 5 2 41 37 52 43:
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 : 50.3 53.0 61.7 65.5 45.5 53.0 56.9 65.4
Old : 50.3 53.0 61.7 65.5 45.5 53.0 56.9 65.4
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, May 28, 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 : 216,492: 63,566 35,638 4,514 132,177 169,087 200,257 209,239: 16,235 7,253
Old : 216,492: 63,566 35,638 4,514 132,177 169,087 200,257 209,239: 16,235 7,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 6,102: -816 -754 2,292 5,760 3,701 7,236 5,239: -1,134 863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 16.5 2.1 61.1 78.1 92.5 96.6: 7.5 3.4
Old : 100.0: 29.4 16.5 2.1 61.1 78.1 92.5 96.6: 7.5 3.4
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 : 150: 38 16 13 75 50 121 71:
Old : 150: 38 16 13 75 50 121 71:
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 : 31.5 50.8 44.3 68.4 30.5 47.5 43.3 65.1
Old : 31.5 50.8 44.3 68.4 30.5 47.5 43.3 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 31, 2013