MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 89,301: 21,928 5,621 2,043 59,507 78,559 83,478 86,223: 5,823 3,078
Old : 89,301: 21,928 5,621 2,043 59,507 78,559 83,478 86,223: 5,823 3,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -1,164: -1,733 84 21 590 -2,331 -1,122 -2,226: -42 1,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.3 2.3 66.6 88.0 93.5 96.6: 6.5 3.4
Old : 100.0: 24.6 6.3 2.3 66.6 88.0 93.5 96.6: 6.5 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 : 74: 9 5 1 38 36 47 42:
Old : 74: 9 5 1 38 36 47 42:
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 : 52.5 52.5 64.2 64.9 47.7 52.4 59.3 64.5
Old : 52.5 52.5 64.2 64.9 47.7 52.4 59.3 64.5
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, June 4, 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 : 224,281: 66,757 36,916 5,597 135,830 176,962 208,184 219,475: 16,097 4,806
Old : 224,281: 66,757 36,916 5,597 135,830 176,962 208,184 219,475: 16,097 4,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 7,789: 3,191 1,278 1,083 3,653 7,875 7,927 10,236: -138 -2,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 16.5 2.5 60.6 78.9 92.8 97.9: 7.2 2.1
Old : 100.0: 29.8 16.5 2.5 60.6 78.9 92.8 97.9: 7.2 2.1
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 : 153: 39 15 10 77 51 122 70:
Old : 153: 39 15 10 77 51 122 70:
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 : 30.8 47.2 43.8 68.5 24.1 42.4 34.9 59.7
Old : 30.8 47.2 43.8 68.5 24.1 42.4 34.9 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 7, 2013