MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 89,271: 24,072 4,065 2,085 57,217 79,232 83,374 85,382: 5,897 3,889
Old : 89,271: 24,072 4,065 2,085 57,217 79,232 83,374 85,382: 5,897 3,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -30: 2,144 -1,556 42 -2,290 673 -104 -841: 74 811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 4.6 2.3 64.1 88.8 93.4 95.6: 6.6 4.4
Old : 100.0: 27.0 4.6 2.3 64.1 88.8 93.4 95.6: 6.6 4.4
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 : 79: 13 6 1 39 36 52 43:
Old : 79: 13 6 1 39 36 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 : 52.1 50.6 63.7 62.2 47.4 50.5 58.9 62.0
Old : 52.1 50.6 63.7 62.2 47.4 50.5 58.9 62.0
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, June 11, 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 : 242,116: 68,274 39,276 7,789 144,592 183,144 220,655 230,209: 21,461 11,907
Old : 242,116: 68,274 39,276 7,789 144,592 183,144 220,655 230,209: 21,461 11,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 17,835: 1,517 2,360 2,192 8,762 6,182 12,471 10,734: 5,364 7,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 16.2 3.2 59.7 75.6 91.1 95.1: 8.9 4.9
Old : 100.0: 28.2 16.2 3.2 59.7 75.6 91.1 95.1: 8.9 4.9
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: 38 18 10 75 54 118 77:
Old : 153: 38 18 10 75 54 118 77:
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 : 29.6 43.2 42.5 64.3 22.2 34.7 31.9 51.0
Old : 29.6 43.2 42.5 64.3 22.2 34.7 31.9 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 14, 2013