MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 77,294: 24,350 2,741 2,109 46,303 69,879 72,762 74,729: 4,532 2,565
Old : 77,294: 24,350 2,741 2,109 46,303 69,879 72,762 74,729: 4,532 2,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -24,022: 2,826 -249 -880 -24,045 -20,043 -22,099 -21,172: -1,923 -2,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 3.5 2.7 59.9 90.4 94.1 96.7: 5.9 3.3
Old : 100.0: 31.5 3.5 2.7 59.9 90.4 94.1 96.7: 5.9 3.3
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: 13 5 1 38 35 51 41:
Old : 76: 13 5 1 38 35 51 41:
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 : 46.9 45.8 59.3 60.5 44.2 44.1 56.3 57.6
Old : 46.9 45.8 59.3 60.5 44.2 44.1 56.3 57.6
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 25, 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 : 217,229: 65,117 49,636 1,619 137,410 157,815 204,146 209,070: 13,083 8,159
Old : 217,229: 65,117 49,636 1,619 137,410 157,815 204,146 209,070: 13,083 8,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -45,763: -4,388 7,056 -890 -28,278 -45,067 -33,556 -38,901: -12,207 -6,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 22.8 0.7 63.3 72.6 94.0 96.2: 6.0 3.8
Old : 100.0: 30.0 22.8 0.7 63.3 72.6 94.0 96.2: 6.0 3.8
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 : 159: 37 23 8 69 56 110 83:
Old : 159: 37 23 8 69 56 110 83:
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 : 34.4 36.5 47.0 53.3 21.6 29.4 31.6 40.8
Old : 34.4 36.5 47.0 53.3 21.6 29.4 31.6 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 28, 2013