MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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 : 80,533: 26,055 5,195 2,120 46,480 69,842 74,655 77,157: 5,878 3,376
Old : 80,533: 26,055 5,195 2,120 46,480 69,842 74,655 77,157: 5,878 3,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 3,239: 1,705 2,454 11 177 -37 1,893 2,428: 1,346 811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 6.5 2.6 57.7 86.7 92.7 95.8: 7.3 4.2
Old : 100.0: 32.4 6.5 2.6 57.7 86.7 92.7 95.8: 7.3 4.2
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 : 73: 10 6 1 36 36 46 43:
Old : 73: 10 6 1 36 36 46 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 : 48.1 45.0 61.0 58.4 45.5 43.4 57.9 55.9
Old : 48.1 45.0 61.0 58.4 45.5 43.4 57.9 55.9
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, July 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 : 237,837: 54,684 50,053 1,206 170,640 177,998 226,530 229,257: 11,307 8,580
Old : 237,837: 54,684 50,053 1,206 170,640 177,998 226,530 229,257: 11,307 8,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 20,608: -10,433 417 -413 33,230 20,183 22,384 20,187: -1,776 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 21.0 0.5 71.7 74.8 95.2 96.4: 4.8 3.6
Old : 100.0: 23.0 21.0 0.5 71.7 74.8 95.2 96.4: 4.8 3.6
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: 32 25 10 60 62 96 93:
Old : 153: 32 25 10 60 62 96 93:
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 : 46.4 33.8 59.2 51.0 33.5 28.2 43.3 37.6
Old : 46.4 33.8 59.2 51.0 33.5 28.2 43.3 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2013