MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 9, 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 : 77,833: 26,147 4,441 2,093 44,000 68,477 72,240 75,011: 5,593 2,822
Old : 77,833: 26,147 4,441 2,093 44,000 68,477 72,240 75,011: 5,593 2,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: -2,700: 92 -754 -27 -2,480 -1,365 -2,415 -2,146: -285 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 5.7 2.7 56.5 88.0 92.8 96.4: 7.2 3.6
Old : 100.0: 33.6 5.7 2.7 56.5 88.0 92.8 96.4: 7.2 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 : 74: 11 5 1 36 37 47 43:
Old : 74: 11 5 1 36 37 47 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 : 49.8 47.1 62.3 60.2 47.1 45.4 59.3 57.5
Old : 49.8 47.1 62.3 60.2 47.1 45.4 59.3 57.5
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, July 9, 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 : 242,851: 61,619 45,122 1,366 167,937 189,175 230,922 235,663: 11,929 7,188
Old : 242,851: 61,619 45,122 1,366 167,937 189,175 230,922 235,663: 11,929 7,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: 5,014: 6,935 -4,931 160 -2,703 11,177 4,392 6,406: 622 -1,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 18.6 0.6 69.2 77.9 95.1 97.0: 4.9 3.0
Old : 100.0: 25.4 18.6 0.6 69.2 77.9 95.1 97.0: 4.9 3.0
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 : 156: 34 27 11 61 63 101 95:
Old : 156: 34 27 11 61 63 101 95:
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 : 45.8 33.0 57.9 50.8 33.1 27.9 42.8 39.0
Old : 45.8 33.0 57.9 50.8 33.1 27.9 42.8 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2013