MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 79,884: 28,838 2,150 2,907 41,932 72,743 73,677 77,800: 6,207 2,084
Old : 79,884: 28,838 2,150 2,907 41,932 72,743 73,677 77,800: 6,207 2,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 776: 1,069 -227 844 -748 1,142 1,165 1,759: -389 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 2.7 3.6 52.5 91.1 92.2 97.4: 7.8 2.6
Old : 100.0: 36.1 2.7 3.6 52.5 91.1 92.2 97.4: 7.8 2.6
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 : 81: 17 4 1 36 38 53 43:
Old : 81: 17 4 1 36 38 53 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 : 43.2 42.4 55.3 57.7 39.6 40.7 50.8 55.1
Old : 43.2 42.4 55.3 57.7 39.6 40.7 50.8 55.1
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 23, 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 : 222,059: 67,783 41,914 1,947 137,657 169,260 207,387 213,121: 14,672 8,938
Old : 222,059: 67,783 41,914 1,947 137,657 169,260 207,387 213,121: 14,672 8,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: -2,528: 3,459 -3,032 438 -8,737 -2,173 -4,840 -4,767: 2,312 2,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 18.9 0.9 62.0 76.2 93.4 96.0: 6.6 4.0
Old : 100.0: 30.5 18.9 0.9 62.0 76.2 93.4 96.0: 6.6 4.0
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 : 160: 38 26 13 65 61 109 94:
Old : 160: 38 26 13 65 61 109 94:
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 : 38.6 32.7 50.5 49.3 28.2 30.4 39.4 44.5
Old : 38.6 32.7 50.5 49.3 28.2 30.4 39.4 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 26, 2013