MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 80,310: 28,219 2,155 2,958 42,676 72,996 73,853 78,109: 6,457 2,201
Old : 80,310: 28,219 2,155 2,958 42,676 72,996 73,853 78,109: 6,457 2,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 426: -619 5 51 744 253 176 309: 250 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 2.7 3.7 53.1 90.9 92.0 97.3: 8.0 2.7
Old : 100.0: 35.1 2.7 3.7 53.1 90.9 92.0 97.3: 8.0 2.7
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: 16 4 1 36 37 52 42:
Old : 79: 16 4 1 36 37 52 42:
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 : 42.5 41.4 55.6 57.3 38.8 39.6 50.7 54.5
Old : 42.5 41.4 55.6 57.3 38.8 39.6 50.7 54.5
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 30, 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 : 221,702: 69,382 42,731 1,638 137,039 171,453 208,059 215,822: 13,643 5,880
Old : 221,702: 69,382 42,731 1,638 137,039 171,453 208,059 215,822: 13,643 5,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -357: 1,599 817 -309 -618 2,193 672 2,701: -1,029 -3,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 19.3 0.7 61.8 77.3 93.8 97.3: 6.2 2.7
Old : 100.0: 31.3 19.3 0.7 61.8 77.3 93.8 97.3: 6.2 2.7
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 : 157: 40 25 12 63 58 107 91:
Old : 157: 40 25 12 63 58 107 91:
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 : 37.9 33.3 50.5 50.9 27.3 31.2 39.6 45.4
Old : 37.9 33.3 50.5 50.9 27.3 31.2 39.6 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 2, 2013