MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 6, 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 : 81,762: 28,208 2,823 3,529 42,518 73,191 74,255 79,543: 7,507 2,219
Old : 81,762: 28,208 2,823 3,529 42,518 73,191 74,255 79,543: 7,507 2,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 1,452: -11 668 571 -158 195 402 1,434: 1,050 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 3.5 4.3 52.0 89.5 90.8 97.3: 9.2 2.7
Old : 100.0: 34.5 3.5 4.3 52.0 89.5 90.8 97.3: 9.2 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 : 79: 16 5 1 35 37 51 43:
Old : 79: 16 5 1 35 37 51 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 : 40.8 41.4 53.4 57.8 36.5 39.7 48.1 54.0
Old : 40.8 41.4 53.4 57.8 36.5 39.7 48.1 54.0
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, August 6, 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 : 223,140: 67,685 45,099 1,611 140,124 169,794 209,420 216,504: 13,720 6,636
Old : 223,140: 67,685 45,099 1,611 140,124 169,794 209,420 216,504: 13,720 6,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 1,438: -1,697 2,368 -27 3,085 -1,659 1,361 682: 77 756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 20.2 0.7 62.8 76.1 93.9 97.0: 6.1 3.0
Old : 100.0: 30.3 20.2 0.7 62.8 76.1 93.9 97.0: 6.1 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 : 164: 41 27 12 65 60 111 94:
Old : 164: 41 27 12 65 60 111 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 : 35.6 32.1 48.0 49.8 24.2 29.6 35.8 43.4
Old : 35.6 32.1 48.0 49.8 24.2 29.6 35.8 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 9, 2013