MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 82,380: 27,821 2,481 3,614 44,019 73,916 75,454 80,011: 6,926 2,369
Old : 82,380: 27,821 2,481 3,614 44,019 73,916 75,454 80,011: 6,926 2,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -570: -419 27 32 278 -907 -109 -848: -461 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 3.0 4.4 53.4 89.7 91.6 97.1: 8.4 2.9
Old : 100.0: 33.8 3.0 4.4 53.4 89.7 91.6 97.1: 8.4 2.9
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 : 82: 15 4 1 39 39 54 44:
Old : 82: 15 4 1 39 39 54 44:
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 : 40.6 45.8 54.5 61.1 36.2 44.0 49.7 57.3
Old : 40.6 45.8 54.5 61.1 36.2 44.0 49.7 57.3
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 27, 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 : 237,497: 67,166 45,668 9,820 144,832 170,558 221,818 226,046: 15,679 11,451
Old : 237,497: 67,166 45,668 9,820 144,832 170,558 221,818 226,046: 15,679 11,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 13,421: 297 4,946 7,999 4,115 -3,623 12,411 9,322: 1,010 4,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 19.2 4.1 61.0 71.8 93.4 95.2: 6.6 4.8
Old : 100.0: 28.3 19.2 4.1 61.0 71.8 93.4 95.2: 6.6 4.8
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 : 169: 39 32 13 67 61 114 98:
Old : 169: 39 32 13 67 61 114 98:
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 : 35.1 28.5 48.8 45.3 25.6 27.4 37.1 39.6
Old : 35.1 28.5 48.8 45.3 25.6 27.4 37.1 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 30, 2013