MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 82,422: 24,537 2,754 3,978 48,078 73,224 76,593 79,956: 5,829 2,466
Old : 82,422: 24,537 2,754 3,978 48,078 73,224 76,593 79,956: 5,829 2,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 1,889: -1,159 230 335 3,341 994 2,517 1,559: -628 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 3.3 4.8 58.3 88.8 92.9 97.0: 7.1 3.0
Old : 100.0: 29.8 3.3 4.8 58.3 88.8 92.9 97.0: 7.1 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 : 86: 16 6 2 43 39 60 46:
Old : 86: 16 6 2 43 39 60 46:
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 : 41.0 46.1 55.3 60.2 36.6 41.5 49.8 54.2
Old : 41.0 46.1 55.3 60.2 36.6 41.5 49.8 54.2
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, September 10, 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 : 278,807: 74,889 47,188 15,793 172,135 206,009 262,817 268,990: 15,990 9,817
Old : 278,807: 74,889 47,188 15,793 172,135 206,009 262,817 268,990: 15,990 9,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 30,188: 3,145 3,565 1,844 23,851 24,105 28,840 29,514: 1,348 674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 16.9 5.7 61.7 73.9 94.3 96.5: 5.7 3.5
Old : 100.0: 26.9 16.9 5.7 61.7 73.9 94.3 96.5: 5.7 3.5
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 : 177: 46 27 18 75 65 132 100:
Old : 177: 46 27 18 75 65 132 100:
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 : 30.0 26.4 44.9 42.1 21.3 21.3 31.0 32.8
Old : 30.0 26.4 44.9 42.1 21.3 21.3 31.0 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 13, 2013