MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 92,536: 25,531 2,739 6,384 52,109 78,511 84,024 87,634: 8,512 4,902
Old : 92,536: 25,531 2,739 6,384 52,109 78,511 84,024 87,634: 8,512 4,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 10,114: 994 -15 2,406 4,031 5,287 7,431 7,678: 2,683 2,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 3.0 6.9 56.3 84.8 90.8 94.7: 9.2 5.3
Old : 100.0: 27.6 3.0 6.9 56.3 84.8 90.8 94.7: 9.2 5.3
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 : 89: 16 7 4 48 40 66 49:
Old : 89: 16 7 4 48 40 66 49:
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 : 33.9 45.7 47.2 59.4 29.9 38.2 41.8 50.0
Old : 33.9 45.7 47.2 59.4 29.9 38.2 41.8 50.0
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, September 17, 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 : 302,049: 84,942 42,721 3,246 191,041 241,254 279,229 287,221: 22,820 14,828
Old : 302,049: 84,942 42,721 3,246 191,041 241,254 279,229 287,221: 22,820 14,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 23,242: 10,053 -4,467 -12,547 18,906 35,245 16,412 18,231: 6,830 5,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 14.1 1.1 63.2 79.9 92.4 95.1: 7.6 4.9
Old : 100.0: 28.1 14.1 1.1 63.2 79.9 92.4 95.1: 7.6 4.9
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 : 171: 48 25 14 75 64 130 96:
Old : 171: 48 25 14 75 64 130 96:
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 : 29.3 29.7 44.4 46.4 19.4 22.7 28.6 33.7
Old : 29.3 29.7 44.4 46.4 19.4 22.7 28.6 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2013