MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 76,858: 25,640 2,166 3,732 41,775 69,164 71,147 75,062: 5,711 1,796
Old : 76,858: 25,640 2,166 3,732 41,775 69,164 71,147 75,062: 5,711 1,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -15,678: 109 -573 -2,652 -10,334 -9,347 -12,877 -12,572: -2,801 -3,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 2.8 4.9 54.4 90.0 92.6 97.7: 7.4 2.3
Old : 100.0: 33.4 2.8 4.9 54.4 90.0 92.6 97.7: 7.4 2.3
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 : 85: 16 4 1 41 38 57 43:
Old : 85: 16 4 1 41 38 57 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 : 39.7 48.1 52.9 64.4 34.9 47.1 47.6 61.6
Old : 39.7 48.1 52.9 64.4 34.9 47.1 47.6 61.6
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 24, 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 : 270,092: 89,443 37,999 1,288 160,696 223,506 251,427 262,793: 18,665 7,299
Old : 270,092: 89,443 37,999 1,288 160,696 223,506 251,427 262,793: 18,665 7,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -31,957: 4,501 -4,722 -1,958 -30,345 -17,748 -27,802 -24,428: -4,155 -7,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 14.1 0.5 59.5 82.8 93.1 97.3: 6.9 2.7
Old : 100.0: 33.1 14.1 0.5 59.5 82.8 93.1 97.3: 6.9 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 : 170: 45 22 9 77 59 126 86:
Old : 170: 45 22 9 77 59 126 86:
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 : 32.1 30.8 45.3 52.3 22.7 30.6 33.6 49.9
Old : 32.1 30.8 45.3 52.3 22.7 30.6 33.6 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 27, 2013