MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 8, 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 : 79,886: 26,986 3,142 3,808 42,991 70,656 73,785 77,606: 6,101 2,280
Old : 79,886: 26,986 3,142 3,808 42,991 70,656 73,785 77,606: 6,101 2,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: -826: -518 29 39 184 -1,269 -295 -1,201: -531 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 3.9 4.8 53.8 88.4 92.4 97.1: 7.6 2.9
Old : 100.0: 33.8 3.9 4.8 53.8 88.4 92.4 97.1: 7.6 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 : 84: 15 4 1 42 39 57 44:
Old : 84: 15 4 1 42 39 57 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 : 37.6 45.3 52.4 62.4 32.9 43.7 46.9 59.1
Old : 37.6 45.3 52.4 62.4 32.9 43.7 46.9 59.1
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, October 8, 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 : 246,941: 84,932 28,945 2,207 146,252 210,367 233,391 241,519: 13,550 5,422
Old : 246,941: 84,932 28,945 2,207 146,252 210,367 233,391 241,519: 13,550 5,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: -2,034: -286 1,611 240 -933 -3,883 -979 -2,032: -1,055 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 11.7 0.9 59.2 85.2 94.5 97.8: 5.5 2.2
Old : 100.0: 34.4 11.7 0.9 59.2 85.2 94.5 97.8: 5.5 2.2
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 : 168: 49 22 11 75 51 128 80:
Old : 168: 49 22 11 75 51 128 80:
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 : 34.2 31.1 46.8 54.7 23.6 30.7 34.0 52.0
Old : 34.2 31.1 46.8 54.7 23.6 30.7 34.0 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2013