MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 84,933: 6,829 6,028 64 72,791 76,242 79,684 82,334: 5,249 2,599
Old : 84,933: 6,829 6,028 64 72,791 76,242 79,684 82,334: 5,249 2,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 1,350: 475 -2,922 64 1,424 4,723 1,963 1,865: -613 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 7.1 0.1 85.7 89.8 93.8 96.9: 6.2 3.1
Old : 100.0: 8.0 7.1 0.1 85.7 89.8 93.8 96.9: 6.2 3.1
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 : 72: 10 6 1 37 33 48 39:
Old : 72: 10 6 1 37 33 48 39:
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 : 53.7 51.4 66.7 65.5 51.3 51.3 63.9 65.4
Old : 53.7 51.4 66.7 65.5 51.3 51.3 63.9 65.4
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, January 22, 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 : 168,788: 39,290 20,847 1,419 112,305 142,660 153,014 164,926: 15,774 3,862
Old : 168,788: 39,290 20,847 1,419 112,305 142,660 153,014 164,926: 15,774 3,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 4,343: 1,582 -635 -40 2,695 4,298 4,237 3,623: 106 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 12.4 0.8 66.5 84.5 90.7 97.7: 9.3 2.3
Old : 100.0: 23.3 12.4 0.8 66.5 84.5 90.7 97.7: 9.3 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 : 140: 41 14 4 66 37 110 52:
Old : 140: 41 14 4 66 37 110 52:
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 : 30.4 57.6 41.4 74.8 28.4 56.5 38.8 73.8
Old : 30.4 57.6 41.4 74.8 28.4 56.5 38.8 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 25, 2013