MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 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 : 90,052: 24,989 4,825 970 59,220 82,099 85,179 87,894: 4,873 2,158
Old : 90,052: 24,989 4,825 970 59,220 82,099 85,179 87,894: 4,873 2,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -100: 16,610 93 958 -16,965 -1,141 603 -90: -703 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 5.4 1.1 65.8 91.2 94.6 97.6: 5.4 2.4
Old : 100.0: 27.7 5.4 1.1 65.8 91.2 94.6 97.6: 5.4 2.4
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 5 4 36 34 47 42:
Old : 72: 10 5 4 36 34 47 42:
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 : 51.4 56.5 64.4 69.3 48.5 56.5 61.4 69.3
Old : 51.4 56.5 64.4 69.3 48.5 56.5 61.4 69.3
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, March 5, 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 : 193,856: 64,245 27,270 4,377 106,627 156,975 175,249 188,622: 18,607 5,234
Old : 193,856: 64,245 27,270 4,377 106,627 156,975 175,249 188,622: 18,607 5,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 5,549: 17,185 3,753 3,155 -16,010 -2,121 4,330 4,787: 1,219 762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 14.1 2.3 55.0 81.0 90.4 97.3: 9.6 2.7
Old : 100.0: 33.1 14.1 2.3 55.0 81.0 90.4 97.3: 9.6 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 : 144: 40 16 7 67 45 111 64:
Old : 144: 40 16 7 67 45 111 64:
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 : 28.0 52.1 41.3 68.6 27.9 50.0 39.7 66.5
Old : 28.0 52.1 41.3 68.6 27.9 50.0 39.7 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 8, 2013