MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 107,707: 25,388 4,791 1,792 74,436 98,007 101,616 104,590: 6,091 3,117
Old : 107,707: 25,388 4,791 1,792 74,436 98,007 101,616 104,590: 6,091 3,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 17,655: 399 -34 822 15,216 15,908 16,437 16,696: 1,218 959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 4.4 1.7 69.1 91.0 94.3 97.1: 5.7 2.9
Old : 100.0: 23.6 4.4 1.7 69.1 91.0 94.3 97.1: 5.7 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 : 70: 10 5 6 39 32 52 40:
Old : 70: 10 5 6 39 32 52 40:
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 : 55.3 61.5 67.2 74.8 37.8 45.9 48.4 56.1
Old : 55.3 61.5 67.2 74.8 37.8 45.9 48.4 56.1
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, March 12, 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 : 229,533: 63,868 28,417 10,814 128,536 175,792 203,218 215,023: 26,315 14,510
Old : 229,533: 63,868 28,417 10,814 128,536 175,792 203,218 215,023: 26,315 14,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 35,677: -377 1,147 6,437 21,909 18,817 27,969 26,401: 7,708 9,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 12.4 4.7 56.0 76.6 88.5 93.7: 11.5 6.3
Old : 100.0: 27.8 12.4 4.7 56.0 76.6 88.5 93.7: 11.5 6.3
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 : 145: 40 18 12 69 47 116 70:
Old : 145: 40 18 12 69 47 116 70:
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 : 27.7 51.7 41.3 65.8 25.3 42.0 35.9 55.9
Old : 27.7 51.7 41.3 65.8 25.3 42.0 35.9 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 15, 2013