MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 89,485: 22,856 5,679 2,013 58,571 79,231 83,440 86,923: 6,045 2,562
Old : 89,485: 22,856 5,679 2,013 58,571 79,231 83,440 86,923: 6,045 2,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 2,257: -564 1,669 276 2,154 -359 1,866 1,586: 391 671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 6.3 2.2 65.5 88.5 93.2 97.1: 6.8 2.9
Old : 100.0: 25.5 6.3 2.2 65.5 88.5 93.2 97.1: 6.8 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 : 80: 11 5 1 42 35 53 41:
Old : 80: 11 5 1 42 35 53 41:
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 : 49.7 52.7 61.0 65.9 44.9 52.6 56.0 65.8
Old : 49.7 52.7 61.0 65.9 44.9 52.6 56.0 65.8
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, May 21, 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 : 210,390: 64,382 36,392 2,222 126,417 165,386 193,021 204,000: 17,369 6,390
Old : 210,390: 64,382 36,392 2,222 126,417 165,386 193,021 204,000: 17,369 6,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 9,515: 806 1,693 993 6,990 6,126 8,789 8,812: 726 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 17.3 1.1 60.1 78.6 91.7 97.0: 8.3 3.0
Old : 100.0: 30.6 17.3 1.1 60.1 78.6 91.7 97.0: 8.3 3.0
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 : 148: 38 15 9 72 51 116 69:
Old : 148: 38 15 9 72 51 116 69:
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 : 32.0 50.1 44.7 66.8 31.0 47.9 43.3 64.6
Old : 32.0 50.1 44.7 66.8 31.0 47.9 43.3 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 24, 2013