MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 101,316: 21,524 2,990 2,989 70,348 89,922 94,861 95,901: 6,455 5,415
Old : 101,316: 21,524 2,990 2,989 70,348 89,922 94,861 95,901: 6,455 5,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 12,045: -2,548 -1,075 904 13,131 10,690 11,487 10,519: 558 1,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 3.0 3.0 69.4 88.8 93.6 94.7: 6.4 5.3
Old : 100.0: 21.2 3.0 3.0 69.4 88.8 93.6 94.7: 6.4 5.3
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 : 77: 13 5 4 40 36 53 45:
Old : 77: 13 5 4 40 36 53 45:
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 : 52.6 53.2 65.0 64.5 42.4 43.3 52.3 54.1
Old : 52.6 53.2 65.0 64.5 42.4 43.3 52.3 54.1
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, June 18, 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 : 262,992: 69,505 42,580 2,509 165,688 202,882 237,702 247,971: 25,290 15,021
Old : 262,992: 69,505 42,580 2,509 165,688 202,882 237,702 247,971: 25,290 15,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 20,876: 1,231 3,304 -5,280 21,096 19,738 17,047 17,762: 3,829 3,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 16.2 1.0 63.0 77.1 90.4 94.3: 9.6 5.7
Old : 100.0: 26.4 16.2 1.0 63.0 77.1 90.4 94.3: 9.6 5.7
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 : 157: 40 23 12 71 58 118 86:
Old : 157: 40 23 12 71 58 118 86:
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 : 29.9 37.0 42.0 59.8 19.6 30.6 28.7 43.9
Old : 29.9 37.0 42.0 59.8 19.6 30.6 28.7 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 21, 2013