MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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 : 80,533: 25,696 2,524 3,643 44,737 72,230 74,076 78,397: 6,457 2,136
Old : 80,533: 25,696 2,524 3,643 44,737 72,230 74,076 78,397: 6,457 2,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -1,847: -2,125 43 29 718 -1,686 -1,378 -1,614: -469 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 3.1 4.5 55.6 89.7 92.0 97.3: 8.0 2.7
Old : 100.0: 31.9 3.1 4.5 55.6 89.7 92.0 97.3: 8.0 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 : 79: 14 4 1 39 38 53 43:
Old : 79: 14 4 1 39 38 53 43:
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 : 40.9 45.5 55.1 60.9 36.4 43.4 50.4 56.7
Old : 40.9 45.5 55.1 60.9 36.4 43.4 50.4 56.7
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, September 3, 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 : 248,619: 71,744 43,623 13,949 148,284 181,904 233,977 239,476: 14,642 9,143
Old : 248,619: 71,744 43,623 13,949 148,284 181,904 233,977 239,476: 14,642 9,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 11,122: 4,578 -2,045 4,129 3,452 11,346 12,159 13,430: -1,037 -2,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 17.5 5.6 59.6 73.2 94.1 96.3: 5.9 3.7
Old : 100.0: 28.9 17.5 5.6 59.6 73.2 94.1 96.3: 5.9 3.7
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 : 169: 42 30 14 67 61 117 97:
Old : 169: 42 30 14 67 61 117 97:
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 : 33.2 27.0 48.1 43.1 23.8 24.6 35.0 36.3
Old : 33.2 27.0 48.1 43.1 23.8 24.6 35.0 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 6, 2013