MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 1, 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 : 80,712: 27,504 3,113 3,769 42,807 71,925 74,080 78,807: 6,632 1,905
Old : 80,712: 27,504 3,113 3,769 42,807 71,925 74,080 78,807: 6,632 1,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2013 :
: 3,854: 1,864 947 37 1,032 2,761 2,933 3,745: 921 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 3.9 4.7 53.0 89.1 91.8 97.6: 8.2 2.4
Old : 100.0: 34.1 3.9 4.7 53.0 89.1 91.8 97.6: 8.2 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 : 87: 15 4 1 43 41 58 46:
Old : 87: 15 4 1 43 41 58 46:
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 : 38.6 44.2 53.4 60.4 33.9 42.9 47.2 57.3
Old : 38.6 44.2 53.4 60.4 33.9 42.9 47.2 57.3
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, October 1, 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 : 248,975: 85,218 27,334 1,967 147,185 214,250 234,370 243,551: 14,605 5,424
Old : 248,975: 85,218 27,334 1,967 147,185 214,250 234,370 243,551: 14,605 5,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2013 :
: -21,117: -4,225 -10,665 679 -13,511 -9,256 -17,057 -19,242: -4,060 -1,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 11.0 0.8 59.1 86.1 94.1 97.8: 5.9 2.2
Old : 100.0: 34.2 11.0 0.8 59.1 86.1 94.1 97.8: 5.9 2.2
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 : 166: 47 20 11 75 55 126 82:
Old : 166: 47 20 11 75 55 126 82:
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 : 33.6 31.3 46.3 54.2 23.1 30.5 33.5 51.2
Old : 33.6 31.3 46.3 54.2 23.1 30.5 33.5 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 25, 2013