MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 79,197: 25,232 3,150 3,764 43,868 70,011 72,864 76,925: 6,333 2,272
Old : 79,197: 25,232 3,150 3,764 43,868 70,011 72,864 76,925: 6,333 2,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -689: -1,754 8 -44 877 -645 -921 -681: 232 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 4.0 4.8 55.4 88.4 92.0 97.1: 8.0 2.9
Old : 100.0: 31.9 4.0 4.8 55.4 88.4 92.0 97.1: 8.0 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 : 83: 15 4 1 41 39 56 44:
Old : 83: 15 4 1 41 39 56 44:
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 : 40.0 45.6 54.3 62.3 35.3 43.9 48.7 58.8
Old : 40.0 45.6 54.3 62.3 35.3 43.9 48.7 58.8
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, October 15, 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 : 268,725: 87,394 39,330 1,077 165,320 220,974 253,791 261,381: 14,934 7,344
Old : 268,725: 87,394 39,330 1,077 165,320 220,974 253,791 261,381: 14,934 7,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 21,784: 2,462 10,385 -1,130 19,068 10,607 20,400 19,862: 1,384 1,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 14.6 0.4 61.5 82.2 94.4 97.3: 5.6 2.7
Old : 100.0: 32.5 14.6 0.4 61.5 82.2 94.4 97.3: 5.6 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 : 177: 53 21 12 77 56 136 83:
Old : 177: 53 21 12 77 56 136 83:
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 : 33.3 29.4 47.6 50.6 23.7 28.8 36.2 48.2
Old : 33.3 29.4 47.6 50.6 23.7 28.8 36.2 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2013