MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 80,441: 26,642 2,665 3,766 43,850 71,693 74,258 78,124: 6,183 2,317
Old : 80,441: 26,642 2,665 3,766 43,850 71,693 74,258 78,124: 6,183 2,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 1,244: 1,410 -485 2 -18 1,682 1,394 1,199: -150 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 3.3 4.7 54.5 89.1 92.3 97.1: 7.7 2.9
Old : 100.0: 33.1 3.3 4.7 54.5 89.1 92.3 97.1: 7.7 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 : 88: 17 5 1 42 40 59 46:
Old : 88: 17 5 1 42 40 59 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 : 41.6 45.9 55.2 63.7 36.9 44.1 49.6 60.2
Old : 41.6 45.9 55.2 63.7 36.9 44.1 49.6 60.2
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 22, 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 : 267,747: 89,432 35,823 1,080 163,550 226,267 254,062 263,170: 13,685 4,577
Old : 267,747: 89,432 35,823 1,080 163,550 226,267 254,062 263,170: 13,685 4,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: -978: 2,038 -3,507 3 -1,770 5,293 271 1,789: -1,249 -2,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 13.4 0.4 61.1 84.5 94.9 98.3: 5.1 1.7
Old : 100.0: 33.4 13.4 0.4 61.1 84.5 94.9 98.3: 5.1 1.7
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 : 181: 54 22 10 79 56 139 82:
Old : 181: 54 22 10 79 56 139 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 : 33.0 31.8 46.3 54.1 23.9 31.3 35.2 50.3
Old : 33.0 31.8 46.3 54.1 23.9 31.3 35.2 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 1, 2013