MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 87,262: 27,382 2,115 3,514 49,274 79,512 80,170 85,141: 7,092 2,121
Old : 87,262: 27,382 2,115 3,514 49,274 79,512 80,170 85,141: 7,092 2,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 3,434: 209 -4 -37 2,823 3,608 2,995 3,567: 439 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 2.4 4.0 56.5 91.1 91.9 97.6: 8.1 2.4
Old : 100.0: 31.4 2.4 4.0 56.5 91.1 91.9 97.6: 8.1 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 47 40 62 45:
Old : 87: 15 4 1 47 40 62 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 : 40.1 50.4 53.7 68.3 36.1 48.5 48.8 65.9
Old : 40.1 50.4 53.7 68.3 36.1 48.5 48.8 65.9
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, November 12, 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 : 253,241: 83,361 30,309 1,312 153,808 217,068 238,481 248,689: 14,760 4,552
Old : 253,241: 83,361 30,309 1,312 153,808 217,068 238,481 248,689: 14,760 4,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: -16,964: -3,653 -1,189 74 -13,052 -15,646 -16,631 -16,761: -333 -203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 12.0 0.5 60.7 85.7 94.2 98.2: 5.8 1.8
Old : 100.0: 32.9 12.0 0.5 60.7 85.7 94.2 98.2: 5.8 1.8
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 : 180: 58 23 13 76 56 140 86:
Old : 180: 58 23 13 76 56 140 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 : 34.1 35.5 46.8 58.6 25.7 33.7 35.8 52.3
Old : 34.1 35.5 46.8 58.6 25.7 33.7 35.8 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2013