MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 88,814: 28,019 2,137 3,527 50,836 80,427 82,382 86,091: 6,432 2,723
Old : 88,814: 28,019 2,137 3,527 50,836 80,427 82,382 86,091: 6,432 2,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 1,552: 637 22 13 1,562 915 2,212 950: -660 602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 2.4 4.0 57.2 90.6 92.8 96.9: 7.2 3.1
Old : 100.0: 31.5 2.4 4.0 57.2 90.6 92.8 96.9: 7.2 3.1
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 46 41 61 46:
Old : 87: 15 4 1 46 41 61 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 : 39.9 50.7 53.1 68.5 35.9 48.8 49.1 66.1
Old : 39.9 50.7 53.1 68.5 35.9 48.8 49.1 66.1
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 19, 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 : 244,792: 84,320 34,325 1,256 143,699 203,405 229,275 238,986: 15,517 5,806
Old : 244,792: 84,320 34,325 1,256 143,699 203,405 229,275 238,986: 15,517 5,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: -8,449: 959 4,016 -56 -10,109 -13,663 -9,206 -9,703: 757 1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 14.0 0.5 58.7 83.1 93.7 97.6: 6.3 2.4
Old : 100.0: 34.4 14.0 0.5 58.7 83.1 93.7 97.6: 6.3 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 : 177: 57 20 12 73 59 135 86:
Old : 177: 57 20 12 73 59 135 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 : 32.0 34.8 44.9 56.1 22.4 31.0 32.8 48.7
Old : 32.0 34.8 44.9 56.1 22.4 31.0 32.8 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 22, 2013