MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 89,403: 24,641 2,417 4,166 54,258 80,190 83,065 86,773: 6,338 2,630
Old : 89,403: 24,641 2,417 4,166 54,258 80,190 83,065 86,773: 6,338 2,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 589: -3,378 280 639 3,422 -237 683 682: -94 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 2.7 4.7 60.7 89.7 92.9 97.1: 7.1 2.9
Old : 100.0: 27.6 2.7 4.7 60.7 89.7 92.9 97.1: 7.1 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 : 93: 17 5 1 46 44 63 50:
Old : 93: 17 5 1 46 44 63 50:
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 50.3 53.6 68.7 35.3 48.8 48.4 65.3
Old : 39.9 50.3 53.6 68.7 35.3 48.8 48.4 65.3
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, November 26, 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 : 235,967: 82,429 26,799 1,558 137,655 202,215 221,642 230,572: 14,325 5,395
Old : 235,967: 82,429 26,799 1,558 137,655 202,215 221,642 230,572: 14,325 5,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -8,825: -1,891 -7,526 302 -6,044 -1,190 -7,633 -8,414: -1,192 -411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 11.4 0.7 58.3 85.7 93.9 97.7: 6.1 2.3
Old : 100.0: 34.9 11.4 0.7 58.3 85.7 93.9 97.7: 6.1 2.3
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 : 174: 59 19 11 71 56 135 81:
Old : 174: 59 19 11 71 56 135 81:
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 : 31.3 35.1 44.4 57.4 22.6 31.3 32.2 50.0
Old : 31.3 35.1 44.4 57.4 22.6 31.3 32.2 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2013