MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 90,371: 25,050 6,608 3,453 55,564 77,743 84,067 87,804: 6,304 2,567
Old : 90,371: 25,050 6,608 3,453 55,564 77,743 84,067 87,804: 6,304 2,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -27,372: -116 2,506 -2,671 -23,390 -26,105 -26,177 -26,270: -1,195 -1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 7.3 3.8 61.5 86.0 93.0 97.2: 7.0 2.8
Old : 100.0: 27.7 7.3 3.8 61.5 86.0 93.0 97.2: 7.0 2.8
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 : 84: 12 6 1 46 35 58 42:
Old : 84: 12 6 1 46 35 58 42:
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 : 46.1 60.8 60.7 73.3 42.3 58.7 56.1 69.5
Old : 46.1 60.8 60.7 73.3 42.3 58.7 56.1 69.5
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, December 24, 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 : 227,771: 73,007 33,056 1,311 139,945 187,363 214,263 221,730: 13,508 6,041
Old : 227,771: 73,007 33,056 1,311 139,945 187,363 214,263 221,730: 13,508 6,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -59,711: -2,929 8,125 -8,787 -41,380 -53,206 -53,096 -53,868: -6,615 -5,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 14.5 0.6 61.4 82.3 94.1 97.3: 5.9 2.7
Old : 100.0: 32.1 14.5 0.6 61.4 82.3 94.1 97.3: 5.9 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 : 180: 57 23 15 69 62 132 94:
Old : 180: 57 23 15 69 62 132 94:
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 : 34.4 32.2 45.8 51.6 23.1 24.8 32.1 41.5
Old : 34.4 32.2 45.8 51.6 23.1 24.8 32.1 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2013