MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 105,614: 26,670 6,849 4,374 67,168 91,669 98,212 102,892: 7,402 2,722
Old : 105,614: 26,670 6,849 4,374 67,168 91,669 98,212 102,892: 7,402 2,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: 8,257: 549 665 224 6,489 7,391 7,262 8,280: 995 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 6.5 4.1 63.6 86.8 93.0 97.4: 7.0 2.6
Old : 100.0: 25.3 6.5 4.1 63.6 86.8 93.0 97.4: 7.0 2.6
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 : 92: 15 7 3 51 37 67 46:
Old : 92: 15 7 3 51 37 67 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 : 43.3 57.5 58.5 72.9 39.2 53.5 53.1 67.1
Old : 43.3 57.5 58.5 72.9 39.2 53.5 53.1 67.1
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, January 28, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 256,803: 88,549 34,531 1,532 154,259 211,307 244,340 247,370: 12,463 9,433
Old : 256,803: 88,549 34,531 1,532 154,259 211,307 244,340 247,370: 12,463 9,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: 11,320: 9,063 198 154 1,172 5,895 10,389 6,247: 931 5,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 13.4 0.6 60.1 82.3 95.1 96.3: 4.9 3.7
Old : 100.0: 34.5 13.4 0.6 60.1 82.3 95.1 96.3: 4.9 3.7
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 : 190: 57 28 12 70 65 134 98:
Old : 190: 57 28 12 70 65 134 98:
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 29.7 46.3 47.7 23.4 22.1 33.5 37.3
Old : 34.4 29.7 46.3 47.7 23.4 22.1 33.5 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 31, 2014