MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 106,413: 24,373 8,255 6,195 69,581 88,804 100,149 103,254: 6,264 3,159
Old : 106,413: 24,373 8,255 6,195 69,581 88,804 100,149 103,254: 6,264 3,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -791: 722 -1,579 436 -1,852 308 -694 -835: -97 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 7.8 5.8 65.4 83.5 94.1 97.0: 5.9 3.0
Old : 100.0: 22.9 7.8 5.8 65.4 83.5 94.1 97.0: 5.9 3.0
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 54 35 70 44:
Old : 92: 15 7 3 54 35 70 44:
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 : 35.3 58.5 50.7 72.5 30.4 52.0 44.5 65.2
Old : 35.3 58.5 50.7 72.5 30.4 52.0 44.5 65.2
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, March 11, 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 : 267,699: 76,141 43,585 9,510 168,162 202,361 253,813 255,456: 13,886 12,243
Old : 267,699: 76,141 43,585 9,510 168,162 202,361 253,813 255,456: 13,886 12,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 9,196: -3,067 6,864 2,577 8,052 -2,520 7,562 6,921: 1,634 2,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 16.3 3.6 62.8 75.6 94.8 95.4: 5.2 4.6
Old : 100.0: 28.4 16.3 3.6 62.8 75.6 94.8 95.4: 5.2 4.6
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 : 186: 57 28 11 75 60 138 93:
Old : 186: 57 28 11 75 60 138 93:
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 : 30.7 29.7 42.7 46.6 17.1 19.6 26.3 33.4
Old : 30.7 29.7 42.7 46.6 17.1 19.6 26.3 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2014