MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 128,009: 23,307 7,703 6,162 91,528 110,574 120,997 124,439: 7,012 3,570
Old : 128,009: 23,307 7,703 6,162 91,528 110,574 120,997 124,439: 7,012 3,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 21,596: -1,066 -552 -33 21,947 21,770 20,848 21,185: 748 411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 6.0 4.8 71.5 86.4 94.5 97.2: 5.5 2.8
Old : 100.0: 18.2 6.0 4.8 71.5 86.4 94.5 97.2: 5.5 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 : 93: 16 5 7 57 38 76 47:
Old : 93: 16 5 7 57 38 76 47:
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 : 36.7 53.6 51.2 72.1 26.6 44.1 38.3 54.3
Old : 36.7 53.6 51.2 72.1 26.6 44.1 38.3 54.3
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, March 18, 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 : 287,638: 76,272 47,355 4,547 189,473 219,684 270,292 271,586: 17,346 16,052
Old : 287,638: 76,272 47,355 4,547 189,473 219,684 270,292 271,586: 17,346 16,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 19,939: 131 3,770 -4,963 21,311 17,323 16,479 16,130: 3,460 3,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 16.5 1.6 65.9 76.4 94.0 94.4: 6.0 5.6
Old : 100.0: 26.5 16.5 1.6 65.9 76.4 94.0 94.4: 6.0 5.6
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 : 184: 55 28 12 78 64 140 97:
Old : 184: 55 28 12 78 64 140 97:
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 : 29.2 28.5 40.2 45.2 16.5 18.8 24.2 31.0
Old : 29.2 28.5 40.2 45.2 16.5 18.8 24.2 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 21, 2014