MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 108,987: 17,415 10,716 6,229 79,132 89,431 102,776 106,376: 6,211 2,611
Old : 108,987: 17,415 10,716 6,229 79,132 89,431 102,776 106,376: 6,211 2,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: 2,390: -2,308 167 1,810 2,895 380 2,397 2,357: -7 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 9.8 5.7 72.6 82.1 94.3 97.6: 5.7 2.4
Old : 100.0: 16.0 9.8 5.7 72.6 82.1 94.3 97.6: 5.7 2.4
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 : 98: 14 6 2 56 40 70 48:
Old : 98: 14 6 2 56 40 70 48:
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 : 37.4 49.0 49.7 70.4 31.9 46.1 44.2 64.8
Old : 37.4 49.0 49.7 70.4 31.9 46.1 44.2 64.8
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, May 6, 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 : 272,002: 85,708 33,989 2,904 165,433 227,615 254,045 264,508: 17,957 7,494
Old : 272,002: 85,708 33,989 2,904 165,433 227,615 254,045 264,508: 17,957 7,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: 4,743: 2,544 -2,108 -48 92 5,688 2,588 3,532: 2,155 1,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 12.5 1.1 60.8 83.7 93.4 97.2: 6.6 2.8
Old : 100.0: 31.5 12.5 1.1 60.8 83.7 93.4 97.2: 6.6 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 : 197: 58 28 11 82 62 145 96:
Old : 197: 58 28 11 82 62 145 96:
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 : 33.4 34.6 42.4 50.3 22.7 25.2 29.9 38.7
Old : 33.4 34.6 42.4 50.3 22.7 25.2 29.9 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 9, 2014