MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 112,200: 21,279 12,962 4,666 80,252 91,436 106,197 109,064: 6,003 3,136
Old : 112,200: 21,279 12,962 4,666 80,252 91,436 106,197 109,064: 6,003 3,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2014 :
: -911: 728 -293 -1,023 -784 506 -1,079 -810: 168 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 11.6 4.2 71.5 81.5 94.6 97.2: 5.4 2.8
Old : 100.0: 19.0 11.6 4.2 71.5 81.5 94.6 97.2: 5.4 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 : 95: 13 6 2 56 38 69 46:
Old : 95: 13 6 2 56 38 69 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 : 38.4 47.6 51.0 69.0 34.5 45.2 47.1 65.7
Old : 38.4 47.6 51.0 69.0 34.5 45.2 47.1 65.7
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, June 3, 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 : 299,714: 100,323 30,074 3,257 175,222 258,879 278,802 292,210: 20,912 7,504
Old : 299,714: 100,323 30,074 3,257 175,222 258,879 278,802 292,210: 20,912 7,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2014 :
: -5,186: -1,290 -5,333 1,514 -9,305 -3,077 -9,081 -6,896: 3,895 1,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 10.0 1.1 58.5 86.4 93.0 97.5: 7.0 2.5
Old : 100.0: 33.5 10.0 1.1 58.5 86.4 93.0 97.5: 7.0 2.5
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 : 206: 64 31 15 85 63 155 103:
Old : 206: 64 31 15 85 63 155 103:
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 : 28.5 37.0 37.9 51.7 20.9 28.3 28.8 41.9
Old : 28.5 37.0 37.9 51.7 20.9 28.3 28.8 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2014