MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 119,326: 22,529 11,211 4,568 83,917 97,572 111,014 113,351: 8,312 5,975
Old : 119,326: 22,529 11,211 4,568 83,917 97,572 111,014 113,351: 8,312 5,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 9,428: 1,138 -472 -1,266 7,462 8,420 7,334 6,682: 2,094 2,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 9.4 3.8 70.3 81.8 93.0 95.0: 7.0 5.0
Old : 100.0: 18.9 9.4 3.8 70.3 81.8 93.0 95.0: 7.0 5.0
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 : 88: 12 4 2 54 41 66 47:
Old : 88: 12 4 2 54 41 66 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 : 32.7 48.0 45.9 68.8 29.2 40.6 40.8 58.7
Old : 32.7 48.0 45.9 68.8 29.2 40.6 40.8 58.7
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 17, 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 : 347,228: 116,429 36,983 8,958 198,700 290,365 324,087 336,306: 23,141 10,922
Old : 347,228: 116,429 36,983 8,958 198,700 290,365 324,087 336,306: 23,141 10,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 26,094: 5,974 4,321 5,143 10,185 11,795 21,302 21,259: 4,792 4,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 10.7 2.6 57.2 83.6 93.3 96.9: 6.7 3.1
Old : 100.0: 33.5 10.7 2.6 57.2 83.6 93.3 96.9: 6.7 3.1
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 : 213: 67 30 22 93 66 173 106:
Old : 213: 67 30 22 93 66 173 106:
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 : 25.0 33.1 33.8 48.9 17.5 26.0 24.5 38.5
Old : 25.0 33.1 33.8 48.9 17.5 26.0 24.5 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 20, 2014