MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 106,599: 22,026 12,920 4,175 74,479 86,741 100,680 103,836: 5,919 2,763
Old : 106,599: 22,026 12,920 4,175 74,479 86,741 100,680 103,836: 5,919 2,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -12,727: -503 1,709 -393 -9,438 -10,831 -10,334 -9,515: -2,393 -3,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 12.1 3.9 69.9 81.4 94.4 97.4: 5.6 2.6
Old : 100.0: 20.7 12.1 3.9 69.9 81.4 94.4 97.4: 5.6 2.6
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 : 96: 14 7 2 50 42 64 51:
Old : 96: 14 7 2 50 42 64 51:
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 : 36.5 50.5 49.9 68.0 32.9 49.9 46.1 66.2
Old : 36.5 50.5 49.9 68.0 32.9 49.9 46.1 66.2
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, June 24, 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 : 322,720: 112,461 30,953 1,588 186,976 285,482 301,025 318,023: 21,695 4,697
Old : 322,720: 112,461 30,953 1,588 186,976 285,482 301,025 318,023: 21,695 4,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -24,508: -3,968 -6,030 -7,370 -11,724 -4,883 -23,062 -18,283: -1,446 -6,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 9.6 0.5 57.9 88.5 93.3 98.5: 6.7 1.5
Old : 100.0: 34.8 9.6 0.5 57.9 88.5 93.3 98.5: 6.7 1.5
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 : 212: 68 25 14 90 65 165 97:
Old : 212: 68 25 14 90 65 165 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 : 27.3 38.1 36.8 56.3 19.3 30.4 26.8 47.9
Old : 27.3 38.1 36.8 56.3 19.3 30.4 26.8 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 27, 2014