MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 117,743: 25,166 4,102 6,124 78,954 103,848 110,244 114,074: 7,499 3,669
Old : 117,743: 25,166 4,102 6,124 78,954 103,848 110,244 114,074: 7,499 3,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 24,497: -792 677 1,631 22,444 20,702 23,283 23,010: 1,214 1,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 3.5 5.2 67.1 88.2 93.6 96.9: 6.4 3.1
Old : 100.0: 21.4 3.5 5.2 67.1 88.2 93.6 96.9: 6.4 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 : 89: 14 4 3 51 42 66 48:
Old : 89: 14 4 3 51 42 66 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 : 41.3 54.0 55.2 68.9 32.1 40.9 43.4 53.2
Old : 41.3 54.0 55.2 68.9 32.1 40.9 43.4 53.2
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, December 17, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 287,482: 75,936 24,931 10,098 181,325 240,569 267,359 275,598: 20,123 11,884
Old : 287,482: 75,936 24,931 10,098 181,325 240,569 267,359 275,598: 20,123 11,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 26,600: 4,740 -2,260 6,061 10,755 17,221 21,556 21,022: 5,044 5,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 8.7 3.5 63.1 83.7 93.0 95.9: 7.0 4.1
Old : 100.0: 26.4 8.7 3.5 63.1 83.7 93.0 95.9: 7.0 4.1
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 : 181: 60 20 22 78 65 147 98:
Old : 181: 60 20 22 78 65 147 98:
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 : 26.2 31.4 42.5 49.7 17.2 24.6 24.4 38.8
Old : 26.2 31.4 42.5 49.7 17.2 24.6 24.4 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2013