MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 90,371 COMMITMENTS 25,050 6,608 3,453 55,564 77,743 84,067 87,804 6,304 2,567 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -27,372) -116 2,506 -2,671 -23,390 -26,105 -26,177 -26,270 -1,195 -1,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 7.3 3.8 61.5 86.0 93.0 97.2 7.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 12 6 1 46 35 58 42 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 227,771 COMMITMENTS 73,007 33,056 1,311 139,945 187,363 214,263 221,730 13,508 6,041 CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -59,711) -2,929 8,125 -8,787 -41,380 -53,206 -53,096 -53,868 -6,615 -5,843 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 14.5 0.6 61.4 82.3 94.1 97.3 5.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 57 23 15 69 62 132 94
Updated December 30, 2013