MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 94,751: 25,907 6,252 3,616 58,279 82,234 87,802 92,102: 6,949 2,649
Old : 94,751: 25,907 6,252 3,616 58,279 82,234 87,802 92,102: 6,949 2,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 2,017: 819 663 -54 1,955 1,922 2,720 2,531: -703 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 6.6 3.8 61.5 86.8 92.7 97.2: 7.3 2.8
Old : 100.0: 27.3 6.6 3.8 61.5 86.8 92.7 97.2: 7.3 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 : 87: 13 7 2 51 33 65 41:
Old : 87: 13 7 2 51 33 65 41:
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 : 43.6 60.2 57.3 75.7 40.0 56.6 52.7 70.3
Old : 43.6 60.2 57.3 75.7 40.0 56.6 52.7 70.3
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, January 14, 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 : 243,235: 80,045 34,053 819 148,551 203,641 229,415 238,513: 13,820 4,722
Old : 243,235: 80,045 34,053 819 148,551 203,641 229,415 238,513: 13,820 4,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 2,371: 202 -305 64 2,655 3,752 2,921 3,511: -550 -1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 14.0 0.3 61.1 83.7 94.3 98.1: 5.7 1.9
Old : 100.0: 32.9 14.0 0.3 61.1 83.7 94.3 98.1: 5.7 1.9
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 : 183: 58 25 14 71 59 134 93:
Old : 183: 58 25 14 71 59 134 93:
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 : 35.7 30.5 47.5 51.1 24.2 23.6 33.6 41.5
Old : 35.7 30.5 47.5 51.1 24.2 23.6 33.6 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 17, 2014