MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 97,357: 26,121 6,184 4,150 60,679 84,278 90,950 94,612: 6,407 2,745
Old : 97,357: 26,121 6,184 4,150 60,679 84,278 90,950 94,612: 6,407 2,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 2,606: 214 -68 534 2,400 2,044 3,148 2,510: -542 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 6.4 4.3 62.3 86.6 93.4 97.2: 6.6 2.8
Old : 100.0: 26.8 6.4 4.3 62.3 86.6 93.4 97.2: 6.6 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 : 93: 15 6 3 53 37 69 45:
Old : 93: 15 6 3 53 37 69 45:
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 : 42.9 57.7 56.1 73.1 39.1 54.1 51.4 67.8
Old : 42.9 57.7 56.1 73.1 39.1 54.1 51.4 67.8
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 21, 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 : 245,483: 79,486 34,333 1,378 153,087 205,412 233,951 241,123: 11,532 4,360
Old : 245,483: 79,486 34,333 1,378 153,087 205,412 233,951 241,123: 11,532 4,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 2,248: -559 280 559 4,536 1,771 4,536 2,610: -2,288 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 14.0 0.6 62.4 83.7 95.3 98.2: 4.7 1.8
Old : 100.0: 32.4 14.0 0.6 62.4 83.7 95.3 98.2: 4.7 1.8
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 : 192: 63 26 15 72 63 141 98:
Old : 192: 63 26 15 72 63 141 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 : 36.0 30.3 48.2 49.1 25.0 22.8 34.4 39.2
Old : 36.0 30.3 48.2 49.1 25.0 22.8 34.4 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 24, 2014