MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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 : 100,743: 22,952 6,781 4,044 67,122 87,221 94,118 98,046: 6,625 2,697
Old : 100,743: 22,952 6,781 4,044 67,122 87,221 94,118 98,046: 6,625 2,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: -4,871: -3,718 -68 -330 -46 -4,448 -4,094 -4,846: -777 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 6.7 4.0 66.6 86.6 93.4 97.3: 6.6 2.7
Old : 100.0: 22.8 6.7 4.0 66.6 86.6 93.4 97.3: 6.6 2.7
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 : 90: 13 8 2 51 36 65 45:
Old : 90: 13 8 2 51 36 65 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 : 40.9 57.8 55.0 71.8 37.1 53.6 50.4 65.9
Old : 40.9 57.8 55.0 71.8 37.1 53.6 50.4 65.9
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, February 4, 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 : 265,457: 88,141 36,755 1,894 163,909 216,008 253,944 254,657: 11,513 10,800
Old : 265,457: 88,141 36,755 1,894 163,909 216,008 253,944 254,657: 11,513 10,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: 8,654: -408 2,224 362 9,650 4,701 9,604 7,287: -950 1,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 13.8 0.7 61.7 81.4 95.7 95.9: 4.3 4.1
Old : 100.0: 33.2 13.8 0.7 61.7 81.4 95.7 95.9: 4.3 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 : 188: 53 32 12 71 62 132 98:
Old : 188: 53 32 12 71 62 132 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 : 33.1 29.0 46.6 44.8 22.9 19.3 33.6 33.8
Old : 33.1 29.0 46.6 44.8 22.9 19.3 33.6 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 7, 2014