MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 107,070: 24,080 9,920 5,806 70,372 88,303 100,258 104,029: 6,812 3,041
Old : 107,070: 24,080 9,920 5,806 70,372 88,303 100,258 104,029: 6,812 3,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 5,208: 224 1,868 1,770 2,846 1,583 4,840 5,221: 368 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 9.3 5.4 65.7 82.5 93.6 97.2: 6.4 2.8
Old : 100.0: 22.5 9.3 5.4 65.7 82.5 93.6 97.2: 6.4 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: 13 8 3 53 37 67 47:
Old : 93: 13 8 3 53 37 67 47:
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 : 36.4 59.5 52.5 71.3 32.5 54.6 47.6 64.6
Old : 36.4 59.5 52.5 71.3 32.5 54.6 47.6 64.6
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 25, 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 : 254,156: 85,167 36,613 3,523 153,934 203,201 242,624 243,337: 11,532 10,819
Old : 254,156: 85,167 36,613 3,523 153,934 203,201 242,624 243,337: 11,532 10,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 3,443: 34 -481 1,714 1,024 781 2,772 2,014: 671 1,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 14.4 1.4 60.6 80.0 95.5 95.7: 4.5 4.3
Old : 100.0: 33.5 14.4 1.4 60.6 80.0 95.5 95.7: 4.5 4.3
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 : 189: 56 29 11 75 60 136 95:
Old : 189: 56 29 11 75 60 136 95:
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 : 34.2 31.5 45.3 47.2 20.2 19.6 29.6 33.7
Old : 34.2 31.5 45.3 47.2 20.2 19.6 29.6 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 28, 2014