MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 107,204: 23,651 9,834 5,759 71,433 88,496 100,843 104,089: 6,361 3,115
Old : 107,204: 23,651 9,834 5,759 71,433 88,496 100,843 104,089: 6,361 3,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 134: -429 -86 -47 1,061 193 585 60: -451 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 9.2 5.4 66.6 82.5 94.1 97.1: 5.9 2.9
Old : 100.0: 22.1 9.2 5.4 66.6 82.5 94.1 97.1: 5.9 2.9
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 : 93: 14 7 3 53 37 68 46:
Old : 93: 14 7 3 53 37 68 46:
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 : 35.4 57.8 50.6 70.4 31.8 53.0 45.7 64.5
Old : 35.4 57.8 50.6 70.4 31.8 53.0 45.7 64.5
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, March 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 : 258,503: 79,208 36,721 6,933 160,110 204,881 246,251 248,535: 12,252 9,968
Old : 258,503: 79,208 36,721 6,933 160,110 204,881 246,251 248,535: 12,252 9,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 4,347: -5,959 108 3,410 6,176 1,680 3,627 5,198: 720 -851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 14.2 2.7 61.9 79.3 95.3 96.1: 4.7 3.9
Old : 100.0: 30.6 14.2 2.7 61.9 79.3 95.3 96.1: 4.7 3.9
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 : 189: 57 28 10 75 62 137 95:
Old : 189: 57 28 10 75 62 137 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 : 31.4 31.0 43.6 48.0 17.7 20.6 26.6 34.5
Old : 31.4 31.0 43.6 48.0 17.7 20.6 26.6 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 7, 2014