MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 102,634: 21,334 11,422 3,983 71,214 84,217 96,531 99,622: 6,103 3,012
Old : 102,634: 21,334 11,422 3,983 71,214 84,217 96,531 99,622: 6,103 3,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -25,375: -1,973 3,719 -2,179 -20,314 -26,357 -24,466 -24,817: -909 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 11.1 3.9 69.4 82.1 94.1 97.1: 5.9 2.9
Old : 100.0: 20.8 11.1 3.9 69.4 82.1 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 : 92: 13 7 2 55 34 68 43:
Old : 92: 13 7 2 55 34 68 43:
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 : 37.2 51.7 52.1 71.3 33.5 49.6 48.2 68.7
Old : 37.2 51.7 52.1 71.3 33.5 49.6 48.2 68.7
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 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 : 237,889: 77,538 34,766 2,524 147,207 191,602 227,269 228,892: 10,620 8,997
Old : 237,889: 77,538 34,766 2,524 147,207 191,602 227,269 228,892: 10,620 8,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -49,749: 1,266 -12,589 -2,023 -42,266 -28,082 -43,023 -42,694: -6,726 -7,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 14.6 1.1 61.9 80.5 95.5 96.2: 4.5 3.8
Old : 100.0: 32.6 14.6 1.1 61.9 80.5 95.5 96.2: 4.5 3.8
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 : 184: 57 25 7 69 61 130 89:
Old : 184: 57 25 7 69 61 130 89:
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 : 34.1 33.3 43.7 50.6 20.3 22.8 28.3 37.0
Old : 34.1 33.3 43.7 50.6 20.3 22.8 28.3 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 28, 2014