MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 102,622: 19,891 8,476 4,084 72,034 86,449 96,009 99,009: 6,613 3,613
Old : 102,622: 19,891 8,476 4,084 72,034 86,449 96,009 99,009: 6,613 3,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -12: -1,443 -2,946 101 820 2,232 -522 -613: 510 601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 8.3 4.0 70.2 84.2 93.6 96.5: 6.4 3.5
Old : 100.0: 19.4 8.3 4.0 70.2 84.2 93.6 96.5: 6.4 3.5
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 : 91: 14 5 2 54 35 68 42:
Old : 91: 14 5 2 54 35 68 42:
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 : 37.8 53.9 52.2 73.4 34.1 52.1 48.3 71.1
Old : 37.8 53.9 52.2 73.4 34.1 52.1 48.3 71.1
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, April 1, 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 : 253,385: 81,455 38,891 1,465 157,299 204,364 240,219 244,720: 13,166 8,665
Old : 253,385: 81,455 38,891 1,465 157,299 204,364 240,219 244,720: 13,166 8,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 15,496: 3,917 4,125 -1,059 10,092 12,762 12,950 15,828: 2,546 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 15.3 0.6 62.1 80.7 94.8 96.6: 5.2 3.4
Old : 100.0: 32.1 15.3 0.6 62.1 80.7 94.8 96.6: 5.2 3.4
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: 60 25 9 76 58 140 88:
Old : 192: 60 25 9 76 58 140 88:
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 : 33.2 30.6 42.3 49.5 22.1 21.4 29.5 39.3
Old : 33.2 30.6 42.3 49.5 22.1 21.4 29.5 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 4, 2014