MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 112,521: 18,395 13,860 6,301 81,895 89,203 106,591 109,364: 5,930 3,157
Old : 112,521: 18,395 13,860 6,301 81,895 89,203 106,591 109,364: 5,930 3,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 2,052: 702 475 74 1,896 1,484 2,672 2,033: -620 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 12.3 5.6 72.8 79.3 94.7 97.2: 5.3 2.8
Old : 100.0: 16.3 12.3 5.6 72.8 79.3 94.7 97.2: 5.3 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 : 96: 12 7 2 55 39 67 48:
Old : 96: 12 7 2 55 39 67 48:
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 : 37.4 47.0 50.5 69.6 32.1 44.5 45.2 63.8
Old : 37.4 47.0 50.5 69.6 32.1 44.5 45.2 63.8
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, May 20, 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 : 295,942: 94,515 36,349 2,313 181,543 250,465 278,371 289,127: 17,571 6,815
Old : 295,942: 94,515 36,349 2,313 181,543 250,465 278,371 289,127: 17,571 6,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 6,534: 3,955 -2,834 317 5,308 12,237 9,580 9,720: -3,046 -3,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 12.3 0.8 61.3 84.6 94.1 97.7: 5.9 2.3
Old : 100.0: 31.9 12.3 0.8 61.3 84.6 94.1 97.7: 5.9 2.3
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 : 206: 62 29 13 85 65 151 103:
Old : 206: 62 29 13 85 65 151 103:
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 : 31.7 35.9 40.8 51.1 21.1 27.3 28.2 40.0
Old : 31.7 35.9 40.8 51.1 21.1 27.3 28.2 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 23, 2014