MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 113,111: 20,551 13,255 5,689 81,036 90,930 107,276 109,874: 5,835 3,237
Old : 113,111: 20,551 13,255 5,689 81,036 90,930 107,276 109,874: 5,835 3,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 590: 2,156 -605 -612 -859 1,727 685 510: -95 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 11.7 5.0 71.6 80.4 94.8 97.1: 5.2 2.9
Old : 100.0: 18.2 11.7 5.0 71.6 80.4 94.8 97.1: 5.2 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 : 97: 14 7 2 54 39 68 48:
Old : 97: 14 7 2 54 39 68 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 : 37.6 47.4 50.8 69.0 32.8 45.0 46.1 64.9
Old : 37.6 47.4 50.8 69.0 32.8 45.0 46.1 64.9
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 27, 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 : 304,900: 101,613 35,407 1,743 184,527 261,956 287,883 299,106: 17,017 5,794
Old : 304,900: 101,613 35,407 1,743 184,527 261,956 287,883 299,106: 17,017 5,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 8,958: 7,098 -942 -570 2,984 11,491 9,512 9,979: -554 -1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 11.6 0.6 60.5 85.9 94.4 98.1: 5.6 1.9
Old : 100.0: 33.3 11.6 0.6 60.5 85.9 94.4 98.1: 5.6 1.9
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 : 212: 64 31 14 86 67 156 106:
Old : 212: 64 31 14 86 67 156 106:
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 : 30.2 35.4 39.7 50.3 20.2 26.8 27.9 39.8
Old : 30.2 35.4 39.7 50.3 20.2 26.8 27.9 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 30, 2014