MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 109,898: 21,391 11,683 5,834 76,455 89,152 103,680 106,669: 6,218 3,229
Old : 109,898: 21,391 11,683 5,834 76,455 89,152 103,680 106,669: 6,218 3,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -2,302: 112 -1,279 1,168 -3,797 -2,284 -2,517 -2,395: 215 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 10.6 5.3 69.6 81.1 94.3 97.1: 5.7 2.9
Old : 100.0: 19.5 10.6 5.3 69.6 81.1 94.3 97.1: 5.7 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 : 94: 15 5 3 55 39 70 47:
Old : 94: 15 5 3 55 39 70 47:
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 : 35.6 46.6 48.0 68.2 31.7 44.2 43.9 65.0
Old : 35.6 46.6 48.0 68.2 31.7 44.2 43.9 65.0
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, June 10, 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 : 321,134: 110,455 32,662 3,815 188,515 278,570 302,785 315,047: 18,349 6,087
Old : 321,134: 110,455 32,662 3,815 188,515 278,570 302,785 315,047: 18,349 6,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 21,420: 10,132 2,588 558 13,293 19,691 23,983 22,837: -2,563 -1,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 10.2 1.2 58.7 86.7 94.3 98.1: 5.7 1.9
Old : 100.0: 34.4 10.2 1.2 58.7 86.7 94.3 98.1: 5.7 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 : 216: 68 32 17 89 66 166 107:
Old : 216: 68 32 17 89 66 166 107:
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 : 27.1 35.6 36.6 50.8 20.2 26.5 27.8 40.4
Old : 27.1 35.6 36.6 50.8 20.2 26.5 27.8 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 13, 2014