MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 90,355: 24,214 5,480 3,669 55,834 77,862 83,717 87,011: 6,638 3,344
Old : 90,355: 24,214 5,480 3,669 55,834 77,862 83,717 87,011: 6,638 3,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -16: -836 -1,128 216 270 119 -350 -793: 334 777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 6.1 4.1 61.8 86.2 92.7 96.3: 7.3 3.7
Old : 100.0: 26.8 6.1 4.1 61.8 86.2 92.7 96.3: 7.3 3.7
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 : 85: 14 6 2 47 34 62 41:
Old : 85: 14 6 2 47 34 62 41:
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 : 43.7 60.8 58.3 73.4 39.3 58.4 52.8 69.1
Old : 43.7 60.8 58.3 73.4 39.3 58.4 52.8 69.1
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, December 31, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 238,633: 76,402 37,246 1,520 146,594 194,628 224,516 233,394: 14,117 5,239
Old : 238,633: 76,402 37,246 1,520 146,594 194,628 224,516 233,394: 14,117 5,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 10,862: 3,395 4,190 209 6,649 7,265 10,253 11,664: 609 -802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 15.6 0.6 61.4 81.6 94.1 97.8: 5.9 2.2
Old : 100.0: 32.0 15.6 0.6 61.4 81.6 94.1 97.8: 5.9 2.2
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 24 14 70 64 132 97:
Old : 184: 57 24 14 70 64 132 97:
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 : 34.4 30.6 46.0 49.0 22.8 23.4 32.2 38.3
Old : 34.4 30.6 46.0 49.0 22.8 23.4 32.2 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2014