MSCI EAFE MINI INDEX - NYSE LIFFE Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 106,599 COMMITMENTS 22,026 12,920 4,175 74,479 86,741 100,680 103,836 5,919 2,763 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -12,727) -503 1,709 -393 -9,438 -10,831 -10,334 -9,515 -2,393 -3,212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 12.1 3.9 69.9 81.4 94.4 97.4 5.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 14 7 2 50 42 64 51 MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 322,720 COMMITMENTS 112,461 30,953 1,588 186,976 285,482 301,025 318,023 21,695 4,697 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -24,508) -3,968 -6,030 -7,370 -11,724 -4,883 -23,062 -18,283 -1,446 -6,225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 9.6 0.5 57.9 88.5 93.3 98.5 6.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 68 25 14 90 65 165 97
Updated June 27, 2014