DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 2012
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF $5,000,000) :
: : :
All : 25,277: 2,598 13,017 1,614 20,840 10,509 25,052 25,140: 225 137
Old : 25,277: 2,598 13,017 1,614 20,840 10,509 25,052 25,140: 225 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 4,744: 156 3,777 65 4,608 1,044 4,829 4,886: -85 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 51.5 6.4 82.4 41.6 99.1 99.5: 0.9 0.5
Old : 100.0: 10.3 51.5 6.4 82.4 41.6 99.1 99.5: 0.9 0.5
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 : 30: 5 7 5 14 13 22 23:
Old : 30: 5 7 5 14 13 22 23:
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 : 54.9 60.5 81.7 80.6 36.7 55.1 58.4 63.2
Old : 54.9 60.5 81.7 80.6 36.7 55.1 58.4 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2012