DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 35,129: 1,319 17,743 2,377 31,153 14,788 34,849 34,908: 280 221
Old : 35,129: 1,319 17,743 2,377 31,153 14,788 34,849 34,908: 280 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -5,502: -2,068 -1,090 -169 -3,330 -4,278 -5,567 -5,537: 65 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 50.5 6.8 88.7 42.1 99.2 99.4: 0.8 0.6
Old : 100.0: 3.8 50.5 6.8 88.7 42.1 99.2 99.4: 0.8 0.6
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 : 35: 5 9 6 18 14 26 27:
Old : 35: 5 9 6 18 14 26 27:
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 : 62.8 58.2 82.8 81.8 50.2 56.9 64.2 68.2
Old : 62.8 58.2 82.8 81.8 50.2 56.9 64.2 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2012