DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 41,910: 1,776 19,153 2,219 37,267 19,646 41,262 41,018: 648 892
Old : 41,910: 1,776 19,153 2,219 37,267 19,646 41,262 41,018: 648 892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -186: -322 1,251 206 1,423 -149 1,307 1,308: -1,493 -1,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 45.7 5.3 88.9 46.9 98.5 97.9: 1.5 2.1
Old : 100.0: 4.2 45.7 5.3 88.9 46.9 98.5 97.9: 1.5 2.1
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 : 42: 5 12 7 20 21 28 38:
Old : 42: 5 12 7 20 21 28 38:
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 : 57.4 49.9 75.3 66.5 52.5 49.2 64.2 64.4
Old : 57.4 49.9 75.3 66.5 52.5 49.2 64.2 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2012