DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 40,079: 1,591 22,933 2,265 35,843 14,516 39,699 39,714: 380 365
Old : 40,079: 1,591 22,933 2,265 35,843 14,516 39,699 39,714: 380 365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 2,529: 467 2,272 328 2,488 1,013 3,283 3,613: -754 -1,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 57.2 5.7 89.4 36.2 99.1 99.1: 0.9 0.9
Old : 100.0: 4.0 57.2 5.7 89.4 36.2 99.1 99.1: 0.9 0.9
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 : 45: 6 12 7 22 21 31 37:
Old : 45: 6 12 7 22 21 31 37:
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 : 56.4 55.9 74.9 73.2 48.3 55.8 65.1 70.8
Old : 56.4 55.9 74.9 73.2 48.3 55.8 65.1 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2012