DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 40,392: 1,163 9,848 2,239 36,289 27,625 39,691 39,712: 701 680
Old : 40,392: 1,163 9,848 2,239 36,289 27,625 39,691 39,712: 701 680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 313: -428 -13,085 -26 446 13,109 -8 -2: 321 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 24.4 5.5 89.8 68.4 98.3 98.3: 1.7 1.7
Old : 100.0: 2.9 24.4 5.5 89.8 68.4 98.3 98.3: 1.7 1.7
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 9 7 21 23 30 37:
Old : 45: 6 9 7 21 23 30 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 : 56.6 58.4 76.4 75.5 51.0 58.3 70.1 71.9
Old : 56.6 58.4 76.4 75.5 51.0 58.3 70.1 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2012