DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 42,959: 1,075 12,361 1,356 39,786 28,534 42,217 42,251: 742 708
Old : 42,959: 1,075 12,361 1,356 39,786 28,534 42,217 42,251: 742 708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 3,551: 36 962 64 3,539 2,636 3,639 3,662: -88 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 28.8 3.2 92.6 66.4 98.3 98.4: 1.7 1.6
Old : 100.0: 2.5 28.8 3.2 92.6 66.4 98.3 98.4: 1.7 1.6
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 : 46: 8 10 5 22 21 32 34:
Old : 46: 8 10 5 22 21 32 34:
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 : 56.0 51.5 76.9 72.4 50.7 51.5 66.6 69.6
Old : 56.0 51.5 76.9 72.4 50.7 51.5 66.6 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2012