DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2013
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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 : 51,755: 3,649 12,625 4,225 43,081 34,111 50,955 50,961: 800 794
Old : 51,755: 3,649 12,625 4,225 43,081 34,111 50,955 50,961: 800 794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -1,498: 104 787 756 -2,519 -3,267 -1,659 -1,724: 161 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 24.4 8.2 83.2 65.9 98.5 98.5: 1.5 1.5
Old : 100.0: 7.1 24.4 8.2 83.2 65.9 98.5 98.5: 1.5 1.5
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: 7 8 9 23 19 36 31:
Old : 46: 7 8 9 23 19 36 31:
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 : 49.3 53.2 68.8 75.6 46.2 49.8 62.2 66.3
Old : 49.3 53.2 68.8 75.6 46.2 49.8 62.2 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2013