DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 55,463: 1,723 13,712 5,475 47,521 35,315 54,719 54,502: 744 961
Old : 55,463: 1,723 13,712 5,475 47,521 35,315 54,719 54,502: 744 961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 3,708: -1,926 1,087 1,250 4,440 1,204 3,764 3,541: -56 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 24.7 9.9 85.7 63.7 98.7 98.3: 1.3 1.7
Old : 100.0: 3.1 24.7 9.9 85.7 63.7 98.7 98.3: 1.3 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 : 41: 4 8 9 23 19 34 30:
Old : 41: 4 8 9 23 19 34 30:
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 : 48.3 49.0 63.2 71.6 39.7 44.7 53.9 59.6
Old : 48.3 49.0 63.2 71.6 39.7 44.7 53.9 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 18, 2013