DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 46,096: 952 7,848 2,513 41,841 34,688 45,306 45,049: 790 1,047
Old : 46,096: 952 7,848 2,513 41,841 34,688 45,306 45,049: 790 1,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: -2,196: -1,674 -6,297 826 -1,530 2,751 -2,378 -2,720: 182 524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 17.0 5.5 90.8 75.3 98.3 97.7: 1.7 2.3
Old : 100.0: 2.1 17.0 5.5 90.8 75.3 98.3 97.7: 1.7 2.3
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 : 40: 4 7 8 23 21 32 31:
Old : 40: 4 7 8 23 21 32 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 : 55.1 43.9 75.9 63.5 48.5 41.5 64.0 55.0
Old : 55.1 43.9 75.9 63.5 48.5 41.5 64.0 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2013