DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 41,798: 3,537 6,180 2,351 34,360 31,568 40,248 40,099: 1,550 1,699
Old : 41,798: 3,537 6,180 2,351 34,360 31,568 40,248 40,099: 1,550 1,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -4,298: 2,585 -1,668 -162 -7,481 -3,120 -5,058 -4,950: 760 652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 14.8 5.6 82.2 75.5 96.3 95.9: 3.7 4.1
Old : 100.0: 8.5 14.8 5.6 82.2 75.5 96.3 95.9: 3.7 4.1
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 6 6 24 22 31 31:
Old : 41: 4 6 6 24 22 31 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 : 52.6 42.5 72.3 62.4 47.3 39.0 64.4 55.3
Old : 52.6 42.5 72.3 62.4 47.3 39.0 64.4 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 8, 2013