DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 48,476: 4,165 6,976 2,412 40,839 38,077 47,416 47,465: 1,060 1,011
Old : 48,476: 4,165 6,976 2,412 40,839 38,077 47,416 47,465: 1,060 1,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 6,678: 628 796 61 6,479 6,509 7,168 7,366: -490 -688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 14.4 5.0 84.2 78.5 97.8 97.9: 2.2 2.1
Old : 100.0: 8.6 14.4 5.0 84.2 78.5 97.8 97.9: 2.2 2.1
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 : 42: 4 6 7 22 27 30 37:
Old : 42: 4 6 7 22 27 30 37:
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 : 55.8 39.6 78.9 60.1 47.8 39.5 61.5 52.9
Old : 55.8 39.6 78.9 60.1 47.8 39.5 61.5 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 15, 2013