DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 50,274: 4,119 7,640 2,670 42,402 38,835 49,191 49,145: 1,083 1,129
Old : 50,274: 4,119 7,640 2,670 42,402 38,835 49,191 49,145: 1,083 1,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 1,798: -46 664 258 1,563 758 1,775 1,680: 23 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 15.2 5.3 84.3 77.2 97.8 97.8: 2.2 2.2
Old : 100.0: 8.2 15.2 5.3 84.3 77.2 97.8 97.8: 2.2 2.2
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 : 43: 5 7 9 21 25 30 38:
Old : 43: 5 7 9 21 25 30 38:
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 : 54.7 43.0 77.8 61.9 48.1 42.6 63.1 55.0
Old : 54.7 43.0 77.8 61.9 48.1 42.6 63.1 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 22, 2013