DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 52,174: 1,893 6,215 1,708 47,176 42,680 50,777 50,603: 1,397 1,571
Old : 52,174: 1,893 6,215 1,708 47,176 42,680 50,777 50,603: 1,397 1,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 1,138: 355 -2,934 63 700 4,056 1,118 1,185: 20 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 11.9 3.3 90.4 81.8 97.3 97.0: 2.7 3.0
Old : 100.0: 3.6 11.9 3.3 90.4 81.8 97.3 97.0: 2.7 3.0
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: 4 9 7 23 23 32 34:
Old : 43: 4 9 7 23 23 32 34:
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 : 56.2 47.7 77.7 66.9 55.6 44.8 69.6 60.3
Old : 56.2 47.7 77.7 66.9 55.6 44.8 69.6 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 15, 2013