DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 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 : 42,218: 1,702 4,428 2,137 36,653 33,620 40,492 40,185: 1,726 2,033
Old : 42,218: 1,702 4,428 2,137 36,653 33,620 40,492 40,185: 1,726 2,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -11,660: -65 -899 299 -12,129 -11,458 -11,895 -12,058: 235 398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 10.5 5.1 86.8 79.6 95.9 95.2: 4.1 4.8
Old : 100.0: 4.0 10.5 5.1 86.8 79.6 95.9 95.2: 4.1 4.8
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 : 44: 5 8 7 20 25 30 35:
Old : 44: 5 8 7 20 25 30 35:
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 : 53.6 47.9 72.4 67.4 51.7 45.7 68.0 62.2
Old : 53.6 47.9 72.4 67.4 51.7 45.7 68.0 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 5, 2013