DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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 : 54,185: 1,862 8,161 2,123 50,105 43,759 54,090 54,043: 95 142
Old : 54,185: 1,862 8,161 2,123 50,105 43,759 54,090 54,043: 95 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2013 :
: 2,965: 290 257 87 2,535 2,493 2,912 2,837: 53 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 15.1 3.9 92.5 80.8 99.8 99.7: 0.2 0.3
Old : 100.0: 3.4 15.1 3.9 92.5 80.8 99.8 99.7: 0.2 0.3
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: 3 11 6 24 24 31 38:
Old : 44: 3 11 6 24 24 31 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 : 52.8 50.9 72.5 66.8 48.7 45.7 64.1 58.6
Old : 52.8 50.9 72.5 66.8 48.7 45.7 64.1 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 17, 2013