DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 54,819: 1,833 7,049 2,384 50,527 45,199 54,744 54,632: 75 187
Old : 54,819: 1,833 7,049 2,384 50,527 45,199 54,744 54,632: 75 187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 634: -29 -1,112 261 422 1,440 654 589: -20 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 12.9 4.3 92.2 82.5 99.9 99.7: 0.1 0.3
Old : 100.0: 3.3 12.9 4.3 92.2 82.5 99.9 99.7: 0.1 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 : 43: 4 10 7 21 25 30 39:
Old : 43: 4 10 7 21 25 30 39:
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 : 51.3 52.0 73.9 67.1 46.9 43.6 64.0 56.1
Old : 51.3 52.0 73.9 67.1 46.9 43.6 64.0 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 24, 2013