DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 50,517: 1,597 6,188 3,570 45,214 40,572 50,381 50,330: 136 187
Old : 50,517: 1,597 6,188 3,570 45,214 40,572 50,381 50,330: 136 187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 1,911: -128 423 588 1,355 739 1,815 1,750: 96 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 12.2 7.1 89.5 80.3 99.7 99.6: 0.3 0.4
Old : 100.0: 3.2 12.2 7.1 89.5 80.3 99.7 99.6: 0.3 0.4
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 : 47: 6 9 8 22 26 33 40:
Old : 47: 6 9 8 22 26 33 40:
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 : 55.1 51.0 75.3 67.7 49.8 41.9 63.2 56.7
Old : 55.1 51.0 75.3 67.7 49.8 41.9 63.2 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 14, 2013