DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 51,110: 1,949 5,993 3,768 45,379 41,144 51,096 50,905: 14 205
Old : 51,110: 1,949 5,993 3,768 45,379 41,144 51,096 50,905: 14 205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 195: 90 802 218 69 -786 377 234: -182 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 11.7 7.4 88.8 80.5 100.0 99.6: 0.0 0.4
Old : 100.0: 3.8 11.7 7.4 88.8 80.5 100.0 99.6: 0.0 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 : 45: 6 8 8 22 25 34 37:
Old : 45: 6 8 8 22 25 34 37:
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 : 66.0 45.3 79.4 61.7 57.5 43.6 67.0 54.4
Old : 66.0 45.3 79.4 61.7 57.5 43.6 67.0 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 28, 2013