DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 9, 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 : 34,143: 2,860 4,650 2,472 27,245 25,403 32,577 32,525: 1,566 1,618
Old : 34,143: 2,860 4,650 2,472 27,245 25,403 32,577 32,525: 1,566 1,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: 85: 251 245 -124 -1,601 -1,587 -1,474 -1,466: 1,559 1,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 13.6 7.2 79.8 74.4 95.4 95.3: 4.6 4.7
Old : 100.0: 8.4 13.6 7.2 79.8 74.4 95.4 95.3: 4.6 4.7
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 : 39: 8 6 6 20 19 31 29:
Old : 39: 8 6 6 20 19 31 29:
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 : 51.7 36.2 71.3 58.6 42.3 31.0 56.3 47.2
Old : 51.7 36.2 71.3 58.6 42.3 31.0 56.3 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2013