DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 39,198: 2,364 5,422 2,742 34,008 30,903 39,114 39,067: 84 131
Old : 39,198: 2,364 5,422 2,742 34,008 30,903 39,114 39,067: 84 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -1,665: -324 -446 186 -1,587 -1,465 -1,725 -1,725: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 13.8 7.0 86.8 78.8 99.8 99.7: 0.2 0.3
Old : 100.0: 6.0 13.8 7.0 86.8 78.8 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 : 38: 7 8 7 17 17 28 28:
Old : 38: 7 8 7 17 17 28 28:
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 : 51.1 58.6 72.4 76.1 37.7 39.7 47.3 47.6
Old : 51.1 58.6 72.4 76.1 37.7 39.7 47.3 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 23, 2013