DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 39,840: 2,770 5,175 2,606 34,385 31,902 39,761 39,683: 79 157
Old : 39,840: 2,770 5,175 2,606 34,385 31,902 39,761 39,683: 79 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 642: 406 -247 -136 377 999 647 616: -5 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 13.0 6.5 86.3 80.1 99.8 99.6: 0.2 0.4
Old : 100.0: 7.0 13.0 6.5 86.3 80.1 99.8 99.6: 0.2 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 : 38: 9 6 7 16 18 27 29:
Old : 38: 9 6 7 16 18 27 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 : 52.9 59.7 75.6 77.0 36.9 40.3 47.0 48.2
Old : 52.9 59.7 75.6 77.0 36.9 40.3 47.0 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 30, 2013