DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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 : 31,534: 2,123 3,554 2,039 27,300 25,853 31,462 31,446: 72 88
Old : 31,534: 2,123 3,554 2,039 27,300 25,853 31,462 31,446: 72 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -8,306: -647 -1,621 -567 -7,085 -6,049 -8,299 -8,237: -7 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 11.3 6.5 86.6 82.0 99.8 99.7: 0.2 0.3
Old : 100.0: 6.7 11.3 6.5 86.6 82.0 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 : 35: 9 6 6 15 15 25 26:
Old : 35: 9 6 6 15 15 25 26:
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 : 56.0 58.3 80.7 77.3 41.7 43.7 51.8 53.6
Old : 56.0 58.3 80.7 77.3 41.7 43.7 51.8 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 6, 2013