DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 33,544: 1,716 4,507 2,435 29,321 26,514 33,472 33,456: 72 88
Old : 33,544: 1,716 4,507 2,435 29,321 26,514 33,472 33,456: 72 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 2,010: -407 953 396 2,021 661 2,010 2,010: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 13.4 7.3 87.4 79.0 99.8 99.7: 0.2 0.3
Old : 100.0: 5.1 13.4 7.3 87.4 79.0 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 : 36: 6 10 7 15 16 25 29:
Old : 36: 6 10 7 15 16 25 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 : 61.4 57.4 84.1 75.4 47.6 44.3 56.4 54.1
Old : 61.4 57.4 84.1 75.4 47.6 44.3 56.4 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 13, 2013