DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 32,848: 2,432 3,531 2,685 27,140 26,544 32,257 32,760: 591 88
Old : 32,848: 2,432 3,531 2,685 27,140 26,544 32,257 32,760: 591 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -696: 716 -976 250 -2,181 30 -1,215 -696: 519 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 10.7 8.2 82.6 80.8 98.2 99.7: 1.8 0.3
Old : 100.0: 7.4 10.7 8.2 82.6 80.8 98.2 99.7: 1.8 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 : 37: 9 7 7 15 18 25 31:
Old : 37: 9 7 7 15 18 25 31:
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 : 62.6 60.7 79.5 74.5 40.7 38.8 48.0 46.9
Old : 62.6 60.7 79.5 74.5 40.7 38.8 48.0 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2013