DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 34,937: 2,599 4,146 2,870 29,406 27,847 34,875 34,863: 62 74
Old : 34,937: 2,599 4,146 2,870 29,406 27,847 34,875 34,863: 62 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 2,089: 167 615 185 2,266 1,303 2,618 2,103: -529 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 11.9 8.2 84.2 79.7 99.8 99.8: 0.2 0.2
Old : 100.0: 7.4 11.9 8.2 84.2 79.7 99.8 99.8: 0.2 0.2
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 14 18 24 31:
Old : 37: 9 7 7 14 18 24 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 : 68.7 62.8 83.0 76.0 34.5 36.8 42.9 44.8
Old : 68.7 62.8 83.0 76.0 34.5 36.8 42.9 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 27, 2013