DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 32,853: 3,194 4,054 1,916 27,710 26,850 32,820 32,820: 33 33
Old : 32,853: 3,194 4,054 1,916 27,710 26,850 32,820 32,820: 33 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 4,328: 115 1,413 -111 4,374 3,017 4,378 4,319: -50 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 12.3 5.8 84.3 81.7 99.9 99.9: 0.1 0.1
Old : 100.0: 9.7 12.3 5.8 84.3 81.7 99.9 99.9: 0.1 0.1
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 : 40: 7 6 5 18 20 27 30:
Old : 40: 7 6 5 18 20 27 30:
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 : 63.2 61.7 77.1 78.0 50.1 52.7 62.0 65.0
Old : 63.2 61.7 77.1 78.0 50.1 52.7 62.0 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2013