DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 39,865: 2,852 5,498 3,223 33,776 31,079 39,851 39,800: 14 65
Old : 39,865: 2,852 5,498 3,223 33,776 31,079 39,851 39,800: 14 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: 4,995: 876 -823 526 3,642 5,333 5,044 5,036: -49 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 13.8 8.1 84.7 78.0 100.0 99.8: 0.0 0.2
Old : 100.0: 7.2 13.8 8.1 84.7 78.0 100.0 99.8: 0.0 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 : 40: 6 8 8 16 20 27 33:
Old : 40: 6 8 8 16 20 27 33:
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 : 71.5 49.5 83.4 66.6 60.5 41.4 67.5 56.0
Old : 71.5 49.5 83.4 66.6 60.5 41.4 67.5 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 6, 2013