DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 5, 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 : 40,438: 2,166 4,997 3,412 34,860 31,963 40,438 40,372: 0 66
Old : 40,438: 2,166 4,997 3,412 34,860 31,963 40,438 40,372: 0 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 573: -686 -501 189 1,084 884 587 572: -14 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 12.4 8.4 86.2 79.0 100.0 99.8: 0.0 0.2
Old : 100.0: 5.4 12.4 8.4 86.2 79.0 100.0 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 : 36: 5 8 9 11 20 21 34:
Old : 36: 5 8 9 11 20 21 34:
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 : 81.6 50.4 92.4 67.2 79.1 47.2 84.0 63.9
Old : 81.6 50.4 92.4 67.2 79.1 47.2 84.0 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 8, 2013