DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 46,967: 2,118 4,945 3,646 41,180 38,281 46,944 46,872: 23 95
Old : 46,967: 2,118 4,945 3,646 41,180 38,281 46,944 46,872: 23 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 6,529: -48 -52 234 6,320 6,318 6,506 6,500: 23 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 10.5 7.8 87.7 81.5 100.0 99.8: 0.0 0.2
Old : 100.0: 4.5 10.5 7.8 87.7 81.5 100.0 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 : 37: 5 8 9 9 21 19 35:
Old : 37: 5 8 9 9 21 19 35:
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 : 83.0 46.8 93.9 64.7 76.3 46.3 79.5 59.9
Old : 83.0 46.8 93.9 64.7 76.3 46.3 79.5 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2013