DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 57,306: 2,586 4,070 4,971 49,735 48,260 57,292 57,301: 14 5
Old : 57,306: 2,586 4,070 4,971 49,735 48,260 57,292 57,301: 14 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 10,339: 468 -875 1,325 8,555 9,979 10,348 10,429: -9 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 7.1 8.7 86.8 84.2 100.0 100.0: 0.0 0.0
Old : 100.0: 4.5 7.1 8.7 86.8 84.2 100.0 100.0: 0.0 0.0
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 : 39: 6 8 11 12 21 24 36:
Old : 39: 6 8 11 12 21 24 36:
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 : 80.3 49.0 91.5 67.8 74.3 46.3 79.0 61.2
Old : 80.3 49.0 91.5 67.8 74.3 46.3 79.0 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 22, 2013