DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 63,923: 2,663 4,734 4,822 56,436 54,362 63,921 63,918: 2 5
Old : 63,923: 2,663 4,734 4,822 56,436 54,362 63,921 63,918: 2 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 6,617: 77 664 -149 6,701 6,102 6,629 6,617: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 7.4 7.5 88.3 85.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.2 7.4 7.5 88.3 85.0 100.0 100.0: 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 : 41: 9 7 11 12 22 25 37:
Old : 41: 9 7 11 12 22 25 37:
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 : 81.4 51.0 91.6 68.7 75.2 46.7 79.5 61.3
Old : 81.4 51.0 91.6 68.7 75.2 46.7 79.5 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2013