DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 49,457: 1,630 4,363 4,134 43,410 40,656 49,174 49,153: 283 304
Old : 49,457: 1,630 4,363 4,134 43,410 40,656 49,174 49,153: 283 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: 4,589: -138 561 -118 4,855 4,145 4,599 4,588: -10 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 8.8 8.4 87.8 82.2 99.4 99.4: 0.6 0.6
Old : 100.0: 3.3 8.8 8.4 87.8 82.2 99.4 99.4: 0.6 0.6
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: 5 10 8 13 21 23 34:
Old : 41: 5 10 8 13 21 23 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 : 76.2 51.2 87.5 65.6 69.2 42.9 73.6 55.5
Old : 76.2 51.2 87.5 65.6 69.2 42.9 73.6 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 19, 2013