DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 51,769: 1,383 5,059 4,267 45,787 42,209 51,437 51,535: 332 234
Old : 51,769: 1,383 5,059 4,267 45,787 42,209 51,437 51,535: 332 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 2,312: -247 696 133 2,377 1,553 2,263 2,382: 49 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 9.8 8.2 88.4 81.5 99.4 99.5: 0.6 0.5
Old : 100.0: 2.7 9.8 8.2 88.4 81.5 99.4 99.5: 0.6 0.5
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 11 9 15 21 25 36:
Old : 41: 5 11 9 15 21 25 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 : 76.2 48.4 85.5 65.9 67.4 40.0 71.1 54.3
Old : 76.2 48.4 85.5 65.9 67.4 40.0 71.1 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2013