DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 54,731: 1,312 6,005 4,346 48,769 44,125 54,427 54,476: 304 255
Old : 54,731: 1,312 6,005 4,346 48,769 44,125 54,427 54,476: 304 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 2,962: -71 946 79 2,982 1,916 2,990 2,941: -28 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 11.0 7.9 89.1 80.6 99.4 99.5: 0.6 0.5
Old : 100.0: 2.4 11.0 7.9 89.1 80.6 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 : 42: 6 9 9 16 22 26 37:
Old : 42: 6 9 9 16 22 26 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 : 76.5 45.1 87.1 65.7 71.1 37.1 73.5 55.5
Old : 76.5 45.1 87.1 65.7 71.1 37.1 73.5 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2013