DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, April 29, 2014
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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 : 79,330: 1,167 11,815 3,124 75,039 64,211 79,330 79,150: 0 180
Old : 79,330: 1,167 11,815 3,124 75,039 64,211 79,330 79,150: 0 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 5,925: 94 -1,401 370 5,711 7,006 6,175 5,975: -250 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 14.9 3.9 94.6 80.9 100.0 99.8: 0.0 0.2
Old : 100.0: 1.5 14.9 3.9 94.6 80.9 100.0 99.8: 0.0 0.2
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 : 34: 3 8 5 16 20 22 30:
Old : 34: 3 8 5 16 20 22 30:
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 : 70.4 59.0 88.5 74.2 34.3 25.3 41.1 36.5
Old : 70.4 59.0 88.5 74.2 34.3 25.3 41.1 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 2, 2014