DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 75,410: 528 14,885 2,409 72,473 57,928 75,410 75,222: 0 188
Old : 75,410: 528 14,885 2,409 72,473 57,928 75,410 75,222: 0 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 1,611: 50 3,539 -28 1,589 1,965 1,611 5,476: 0 -3,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 19.7 3.2 96.1 76.8 100.0 99.8: 0.0 0.2
Old : 100.0: 0.7 19.7 3.2 96.1 76.8 100.0 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 : 36: 2 10 6 15 22 22 33:
Old : 36: 2 10 6 15 22 22 33:
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 : 82.2 42.5 91.7 63.3 60.3 27.4 61.4 40.9
Old : 82.2 42.5 91.7 63.3 60.3 27.4 61.4 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 30, 2014