DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 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 : 46,220: 1,204 4,566 3,796 39,956 36,594 44,956 44,956: 1,264 1,264
Old : 46,220: 1,204 4,566 3,796 39,956 36,594 44,956 44,956: 1,264 1,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -10,630: 122 -1,990 -460 -10,084 -7,984 -10,422 -10,434: -208 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 9.9 8.2 86.4 79.2 97.3 97.3: 2.7 2.7
Old : 100.0: 2.6 9.9 8.2 86.4 79.2 97.3 97.3: 2.7 2.7
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 : 39: 6 7 7 16 21 27 31:
Old : 39: 6 7 7 16 21 27 31:
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 : 77.3 47.6 87.5 68.3 69.5 44.6 72.5 64.2
Old : 77.3 47.6 87.5 68.3 69.5 44.6 72.5 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 10, 2014