DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 48,703: 1,851 5,091 3,574 43,234 39,964 48,659 48,629: 44 74
Old : 48,703: 1,851 5,091 3,574 43,234 39,964 48,659 48,629: 44 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: 1,983: 486 -321 759 1,360 2,166 2,605 2,604: -622 -621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 10.5 7.3 88.8 82.1 99.9 99.8: 0.1 0.2
Old : 100.0: 3.8 10.5 7.3 88.8 82.1 99.9 99.8: 0.1 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 : 40: 4 9 8 18 22 29 32:
Old : 40: 4 9 8 18 22 29 32:
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 : 74.9 42.5 86.3 65.0 70.0 39.8 77.6 60.1
Old : 74.9 42.5 86.3 65.0 70.0 39.8 77.6 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 31, 2014