DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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 : 38,016: 2,505 3,894 2,938 32,553 31,084 37,996 37,916: 20 100 Old : 38,016: 2,505 3,894 2,938 32,553 31,084 37,996 37,916: 20 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2014 : : -10,687: 654 -1,197 -636 -10,681 -8,880 -10,663 -10,713: -24 26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 10.2 7.7 85.6 81.8 99.9 99.7: 0.1 0.3 Old : 100.0: 6.6 10.2 7.7 85.6 81.8 99.9 99.7: 0.1 0.3 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: 5 6 7 21 23 30 33: Old : 42: 5 6 7 21 23 30 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 : 63.3 38.4 81.0 63.9 42.5 27.2 48.8 43.3 Old : 63.3 38.4 81.0 63.9 42.5 27.2 48.8 43.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 7, 2014