DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 49,530: 3,376 6,222 1,445 44,608 41,593 49,429 49,260: 101 270
Old : 49,530: 3,376 6,222 1,445 44,608 41,593 49,429 49,260: 101 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 3,611: 852 1,004 -730 3,505 3,404 3,627 3,678: -16 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 12.6 2.9 90.1 84.0 99.8 99.5: 0.2 0.5
Old : 100.0: 6.8 12.6 2.9 90.1 84.0 99.8 99.5: 0.2 0.5
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: 5 5 5 21 21 28 30:
Old : 40: 5 5 5 21 21 28 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 : 67.8 43.2 84.6 71.3 41.1 32.6 49.5 47.3
Old : 67.8 43.2 84.6 71.3 41.1 32.6 49.5 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 28, 2014