DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 43,785: 2,019 5,655 1,247 39,745 36,596 43,011 43,498: 774 287
Old : 43,785: 2,019 5,655 1,247 39,745 36,596 43,011 43,498: 774 287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -5,745: -1,357 -567 -198 -4,863 -4,997 -6,418 -5,762: 673 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 12.9 2.8 90.8 83.6 98.2 99.3: 1.8 0.7
Old : 100.0: 4.6 12.9 2.8 90.8 83.6 98.2 99.3: 1.8 0.7
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 : 38: 5 5 5 18 19 25 28:
Old : 38: 5 5 5 18 19 25 28:
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 : 75.6 51.2 88.9 76.8 50.4 37.7 56.5 52.0
Old : 75.6 51.2 88.9 76.8 50.4 37.7 56.5 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 7, 2014