DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 54,607: 1,582 7,695 2,061 50,934 44,610 54,577 54,366: 30 241
Old : 54,607: 1,582 7,695 2,061 50,934 44,610 54,577 54,366: 30 241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 10,822: -437 2,040 814 11,189 8,014 11,566 10,868: -744 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 14.1 3.8 93.3 81.7 99.9 99.6: 0.1 0.4
Old : 100.0: 2.9 14.1 3.8 93.3 81.7 99.9 99.6: 0.1 0.4
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 : 37: 4 6 6 19 19 26 30:
Old : 37: 4 6 6 19 19 26 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 : 80.2 50.4 88.6 72.0 57.1 33.9 61.3 49.1
Old : 80.2 50.4 88.6 72.0 57.1 33.9 61.3 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2014