DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 66,778: 1,566 8,097 2,311 62,871 56,129 66,748 66,537: 30 241
Old : 66,778: 1,566 8,097 2,311 62,871 56,129 66,748 66,537: 30 241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: 12,171: -16 402 250 11,937 11,519 12,171 12,171: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 12.1 3.5 94.1 84.1 100.0 99.6: 0.0 0.4
Old : 100.0: 2.3 12.1 3.5 94.1 84.1 100.0 99.6: 0.0 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 : 38: 4 7 6 19 20 26 31:
Old : 38: 4 7 6 19 20 26 31:
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 : 78.5 51.6 88.4 72.4 46.7 27.9 50.0 40.1
Old : 78.5 51.6 88.4 72.4 46.7 27.9 50.0 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 21, 2014