DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 77,485: 1,233 9,317 2,873 73,349 65,054 77,455 77,244: 30 241
Old : 77,485: 1,233 9,317 2,873 73,349 65,054 77,455 77,244: 30 241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 10,707: -333 1,220 562 10,478 8,925 10,707 10,707: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 12.0 3.7 94.7 84.0 100.0 99.7: 0.0 0.3
Old : 100.0: 1.6 12.0 3.7 94.7 84.0 100.0 99.7: 0.0 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 : 38: 3 8 6 20 20 27 31:
Old : 38: 3 8 6 20 20 27 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 : 76.9 51.6 88.6 70.4 47.6 29.6 50.2 41.7
Old : 76.9 51.6 88.6 70.4 47.6 29.6 50.2 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 28, 2014