DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 53,975: 1,077 7,089 2,035 50,858 44,668 53,970 53,792: 5 183
Old : 53,975: 1,077 7,089 2,035 50,858 44,668 53,970 53,792: 5 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -23,510: -156 -2,228 -838 -22,491 -20,386 -23,485 -23,452: -25 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 13.1 3.8 94.2 82.8 100.0 99.7: 0.0 0.3
Old : 100.0: 2.0 13.1 3.8 94.2 82.8 100.0 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 : 32: 2 8 5 15 16 21 26:
Old : 32: 2 8 5 15 16 21 26:
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 : 74.1 60.1 89.0 79.2 40.8 34.3 50.6 48.4
Old : 74.1 60.1 89.0 79.2 40.8 34.3 50.6 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 4, 2014