DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 64,992: 1,328 11,787 2,541 61,118 50,481 64,987 64,809: 5 183
Old : 64,992: 1,328 11,787 2,541 61,118 50,481 64,987 64,809: 5 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2014 :
: 11,017: 251 4,698 506 10,260 5,813 11,017 11,017: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 18.1 3.9 94.0 77.7 100.0 99.7: 0.0 0.3
Old : 100.0: 2.0 18.1 3.9 94.0 77.7 100.0 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 : 33: 4 6 5 15 17 21 27:
Old : 33: 4 6 5 15 17 21 27:
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 58.1 88.2 78.1 42.6 30.5 50.4 46.6
Old : 74.1 58.1 88.2 78.1 42.6 30.5 50.4 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 11, 2014