DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 70,261: 694 14,429 2,229 67,338 53,425 70,261 70,083: 0 178
Old : 70,261: 694 14,429 2,229 67,338 53,425 70,261 70,083: 0 178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 4,085: -131 856 18 4,298 3,193 4,185 4,067: -100 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 20.5 3.2 95.8 76.0 100.0 99.7: 0.0 0.3
Old : 100.0: 1.0 20.5 3.2 95.8 76.0 100.0 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 : 34: 2 10 6 15 20 22 31:
Old : 34: 2 10 6 15 20 22 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 : 81.7 47.1 92.0 66.5 58.8 32.0 60.8 45.4
Old : 81.7 47.1 92.0 66.5 58.8 32.0 60.8 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 16, 2014