DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 73,799: 478 11,346 2,437 70,884 55,963 73,799 69,746: 0 4,053
Old : 73,799: 478 11,346 2,437 70,884 55,963 73,799 69,746: 0 4,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 3,538: -216 -3,083 208 3,546 2,538 3,538 -337: 0 3,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 15.4 3.3 96.1 75.8 100.0 94.5: 0.0 5.5
Old : 100.0: 0.6 15.4 3.3 96.1 75.8 100.0 94.5: 0.0 5.5
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 9 6 15 21 22 31:
Old : 34: 2 9 6 15 21 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 : 81.6 45.3 91.5 62.3 57.5 26.6 59.0 39.0
Old : 81.6 45.3 91.5 62.3 57.5 26.6 59.0 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 23, 2014