DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 81,039: 495 15,824 2,624 77,904 62,400 81,023 80,848: 16 191
Old : 81,039: 495 15,824 2,624 77,904 62,400 81,023 80,848: 16 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2014 :
: 5,629: -33 939 215 5,431 4,472 5,613 5,626: 16 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 19.5 3.2 96.1 77.0 100.0 99.8: 0.0 0.2
Old : 100.0: 0.6 19.5 3.2 96.1 77.0 100.0 99.8: 0.0 0.2
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 : 41: 2 12 5 13 26 20 38:
Old : 41: 2 12 5 13 26 20 38:
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 : 88.0 40.9 94.9 61.2 65.5 26.0 65.8 40.3
Old : 88.0 40.9 94.9 61.2 65.5 26.0 65.8 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2014