DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013
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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 : 56,850: 1,082 6,556 4,256 50,040 44,578 55,378 55,390: 1,472 1,460
Old : 56,850: 1,082 6,556 4,256 50,040 44,578 55,378 55,390: 1,472 1,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: 2,119: -230 551 -90 1,271 453 951 914: 1,168 1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 11.5 7.5 88.0 78.4 97.4 97.4: 2.6 2.6
Old : 100.0: 1.9 11.5 7.5 88.0 78.4 97.4 97.4: 2.6 2.6
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 : 42: 7 9 9 16 22 26 37:
Old : 42: 7 9 9 16 22 26 37:
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 : 76.6 42.5 87.4 61.8 70.6 36.3 72.6 53.9
Old : 76.6 42.5 87.4 61.8 70.6 36.3 72.6 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2014