DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2012
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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 : 50,485: 3,275 15,306 3,843 42,635 30,824 49,753 49,973: 732 512
Old : 50,485: 3,275 15,306 3,843 42,635 30,824 49,753 49,973: 732 512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 7,526: 2,200 2,945 2,487 2,849 2,290 7,536 7,722: -10 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 30.3 7.6 84.5 61.1 98.6 99.0: 1.4 1.0
Old : 100.0: 6.5 30.3 7.6 84.5 61.1 98.6 99.0: 1.4 1.0
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 : 47: 8 11 6 22 21 34 35:
Old : 47: 8 11 6 22 21 34 35:
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 : 46.1 43.7 68.8 66.5 40.5 41.9 59.4 61.5
Old : 46.1 43.7 68.8 66.5 40.5 41.9 59.4 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 21, 2012