DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 7, 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 : 51,220: 1,572 7,904 2,036 47,570 41,266 51,178 51,206: 42 14
Old : 51,220: 1,572 7,904 2,036 47,570 41,266 51,178 51,206: 42 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: -7,814: -599 -802 -949 -6,279 -5,919 -7,827 -7,670: 13 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 15.4 4.0 92.9 80.6 99.9 100.0: 0.1 0.0
Old : 100.0: 3.1 15.4 4.0 92.9 80.6 99.9 100.0: 0.1 0.0
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 : 43: 3 11 5 22 21 28 34:
Old : 43: 3 11 5 22 21 28 34:
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 : 60.6 47.5 77.9 68.1 60.6 39.3 74.0 57.5
Old : 60.6 47.5 77.9 68.1 60.6 39.3 74.0 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 10, 2013