DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 52,393: 2,691 7,723 4,084 44,451 39,567 51,226 51,374: 1,167 1,019
Old : 52,393: 2,691 7,723 4,084 44,451 39,567 51,226 51,374: 1,167 1,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 2,119: -1,428 83 1,414 2,049 732 2,035 2,229: 84 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 14.7 7.8 84.8 75.5 97.8 98.1: 2.2 1.9
Old : 100.0: 5.1 14.7 7.8 84.8 75.5 97.8 98.1: 2.2 1.9
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 : 46: 5 9 10 24 25 35 39:
Old : 46: 5 9 10 24 25 35 39:
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 : 54.1 47.1 77.7 64.3 48.5 45.4 66.6 59.2
Old : 54.1 47.1 77.7 64.3 48.5 45.4 66.6 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 1, 2013