DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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 : 52,619: 1,297 6,207 1,597 47,953 42,913 50,847 50,717: 1,772 1,902
Old : 52,619: 1,297 6,207 1,597 47,953 42,913 50,847 50,717: 1,772 1,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 445: -596 -8 -111 777 233 70 114: 375 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 11.8 3.0 91.1 81.6 96.6 96.4: 3.4 3.6
Old : 100.0: 2.5 11.8 3.0 91.1 81.6 96.6 96.4: 3.4 3.6
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 : 43: 4 9 7 23 23 32 34:
Old : 43: 4 9 7 23 23 32 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 : 54.3 47.3 75.3 65.0 50.9 46.3 65.0 59.9
Old : 54.3 47.3 75.3 65.0 50.9 46.3 65.0 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 22, 2013