DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 53,878: 1,767 5,327 1,838 48,782 45,078 52,387 52,243: 1,491 1,635
Old : 53,878: 1,767 5,327 1,838 48,782 45,078 52,387 52,243: 1,491 1,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 1,259: 470 -880 241 829 2,165 1,540 1,526: -281 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 9.9 3.4 90.5 83.7 97.2 97.0: 2.8 3.0
Old : 100.0: 3.3 9.9 3.4 90.5 83.7 97.2 97.0: 2.8 3.0
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 : 45: 5 9 7 24 26 34 37:
Old : 45: 5 9 7 24 26 34 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 : 53.2 45.8 74.2 63.4 49.0 44.7 63.5 59.3
Old : 53.2 45.8 74.2 63.4 49.0 44.7 63.5 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 29, 2013