DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 30, 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 : 59,034: 2,171 8,706 2,985 53,849 47,185 59,005 58,876: 29 158
Old : 59,034: 2,171 8,706 2,985 53,849 47,185 59,005 58,876: 29 158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 3,597: -962 3,359 622 6,677 -169 6,337 3,812: -2,740 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 14.7 5.1 91.2 79.9 100.0 99.7: 0.0 0.3
Old : 100.0: 3.7 14.7 5.1 91.2 79.9 100.0 99.7: 0.0 0.3
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 8 7 26 22 34 33:
Old : 43: 4 8 7 26 22 34 33:
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 : 49.9 53.8 68.2 71.2 49.9 45.9 64.6 59.4
Old : 49.9 53.8 68.2 71.2 49.9 45.9 64.6 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 3, 2013