DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 55,502: 1,557 7,441 3,037 50,853 44,975 55,447 55,453: 55 49
Old : 55,502: 1,557 7,441 3,037 50,853 44,975 55,447 55,453: 55 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 683: -276 392 653 326 -224 703 821: -20 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 13.4 5.5 91.6 81.0 99.9 99.9: 0.1 0.1
Old : 100.0: 2.8 13.4 5.5 91.6 81.0 99.9 99.9: 0.1 0.1
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 10 8 22 27 32 42:
Old : 46: 5 10 8 22 27 32 42:
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 : 48.7 49.6 73.1 66.3 43.8 38.3 61.2 53.2
Old : 48.7 49.6 73.1 66.3 43.8 38.3 61.2 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 31, 2013