DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 50,915: 1,859 5,191 3,550 45,310 41,930 50,719 50,671: 196 244
Old : 50,915: 1,859 5,191 3,550 45,310 41,930 50,719 50,671: 196 244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 398: 262 -997 -20 96 1,358 338 341: 60 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 10.2 7.0 89.0 82.4 99.6 99.5: 0.4 0.5
Old : 100.0: 3.7 10.2 7.0 89.0 82.4 99.6 99.5: 0.4 0.5
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: 6 9 9 23 24 36 37:
Old : 46: 6 9 9 23 24 36 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 : 60.9 49.1 76.3 64.3 52.5 44.0 64.1 54.6
Old : 60.9 49.1 76.3 64.3 52.5 44.0 64.1 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 21, 2013