DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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 : 34,904: 3,239 5,950 2,226 29,431 26,699 34,896 34,875: 8 29
Old : 34,904: 3,239 5,950 2,226 29,431 26,699 34,896 34,875: 8 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 142: 276 -124 66 26 387 368 329: -226 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 17.0 6.4 84.3 76.5 100.0 99.9: 0.0 0.1
Old : 100.0: 9.3 17.0 6.4 84.3 76.5 100.0 99.9: 0.0 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 : 42: 7 9 6 19 19 30 31:
Old : 42: 7 9 6 19 19 30 31:
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 : 58.2 43.5 77.8 65.3 43.4 40.5 62.6 56.3
Old : 58.2 43.5 77.8 65.3 43.4 40.5 62.6 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 2, 2013