DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 6, 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 : 31,231: 2,119 5,847 2,139 26,932 23,179 31,190 31,165: 41 66
Old : 31,231: 2,119 5,847 2,139 26,932 23,179 31,190 31,165: 41 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -3,673: -1,120 -103 -87 -2,499 -3,520 -3,706 -3,710: 33 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 18.7 6.8 86.2 74.2 99.9 99.8: 0.1 0.2
Old : 100.0: 6.8 18.7 6.8 86.2 74.2 99.9 99.8: 0.1 0.2
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 : 37: 7 7 8 17 15 29 27:
Old : 37: 7 7 8 17 15 29 27:
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 : 54.8 46.7 73.8 68.6 42.6 41.9 57.5 56.0
Old : 54.8 46.7 73.8 68.6 42.6 41.9 57.5 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 9, 2013