DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 8, 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 : 28,525: 3,079 2,641 2,027 23,336 23,833 28,442 28,501: 83 24
Old : 28,525: 3,079 2,641 2,027 23,336 23,833 28,442 28,501: 83 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: 2,341: -762 -381 -174 3,350 3,328 2,414 2,773: -73 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 9.3 7.1 81.8 83.6 99.7 99.9: 0.3 0.1
Old : 100.0: 10.8 9.3 7.1 81.8 83.6 99.7 99.9: 0.3 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 : 40: 7 7 5 16 20 25 30:
Old : 40: 7 7 5 16 20 25 30:
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 : 54.9 59.1 74.9 75.8 35.6 44.1 48.4 55.7
Old : 54.9 59.1 74.9 75.8 35.6 44.1 48.4 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2013