DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 34,870: 1,976 6,321 2,697 30,134 25,746 34,807 34,764: 63 106
Old : 34,870: 1,976 6,321 2,697 30,134 25,746 34,807 34,764: 63 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 2,017: -1,218 2,267 781 2,424 -1,104 1,987 1,944: 30 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 18.1 7.7 86.4 73.8 99.8 99.7: 0.2 0.3
Old : 100.0: 5.7 18.1 7.7 86.4 73.8 99.8 99.7: 0.2 0.3
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 : 39: 5 9 7 16 19 26 31:
Old : 39: 5 9 7 16 19 26 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 : 64.4 46.4 80.1 66.7 53.0 35.3 64.7 52.2
Old : 64.4 46.4 80.1 66.7 53.0 35.3 64.7 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 1, 2013