DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 44,868: 1,768 3,802 4,252 38,555 36,511 44,575 44,565: 293 303
Old : 44,868: 1,768 3,802 4,252 38,555 36,511 44,575 44,565: 293 303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -19,055: -895 -932 -570 -17,881 -17,851 -19,346 -19,353: 291 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 8.5 9.5 85.9 81.4 99.3 99.3: 0.7 0.7
Old : 100.0: 3.9 8.5 9.5 85.9 81.4 99.3 99.3: 0.7 0.7
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: 6 9 8 13 22 23 35:
Old : 40: 6 9 8 13 22 23 35:
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 : 75.3 49.9 88.3 66.1 65.3 42.5 69.8 55.1
Old : 75.3 49.9 88.3 66.1 65.3 42.5 69.8 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 6, 2013