DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, January 21, 2014
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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 : 46,720: 1,365 5,412 2,815 41,874 37,798 46,054 46,025: 666 695
Old : 46,720: 1,365 5,412 2,815 41,874 37,798 46,054 46,025: 666 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -543: 399 116 -468 160 414 91 62: -634 -605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 11.6 6.0 89.6 80.9 98.6 98.5: 1.4 1.5
Old : 100.0: 2.9 11.6 6.0 89.6 80.9 98.6 98.5: 1.4 1.5
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: 5 7 5 19 21 27 30:
Old : 40: 5 7 5 19 21 27 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 : 75.2 43.5 86.6 66.9 70.9 37.9 77.5 60.9
Old : 75.2 43.5 86.6 66.9 70.9 37.9 77.5 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 24, 2014