DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 47,263: 966 5,296 3,283 41,714 37,384 45,963 45,963: 1,300 1,300
Old : 47,263: 966 5,296 3,283 41,714 37,384 45,963 45,963: 1,300 1,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 1,043: -238 730 -513 1,758 790 1,007 1,007: 36 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 11.2 6.9 88.3 79.1 97.2 97.2: 2.8 2.8
Old : 100.0: 2.0 11.2 6.9 88.3 79.1 97.2 97.2: 2.8 2.8
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: 4 8 5 18 21 26 30:
Old : 40: 4 8 5 18 21 26 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 : 76.6 42.9 87.2 64.7 72.2 39.7 77.3 59.9
Old : 76.6 42.9 87.2 64.7 72.2 39.7 77.3 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 17, 2014