DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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 : 38,016: 2,505 3,894 2,938 32,553 31,084 37,996 37,916: 20 100
Old : 38,016: 2,505 3,894 2,938 32,553 31,084 37,996 37,916: 20 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: -10,687: 654 -1,197 -636 -10,681 -8,880 -10,663 -10,713: -24 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 10.2 7.7 85.6 81.8 99.9 99.7: 0.1 0.3
Old : 100.0: 6.6 10.2 7.7 85.6 81.8 99.9 99.7: 0.1 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 : 42: 5 6 7 21 23 30 33:
Old : 42: 5 6 7 21 23 30 33:
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 : 63.3 38.4 81.0 63.9 42.5 27.2 48.8 43.3
Old : 63.3 38.4 81.0 63.9 42.5 27.2 48.8 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 7, 2014