DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 46,717: 3,107 4,785 2,822 40,748 39,070 46,677 46,677: 40 40
Old : 46,717: 3,107 4,785 2,822 40,748 39,070 46,677 46,677: 40 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 8,701: 602 891 -116 8,195 7,986 8,681 8,761: 20 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 10.2 6.0 87.2 83.6 99.9 99.9: 0.1 0.1
Old : 100.0: 6.7 10.2 6.0 87.2 83.6 99.9 99.9: 0.1 0.1
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: 6 5 6 21 23 30 32:
Old : 42: 6 5 6 21 23 30 32:
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 : 66.1 42.3 80.3 68.8 40.6 26.5 47.8 45.0
Old : 66.1 42.3 80.3 68.8 40.6 26.5 47.8 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 14, 2014