DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 45,919: 2,524 5,218 2,175 41,103 38,189 45,802 45,582: 117 337
Old : 45,919: 2,524 5,218 2,175 41,103 38,189 45,802 45,582: 117 337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: -798: -583 433 -647 355 -881 -875 -1,095: 77 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 11.4 4.7 89.5 83.2 99.7 99.3: 0.3 0.7
Old : 100.0: 5.5 11.4 4.7 89.5 83.2 99.7 99.3: 0.3 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 : 41: 5 7 6 21 19 29 29:
Old : 41: 5 7 6 21 19 29 29:
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 48.3 83.0 75.2 41.3 36.6 51.7 51.2
Old : 66.1 48.3 83.0 75.2 41.3 36.6 51.7 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 21, 2014