DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 71,497: 1,558 12,574 2,552 67,313 56,191 71,423 71,317: 74 180
Old : 71,497: 1,558 12,574 2,552 67,313 56,191 71,423 71,317: 74 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2014 :
: 6,505: 230 787 11 6,195 5,710 6,436 6,508: 69 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 17.6 3.6 94.1 78.6 99.9 99.7: 0.1 0.3
Old : 100.0: 2.2 17.6 3.6 94.1 78.6 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 : 34: 5 6 6 16 19 23 29:
Old : 34: 5 6 6 16 19 23 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 : 72.1 57.1 87.4 76.8 39.8 26.9 47.2 43.0
Old : 72.1 57.1 87.4 76.8 39.8 26.9 47.2 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 18, 2014