DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 73,405: 1,073 13,216 2,754 69,328 57,205 73,155 73,175: 250 230
Old : 73,405: 1,073 13,216 2,754 69,328 57,205 73,155 73,175: 250 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2014 :
: 1,908: -485 642 202 2,015 1,014 1,732 1,858: 176 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 18.0 3.8 94.4 77.9 99.7 99.7: 0.3 0.3
Old : 100.0: 1.5 18.0 3.8 94.4 77.9 99.7 99.7: 0.3 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 : 33: 4 6 5 16 19 21 29:
Old : 33: 4 6 5 16 19 21 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 : 70.5 59.5 87.9 76.2 36.8 27.5 44.4 39.7
Old : 70.5 59.5 87.9 76.2 36.8 27.5 44.4 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 25, 2014