DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, August 14, 2012
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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 : 19,038: 2,920 7,773 1,192 14,066 9,309 18,178 18,274: 860 764
Old : 19,038: 2,920 7,773 1,192 14,066 9,309 18,178 18,274: 860 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 4,235: 2,007 1,751 329 1,282 1,449 3,618 3,529: 617 706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 40.8 6.3 73.9 48.9 95.5 96.0: 4.5 4.0
Old : 100.0: 15.3 40.8 6.3 73.9 48.9 95.5 96.0: 4.5 4.0
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 : 26: 7 5 5 11 12 19 21:
Old : 26: 7 5 5 11 12 19 21:
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 : 57.7 61.3 83.3 82.5 42.7 53.7 58.0 59.2
Old : 57.7 61.3 83.3 82.5 42.7 53.7 58.0 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2012