DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, August 21, 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 : 20,533: 2,442 9,240 1,549 16,232 9,465 20,223 20,254: 310 279
Old : 20,533: 2,442 9,240 1,549 16,232 9,465 20,223 20,254: 310 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 1,495: -478 1,467 357 2,166 156 2,045 1,980: -550 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 45.0 7.5 79.1 46.1 98.5 98.6: 1.5 1.4
Old : 100.0: 11.9 45.0 7.5 79.1 46.1 98.5 98.6: 1.5 1.4
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 : 30: 6 5 5 15 12 23 21:
Old : 30: 6 5 5 15 12 23 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 : 57.1 60.5 79.5 81.2 45.0 50.1 59.6 58.3
Old : 57.1 60.5 79.5 81.2 45.0 50.1 59.6 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2012