DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 25,762: 2,824 16,011 1,407 21,202 8,110 25,433 25,528: 329 234
Old : 25,762: 2,824 16,011 1,407 21,202 8,110 25,433 25,528: 329 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 485: 226 2,994 -207 362 -2,399 381 388: 104 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 62.1 5.5 82.3 31.5 98.7 99.1: 1.3 0.9
Old : 100.0: 11.0 62.1 5.5 82.3 31.5 98.7 99.1: 1.3 0.9
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: 8 5 4 14 13 23 21:
Old : 30: 8 5 4 14 13 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 : 59.4 69.1 85.2 87.0 52.9 63.2 71.1 74.9
Old : 59.4 69.1 85.2 87.0 52.9 63.2 71.1 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2012