DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, September 11, 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 : 29,719: 3,504 19,271 1,277 24,766 9,018 29,547 29,566: 172 153
Old : 29,719: 3,504 19,271 1,277 24,766 9,018 29,547 29,566: 172 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 3,957: 680 3,260 -130 3,564 908 4,114 4,038: -157 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 64.8 4.3 83.3 30.3 99.4 99.5: 0.6 0.5
Old : 100.0: 11.8 64.8 4.3 83.3 30.3 99.4 99.5: 0.6 0.5
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: 10 6 4 14 13 24 23:
Old : 33: 10 6 4 14 13 24 23:
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 : 58.6 68.3 84.9 85.1 52.8 65.2 70.6 76.3
Old : 58.6 68.3 84.9 85.1 52.8 65.2 70.6 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2012