DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T Commitments of Traders - Futures Only, October 9, 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 : 39,104: 2,082 19,557 2,162 34,548 17,183 38,792 38,902: 312 202 Old : 39,104: 2,082 19,557 2,162 34,548 17,183 38,792 38,902: 312 202 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 2, 2012 : : 3,975: 763 1,814 -215 3,395 2,395 3,943 3,994: 32 -19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 50.0 5.5 88.3 43.9 99.2 99.5: 0.8 0.5 Old : 100.0: 5.3 50.0 5.5 88.3 43.9 99.2 99.5: 0.8 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 : 39: 6 11 6 18 16 26 31: Old : 39: 6 11 6 18 16 26 31: 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 : 57.4 52.5 78.8 73.6 46.7 51.1 59.7 67.1 Old : 57.4 52.5 78.8 73.6 46.7 51.1 59.7 67.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2012