DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, October 9, 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 : 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