DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, October 16, 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 : 42,550: 967 19,661 2,267 37,087 19,212 40,321 41,140: 2,229 1,410
Old : 42,550: 967 19,661 2,267 37,087 19,212 40,321 41,140: 2,229 1,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 3,446: -1,115 104 105 2,539 2,029 1,529 2,238: 1,917 1,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 46.2 5.3 87.2 45.2 94.8 96.7: 5.2 3.3
Old : 100.0: 2.3 46.2 5.3 87.2 45.2 94.8 96.7: 5.2 3.3
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 : 40: 3 12 7 18 19 26 34:
Old : 40: 3 12 7 18 19 26 34:
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 : 58.7 51.1 75.0 71.9 46.7 49.3 58.4 62.8
Old : 58.7 51.1 75.0 71.9 46.7 49.3 58.4 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2007