DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T Commitments of Traders - Futures Only, October 23, 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 : 42,096: 2,098 17,902 2,013 35,844 19,795 39,955 39,710: 2,141 2,386 Old : 42,096: 2,098 17,902 2,013 35,844 19,795 39,955 39,710: 2,141 2,386 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 16, 2012 : : -454: 1,131 -1,759 -254 -1,243 583 -366 -1,430: -88 976 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 42.5 4.8 85.1 47.0 94.9 94.3: 5.1 5.7 Old : 100.0: 5.0 42.5 4.8 85.1 47.0 94.9 94.3: 5.1 5.7 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: 5 11 7 19 20 27 36: Old : 40: 5 11 7 19 20 27 36: 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 : 59.8 47.8 75.7 67.7 55.4 47.0 67.6 62.9 Old : 59.8 47.8 75.7 67.7 55.4 47.0 67.6 62.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2012