DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, November 6, 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 : 37,550: 1,124 20,661 1,937 33,355 13,503 36,416 36,101: 1,134 1,449
Old : 37,550: 1,124 20,661 1,937 33,355 13,503 36,416 36,101: 1,134 1,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -4,360: -652 1,508 -282 -3,912 -6,143 -4,846 -4,917: 486 557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 55.0 5.2 88.8 36.0 97.0 96.1: 3.0 3.9
Old : 100.0: 3.0 55.0 5.2 88.8 36.0 97.0 96.1: 3.0 3.9
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 : 43: 4 13 6 20 21 28 36:
Old : 43: 4 13 6 20 21 28 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 : 55.0 53.6 75.6 68.7 50.2 53.5 67.9 67.6
Old : 55.0 53.6 75.6 68.7 50.2 53.5 67.9 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2012