DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, November 27, 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 : 43,458: 874 11,787 1,882 39,452 28,918 42,208 42,587: 1,250 871
Old : 43,458: 874 11,787 1,882 39,452 28,918 42,208 42,587: 1,250 871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 3,066: -289 1,939 -357 3,163 1,293 2,517 2,875: 549 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 27.1 4.3 90.8 66.5 97.1 98.0: 2.9 2.0
Old : 100.0: 2.0 27.1 4.3 90.8 66.5 97.1 98.0: 2.9 2.0
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 : 44: 4 11 6 21 23 29 36:
Old : 44: 4 11 6 21 23 29 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 : 55.1 55.9 76.7 73.2 48.4 55.5 66.4 69.8
Old : 55.1 55.9 76.7 73.2 48.4 55.5 66.4 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 5, 2012