DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, December 4, 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 : 39,408: 1,039 11,399 1,292 36,247 25,898 38,578 38,589: 830 819
Old : 39,408: 1,039 11,399 1,292 36,247 25,898 38,578 38,589: 830 819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -4,050: 165 -388 -590 -3,205 -3,020 -3,630 -3,998: -420 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 28.9 3.3 92.0 65.7 97.9 97.9: 2.1 2.1
Old : 100.0: 2.6 28.9 3.3 92.0 65.7 97.9 97.9: 2.1 2.1
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 : 45: 7 9 5 21 21 30 34:
Old : 45: 7 9 5 21 21 30 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 : 53.7 50.1 75.5 70.6 46.4 49.2 64.1 65.9
Old : 53.7 50.1 75.5 70.6 46.4 49.2 64.1 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 7, 2012