DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T Commitments of Traders - Futures Only, December 24, 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 : 51,857: 3,520 11,667 3,818 43,989 35,948 51,327 51,433: 530 424 Old : 51,857: 3,520 11,667 3,818 43,989 35,948 51,327 51,433: 530 424 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 18, 2012 : : 1,372: 245 -3,639 -25 1,354 5,124 1,574 1,460: -202 -88 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 22.5 7.4 84.8 69.3 99.0 99.2: 1.0 0.8 Old : 100.0: 6.8 22.5 7.4 84.8 69.3 99.0 99.2: 1.0 0.8 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 : 47: 8 10 7 21 22 34 35: Old : 47: 8 10 7 21 22 34 35: 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 : 46.3 48.3 69.5 68.3 41.0 45.0 60.1 61.6 Old : 46.3 48.3 69.5 68.3 41.0 45.0 60.1 61.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2012