DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, December 31, 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 : 53,253: 3,545 11,838 3,469 45,600 37,378 52,614 52,685: 639 568
Old : 53,253: 3,545 11,838 3,469 45,600 37,378 52,614 52,685: 639 568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 1,396: 25 171 -349 1,611 1,430 1,287 1,252: 109 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 22.2 6.5 85.6 70.2 98.8 98.9: 1.2 1.1
Old : 100.0: 6.7 22.2 6.5 85.6 70.2 98.8 98.9: 1.2 1.1
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 : 49: 8 9 7 23 23 36 35:
Old : 49: 8 9 7 23 23 36 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 : 49.5 49.2 72.7 68.1 42.7 45.3 62.6 62.4
Old : 49.5 49.2 72.7 68.1 42.7 45.3 62.6 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 4, 2013