DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 12/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 42,959 COMMITMENTS 1,075 12,361 1,356 39,786 28,534 42,217 42,251 742 708 CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 3,551) 36 962 64 3,539 2,636 3,639 3,662 -88 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 28.8 3.2 92.6 66.4 98.3 98.4 1.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 10 5 22 21 32 34
Updated December 14, 2012