DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, January 22, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,292: 2,626 14,145 1,687 43,371 31,937 47,684 47,769: 608 523
Old : 48,292: 2,626 14,145 1,687 43,371 31,937 47,684 47,769: 608 523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: -7,171: 903 433 -3,788 -4,150 -3,378 -7,035 -6,733: -136 -438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 29.3 3.5 89.8 66.1 98.7 98.9: 1.3 1.1
Old : 100.0: 5.4 29.3 3.5 89.8 66.1 98.7 98.9: 1.3 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 : 44: 4 9 7 24 21 34 32:
Old : 44: 4 9 7 24 21 34 32:
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 : 54.3 42.8 72.0 67.5 47.9 39.7 64.1 61.0
Old : 54.3 42.8 72.0 67.5 47.9 39.7 64.1 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 25, 2013