DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, March 5, 2013
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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 : 51,036: 1,538 9,149 1,645 46,476 38,624 49,659 49,418: 1,377 1,618
Old : 51,036: 1,538 9,149 1,645 46,476 38,624 49,659 49,418: 1,377 1,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -1,357: -1,153 1,426 -2,439 2,025 -943 -1,567 -1,956: 210 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 17.9 3.2 91.1 75.7 97.3 96.8: 2.7 3.2
Old : 100.0: 3.0 17.9 3.2 91.1 75.7 97.3 96.8: 2.7 3.2
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 8 9 24 23 33 36:
Old : 44: 4 8 9 24 23 33 36:
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 : 55.5 43.3 75.8 63.8 53.5 40.3 67.6 58.5
Old : 55.5 43.3 75.8 63.8 53.5 40.3 67.6 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 8, 2013