DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, April 9, 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 : 51,727: 2,426 4,399 2,166 45,127 42,919 49,719 49,484: 2,008 2,243
Old : 51,727: 2,426 4,399 2,166 45,127 42,919 49,719 49,484: 2,008 2,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 9,509: 724 -29 29 8,474 9,299 9,227 9,299: 282 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 8.5 4.2 87.2 83.0 96.1 95.7: 3.9 4.3
Old : 100.0: 4.7 8.5 4.2 87.2 83.0 96.1 95.7: 3.9 4.3
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: 5 8 7 23 24 33 34:
Old : 44: 5 8 7 23 24 33 34:
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 : 45.9 49.1 69.3 66.7 45.9 42.4 65.6 57.6
Old : 45.9 49.1 69.3 66.7 45.9 42.4 65.6 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2013