DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T Commitments of Traders - Futures Only, April 30, 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 : 59,034: 2,171 8,706 2,985 53,849 47,185 59,005 58,876: 29 158 Old : 59,034: 2,171 8,706 2,985 53,849 47,185 59,005 58,876: 29 158 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 23, 2013 : : 3,597: -962 3,359 622 6,677 -169 6,337 3,812: -2,740 -215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 14.7 5.1 91.2 79.9 100.0 99.7: 0.0 0.3 Old : 100.0: 3.7 14.7 5.1 91.2 79.9 100.0 99.7: 0.0 0.3 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 : 43: 4 8 7 26 22 34 33: Old : 43: 4 8 7 26 22 34 33: 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 : 49.9 53.8 68.2 71.2 49.9 45.9 64.6 59.4 Old : 49.9 53.8 68.2 71.2 49.9 45.9 64.6 59.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 3, 2013