DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, July 2, 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 : 34,058: 2,609 4,405 2,596 28,846 26,990 34,051 33,991: 7 67
Old : 34,058: 2,609 4,405 2,596 28,846 26,990 34,051 33,991: 7 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -17,052: 660 -1,588 -1,172 -16,533 -14,154 -17,045 -16,914: -7 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 12.9 7.6 84.7 79.2 100.0 99.8: 0.0 0.2
Old : 100.0: 7.7 12.9 7.6 84.7 79.2 100.0 99.8: 0.0 0.2
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 : 38: 8 5 6 19 19 30 28:
Old : 38: 8 5 6 19 19 30 28:
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 : 54.4 40.0 75.8 63.3 43.8 34.1 59.0 49.1
Old : 54.4 40.0 75.8 63.3 43.8 34.1 59.0 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2013