DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, July 23, 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 : 34,762: 2,963 6,074 2,160 29,405 26,312 34,528 34,546: 234 216
Old : 34,762: 2,963 6,074 2,160 29,405 26,312 34,528 34,546: 234 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 106: 105 -258 44 413 688 562 474: -456 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 17.5 6.2 84.6 75.7 99.3 99.4: 0.7 0.6
Old : 100.0: 8.5 17.5 6.2 84.6 75.7 99.3 99.4: 0.7 0.6
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 : 42: 9 6 5 22 20 33 30:
Old : 42: 9 6 5 22 20 33 30:
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 : 54.5 38.3 74.4 61.8 40.9 35.3 58.7 50.4
Old : 54.5 38.3 74.4 61.8 40.9 35.3 58.7 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 26, 2013