DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T Commitments of Traders - Futures Only, October 1, 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 : 26,184: 3,841 3,022 2,201 19,986 20,505 26,028 25,728: 156 456 Old : 26,184: 3,841 3,022 2,201 19,986 20,505 26,028 25,728: 156 456 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 24, 2013 : : -8,753: 1,242 -1,124 -669 -9,420 -7,342 -8,847 -9,135: 94 382 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 11.5 8.4 76.3 78.3 99.4 98.3: 0.6 1.7 Old : 100.0: 14.7 11.5 8.4 76.3 78.3 99.4 98.3: 0.6 1.7 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 : 35: 9 6 4 15 17 24 27: Old : 35: 9 6 4 15 17 24 27: 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 : 55.6 63.4 73.0 77.2 33.0 44.2 46.0 52.8 Old : 55.6 63.4 73.0 77.2 33.0 44.2 46.0 52.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 25, 2013