DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 01/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 51,755 COMMITMENTS 3,649 12,625 4,225 43,081 34,111 50,955 50,961 800 794 CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,498) 104 787 756 -2,519 -3,267 -1,659 -1,724 161 226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 24.4 8.2 83.2 65.9 98.5 98.5 1.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 8 9 23 19 36 31
Updated January 15, 2013