DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 55,463 COMMITMENTS 1,723 13,712 5,475 47,521 35,315 54,719 54,502 744 961 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 3,708) -1,926 1,087 1,250 4,440 1,204 3,764 3,541 -56 167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 24.7 9.9 85.7 63.7 98.7 98.3 1.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 8 9 23 19 34 30
Updated January 18, 2013