DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 01/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 48,292 COMMITMENTS 2,626 14,145 1,687 43,371 31,937 47,684 47,769 608 523 CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -7,171) 903 433 -3,788 -4,150 -3,378 -7,035 -6,733 -136 -438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 29.3 3.5 89.8 66.1 98.7 98.9 1.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 9 7 24 21 34 32
Updated January 25, 2013