DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 02/12/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 48,476 COMMITMENTS 4,165 6,976 2,412 40,839 38,077 47,416 47,465 1,060 1,011 CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 6,678) 628 796 61 6,479 6,509 7,168 7,366 -490 -688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 14.4 5.0 84.2 78.5 97.8 97.9 2.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 6 7 22 27 30 37
Updated February 15, 2013