DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 02/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 50,274 COMMITMENTS 4,119 7,640 2,670 42,402 38,835 49,191 49,145 1,083 1,129 CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 1,798) -46 664 258 1,563 758 1,775 1,680 23 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 15.2 5.3 84.3 77.2 97.8 97.8 2.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 7 9 21 25 30 38
Updated February 22, 2013