DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 03/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 52,619 COMMITMENTS 1,297 6,207 1,597 47,953 42,913 50,847 50,717 1,772 1,902 CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 445) -596 -8 -111 777 233 70 114 375 331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 11.8 3.0 91.1 81.6 96.6 96.4 3.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 9 7 23 23 32 34
Updated March 22, 2013