DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 04/16/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 53,478 COMMITMENTS 3,056 4,271 2,496 47,466 46,342 53,018 53,109 460 369 CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 1,751) 630 -128 330 2,339 3,423 3,299 3,625 -1,548 -1,874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 8.0 4.7 88.8 86.7 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 6 5 25 23 33 32
Updated April 19, 2013