DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 07/09/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 34,143 COMMITMENTS 2,860 4,650 2,472 27,245 25,403 32,577 32,525 1,566 1,618 CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 85) 251 245 -124 -1,601 -1,587 -1,474 -1,466 1,559 1,551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 13.6 7.2 79.8 74.4 95.4 95.3 4.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 8 6 6 20 19 31 29
Updated July 13, 2013