DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 07/23/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 34,762 COMMITMENTS 2,963 6,074 2,160 29,405 26,312 34,528 34,546 234 216 CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 106) 105 -258 44 413 688 562 474 -456 -368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 17.5 6.2 84.6 75.7 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 9 6 5 22 20 33 30
Updated July 26, 2013