DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 26,184 COMMITMENTS 3,841 3,022 2,201 19,986 20,505 26,028 25,728 156 456 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -8,753) 1,242 -1,124 -669 -9,420 -7,342 -8,847 -9,135 94 382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 11.5 8.4 76.3 78.3 99.4 98.3 0.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 6 4 15 17 24 27
Updated October 25, 2013