DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 10/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 32,853 COMMITMENTS 3,194 4,054 1,916 27,710 26,850 32,820 32,820 33 33 CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 4,328) 115 1,413 -111 4,374 3,017 4,378 4,319 -50 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 12.3 5.8 84.3 81.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 6 5 18 20 27 30
Updated October 30, 2013