DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 10/29/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 39,865 COMMITMENTS 2,852 5,498 3,223 33,776 31,079 39,851 39,800 14 65 CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 4,995) 876 -823 526 3,642 5,333 5,044 5,036 -49 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 13.8 8.1 84.7 78.0 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 8 8 16 20 27 33
Updated November 6, 2013