DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 34,904 COMMITMENTS 3,239 5,950 2,226 29,431 26,699 34,896 34,875 8 29 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 142) 276 -124 66 26 387 368 329 -226 -187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 17.0 6.4 84.3 76.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 9 6 19 19 30 31
Updated August 2, 2013