DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 48,703 COMMITMENTS 1,851 5,091 3,574 43,234 39,964 48,659 48,629 44 74 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,983) 486 -321 759 1,360 2,166 2,605 2,604 -622 -621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 10.5 7.3 88.8 82.1 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 9 8 18 22 29 32
Updated January 31, 2014