DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 45,919 COMMITMENTS 2,524 5,218 2,175 41,103 38,189 45,802 45,582 117 337 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -798) -583 433 -647 355 -881 -875 -1,095 77 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 11.4 4.7 89.5 83.2 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 7 6 21 19 29 29
Updated February 21, 2014