DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 64,992 COMMITMENTS 1,328 11,787 2,541 61,118 50,481 64,987 64,809 5 183 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 11,017) 251 4,698 506 10,260 5,813 11,017 11,017 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 18.1 3.9 94.0 77.7 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 6 5 15 17 21 27
Updated April 11, 2014