DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 04/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 73,405 COMMITMENTS 1,073 13,216 2,754 69,328 57,205 73,155 73,175 250 230 CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: 1,908) -485 642 202 2,015 1,014 1,732 1,858 176 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 18.0 3.8 94.4 77.9 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 6 5 16 19 21 29
Updated April 25, 2014