DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 05/13/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 70,261 COMMITMENTS 694 14,429 2,229 67,338 53,425 70,261 70,083 0 178 CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 4,085) -131 856 18 4,298 3,193 4,185 4,067 -100 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 20.5 3.2 95.8 76.0 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 10 6 15 20 22 31
Updated May 16, 2014